# EDGAR Filing Document

**Accession Number:** 0001383496
**File Stem:** 0001752724-23-065199
**Filing Date:** 2023-3
**Character Count:** 41373
**Document Hash:** bdd1814141803fcfb3b93ee3c6c372aa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065199.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065199

**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:** 23758495

**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 Financials AlphaDEX Fund (Series ID: S000017699)

| Class ID   | Class Name                           | Ticker Symbol   |
|:---|:---|:---|
| C000048899 | First Trust Financials AlphaDEX Fund | FXO             |

## 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 Financials AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000017699

- **c. LEI of Series:** 549300RVOY34XNQ51513

**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:** $1250080824.15

**Total Liabilities:** $29887506.30

**Net Assets:** $1220193317.85

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048899 | 5.59%                | -6.07%               | 10.96%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1465605.13              | $59027605.44                               |
| Month 2  | $-333174.50              | $-77643337.87                              |
| Month 3  | $-12378766.57            | $132659926.91                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Travelers Cos Inc/The                                    | Travelers Cos Inc/The                                    | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |     39040 | NS      | $7461324.80   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Annaly Capital Management Inc                            | Annaly Capital Management Inc                            | CUSIP: 035710839<br>LEI: 2DTL0G3FPRYUT58TI025 | Long             | EC               | CORP              | US        |    868074 | NS      | $20373696.78  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Gr                           | Hartford Financial Services Group Inc/The                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     96527 | NS      | $7491460.47   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                                               | Lazard Ltd                                               | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |    316683 | NS      | $12692654.64  | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc                                       | Ally Financial Inc                                       | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |    748425 | NS      | $24316328.25  | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                                    | Carlyle Group Inc/The                                    | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |    613236 | NS      | $22058098.92  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                                         | Zions Bancorp NA                                         | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |    148892 | NS      | $7915098.72   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                             | Huntington Bancshares Inc/OH                             | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    778679 | NS      | $11812560.43  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                                        | State Street Corp                                        | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |    141542 | NS      | $12927030.86  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                  | Charles Schwab Corp/The                                  | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     87913 | NS      | $6806224.46   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| W R Berkley Corp                                         | W R Berkley Corp                                         | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |     48361 | NS      | $3392040.54   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| East West Bancorp Inc                                    | East West Bancorp Inc                                    | CUSIP: 27579R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    166606 | NS      | $13081903.12  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Treasury Portfolio                                 | MSILF Treasury Portfolio                                 | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        |   1979819 | NS      | $1979819.45   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc                              | Ryan Specialty Holdings Inc                              | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     83968 | NS      | $3578716.16   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial In                           | Fidelity National Financial Inc                          | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |    389133 | NS      | $17133525.99  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                                         | Wells Fargo & Co                                         | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    354545 | NS      | $16617524.15  | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Synovus Financial Corp                                   | Synovus Financial Corp                                   | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |    292392 | NS      | $12265844.40  | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/                           | First Citizens BancShares Inc/NC                         | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |      9652 | NS      | $7506167.36   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                               | LPL Financial Holdings Inc                               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     50791 | NS      | $12043561.92  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp                                   | Credit Acceptance Corp                                   | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23144 | NS      | $10707340.16  | 0.88%             |  |  |  | No            |                  1 | On Loan: —       |
| Everest Re Group Ltd                                     | Everest Re Group Ltd                                     | CUSIP: 000000000<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | BM        |     55239 | NS      | $19316525.91  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp                                    | Stifel Financial Corp                                    | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |    250800 | NS      | $16906428.00  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                   | Arch Capital Group Ltd                                   | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |    291478 | NS      | $18756609.30  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SVB Financial Group                                      | SVB Financial Group                                      | CUSIP: 78486Q101<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |     47708 | NS      | $14428807.52  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Webster Financial Corp                                   | Webster Financial Corp                                   | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     73627 | NS      | $3876461.55   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis Towers Watson PLC                                 | Willis Towers Watson PLC                                 | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |     14252 | NS      | $3622715.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     86092 | NS      | $8379334.36   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                 | Western Alliance Bancorp                                 | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |    245789 | NS      | $18525116.93  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                            | Citigroup Inc                                            | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |    404575 | NS      | $21126906.50  | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                                 | Ameriprise Financial Inc                                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |     58768 | NS      | $20575852.16  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                               | RenaissanceRe Holdings Ltd                               | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     79461 | NS      | $15549723.09  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc                            | Jefferies Financial Group Inc                            | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |    446919 | NS      | $17554978.32  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                           | Globe Life Inc                                           | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     28914 | NS      | $3494256.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC                                | Janus Henderson Group PLC                                | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | GB        |    778018 | NS      | $20166226.56  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp                                     | MGIC Investment Corp                                     | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |   1407613 | NS      | $19875495.56  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc                           | New York Community Bancorp Inc                           | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |   1702230 | NS      | $17005277.70  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Inc                                            | BlackRock Inc                                            | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |      4918 | NS      | $3733794.78   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I                           | PNC Financial Services Group Inc/The                     | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     46343 | NS      | $7666522.49   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosperity Bancshares Inc                                | Prosperity Bancshares Inc                                | CUSIP: 743606105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100710 | NS      | $7639860.60   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                                              | Invesco Ltd                                              | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | US        |   1017174 | NS      | $18827890.74  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                              | Goldman Sachs Group Inc/The                              | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     31975 | NS      | $11696774.75  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                               | US Bancorp                                               | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    167843 | NS      | $8358581.40   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA                                   | First Republic Bank/CA                                   | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     28595 | NS      | $4028463.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc                                   | Franklin Resources Inc                                   | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |    693669 | NS      | $21642472.80  | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                           | Rocket Cos Inc                                           | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   2091310 | NS      | $19679227.10  | 1.61%             |  |  |  | No            |                  1 | On Loan: —       |
| Progressive Corp/The                                     | Progressive Corp/The                                     | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     84646 | NS      | $11541482.10  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Signature Bank/New York NY                               | Signature Bank/New York NY                               | CUSIP: 82669G104<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | EC               | CORP              | US        |    127055 | NS      | $16383742.25  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                                            | M&T Bank Corp                                            | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |     50459 | NS      | $7871604.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Assurant Inc                                             | Assurant Inc                                             | CUSIP: 04621X108<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | EC               | CORP              | US        |     27871 | NS      | $3695415.89   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                                             | Comerica Inc                                             | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |    109493 | NS      | $8026931.83   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Voya Financial Inc                                       | Voya Financial Inc                                       | CUSIP: 929089100<br>LEI: 549300T065Z4KJ686G75 | Long             | EC               | CORP              | US        |    119038 | NS      | $8305281.26   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                                       | SEI Investments Co                                       | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |    251101 | NS      | $15676235.43  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp                                     | Bank of America Corp                                     | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    331502 | NS      | $11761690.96  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Cor                           | Old Republic International Corp                          | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |    606178 | NS      | $15997037.42  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtu Financial Inc                                      | Virtu Financial Inc                                      | CUSIP: 928254101<br>LEI: 5493001OPW2K42CH3884 | Long             | EC               | CORP              | US        |    896570 | NS      | $17312766.70  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co                                  | Arthur J Gallagher & Co                                  | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     18486 | NS      | $3618079.92   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                | Aflac Inc                                                | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Long             | EC               | CORP              | US        |    152618 | NS      | $11217423.00  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Equitable Holdings Inc                                   | Equitable Holdings Inc                                   | CUSIP: 29452E101<br>LEI: 549300FIBAKMNHPZ4009 | Long             | EC               | CORP              | US        |    121446 | NS      | $3894773.22   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FNB Corp/PA                                              | FNB Corp/PA                                              | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |    841333 | NS      | $12005821.91  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                              | Popular Inc                                              | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |    220735 | NS      | $15151250.40  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group Inc                            | Affiliated Managers Group Inc                            | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | EC               | CORP              | US        |     92402 | NS      | $15961521.48  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                                     | Assured Guaranty Ltd                                     | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |    176347 | NS      | $11039322.20  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                                                 | Bank OZK                                                 | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |    365432 | NS      | $16689279.44  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| American Financial Group Inc/O                           | American Financial Group Inc/OH                          | CUSIP: 025932104<br>LEI: 549300AFOM7IVKIU1G39 | Long             | EC               | CORP              | US        |     25389 | NS      | $3620217.51   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                      | Fifth Third Bancorp                                      | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    223089 | NS      | $8095899.81   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Loews Corp                                               | Loews Corp                                               | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |    188230 | NS      | $11572380.40  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                           | S&P Global Inc                                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |     10405 | NS      | $3901250.70   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Securities Corp                              | BNP Paribas Securities Corp                              | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | RA               | CORP              | US        |   4616936 | PA      | $4616935.80   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Wintrust Financial Corp                                  | Wintrust Financial Corp                                  | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     86601 | NS      | $7921393.47   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                                   | T Rowe Price Group Inc                                   | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |    167787 | NS      | $19542151.89  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                                 | Marsh & McLennan Cos Inc                                 | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     21063 | NS      | $3684129.33   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                                | Brighthouse Financial Inc                                | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |    356914 | NS      | $20083550.78  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Treasury Obligations Fund | Goldman Sachs Financial Square Treasury Obligations Fund | CUSIP: 38141W323<br>LEI: 549300C0TCI4VJPGCS21 | Long             | STIV             | RF                | US        |  24267466 | NS      | $24267466.45  | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                | Chubb Ltd                                                | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |     15799 | NS      | $3594114.51   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp                                     | Umpqua Holdings Corp                                     | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |    410062 | NS      | $7463128.40   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                                          | PacWest Bancorp                                          | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |    797341 | NS      | $22054452.06  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                                       | BOK Financial Corp                                       | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |     33583 | NS      | $3375091.50   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                                       | Rithm Capital Corp                                       | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |   2239776 | NS      | $21076292.16  | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                  | KeyCorp                                                  | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |    630275 | NS      | $12094977.25  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                                    | Truist Financial Corp                                    | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    340210 | NS      | $16802971.90  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners In                           | Pinnacle Financial Partners Inc                          | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |    149584 | NS      | $11776748.32  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                            | First American Financial Corp                            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |    279694 | NS      | $17304667.78  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Erie Indemnity Co                                        | Erie Indemnity Co                                        | CUSIP: 29530P102<br>LEI: 549300WA5KP94KRUFZ80 | Long             | EC               | CORP              | US        |     29430 | NS      | $7191220.50   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Property Trust Inc                              | Starwood Property Trust Inc                              | CUSIP: 85571B105<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | EC               | CORP              | US        |    798645 | NS      | $16683694.05  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                                               | Unum Group                                               | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |    445991 | NS      | $18745001.73  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanover Insurance Group Inc/Th                           | Hanover Insurance Group Inc/The                          | CUSIP: 410867105<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | EC               | CORP              | US        |     25794 | NS      | $3471356.52   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                                       | First Hawaiian Inc                                       | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    133852 | NS      | $3672898.88   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                      | JPMorgan Chase & Co                                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     54584 | NS      | $7639576.64   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                                                 | SLM Corp                                                 | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    661409 | NS      | $11620956.13  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                             | Apollo Global Management Inc                             | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    229490 | NS      | $16243302.20  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Holdings Inc                                     | OneMain Holdings Inc                                     | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | EC               | CORP              | US        |    549354 | NS      | $23699131.56  | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T                           | Bank of New York Mellon Corp/The                         | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |    241199 | NS      | $12197433.43  | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Markel Corp                                              | Markel Corp                                              | CUSIP: 570535104<br>LEI: 549300SCNO12JLWIK605 | Long             | EC               | CORP              | US        |      2646 | NS      | $3728161.08   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Discover Financial Services                              | Discover Financial Services                              | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |    149640 | NS      | $17467477.20  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                             | Citizens Financial Group Inc                             | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    185918 | NS      | $8053967.76   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I                           | American International Group Inc                         | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |    289358 | NS      | $18293212.76  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                             | Evercore Inc                                             | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |    167757 | NS      | $21776536.17  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp                                       | First Horizon Corp                                       | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |    142266 | NS      | $3518238.18   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc                              | Raymond James Financial Inc                              | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |    137007 | NS      | $15450279.39  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp                                      | Northern Trust Corp                                      | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |     39388 | NS      | $3819454.36   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon PLC                                                  | Aon PLC                                                  | CUSIP: 000000000<br>LEI: 635400FALWQYX5E6QC64 | Long             | EC               | CORP              | US        |     11614 | NS      | $3701149.52   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                   | Regions Financial Corp                                   | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |    339498 | NS      | $7991782.92   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd                                | Axis Capital Holdings Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    135123 | NS      | $8454646.11   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc                            | Principal Financial Group Inc                            | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | EC               | CORP              | US        |    130832 | NS      | $12108501.60  | 0.99%             |  |  |  | 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