# EDGAR Filing Document

**Accession Number:** 0001383496
**File Stem:** 0001752724-23-065183
**Filing Date:** 2023-3
**Character Count:** 16460
**Document Hash:** 364221dd7f242e9349ae9ab6c90037ac
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065183.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065183

**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:** 23758480

**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 Materials AlphaDEX Fund (Series ID: S000017702)

| Class ID   | Class Name                          | Ticker Symbol   |
|:---|:---|:---|
| C000048902 | First Trust Materials AlphaDEX Fund | FXZ             |

## 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 Materials AlphaDEX Fund

- **b. EDGAR series identifier (if any):** S000017702

- **c. LEI of Series:** 549300R1WBC31SR6V464

**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:** $1673192498.20

**Total Liabilities:** $1239674.11

**Net Assets:** $1671952824.09

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000048902 | 12.45%               | -5.57%               | 16.38%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1893707.32              | $159924422.91                              |
| Month 2  | $2549073.78              | $-87934256.33                              |
| Month 3  | $-18465067.92            | $250291685.01                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alcoa Corp                     | Alcoa Corp                             | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |    526433 | NS      | $27500859.92  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                  | Mosaic Co/The                          | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |   1558940 | NS      | $77229887.60  | 4.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp            | Avery Dennison Corp                    | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |    132247 | NS      | $25052871.68  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Steel Corp       | United States Steel Corp               | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |   2730167 | NS      | $77782457.83  | 4.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co   | Reliance Steel & Aluminum Co           | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |    236483 | NS      | $53788058.35  | 3.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                     | Ecolab Inc                             | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     82218 | NS      | $12729812.94  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Steel Dynamics Inc             | Steel Dynamics Inc                     | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |    700009 | NS      | $84449085.76  | 5.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IFF                            | International Flavors & Fragrances Inc | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |    114160 | NS      | $12838433.60  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc           | Univar Solutions Inc                   | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |   1129090 | NS      | $38931023.20  | 2.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                        | Dow Inc                                | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    950055 | NS      | $56385764.25  | 3.37%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                       | FMC Corp                               | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |    287702 | NS      | $38301767.26  | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                    | Fastenal Co                            | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |    252929 | NS      | $12785560.95  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                   | Newmont Corp                           | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |    760703 | NS      | $40264009.79  | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan Inc           | Freeport-McMoRan Inc                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    944866 | NS      | $42159920.92  | 2.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                 | Albemarle Corp                         | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |    165565 | NS      | $46598269.25  | 2.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc     | CF Industries Holdings Inc             | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |    421421 | NS      | $35694358.70  | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc           | Cleveland-Cliffs Inc                   | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |   4245228 | NS      | $90635617.80  | 5.42%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                 | SSR Mining Inc                         | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |   3055098 | NS      | $51753360.12  | 3.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Nucor Corp                     | Nucor Corp                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |    518862 | NS      | $87698055.24  | 5.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Copper Corp           | Southern Copper Corp                   | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | EC               | CORP              | MX        |    396367 | NS      | $29810762.07  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Valvoline Inc                  | Valvoline Inc                          | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Long             | EC               | CORP              | US        |    366562 | NS      | $13438162.92  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                      | Linde PLC                              | CUSIP: 000000000<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | GB        |     73387 | NS      | $24286693.78  | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp              | MP Materials Corp                      | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    492932 | NS      | $16025219.32  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co            | Eastman Chemical Co                    | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |    587835 | NS      | $51829411.95  | 3.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                  | Huntsman Corp                          | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |   2488748 | NS      | $78868424.12  | 4.72%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV   | LyondellBasell Industries NV           | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | US        |    576576 | NS      | $55749133.44  | 3.33%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co         | International Paper Co                 | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |   1382433 | NS      | $57813348.06  | 3.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                 | Royal Gold Inc                         | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |    212356 | NS      | $26975582.68  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Scotts Miracle-Gro Co/The      | Scotts Miracle-Gro Co/The              | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |    246317 | NS      | $17781624.23  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese Corp                  | Celanese Corp                          | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |    468247 | NS      | $57688030.40  | 3.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                    | Hexcel Corp                            | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |    203370 | NS      | $14353854.60  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Olin Corp                      | Olin Corp                              | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Long             | EC               | CORP              | US        |    904299 | NS      | $58408672.41  | 3.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc | Air Products and Chemicals Inc         | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     38826 | NS      | $12444121.26  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemours Co/The                | Chemours Co/The                        | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |   1172605 | NS      | $42671095.95  | 2.55%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                 | NewMarket Corp                         | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |     76936 | NS      | $26505221.36  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                  | Westlake Corp                          | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |    666964 | NS      | $81869831.00  | 4.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc          | Element Solutions Inc                  | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |   1315926 | NS      | $26950164.48  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Treasury Portfolio       | MSILF Treasury Portfolio               | CUSIP: 61747C582<br>LEI: 549300D1XR6GP7EZ0T47 | Long             | STIV             | RF                | US        |    486037 | NS      | $486036.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Timken Co/The                  | Timken Co/The                          | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |    508069 | NS      | $41839482.15  | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashland Inc                    | Ashland Inc                            | CUSIP: 044186104<br>LEI: 529900E4L9R04SB8HB11 | Long             | EC               | CORP              | US        |    222609 | NS      | $24324485.43  | 1.45%             |  |  |  | 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