First Trust Consumer Discretionary AlphaDEX® Fund (FXD) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Airlines — 3.5% | ||||||
43,670 | Alaska Air Group, Inc. (a) | $ | 1,941,568 | |||
51,024 | Copa Holdings S.A., Class A (a) | 3,838,536 | ||||
91,390 | Delta Air Lines, Inc. (a) | 3,100,863 | ||||
128,926 | JetBlue Airways Corp. (a) | 1,036,565 | ||||
55,432 | Southwest Airlines Co. (a) | 2,014,953 | ||||
11,932,485 | ||||||
Auto Components — 2.3% | ||||||
108,893 | BorgWarner, Inc. | 4,086,754 | ||||
107,569 | Gentex Corp. | 2,849,503 | ||||
7,141 | Lear Corp. | 990,528 | ||||
7,926,785 | ||||||
Automobiles — 6.4% | ||||||
381,604 | Ford Motor Co. | 5,102,045 | ||||
133,190 | General Motors Co. | 5,227,708 | ||||
98,027 | Harley-Davidson, Inc. | 4,215,161 | ||||
9,665 | Tesla, Inc. (a) | 2,199,174 | ||||
61,075 | Thor Industries, Inc. | 4,975,780 | ||||
21,719,868 | ||||||
Commercial Services & Supplies — 2.9% | ||||||
8,035 | Copart, Inc. (a) | 924,186 | ||||
152,753 | Driven Brands Holdings, Inc. (a) | 4,885,041 | ||||
53,679 | IAA, Inc. (a) | 2,036,044 | ||||
49,295 | Rollins, Inc. | 2,074,334 | ||||
9,919,605 | ||||||
Distributors — 1.5% | ||||||
28,624 | Genuine Parts Co. | 5,091,065 | ||||
Diversified Consumer Services — 1.5% | ||||||
31,178 | Grand Canyon Education, Inc. (a) | 3,137,442 | ||||
99,625 | Mister Car Wash, Inc. (a) (b) | 879,689 | ||||
14,801 | Service Corp. International | 897,088 | ||||
4,914,219 | ||||||
Entertainment — 3.8% | ||||||
14,777 | Electronic Arts, Inc. | 1,861,311 | ||||
29,226 | Liberty Media Corp.-Liberty Formula One, Class C (a) | 1,687,217 | ||||
22,484 | Live Nation Entertainment, Inc. (a) | 1,789,951 | ||||
6,253 | Madison Square Garden Sports Corp. | 979,282 | ||||
91,030 | Playtika Holding Corp. (a) | 860,234 | ||||
9,064 | Walt Disney (The) Co. (a) | 965,679 | ||||
60,909 | World Wrestling Entertainment, Inc., Class A | 4,805,111 | ||||
12,948,785 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Food & Staples Retailing — 2.4% | ||||||
58,702 | BJ’s Wholesale Club Holdings, Inc. (a) | $ | 4,543,535 | |||
7,237 | Costco Wholesale Corp. | 3,629,355 | ||||
8,172,890 | ||||||
Hotels, Restaurants & Leisure — 13.6% | ||||||
71,755 | Boyd Gaming Corp. | 4,144,569 | ||||
1,706 | Chipotle Mexican Grill, Inc. (a) | 2,556,151 | ||||
15,611 | Choice Hotels International, Inc. | 2,026,932 | ||||
4,645 | Churchill Downs, Inc. | 965,742 | ||||
33,832 | Darden Restaurants, Inc. | 4,842,713 | ||||
56,458 | DraftKings, Inc., Class A (a) | 892,036 | ||||
9,122 | Expedia Group, Inc. (a) | 852,633 | ||||
28,348 | Hilton Worldwide Holdings, Inc. | 3,834,350 | ||||
45,562 | Las Vegas Sands Corp. (a) | 1,731,812 | ||||
24,396 | Marriott International, Inc., Class A | 3,906,044 | ||||
14,030 | Marriott Vacations Worldwide Corp. | 2,073,073 | ||||
3,704 | McDonald’s Corp. | 1,009,933 | ||||
143,806 | MGM Resorts International | 5,115,179 | ||||
75,248 | Norwegian Cruise Line Holdings Ltd. (a) | 1,270,939 | ||||
93,216 | Penn Entertainment, Inc. (a) | 3,085,450 | ||||
30,433 | Starbucks Corp. | 2,635,193 | ||||
3,962 | Vail Resorts, Inc. | 868,193 | ||||
45,735 | Wendy’s (The) Co. | 950,373 | ||||
13,936 | Wyndham Hotels & Resorts, Inc. | 1,058,160 | ||||
40,684 | Wynn Resorts Ltd. (a) | 2,599,708 | ||||
46,419,183 | ||||||
Household Durables — 10.4% | ||||||
63,458 | D.R. Horton, Inc. | 4,878,651 | ||||
31,933 | Garmin Ltd. | 2,811,381 | ||||
77,193 | Leggett & Platt, Inc. | 2,605,264 | ||||
57,330 | Lennar Corp., Class A | 4,626,531 | ||||
246,164 | Newell Brands, Inc. | 3,399,525 | ||||
858 | NVR, Inc. (a) | 3,635,989 | ||||
113,973 | PulteGroup, Inc. | 4,557,780 | ||||
70,822 | Tempur Sealy International, Inc. | 1,904,404 | ||||
101,759 | Toll Brothers, Inc. | 4,383,778 | ||||
19,023 | Whirlpool Corp. | 2,629,739 | ||||
35,433,042 | ||||||
Interactive Media & Services — 0.8% | ||||||
116,142 | TripAdvisor, Inc. (a) | 2,743,274 | ||||
Leisure Products — 1.8% | ||||||
12,676 | Hasbro, Inc. | 827,109 | ||||
180,529 | Mattel, Inc. (a) | 3,422,830 | ||||
17,873 | Polaris, Inc. | 1,815,897 | ||||
6,065,836 |
First Trust Consumer Discretionary AlphaDEX® Fund (FXD) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Media — 5.9% | ||||||
83,584 | Fox Corp., Class A | $ | 2,413,070 | |||
66,781 | Interpublic Group of (The) Cos., Inc. | 1,989,406 | ||||
29,732 | New York Times (The) Co., Class A | 861,039 | ||||
226,288 | News Corp., Class A | 3,817,479 | ||||
20,495 | Nexstar Media Group, Inc. | 3,510,793 | ||||
13,547 | Omnicom Group, Inc. | 985,544 | ||||
224,473 | Paramount Global, Class B (b) | 4,112,345 | ||||
42,920 | Trade Desk (The), Inc., Class A (a) | 2,285,061 | ||||
19,974,737 | ||||||
Multiline Retail — 6.0% | ||||||
14,253 | Dollar General Corp. | 3,635,228 | ||||
12,560 | Dollar Tree, Inc. (a) | 1,990,760 | ||||
169,941 | Kohl’s Corp. | 5,089,733 | ||||
272,751 | Macy’s, Inc. | 5,686,858 | ||||
102,185 | Nordstrom, Inc. | 2,078,443 | ||||
16,565 | Ollie’s Bargain Outlet Holdings, Inc. (a) | 927,640 | ||||
5,762 | Target Corp. | 946,408 | ||||
20,355,070 | ||||||
Personal Products — 0.5% | ||||||
270,504 | Coty, Inc., Class A (a) | 1,815,082 | ||||
Road & Rail — 3.8% | ||||||
6,714 | AMERCO | 3,861,826 | ||||
11,512 | Avis Budget Group, Inc. (a) | 2,722,127 | ||||
210,022 | Hertz Global Holdings, Inc. (a) | 3,864,405 | ||||
96,768 | Uber Technologies, Inc. (a) | 2,571,126 | ||||
13,019,484 | ||||||
Specialty Retail — 20.1% | ||||||
5,469 | Advance Auto Parts, Inc. | 1,038,672 | ||||
41,958 | AutoNation, Inc. (a) | 4,460,555 | ||||
1,598 | AutoZone, Inc. (a) | 4,047,542 | ||||
52,440 | Bath & Body Works, Inc. | 1,750,447 | ||||
40,487 | Best Buy Co., Inc. | 2,769,716 | ||||
25,896 | CarMax, Inc. (a) | 1,631,707 | ||||
32,675 | Dick’s Sporting Goods, Inc. | 3,717,108 | ||||
18,629 | Five Below, Inc. (a) | 2,726,354 | ||||
36,500 | Floor & Decor Holdings, Inc., Class A (a) | 2,678,005 | ||||
6,198 | Home Depot (The), Inc. | 1,835,414 | ||||
58,113 | Leslie’s, Inc. (a) | 815,907 | ||||
19,923 | Lithia Motors, Inc. | 3,947,742 | ||||
13,656 | Lowe’s Cos., Inc. | 2,662,237 | ||||
4,861 | O’Reilly Automotive, Inc. (a) | 4,069,483 | ||||
43,419 | Penske Automotive Group, Inc. | 4,846,429 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Specialty Retail (Continued) | ||||||
153,192 | Petco Health & Wellness Co., Inc. (a) | $ | 1,613,112 | |||
10,421 | RH (a) | 2,646,205 | ||||
30,429 | Ross Stores, Inc. | 2,911,751 | ||||
68,803 | TJX (The) Cos., Inc. | 4,960,696 | ||||
9,200 | Tractor Supply Co. | 2,021,884 | ||||
10,653 | Ulta Beauty, Inc. (a) | 4,467,549 | ||||
88,062 | Victoria’s Secret & Co. (a) | 3,311,131 | ||||
29,012 | Williams-Sonoma, Inc. | 3,592,556 | ||||
68,522,202 | ||||||
Textiles, Apparel & Luxury Goods — 12.1% | ||||||
111,183 | Capri Holdings Ltd. (a) | 5,078,839 | ||||
52,177 | Carter’s, Inc. | 3,541,253 | ||||
38,107 | Columbia Sportswear Co. | 2,838,972 | ||||
10,939 | Deckers Outdoor Corp. (a) | 3,827,884 | ||||
368,445 | Hanesbrands, Inc. (b) | 2,512,795 | ||||
3,060 | Lululemon Athletica, Inc. (a) | 1,006,862 | ||||
95,403 | PVH Corp. | 4,896,082 | ||||
40,256 | Ralph Lauren Corp. | 3,731,329 | ||||
134,743 | Skechers U.S.A., Inc., Class A (a) | 4,639,201 | ||||
120,267 | Tapestry, Inc. | 3,810,059 | ||||
514,162 | Under Armour, Inc., Class A (a) | 3,830,507 | ||||
57,156 | VF Corp. | 1,614,657 | ||||
41,328,440 | ||||||
Trading Companies & Distributors — 0.6% | ||||||
16,415 | SiteOne Landscape Supply, Inc. (a) | 1,902,006 | ||||
Total Common Stocks — 99.9% | 340,204,058 | |||||
(Cost $392,494,335) | ||||||
Money Market Funds — 0.9% | ||||||
2,457,419 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 3.03% (c) (d) | 2,457,419 | ||||
553,638 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.85% (c) | 553,638 | ||||
Total Money Market Funds — 0.9% | 3,011,057 | |||||
(Cost $3,011,057) |
First Trust Consumer Discretionary AlphaDEX® Fund (FXD) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 1.1% | |||||||
$ | 3,869,567 | BNP Paribas S.A., 2.93% (c), dated 10/31/22, due 11/01/22, with a maturity value of $3,869,882. Collateralized by U.S. Treasury Note, interest rate of 2.75%, due 05/31/29. The value of the collateral including accrued interest is $3,943,242. (d) | $ | 3,869,567 | |||
(Cost $3,869,567) | |||||||
Total Investments — 101.9% | 347,084,682 | ||||||
(Cost $399,374,959) | |||||||
Net Other Assets and Liabilities — (1.9)% | (6,535,410 | ) | |||||
Net Assets — 100.0% | $ | 340,549,272 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $5,959,916 and the total value of the collateral held by the Fund is $6,326,986. |
(c) | Rate shown reflects yield as of October 31, 2022. |
(d) | This security serves as collateral for securities on loan. |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 340,204,058 | $ | 340,204,058 | $ | — | $ | — | ||||||||
Money Market Funds | 3,011,057 | 3,011,057 | — | — | ||||||||||||
Repurchase Agreements | 3,869,567 | — | 3,869,567 | — | ||||||||||||
Total Investments | $ | 347,084,682 | $ | 343,215,115 | $ | 3,869,567 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Consumer Staples AlphaDEX® Fund (FXG) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.4% | ||||||
Beverages — 11.9% | ||||||
143,221 | Brown-Forman Corp., Class B | $ | 9,739,028 | |||
170,194 | Coca-Cola (The) Co. | 10,186,111 | ||||
133,085 | Keurig Dr Pepper, Inc. | 5,169,021 | ||||
397,343 | Molson Coors Beverage Co., Class B | 20,038,008 | ||||
164,459 | Monster Beverage Corp. (a) | 15,413,098 | ||||
87,599 | PepsiCo, Inc. | 15,906,226 | ||||
76,451,492 | ||||||
Chemicals — 2.6% | ||||||
250,243 | Corteva, Inc. | 16,350,877 | ||||
Food & Staples Retailing — 23.0% | ||||||
766,106 | Albertsons Cos., Inc., Class A | 15,712,834 | ||||
47,078 | Casey’s General Stores, Inc. | 10,955,521 | ||||
429,599 | Grocery Outlet Holding Corp. (a) | 14,851,237 | ||||
326,888 | Kroger (The) Co. | 15,458,534 | ||||
554,961 | Performance Food Group Co. (a) | 28,880,171 | ||||
269,672 | Sysco Corp. | 23,342,808 | ||||
360,599 | US Foods Holding Corp. (a) | 10,731,426 | ||||
759,095 | Walgreens Boots Alliance, Inc. | 27,706,968 | ||||
147,639,499 | ||||||
Food Products — 47.9% | ||||||
237,023 | Archer-Daniels-Midland Co. | 22,986,491 | ||||
288,671 | Bunge Ltd. | 28,491,828 | ||||
101,170 | Campbell Soup Co. | 5,352,905 | ||||
438,289 | Conagra Brands, Inc. | 16,085,206 | ||||
288,261 | Darling Ingredients, Inc. (a) | 22,622,723 | ||||
193,079 | Flowers Foods, Inc. | 5,543,298 | ||||
124,452 | General Mills, Inc. | 10,152,794 | ||||
86,490 | Hershey (The) Co. | 20,651,217 | ||||
104,910 | Hormel Foods Corp. | 4,873,070 | ||||
236,817 | Ingredion, Inc. | 21,105,131 | ||||
69,385 | J.M. Smucker (The) Co. | 10,453,544 | ||||
273,736 | Kellogg Co. | 21,028,400 | ||||
285,884 | Kraft Heinz (The) Co. | 10,997,957 | ||||
308,033 | Lamb Weston Holdings, Inc. | 26,558,605 | ||||
173,887 | Mondelez International, Inc., Class A | 10,690,573 | ||||
828,344 | Pilgrim’s Pride Corp. (a) | 19,093,329 | ||||
290,997 | Post Holdings, Inc. (a) | 26,311,949 | ||||
361,529 | Tyson Foods, Inc., Class A | 24,710,507 | ||||
307,709,527 | ||||||
Health Care Providers & Services — 10.8% | ||||||
176,129 | AmerisourceBergen Corp. | 27,691,001 | ||||
149,957 | CVS Health Corp. | 14,200,928 | ||||
70,131 | McKesson Corp. | 27,306,908 | ||||
69,198,837 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Household Products — 2.4% | ||||||
66,729 | Church & Dwight Co., Inc. | $ | 4,946,621 | |||
37,759 | Procter & Gamble (The) Co. | 5,085,004 | ||||
183,280 | Reynolds Consumer Products, Inc. | 5,597,371 | ||||
15,628,996 | ||||||
Tobacco — 0.8% | ||||||
57,428 | Philip Morris International, Inc. | 5,274,762 | ||||
Total Common Stocks — 99.4% | 638,253,990 | |||||
(Cost $614,270,401) | ||||||
Money Market Funds — 0.0% | ||||||
131,368 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.85% (b) | 131,368 | ||||
(Cost $131,368) | ||||||
Total Investments — 99.4% | 638,385,358 | |||||
(Cost $614,401,769) | ||||||
Net Other Assets and Liabilities — 0.6% | 3,855,751 | |||||
Net Assets — 100.0% | $ | 642,241,109 |
(a) | Non-income producing security. |
(b) | Rate shown reflects yield as of October 31, 2022. |
First Trust Consumer Staples AlphaDEX® Fund (FXG) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | |||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 638,253,990 | $ | 638,253,990 | $ | — | $ | — | ||||||||
Money Market Funds | 131,368 | 131,368 | — | — | ||||||||||||
Total Investments | $ | 638,385,358 | $ | 638,385,358 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Energy AlphaDEX® Fund (FXN) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 100.0% | ||||||
Electrical Equipment — 1.2% | ||||||
934,273 | ChargePoint Holdings, Inc. (a) (b) | $ | 13,061,137 | |||
656,354 | Plug Power, Inc. (b) | 10,488,537 | ||||
23,549,674 | ||||||
Energy Equipment & Services — 3.0% | ||||||
560,125 | Halliburton Co. | 20,399,753 | ||||
852,296 | NOV, Inc. | 19,091,430 | ||||
384,112 | Schlumberger N.V. | 19,985,347 | ||||
59,476,530 | ||||||
Oil, Gas & Consumable Fuels — 91.9% | ||||||
3,004,354 | Antero Midstream Corp. | 31,996,370 | ||||
2,258,439 | Antero Resources Corp. (b) | 82,794,374 | ||||
806,668 | APA Corp. | 36,671,127 | ||||
415,580 | Cheniere Energy, Inc. | 73,312,468 | ||||
585,511 | Chesapeake Energy Corp. | 59,880,210 | ||||
287,950 | Chevron Corp. | 52,090,155 | ||||
404,243 | ConocoPhillips | 50,971,000 | ||||
825,626 | Continental Resources, Inc. | 61,071,555 | ||||
2,639,743 | Coterra Energy, Inc. | 82,175,200 | ||||
1,146,690 | Devon Energy Corp. | 88,696,471 | ||||
572,381 | Diamondback Energy, Inc. | 89,926,779 | ||||
531,508 | DT Midstream, Inc. | 31,731,028 | ||||
229,594 | Enviva, Inc. | 13,738,905 | ||||
370,270 | EOG Resources, Inc. | 50,549,260 | ||||
315,881 | Exxon Mobil Corp. | 35,002,774 | ||||
379,568 | Hess Corp. | 53,549,453 | ||||
1,024,518 | HF Sinclair Corp. | 62,669,766 | ||||
1,657,453 | Kinder Morgan, Inc. | 30,033,048 | ||||
3,053,578 | Marathon Oil Corp. | 92,981,450 | ||||
277,656 | Marathon Petroleum Corp. | 31,547,275 | ||||
1,261,950 | New Fortress Energy, Inc. | 69,495,586 | ||||
1,122,049 | Occidental Petroleum Corp. | 81,460,757 | ||||
538,246 | ONEOK, Inc. | 31,928,753 | ||||
1,199,121 | Ovintiv, Inc. | 60,735,479 | ||||
1,193,125 | PDC Energy, Inc. | 86,072,038 | ||||
512,510 | Phillips 66 | 53,449,668 | ||||
191,053 | Pioneer Natural Resources Co. | 48,987,900 | ||||
1,091,850 | Range Resources Corp. | 31,095,888 | ||||
9,013,062 | Southwestern Energy Co. (b) | 62,460,520 | ||||
914,157 | Targa Resources Corp. | 62,500,914 | ||||
23,277 | Texas Pacific Land Corp. | 53,627,182 | ||||
387,180 | Valero Energy Corp. | 48,610,449 | ||||
481,673 | Williams (The) Cos., Inc. | 15,765,157 | ||||
1,817,578,959 | ||||||
Semiconductors & Semiconductor Equipment — 3.9% | ||||||
198,800 | Enphase Energy, Inc. (b) | 61,031,600 | ||||
104,251 | First Solar, Inc. (b) | 15,175,818 | ||||
76,207,418 |
Shares | Description | Value | ||||
Total Common Stocks — 100.0% | $ | 1,976,812,581 | ||||
(Cost $1,591,870,925) | ||||||
Money Market Funds — 0.2% | ||||||
4,183,983 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 3.03% (c) (d) | 4,183,983 | ||||
279,893 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.85% (c) | 279,893 | ||||
Total Money Market Funds — 0.2% | 4,463,876 | |||||
(Cost $4,463,876) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.3% | |||||||
$ | 6,588,297 | BNP Paribas S.A., 2.93% (c), dated 10/31/22, due 11/01/22, with a maturity value of $6,588,833. Collateralized by U.S. Treasury Note, interest rate of 2.75%, due 05/31/29. The value of the collateral including accrued interest is $6,713,736. (d) | 6,588,297 | ||||
(Cost $6,588,297) | |||||||
Total Investments — 100.5% | 1,987,864,754 | ||||||
(Cost $1,602,923,098) | |||||||
Net Other Assets and Liabilities — (0.5)% | (9,606,849 | ) | |||||
Net Assets — 100.0% | $ | 1,978,257,905 |
(a) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $10,912,788 and the total value of the collateral held by the Fund is $10,772,280. The collateral requirements are determined at the beginning of each business day based on the market value of the loaned securities from the end of the prior day. On October 31, 2022, the last business day of the period, there was sufficient collateral based on the end of day market value from the prior business day; however, as a result of market movement from October 28 to October 31, the value of the related securities loaned was above the collateral value received. |
(b) | Non-income producing security. |
(c) | Rate shown reflects yield as of October 31, 2022. |
(d) | This security serves as collateral for securities on loan. |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,976,812,581 | $ | 1,976,812,581 | $ | — | $ | — | ||||||||
Money Market Funds | 4,463,876 | 4,463,876 | — | — | ||||||||||||
Repurchase Agreements | 6,588,297 | — | 6,588,297 | — | ||||||||||||
Total Investments | $ | 1,987,864,754 | $ | 1,981,276,457 | $ | 6,588,297 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Financials AlphaDEX® Fund (FXO) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Banks — 21.6% | ||||||
227,758 | Bank of America Corp. | $ | 8,208,398 | |||
260,805 | Bank OZK | 11,209,399 | ||||
77,404 | BOK Financial Corp. | 8,529,147 | ||||
330,132 | Citigroup, Inc. | 15,139,853 | ||||
200,182 | Citizens Financial Group, Inc. | 8,187,444 | ||||
48,370 | Comerica, Inc. | 3,410,085 | ||||
51,224 | East West Bancorp, Inc. | 3,666,102 | ||||
592,955 | F.N.B. Corp. | 8,568,200 | ||||
215,217 | Fifth Third Bancorp | 7,681,095 | ||||
21,565 | First Citizens BancShares, Inc., Class A | 17,729,018 | ||||
139,631 | First Hawaiian, Inc. | 3,571,761 | ||||
521,871 | Huntington Bancshares, Inc. | 7,922,002 | ||||
98,728 | JPMorgan Chase & Co. | 12,427,880 | ||||
644,033 | KeyCorp | 11,508,870 | ||||
608,695 | PacWest Bancorp | 15,132,158 | ||||
42,407 | Pinnacle Financial Partners, Inc. | 3,519,357 | ||||
46,031 | PNC Financial Services Group (The), Inc. | 7,449,197 | ||||
143,180 | Popular, Inc. | 10,125,689 | ||||
103,151 | Prosperity Bancshares, Inc. | 7,382,517 | ||||
342,714 | Regions Financial Corp. | 7,522,572 | ||||
68,328 | Signature Bank | 10,832,038 | ||||
10,240 | SVB Financial Group (a) | 2,365,030 | ||||
183,374 | Synovus Financial Corp. | 7,307,454 | ||||
236,963 | Truist Financial Corp. | 10,613,573 | ||||
170,593 | U.S. Bancorp | 7,241,673 | ||||
342,032 | Wells Fargo & Co. | 15,730,052 | ||||
104,630 | Western Alliance Bancorp | 7,027,997 | ||||
42,170 | Wintrust Financial Corp. | 3,947,955 | ||||
67,619 | Zions Bancorp N.A. | 3,512,131 | ||||
247,468,647 | ||||||
Capital Markets — 30.3% | ||||||
153,736 | Affiliated Managers Group, Inc. | 19,087,862 | ||||
27,298 | Ameriprise Financial, Inc. | 8,438,358 | ||||
55,514 | Ares Management Corp., Class A | 4,209,627 | ||||
357,129 | Bank of New York Mellon (The) Corp. | 15,038,702 | ||||
6,252 | BlackRock, Inc. | 4,038,229 | ||||
665,467 | Carlyle Group (The), Inc. | 18,819,407 | ||||
143,556 | Charles Schwab (The) Corp. | 11,437,106 | ||||
209,066 | Evercore, Inc., Class A | 21,972,837 | ||||
17,193 | FactSet Research Systems, Inc. | 7,315,450 | ||||
799,054 | Franklin Resources, Inc. | 18,737,816 | ||||
46,945 | Goldman Sachs Group (The), Inc. | 16,173,022 | ||||
1,255,159 | Invesco Ltd. | 19,229,036 | ||||
846,663 | Janus Henderson Group PLC | 19,278,516 | ||||
466,323 | Jefferies Financial Group, Inc. | 16,046,174 | ||||
324,143 | Lazard Ltd., Class A | 12,223,432 | ||||
78,706 | LPL Financial Holdings, Inc. | 20,121,189 | ||||
87,057 | Morgan Stanley | 7,153,474 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Capital Markets (Continued) | ||||||
40,196 | Northern Trust Corp. | $ | 3,390,533 | |||
174,012 | Raymond James Financial, Inc. | 20,557,778 | ||||
11,266 | S&P Global, Inc. | 3,619,202 | ||||
280,459 | SEI Investments Co. | 15,228,924 | ||||
226,223 | State Street Corp. | 16,740,502 | ||||
265,007 | Stifel Financial Corp. | 16,395,983 | ||||
163,751 | T. Rowe Price Group, Inc. | 17,383,806 | ||||
662,329 | Virtu Financial, Inc., Class A | 14,822,923 | ||||
347,459,888 | ||||||
Consumer Finance — 7.5% | ||||||
617,885 | Ally Financial, Inc. | 17,028,910 | ||||
31,408 | Credit Acceptance Corp. (a) (b) | 14,624,193 | ||||
151,304 | Discover Financial Services | 15,805,216 | ||||
582,510 | OneMain Holdings, Inc. | 22,461,586 | ||||
737,484 | SLM Corp. | 12,234,859 | ||||
165,421 | Upstart Holdings, Inc. (a) (b) | 3,834,459 | ||||
85,989,223 | ||||||
Diversified Financial Services — 1.1% | ||||||
261,033 | Equitable Holdings, Inc. | 7,992,830 | ||||
56,847 | Voya Financial, Inc. | 3,886,061 | ||||
11,878,891 | ||||||
Insurance — 29.9% | ||||||
183,582 | Aflac, Inc. | 11,953,024 | ||||
27,975 | American Financial Group, Inc. | 4,059,452 | ||||
362,169 | American International Group, Inc. | 20,643,633 | ||||
226,557 | Arch Capital Group Ltd. (a) | 13,027,027 | ||||
80,345 | Arthur J. Gallagher & Co. | 15,030,943 | ||||
212,951 | Assured Guaranty Ltd. | 12,604,570 | ||||
209,915 | Axis Capital Holdings Ltd. | 11,476,053 | ||||
396,032 | Brighthouse Financial, Inc. (a) | 22,601,546 | ||||
113,727 | Brown & Brown, Inc. | 6,686,010 | ||||
37,816 | Chubb Ltd. | 8,126,280 | ||||
61,877 | Erie Indemnity Co., Class A | 15,903,008 | ||||
39,316 | Everest Re Group Ltd. | 12,685,701 | ||||
380,015 | Fidelity National Financial, Inc. | 14,964,991 | ||||
373,009 | First American Financial Corp. | 18,799,654 | ||||
34,493 | Globe Life, Inc. | 3,984,631 | ||||
26,838 | Hanover Insurance Group (The), Inc. | 3,931,499 | ||||
166,570 | Hartford Financial Services Group (The), Inc. | 12,061,334 | ||||
156,643 | Lincoln National Corp. | 8,438,358 | ||||
207,013 | Loews Corp. | 11,803,881 | ||||
23,036 | Marsh & McLennan Cos., Inc. | 3,720,084 | ||||
657,264 | Old Republic International Corp. | 15,255,097 | ||||
142,999 | Principal Financial Group, Inc. | 12,602,502 | ||||
118,378 | Progressive (The) Corp. | 15,199,735 | ||||
40,092 | Prudential Financial, Inc. | 4,217,277 | ||||
24,494 | RenaissanceRe Holdings Ltd. | 3,788,732 |
First Trust Financials AlphaDEX® Fund (FXO) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Insurance (Continued) | ||||||
423,329 | Ryan Specialty Holdings, Inc. (a) | $ | 18,986,306 | |||
67,349 | Travelers (The) Cos., Inc. | 12,423,197 | ||||
354,548 | Unum Group | 16,163,843 | ||||
53,253 | W.R. Berkley Corp. | 3,960,958 | ||||
34,232 | Willis Towers Watson PLC | 7,469,765 | ||||
342,569,091 | ||||||
IT Services — 0.9% | ||||||
71,490 | Broadridge Financial Solutions, Inc. | 10,727,790 | ||||
Mortgage Real Estate Investment Trusts — 4.4% | ||||||
1,002,079 | Annaly Capital Management, Inc. | 18,588,565 | ||||
2,349,137 | Rithm Capital Corp. | 19,803,225 | ||||
566,266 | Starwood Property Trust, Inc. | 11,699,056 | ||||
50,090,846 | ||||||
Thrifts & Mortgage Finance — 4.2% | ||||||
1,341,315 | MGIC Investment Corp. | 18,308,950 | ||||
1,612,726 | New York Community Bancorp, Inc. (b) | 15,014,479 | ||||
2,176,665 | Rocket Cos., Inc., Class A (b) | 15,018,988 | ||||
48,342,417 | ||||||
Total Common Stocks — 99.9% | 1,144,526,793 | |||||
(Cost $1,203,523,421) | ||||||
Money Market Funds — 1.5% | ||||||
16,300,413 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 3.03% (c) (d) | 16,300,413 | ||||
1,074,620 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.85% (c) | 1,074,620 | ||||
Total Money Market Funds — 1.5% | 17,375,033 | |||||
(Cost $17,375,033) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 2.2% | |||||||
$ | 25,667,398 | BNP Paribas S.A., 2.93% (c), dated 10/31/22, due 11/01/22, with a maturity value of $25,669,487. Collateralized by U.S. Treasury Note, interest rate of 2.75%, due 05/31/29. The value of the collateral including accrued interest is $26,156,095. (d) | $ | 25,667,398 | |||
(Cost $25,667,398) | |||||||
Total Investments — 103.6% | 1,187,569,224 | ||||||
(Cost $1,246,565,852) | |||||||
Net Other Assets and Liabilities — (3.6)% | (41,800,770 | ) | |||||
Net Assets — 100.0% | $ | 1,145,768,454 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $41,315,086 and the total value of the collateral held by the Fund is $41,967,811. |
(c) | Rate shown reflects yield as of October 31, 2022. |
(d) | This security serves as collateral for securities on loan. |
First Trust Financials AlphaDEX® Fund (FXO) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,144,526,793 | $ | 1,144,526,793 | $ | — | $ | — | ||||||||
Money Market Funds | 17,375,033 | 17,375,033 | — | — | ||||||||||||
Repurchase Agreements | 25,667,398 | — | 25,667,398 | — | ||||||||||||
Total Investments | $ | 1,187,569,224 | $ | 1,161,901,826 | $ | 25,667,398 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Health Care AlphaDEX® Fund (FXH) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 100.0% | ||||||
Biotechnology — 23.8% | ||||||
40,057 | AbbVie, Inc. | $ | 5,864,345 | |||
142,686 | Alnylam Pharmaceuticals, Inc. (a) | 29,573,100 | ||||
47,702 | Amgen, Inc. | 12,896,236 | ||||
40,270 | Biogen, Inc. (a) | 11,414,129 | ||||
1,092,857 | Exelixis, Inc. (a) | 18,119,569 | ||||
174,291 | Gilead Sciences, Inc. | 13,674,872 | ||||
276,878 | Horizon Therapeutics PLC (a) | 17,255,037 | ||||
322,689 | Incyte Corp. (a) | 23,988,700 | ||||
645,715 | Ionis Pharmaceuticals, Inc. (a) | 28,540,603 | ||||
241,522 | Moderna, Inc. (a) | 36,308,002 | ||||
490,734 | Natera, Inc. (a) | 23,044,869 | ||||
268,901 | Neurocrine Biosciences, Inc. (a) | 30,955,883 | ||||
31,216 | Regeneron Pharmaceuticals, Inc. (a) | 23,372,980 | ||||
258,368 | Sarepta Therapeutics, Inc. (a) | 29,459,119 | ||||
102,703 | United Therapeutics Corp. (a) | 23,676,123 | ||||
74,269 | Vertex Pharmaceuticals, Inc. (a) | 23,171,928 | ||||
351,315,495 | ||||||
Chemicals — 0.6% | ||||||
3,446,152 | Ginkgo Bioworks Holdings, Inc. (a) (b) | 9,407,995 | ||||
Health Care Equipment & Supplies — 21.2% | ||||||
177,098 | Abbott Laboratories | 17,522,076 | ||||
25,957 | Align Technology, Inc. (a) | 5,043,445 | ||||
99,815 | Baxter International, Inc. | 5,424,945 | ||||
40,743 | Cooper (The) Cos., Inc. | 11,138,729 | ||||
758,518 | DENTSPLY SIRONA, Inc. | 23,377,525 | ||||
466,768 | Enovis Corp. (a) | 23,081,678 | ||||
522,279 | Envista Holdings Corp. (a) | 17,240,430 | ||||
90,247 | Globus Medical, Inc., Class A (a) | 6,046,549 | ||||
333,292 | Hologic, Inc. (a) | 22,597,198 | ||||
35,697 | ICU Medical, Inc. (a) | 5,297,792 | ||||
46,870 | Insulet Corp. (a) | 12,130,425 | ||||
404,533 | Integra LifeSciences Holdings Corp. (a) | 20,327,783 | ||||
28,681 | Intuitive Surgical, Inc. (a) | 7,069,006 | ||||
121,394 | Masimo Corp. (a) | 15,975,450 | ||||
212,210 | Medtronic PLC | 18,534,421 | ||||
70,755 | Novocure Ltd. (a) | 4,999,548 | ||||
90,379 | Penumbra, Inc. (a) | 15,497,287 | ||||
399,552 | QuidelOrtho Corp. (a) | 35,887,761 | ||||
49,253 | ResMed, Inc. | 11,017,404 | ||||
32,331 | STERIS PLC | 5,579,684 | ||||
26,543 | Stryker Corp. | 6,084,717 | ||||
85,059 | Teleflex, Inc. | 18,250,259 | ||||
51,421 | Zimmer Biomet Holdings, Inc. | 5,828,570 | ||||
313,952,682 | ||||||
Health Care Providers & Services — 31.3% | ||||||
137,529 | Acadia Healthcare Co., Inc. (a) | 11,181,108 | ||||
918,189 | agilon health, Inc. (a) | 18,226,052 | ||||
55,543 | Amedisys, Inc. (a) | 5,420,441 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Providers & Services (Continued) | ||||||
138,183 | Centene Corp. (a) | $ | 11,763,519 | |||
24,629 | Chemed Corp. | 11,498,541 | ||||
102,930 | Cigna Corp. | 33,252,566 | ||||
129,902 | DaVita, Inc. (a) | 9,484,145 | ||||
62,874 | Elevance Health, Inc. | 34,377,617 | ||||
475,436 | Encompass Health Corp. | 25,882,736 | ||||
99,870 | Guardant Health, Inc. (a) | 4,943,565 | ||||
93,237 | HCA Healthcare, Inc. | 20,276,250 | ||||
326,958 | Henry Schein, Inc. (a) | 22,383,545 | ||||
58,864 | Humana, Inc. | 32,850,821 | ||||
139,447 | Laboratory Corp. of America Holdings | 30,937,711 | ||||
86,588 | Molina Healthcare, Inc. (a) | 31,072,970 | ||||
633,589 | Premier, Inc., Class A | 22,099,584 | ||||
175,271 | Quest Diagnostics, Inc. | 25,177,679 | ||||
979,759 | Signify Health, Inc., Class A (a) | 28,638,356 | ||||
332,222 | Tenet Healthcare Corp. (a) | 14,737,368 | ||||
56,550 | UnitedHealth Group, Inc. | 31,393,732 | ||||
323,883 | Universal Health Services, Inc., Class B | 37,528,323 | ||||
463,126,629 | ||||||
Health Care Technology — 0.3% | ||||||
177,895 | Doximity, Inc., Class A (a) | 4,708,881 | ||||
Life Sciences Tools & Services — 9.5% | ||||||
88,457 | Agilent Technologies, Inc. | 12,238,026 | ||||
548,571 | Avantor, Inc. (a) | 11,064,677 | ||||
54,634 | Charles River Laboratories International, Inc. (a) | 11,596,067 | ||||
66,344 | Danaher Corp. | 16,696,794 | ||||
210,575 | Maravai LifeSciences Holdings, Inc., Class A (a) | 3,495,545 | ||||
89,355 | PerkinElmer, Inc. | 11,936,041 | ||||
415,116 | QIAGEN N.V. (a) | 18,082,453 | ||||
114,927 | Repligen Corp. (a) | 20,973,028 | ||||
456,076 | Syneos Health, Inc. (a) | 22,977,109 | ||||
21,199 | Thermo Fisher Scientific, Inc. | 10,895,650 | ||||
139,955,390 | ||||||
Pharmaceuticals — 13.3% | ||||||
241,046 | Bristol-Myers Squibb Co. | 18,673,834 | ||||
148,590 | Catalent, Inc. (a) | 9,766,821 | ||||
1,380,821 | Elanco Animal Health, Inc. (a) | 18,213,029 | ||||
66,504 | Eli Lilly & Co. | 24,080,433 | ||||
40,333 | Jazz Pharmaceuticals PLC (a) | 5,799,482 | ||||
32,909 | Johnson & Johnson | 5,725,179 | ||||
249,698 | Merck & Co., Inc. | 25,269,438 | ||||
732,307 | Organon & Co. | 19,171,797 | ||||
150,757 | Perrigo Co. PLC | 6,072,492 | ||||
652,651 | Pfizer, Inc. | 30,380,904 | ||||
3,352,111 | Viatris, Inc. | 33,956,884 | ||||
197,110,293 |
First Trust Health Care AlphaDEX® Fund (FXH) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Total Common Stocks — 100.0% | $ | 1,479,577,365 | ||||
(Cost $1,398,771,554) | ||||||
Money Market Funds — 0.3% | ||||||
3,497,411 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 3.03% (c) (d) | 3,497,411 | ||||
358,538 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.85% (c) | 358,538 | ||||
Total Money Market Funds — 0.3% | 3,855,949 | |||||
(Cost $3,855,949) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.4% | |||||||
$ | 5,507,189 | BNP Paribas S.A., 2.93% (c), dated 10/31/22, due 11/01/22, with a maturity value of $5,507,637. Collateralized by U.S. Treasury Note, interest rate of 2.75%, due 05/31/29. The value of the collateral including accrued interest is $5,612,043. (d) | 5,507,189 | ||||
(Cost $5,507,189) | |||||||
Total Investments — 100.7% | 1,488,940,503 | ||||||
(Cost $1,408,134,692) | |||||||
Net Other Assets and Liabilities — (0.7)% | (9,367,102 | ) | |||||
Net Assets — 100.0% | $ | 1,479,573,401 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $8,939,112 and the total value of the collateral held by the Fund is $9,004,600. |
(c) | Rate shown reflects yield as of October 31, 2022. |
(d) | This security serves as collateral for securities on loan. |
First Trust Health Care AlphaDEX® Fund (FXH) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,479,577,365 | $ | 1,479,577,365 | $ | — | $ | — | ||||||||
Money Market Funds | 3,855,949 | 3,855,949 | — | — | ||||||||||||
Repurchase Agreements | 5,507,189 | — | 5,507,189 | — | ||||||||||||
Total Investments | $ | 1,488,940,503 | $ | 1,483,433,314 | $ | 5,507,189 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Industrials/Producer Durables AlphaDEX® Fund (FXR) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 100.0% | ||||||
Aerospace & Defense — 6.3% | ||||||
29,570 | Axon Enterprise, Inc. (a) | $ | 4,300,661 | |||
67,953 | BWX Technologies, Inc. | 3,871,962 | ||||
24,600 | Curtiss-Wright Corp. | 4,128,618 | ||||
16,130 | General Dynamics Corp. | 4,029,274 | ||||
71,315 | HEICO Corp. | 11,598,672 | ||||
221,325 | Howmet Aerospace, Inc. | 7,868,104 | ||||
80,358 | Huntington Ingalls Industries, Inc. | 20,657,631 | ||||
16,473 | L3Harris Technologies, Inc. | 4,060,100 | ||||
8,864 | Lockheed Martin Corp. | 4,313,931 | ||||
21,828 | Northrop Grumman Corp. | 11,983,790 | ||||
41,813 | Raytheon Technologies Corp. | 3,964,709 | ||||
176,252 | Textron, Inc. | 12,062,687 | ||||
92,840,139 | ||||||
Air Freight & Logistics — 4.5% | ||||||
184,805 | C.H. Robinson Worldwide, Inc. | 18,059,145 | ||||
155,034 | Expeditors International of Washington, Inc. | 15,170,077 | ||||
92,212 | FedEx Corp. | 14,779,739 | ||||
292,878 | GXO Logistics, Inc. (a) | 10,701,762 | ||||
42,377 | United Parcel Service, Inc., Class B | 7,109,589 | ||||
65,820,312 | ||||||
Building Products — 10.8% | ||||||
140,909 | A.O. Smith Corp. | 7,718,995 | ||||
143,110 | Advanced Drainage Systems, Inc. | 16,583,587 | ||||
38,163 | Allegion PLC | 3,998,338 | ||||
86,398 | Armstrong World Industries, Inc. | 6,529,097 | ||||
617,834 | AZEK (The) Co., Inc. (a) | 10,818,273 | ||||
302,079 | Builders FirstSource, Inc. (a) | 18,626,191 | ||||
63,476 | Carlisle Cos., Inc. | 15,158,069 | ||||
192,509 | Carrier Global Corp. | 7,654,158 | ||||
255,003 | Fortune Brands Home & Security, Inc. | 15,381,781 | ||||
2,006,586 | Hayward Holdings, Inc. (a) | 18,560,920 | ||||
146,619 | Masco Corp. | 6,784,061 | ||||
226,412 | Owens Corning | 19,383,131 | ||||
70,910 | Trane Technologies PLC | 11,319,363 | ||||
158,515,964 | ||||||
Chemicals — 2.3% | ||||||
162,523 | Axalta Coating Systems Ltd. (a) | 3,790,036 | ||||
203,734 | DuPont de Nemours, Inc. | 11,653,585 | ||||
30,925 | PPG Industries, Inc. | 3,531,017 | ||||
164,339 | RPM International, Inc. | 15,541,539 | ||||
34,516,177 | ||||||
Commercial Services & Supplies — 0.8% | ||||||
17,639 | Cintas Corp. | 7,541,554 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Commercial Services & Supplies (Continued) | ||||||
26,628 | Tetra Tech, Inc. | $ | 3,762,004 | |||
11,303,558 | ||||||
Construction & Engineering — 6.1% | ||||||
150,188 | AECOM | 11,306,153 | ||||
107,800 | MasTec, Inc. (a) | 8,309,224 | ||||
375,443 | MDU Resources Group, Inc. | 10,692,617 | ||||
139,719 | Quanta Services, Inc. | 19,845,687 | ||||
66,259 | Valmont Industries, Inc. | 21,151,198 | ||||
441,318 | WillScot Mobile Mini Holdings Corp. (a) | 18,769,254 | ||||
90,074,133 | ||||||
Construction Materials — 2.8% | ||||||
127,739 | Eagle Materials, Inc. | 15,623,757 | ||||
31,879 | Martin Marietta Materials, Inc. | 10,710,706 | ||||
86,814 | Vulcan Materials Co. | 14,211,452 | ||||
40,545,915 | ||||||
Consumer Finance — 2.8% | ||||||
25,367 | American Express Co. | 3,765,731 | ||||
148,539 | Capital One Financial Corp. | 15,748,105 | ||||
631,372 | Synchrony Financial | 22,451,588 | ||||
41,965,424 | ||||||
Containers & Packaging — 6.4% | ||||||
36,018 | AptarGroup, Inc. | 3,571,185 | ||||
294,246 | Berry Global Group, Inc. (a) | 13,923,721 | ||||
42,238 | Crown Holdings, Inc. | 2,897,104 | ||||
901,644 | Graphic Packaging Holding Co. | 20,701,746 | ||||
121,925 | Packaging Corp. of America | 14,656,604 | ||||
162,835 | Silgan Holdings, Inc. | 7,711,866 | ||||
181,000 | Sonoco Products Co. | 11,236,480 | ||||
576,185 | Westrock Co. | 19,624,861 | ||||
94,323,567 | ||||||
Diversified Consumer Services — 0.5% | ||||||
913,961 | ADT, Inc. (b) | 7,732,110 | ||||
Electrical Equipment — 2.4% | ||||||
65,211 | Acuity Brands, Inc. | 11,970,783 | ||||
93,493 | Emerson Electric Co. | 8,096,494 | ||||
216,561 | nVent Electric PLC | 7,904,477 | ||||
24,386 | Regal Rexnord Corp. | 3,085,804 | ||||
91,813 | Sensata Technologies Holding PLC | 3,691,801 | ||||
34,749,359 | ||||||
First Trust Industrials/Producer Durables AlphaDEX® Fund (FXR) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Electronic Equipment, Instruments & Components — 2.9% | ||||||
65,257 | Keysight Technologies, Inc. (a) | $ | 11,364,507 | |||
51,680 | Littelfuse, Inc. | 11,382,520 | ||||
10,147 | Teledyne Technologies, Inc. (a) | 4,038,303 | ||||
819,340 | Vontier Corp. | 15,649,394 | ||||
42,434,724 | ||||||
Household Durables — 2.2% | ||||||
195,180 | Mohawk Industries, Inc. (a) | 18,493,305 | ||||
83,088 | TopBuild Corp. (a) | 14,136,592 | ||||
32,629,897 | ||||||
Industrial Conglomerates — 0.5% | ||||||
61,947 | 3M Co. | 7,792,313 | ||||
IT Services — 5.0% | ||||||
13,301 | Accenture PLC, Class A | 3,776,154 | ||||
45,399 | Automatic Data Processing, Inc. | 10,972,938 | ||||
90,585 | Fidelity National Information Services, Inc. | 7,517,649 | ||||
73,159 | Fiserv, Inc. (a) | 7,516,356 | ||||
312,799 | Genpact Ltd. | 15,170,751 | ||||
37,554 | Jack Henry & Associates, Inc. | 7,475,499 | ||||
30,502 | Paychex, Inc. | 3,608,692 | ||||
230,180 | Shift4 Payments, Inc., Class A (a) | 10,581,375 | ||||
507,075 | Western Union (The) Co. | 6,850,583 | ||||
73,469,997 | ||||||
Leisure Products — 1.0% | ||||||
209,186 | Brunswick Corp. | 14,783,175 | ||||
Machinery — 17.8% | ||||||
142,364 | AGCO Corp. | 17,677,338 | ||||
304,155 | Allison Transmission Holdings, Inc. | 12,850,549 | ||||
20,860 | Caterpillar, Inc. | 4,515,356 | ||||
156,401 | Crane Holdings Co. | 15,693,276 | ||||
33,637 | Cummins, Inc. | 8,224,583 | ||||
30,753 | Deere & Co. | 12,172,652 | ||||
279,580 | Donaldson Co., Inc. | 16,061,871 | ||||
58,721 | Dover Corp. | 7,674,248 | ||||
57,097 | Graco, Inc. | 3,972,809 | ||||
68,507 | IDEX Corp. | 15,229,791 | ||||
18,943 | Illinois Tool Works, Inc. | 4,044,899 | ||||
104,772 | ITT, Inc. | 8,003,533 | ||||
108,904 | Lincoln Electric Holdings, Inc. | 15,464,368 | ||||
53,410 | Middleby (The) Corp. (a) | 7,469,923 | ||||
16,122 | Nordson Corp. | 3,627,450 | ||||
146,088 | Oshkosh Corp. | 12,855,744 | ||||
160,947 | Otis Worldwide Corp. | 11,369,296 | ||||
122,697 | PACCAR, Inc. | 11,880,751 | ||||
28,247 | Parker-Hannifin Corp. | 8,209,143 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Machinery (Continued) | ||||||
252,433 | Pentair PLC | $ | 10,841,997 | |||
67,997 | Snap-on, Inc. | 15,098,734 | ||||
136,529 | Stanley Black & Decker, Inc. | 10,716,161 | ||||
158,319 | Toro (The) Co. | 16,691,572 | ||||
84,148 | Westinghouse Air Brake Technologies Corp. | 7,849,325 | ||||
39,185 | Xylem, Inc. | 4,013,720 | ||||
262,209,089 | ||||||
Paper & Forest Products — 1.3% | ||||||
347,697 | Louisiana-Pacific Corp. | 19,697,035 | ||||
Professional Services — 3.7% | ||||||
192,726 | Booz Allen Hamilton Holding Corp. | 20,978,225 | ||||
61,962 | FTI Consulting, Inc. (a) | 9,643,146 | ||||
211,643 | ManpowerGroup, Inc. | 16,580,113 | ||||
89,485 | Robert Half International, Inc. | 6,842,023 | ||||
54,043,507 | ||||||
Road & Rail — 9.2% | ||||||
256,967 | CSX Corp. | 7,467,461 | ||||
87,524 | J.B. Hunt Transport Services, Inc. | 14,972,731 | ||||
363,753 | Knight-Swift Transportation Holdings, Inc. | 17,471,057 | ||||
123,286 | Landstar System, Inc. | 19,259,739 | ||||
16,328 | Norfolk Southern Corp. | 3,723,927 | ||||
27,522 | Old Dominion Freight Line, Inc. | 7,557,541 | ||||
235,772 | Ryder System, Inc. | 18,982,004 | ||||
876,773 | Schneider National, Inc., Class B | 19,499,431 | ||||
52,704 | Union Pacific Corp. | 10,390,067 | ||||
307,529 | XPO Logistics, Inc. (a) | 15,911,550 | ||||
135,235,508 | ||||||
Semiconductors & Semiconductor Equipment — 1.2% | ||||||
215,371 | MKS Instruments, Inc. | 17,692,728 | ||||
Software — 1.2% | ||||||
8,311 | Fair Isaac Corp. (a) | 3,979,639 | ||||
56,668 | Paylocity Holding Corp. (a) | 13,135,076 | ||||
17,114,715 | ||||||
Trading Companies & Distributors — 8.3% | ||||||
441,504 | Air Lease Corp. | 15,580,676 | ||||
782,696 | Core & Main, Inc., Class A (a) | 18,455,972 | ||||
141,027 | MSC Industrial Direct Co., Inc., Class A | 11,702,420 | ||||
50,688 | United Rentals, Inc. (a) | 16,002,708 | ||||
36,380 | W.W. Grainger, Inc. | 21,258,653 | ||||
69,131 | Watsco, Inc. | 18,731,736 |
First Trust Industrials/Producer Durables AlphaDEX® Fund (FXR) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Trading Companies & Distributors (Continued) | ||||||
149,087 | WESCO International, Inc. (a) | $ | 20,539,716 | |||
122,271,881 | ||||||
Total Common Stocks — 100.0% | 1,471,761,227 | |||||
(Cost $1,533,758,590)
| ||||||
Money Market Funds — 0.2% | ||||||
2,397,284 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 3.03% (c) (d) | 2,397,284 | ||||
1,104,727 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.85% (c) | 1,104,727 | ||||
Total Money Market Funds — 0.2% | 3,502,011 | |||||
(Cost $3,502,011) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.3% | |||||||
$ | 3,774,877 | BNP Paribas S.A., 2.93% (c), dated 10/31/22, due 11/01/22, with a maturity value of $3,775,184. Collateralized by U.S. Treasury Note, interest rate of 2.75%, due 05/31/29. The value of the collateral including accrued interest is $3,846,749. (d) | 3,774,877 | ||||
(Cost $3,774,877) | |||||||
Total Investments — 100.5% | 1,479,038,115 | ||||||
(Cost $1,541,035,478) | |||||||
Net Other Assets and Liabilities — (0.5)% | (6,531,801 | ) | |||||
Net Assets — 100.0% | $ | 1,472,506,314 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $5,830,031 and the total value of the collateral held by the Fund is $6,172,161. |
(c) | Rate shown reflects yield as of October 31, 2022. |
(d) | This security serves as collateral for securities on loan. |
First Trust Industrials/Producer Durables AlphaDEX® Fund (FXR) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | |||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,471,761,227 | $ | 1,471,761,227 | $ | — | $ | — | ||||||||
Money Market Funds | 3,502,011 | 3,502,011 | — | — | ||||||||||||
Repurchase Agreements | 3,774,877 | — | 3,774,877 | — | ||||||||||||
Total Investments | $ | 1,479,038,115 | $ | 1,475,263,238 | $ | 3,774,877 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Materials AlphaDEX® Fund (FXZ) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 100.0% | ||||||
Aerospace & Defense — 0.8% | ||||||
192,018 | Hexcel Corp. | $ | 10,695,403 | |||
Chemicals — 50.5% | ||||||
42,667 | Air Products and Chemicals, Inc. | 10,683,817 | ||||
112,662 | Albemarle Corp. | 31,530,714 | ||||
104,574 | Ashland, Inc. | 10,971,904 | ||||
439,710 | Celanese Corp. | 42,264,925 | ||||
589,584 | CF Industries Holdings, Inc. | 62,649,196 | ||||
1,208,631 | Chemours (The) Co. | 34,603,105 | ||||
904,240 | Dow, Inc. | 42,264,177 | ||||
419,312 | Eastman Chemical Co. | 32,207,355 | ||||
68,770 | Ecolab, Inc. | 10,801,704 | ||||
1,220,756 | Element Solutions, Inc. | 20,997,003 | ||||
187,910 | FMC Corp. | 22,342,499 | ||||
2,312,464 | Huntsman Corp. | 61,881,537 | ||||
218,674 | International Flavors & Fragrances, Inc. | 21,344,769 | ||||
36,838 | Linde PLC | 10,953,779 | ||||
527,677 | LyondellBasell Industries N.V., Class A | 40,340,907 | ||||
821,917 | Mosaic (The) Co. | 44,178,039 | ||||
66,015 | NewMarket Corp. | 20,091,005 | ||||
926,385 | Olin Corp. | 49,052,086 | ||||
232,301 | Scotts Miracle-Gro (The) Co. | 10,664,939 | ||||
783,808 | Valvoline, Inc. | 23,012,603 | ||||
653,173 | Westlake Corp. | 63,129,170 | ||||
665,965,233 | ||||||
Containers & Packaging — 4.0% | ||||||
122,081 | Avery Dennison Corp. | 20,698,834 | ||||
939,832 | International Paper Co. | 31,587,753 | ||||
52,286,587 | ||||||
Machinery — 2.7% | ||||||
504,616 | Timken (The) Co. | 35,974,075 | ||||
Metals & Mining — 38.7% | ||||||
1,180,131 | Alcoa Corp. | 46,060,513 | ||||
4,212,910 | Cleveland-Cliffs, Inc. (a) | 54,725,701 | ||||
1,090,103 | Freeport-McMoRan, Inc. | 34,545,364 | ||||
363,765 | MP Materials Corp. (a) | 10,927,501 | ||||
472,565 | Newmont Corp. | 19,998,951 | ||||
530,403 | Nucor Corp. | 69,684,346 | ||||
227,762 | Reliance Steel & Aluminum Co. | 45,889,488 | ||||
211,704 | Royal Gold, Inc. | 20,103,412 | ||||
664,426 | Southern Copper Corp. | 31,208,089 | ||||
2,700,433 | SSR Mining, Inc. | 37,265,975 | ||||
799,824 | Steel Dynamics, Inc. | 75,223,447 | ||||
3,131,782 | United States Steel Corp. | 63,763,081 | ||||
509,395,868 | ||||||
Trading Companies & Distributors — 3.3% | ||||||
215,700 | Fastenal Co. | 10,424,781 | ||||
1,310,144 | Univar Solutions, Inc. (a) | 33,382,469 | ||||
43,807,250 |
Shares | Description | Value | ||||
Total Common Stocks — 100.0% | ||||||
(Cost $1,557,809,351) | $ | 1,318,124,416 | ||||
Money Market Funds — 0.0% | ||||||
187,921 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.85% (b) | |||||
(Cost $187,921) | 187,921 | |||||
Total Investments — 100.0% | 1,318,312,337 | |||||
(Cost $1,557,997,272) | ||||||
Net Other Assets and Liabilities — 0.0% | 288,610 | |||||
Net Assets — 100.0% | $ | 1,318,600,947 |
(a) | Non-income producing security. |
(b) | Rate shown reflects yield as of October 31, 2022. |
First Trust Materials AlphaDEX® Fund (FXZ) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,318,124,416 | $ | 1,318,124,416 | $ | — | $ | — | ||||||||
Money Market Funds | 187,921 | 187,921 | — | — | ||||||||||||
Total Investments | $ | 1,318,312,337 | $ | 1,318,312,337 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Technology AlphaDEX® Fund (FXL) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Communications Equipment — 0.3% | ||||||
21,359 | F5, Inc. (a) | $ | 3,052,415 | |||
Electrical Equipment — 0.9% | ||||||
636,082 | Vertiv Holdings Co. | 9,102,333 | ||||
Electronic Equipment, Instruments & Components — 15.7% | ||||||
184,669 | Amphenol Corp., Class A | 14,003,450 | ||||
176,046 | Arrow Electronics, Inc. (a) | 17,826,418 | ||||
449,325 | Avnet, Inc. | 18,058,372 | ||||
79,225 | CDW Corp. | 13,690,872 | ||||
354,818 | Coherent Corp. (a) | 11,925,433 | ||||
559,257 | Corning, Inc. | 17,991,298 | ||||
192,408 | IPG Photonics Corp. (a) | 16,481,669 | ||||
281,227 | Jabil, Inc. | 18,068,835 | ||||
430,038 | National Instruments Corp. | 16,418,851 | ||||
152,302 | TD SYNNEX Corp. | 13,937,156 | ||||
158,402,354 | ||||||
Interactive Media & Services — 3.7% | ||||||
101,806 | Alphabet, Inc., Class A (a) | 9,621,685 | ||||
119,617 | Meta Platforms, Inc., Class A (a) | 11,143,519 | ||||
417,930 | Pinterest, Inc., Class A (a) | 10,281,078 | ||||
148,409 | ZoomInfo Technologies, Inc. (a) | 6,608,653 | ||||
37,654,935 | ||||||
IT Services — 18.8% | ||||||
121,237 | Akamai Technologies, Inc. (a) | 10,708,864 | ||||
122,565 | Amdocs Ltd. | 10,578,585 | ||||
55,891 | Cloudflare, Inc., Class A (a) | 3,147,781 | ||||
282,549 | Cognizant Technology Solutions Corp., Class A | 17,588,675 | ||||
145,388 | Concentrix Corp. | 17,770,775 | ||||
662,975 | DXC Technology Co. (a) | 19,060,531 | ||||
34,141 | EPAM Systems, Inc. (a) | 11,949,350 | ||||
44,690 | Gartner, Inc. (a) | 13,492,805 | ||||
33,048 | Globant S.A. (a) | 6,235,497 | ||||
174,456 | GoDaddy, Inc., Class A (a) | 14,026,263 | ||||
52,039 | International Business Machines Corp. | 7,196,473 | ||||
36,378 | Snowflake, Inc., Class A (a) | 5,831,394 | ||||
258,962 | SS&C Technologies Holdings, Inc. | 13,315,826 | ||||
481,734 | Switch, Inc., Class A | 16,403,043 | ||||
582,403 | Toast, Inc., Class A (a) | 12,865,282 | ||||
17,797 | VeriSign, Inc. (a) | 3,567,587 | ||||
79,032 | Wix.com Ltd. (a) | 6,646,591 | ||||
190,385,322 | ||||||
Life Sciences Tools & Services — 0.3% | ||||||
72,127 | Azenta, Inc. | 3,202,439 | ||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Professional Services — 7.5% | ||||||
47,366 | CACI International, Inc., Class A (a) | $ | 14,400,685 | |||
1,316,872 | Clarivate PLC (a) | 13,603,288 | ||||
785,938 | Dun & Bradstreet Holdings, Inc. | 10,099,303 | ||||
286,104 | KBR, Inc. | 14,239,396 | ||||
111,327 | Leidos Holdings, Inc. | 11,309,710 | ||||
110,119 | Science Applications International Corp. | 11,930,292 | ||||
75,582,674 | ||||||
Semiconductors & Semiconductor Equipment — 18.8% | ||||||
153,690 | Advanced Micro Devices, Inc. (a) | 9,230,621 | ||||
282,962 | Allegro MicroSystems, Inc. (a) | 7,190,065 | ||||
69,885 | Analog Devices, Inc. | 9,966,999 | ||||
6,962 | Broadcom, Inc. | 3,272,976 | ||||
235,896 | Cirrus Logic, Inc. (a) | 15,833,340 | ||||
629,787 | Intel Corp. | 17,904,844 | ||||
32,177 | KLA Corp. | 10,182,412 | ||||
125,639 | Lattice Semiconductor Corp. (a) | 6,094,748 | ||||
159,557 | Microchip Technology, Inc. | 9,851,049 | ||||
323,944 | Micron Technology, Inc. | 17,525,370 | ||||
8,507 | Monolithic Power Systems, Inc. | 2,887,701 | ||||
260,382 | ON Semiconductor Corp. (a) | 15,995,266 | ||||
204,378 | Qorvo, Inc. (a) | 17,592,858 | ||||
54,724 | QUALCOMM, Inc. | 6,438,826 | ||||
190,332 | Skyworks Solutions, Inc. | 16,370,455 | ||||
164,543 | Teradyne, Inc. | 13,385,573 | ||||
62,914 | Texas Instruments, Inc. | 10,105,876 | ||||
189,828,979 | ||||||
Software — 25.4% | ||||||
174,387 | Alteryx, Inc., Class A (a) | 8,497,879 | ||||
13,944 | ANSYS, Inc. (a) | 3,083,855 | ||||
14,680 | Atlassian Corp., Class A (a) | 2,976,076 | ||||
33,098 | Autodesk, Inc. (a) | 7,092,901 | ||||
191,031 | Black Knight, Inc. (a) | 11,551,645 | ||||
75,662 | Cadence Design Systems, Inc. (a) | 11,454,470 | ||||
110,643 | Ceridian HCM Holding, Inc. (a) | 7,323,460 | ||||
130,053 | Confluent, Inc., Class A (a) | 3,495,825 | ||||
52,574 | Coupa Software, Inc. (a) | 2,798,514 | ||||
18,757 | Crowdstrike Holdings, Inc., Class A (a) | 3,023,628 | ||||
34,820 | Datadog, Inc., Class A (a) | 2,803,358 | ||||
94,900 | Dolby Laboratories, Inc., Class A | 6,343,116 | ||||
452,118 | DoubleVerify Holdings, Inc. (a) | 13,215,409 | ||||
298,394 | Dropbox, Inc., Class A (a) | 6,490,070 | ||||
86,182 | Elastic N.V. (a) | 5,511,339 | ||||
62,922 | Fortinet, Inc. (a) | 3,596,622 | ||||
15,963 | Intuit, Inc. | 6,824,183 | ||||
92,952 | Manhattan Associates, Inc. (a) | 11,309,470 | ||||
13,273 | Microsoft Corp. | 3,081,062 | ||||
181,258 | nCino, Inc. (a) | 5,706,002 | ||||
650,470 | NCR Corp. (a) | 13,828,992 |
First Trust Technology AlphaDEX® Fund (FXL) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Software (Continued) | ||||||
215,501 | New Relic, Inc. (a) | $ | 12,766,279 | |||
306,987 | NortonLifeLock, Inc. | 6,916,417 | ||||
296,818 | Nutanix, Inc., Class A (a) | 8,132,813 | ||||
59,453 | Palo Alto Networks, Inc. (a) | 10,201,540 | ||||
29,509 | Paycom Software, Inc. (a) | 10,210,114 | ||||
124,954 | Procore Technologies, Inc. (a) | 6,829,986 | ||||
93,095 | PTC, Inc. (a) | 10,969,384 | ||||
8,596 | Roper Technologies, Inc. | 3,563,386 | ||||
120,945 | SentinelOne, Inc., Class A (a) | 2,762,384 | ||||
89,970 | Smartsheet, Inc., Class A (a) | 3,141,752 | ||||
40,475 | Synopsys, Inc. (a) | 11,840,961 | ||||
28,022 | Tyler Technologies, Inc. (a) | 9,060,353 | ||||
20,309 | Workday, Inc., Class A (a) | 3,164,548 | ||||
40,622 | Zendesk, Inc. (a) | 3,115,301 | ||||
132,325 | Zoom Video Communications, Inc., Class A (a) | 11,041,198 | ||||
18,807 | Zscaler, Inc. (a) | 2,898,159 | ||||
256,622,451 | ||||||
Technology Hardware, Storage & Peripherals — 8.5% | ||||||
44,737 | Apple, Inc. | 6,859,972 | ||||
180,940 | Dell Technologies, Inc., Class C | 6,948,096 | ||||
1,354,726 | Hewlett Packard Enterprise Co. | 19,331,940 | ||||
496,205 | HP, Inc. | 13,705,182 | ||||
49,981 | NetApp, Inc. | 3,462,184 | ||||
592,971 | Pure Storage, Inc., Class A (a) | 18,299,085 | ||||
498,606 | Western Digital Corp. (a) | 17,137,088 | ||||
85,743,547 | ||||||
Total Common Stocks — 99.9% | 1,009,577,449 | |||||
(Cost $1,119,088,653) | ||||||
Money Market Funds — 1.6% | ||||||
15,731,578 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.85% (b) | 15,731,578 | ||||
(Cost $15,731,578) | ||||||
Total Investments — 101.5% | 1,025,309,027 | |||||
(Cost $1,134,820,231) | ||||||
Net Other Assets and Liabilities — (1.5)% | (15,183,970 | ) | ||||
Net Assets — 100.0% | $ | 1,010,125,057 |
(a) | Non-income producing security. |
(b) | Rate shown reflects yield as of October 31, 2022. |
First Trust Technology AlphaDEX® Fund (FXL) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,009,577,449 | $ | 1,009,577,449 | $ | — | $ | — | ||||||||
Money Market Funds | 15,731,578 | 15,731,578 | — | — | ||||||||||||
Total Investments | $ | 1,025,309,027 | $ | 1,025,309,027 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Utilities AlphaDEX® Fund (FXU) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.7% | ||||||
Commercial Services & Supplies — 9.6% | ||||||
62,799 | Clean Harbors, Inc. (a) | $ | 7,690,366 | |||
126,931 | Republic Services, Inc. | 16,833,589 | ||||
107,776 | Waste Management, Inc. | 17,068,485 | ||||
41,592,440 | ||||||
Electric Utilities — 52.5% | ||||||
130,343 | Alliant Energy Corp. | 6,799,994 | ||||
119,844 | American Electric Power Co., Inc. | 10,536,684 | ||||
331,269 | Avangrid, Inc. | 13,476,023 | ||||
148,503 | Duke Energy Corp. | 13,837,510 | ||||
183,109 | Edison International | 10,993,864 | ||||
137,272 | Entergy Corp. | 14,707,322 | ||||
232,556 | Evergy, Inc. | 14,216,148 | ||||
88,594 | Eversource Energy | 6,757,950 | ||||
368,761 | Exelon Corp. | 14,230,487 | ||||
280,011 | FirstEnergy Corp. | 10,559,215 | ||||
298,916 | Hawaiian Electric Industries, Inc. | 11,370,765 | ||||
69,763 | IDACORP, Inc. | 7,304,186 | ||||
451,197 | NRG Energy, Inc. | 20,033,147 | ||||
473,592 | OGE Energy Corp. | 17,347,675 | ||||
1,105,106 | PG&E Corp. (a) | 16,499,233 | ||||
267,668 | Pinnacle West Capital Corp. | 17,989,966 | ||||
408,695 | PPL Corp. | 10,826,331 | ||||
50,789 | Southern (The) Co. | 3,325,664 | ||||
107,922 | Xcel Energy, Inc. | 7,026,801 | ||||
227,838,965 | ||||||
Electrical Equipment — 0.6% | ||||||
125,169 | Sunrun, Inc. (a) | 2,817,554 | ||||
Gas Utilities — 11.2% | ||||||
101,725 | Atmos Energy Corp. | 10,838,799 | ||||
280,542 | National Fuel Gas Co. | 18,933,779 | ||||
534,094 | UGI Corp. | 18,869,541 | ||||
48,642,119 | ||||||
Independent Power and Renewable Electricity Producers — 8.0% | ||||||
764,042 | AES (The) Corp. | 19,987,339 | ||||
105,674 | Brookfield Renewable Corp., Class A | 3,279,064 | ||||
493,353 | Vistra Corp. | 11,332,318 | ||||
34,598,721 | ||||||
Multi-Utilities — 16.1% | ||||||
85,750 | Ameren Corp. | 6,990,340 | ||||
367,648 | CenterPoint Energy, Inc. | 10,518,409 | ||||
118,593 | CMS Energy Corp. | 6,765,731 | ||||
161,078 | Consolidated Edison, Inc. | 14,168,421 | ||||
49,974 | Dominion Energy, Inc. | 3,496,681 | ||||
30,015 | DTE Energy Co. | 3,364,982 | ||||
548,382 | NiSource, Inc. | 14,087,934 | ||||
23,032 | Sempra Energy | 3,476,450 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Multi-Utilities (Continued) | ||||||
77,232 | WEC Energy Group, Inc. | $ | 7,053,598 | |||
69,922,546 | ||||||
Water Utilities — 1.7% | ||||||
26,531 | American Water Works Co., Inc. | 3,856,016 | ||||
83,456 | Essential Utilities, Inc. | 3,690,424 | ||||
7,546,440 | ||||||
Total Common Stocks — 99.7% | 432,958,785 | |||||
(Cost $441,933,405) | ||||||
Money Market Funds — 0.2% | ||||||
1,006,742 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.85% (b) | 1,006,742 | ||||
(Cost $1,006,742) | ||||||
Total Investments — 99.9% | 433,965,527 | |||||
(Cost $442,940,147) | ||||||
Net Other Assets and Liabilities — 0.1% | 436,405 | |||||
Net Assets — 100.0% | $ | 434,401,932 |
(a) | Non-income producing security. |
(b) | Rate shown reflects yield as of October 31, 2022. |
First Trust Utilities AlphaDEX® Fund (FXU) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 432,958,785 | $ | 432,958,785 | $ | — | $ | — | ||||||||
Money Market Funds | 1,006,742 | 1,006,742 | — | — | ||||||||||||
Total Investments | $ | 433,965,527 | $ | 433,965,527 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
Additional Information
First Trust Exchange-Traded AlphaDEX® Fund
Sector Funds
October 31, 2022 (Unaudited)
Valuation Inputs
The Funds are subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:
• | Level 1 – Level 1 inputs are quoted prices in active markets for identical investments. |
• | Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived from observable market data.) |
• | Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the investment. |
The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.
Licensing Information
Source ICE Data Indices, LLC (“ICE Data”), is used with permission. “StrataQuant®” is a service/trade mark of ICE Data or its affiliates. Frank Russell Company is the source and owner of the trademarks, service marks and copyrights related to the Russell Indexes. Russell®, Russell 1000®, and Russell 3000® are all registered trademarks of Frank Russell Company. Russell 1000® and Russell 3000® are being utilized in the Indices under license. These trademarks have been licensed, along with the StrataQuant® Consumer Discretionary Index, StrataQuant® Consumer Staples Index, StrataQuant® Energy Index, StrataQuant® Financials Index, StrataQuant® Health Care Index, StrataQuant® Industrials Index, StrataQuant® Materials Index, StrataQuant® Technology Index and the StrataQuant® Utilities Index (each, an “Index”) for use by First Trust Portfolios L.P. (“FTP”) in connection with the First Trust Consumer Discretionary AlphaDEX® Fund (FXD), First Trust Consumer Staples AlphaDEX® Fund (FXG), First Trust Energy AlphaDEX® Fund (FXN), First Trust Financials AlphaDEX® Fund (FXO), First Trust Health Care AlphaDEX® Fund (FXH), First Trust Industrials/Producer Durables AlphaDEX® Fund (FXR), First Trust Materials AlphaDEX® Fund (FXZ), First Trust Technology AlphaDEX® Fund (FXL) and the First Trust Utilities AlphaDEX® Fund (FXU), respectively (each, the “Product”). Neither FTP, First Trust Exchange-Traded AlphaDEX® Fund (the “Trust”) nor the Product, as applicable, is sponsored, endorsed, sold or promoted by ICE Data, its affiliates or its Third Party Suppliers (“ICE Data and its Suppliers”). ICE Data and its Suppliers make no representations or warranties regarding the advisability of investing in securities generally, in the Product particularly, the Trust or the ability of the Index to track general market performance. ICE Data’s only relationship to FTP is the licensing of certain trademarks and trade names and the Index or components thereof. The Index is determined, composed and calculated by ICE Data without regard to FTP or the Product or its holders. ICE Data has no obligation to take the needs of FTP or the holders of the Product into consideration in determining, composing or calculating the Index. ICE Data is not responsible for and has not participated in the determination of the timing of, prices of, or quantities of the Product to be issued or in the determination or calculation of the equation by which the Product is to be priced, sold, purchased, or redeemed. Except for certain custom index calculation services, all information provided by ICE Data is general in nature and not tailored to the needs of FTP or any other person, entity or group of persons. ICE Data has no obligation or liability in connection with the administration, marketing, or trading of the Product. ICE Data is not an investment advisor. Inclusion of a security within an index is not a recommendation by ICE Data to buy, sell, or hold such security, nor is it considered to be investment advice.
ICE DATA AND ITS SUPPLIERS DISCLAIM ANY AND ALL WARRANTIES AND REPRESENTATIONS, EXPRESS AND/OR IMPLIED, INCLUDING ANY WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE, INCLUDING THE INDICES, INDEX DATA AND ANY INFORMATION INCLUDED IN, RELATED TO, OR DERIVED THEREFROM (“INDEX DATA”). ICE DATA AND ITS SUPPLIERS SHALL NOT BE SUBJECT TO ANY DAMAGES OR LIABILITY WITH RESPECT TO THE ADEQUACY, ACCURACY, TIMELINESS OR COMPLETENESS OF THE INDICES AND THE INDEX DATA, WHICH ARE PROVIDED ON AN “AS IS” BASIS AND YOUR USE IS AT YOUR OWN RISK.
First Trust Large Cap Core AlphaDEX® Fund (FEX) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.8% | ||||||
Aerospace & Defense — 2.0% | ||||||
8,224 | General Dynamics Corp. | $ | 2,054,355 | |||
24,237 | HEICO Corp. | 3,941,906 | ||||
12,593 | L3Harris Technologies, Inc. | 3,103,797 | ||||
2,258 | Lockheed Martin Corp. | 1,098,923 | ||||
7,420 | Northrop Grumman Corp. | 4,073,654 | ||||
21,314 | Raytheon Technologies Corp. | 2,020,993 | ||||
59,897 | Textron, Inc. | 4,099,351 | ||||
1,663 | TransDigm Group, Inc. | 957,489 | ||||
21,350,468 | ||||||
Air Freight & Logistics — 1.2% | ||||||
45,291 | C.H. Robinson Worldwide, Inc. | 4,425,836 | ||||
39,515 | Expeditors International of Washington, Inc. | 3,866,543 | ||||
23,504 | FedEx Corp. | 3,767,221 | ||||
5,401 | United Parcel Service, Inc., Class B | 906,126 | ||||
12,965,726 | ||||||
Airlines — 0.4% | ||||||
31,091 | Delta Air Lines, Inc. (a) | 1,054,917 | ||||
84,865 | Southwest Airlines Co. (a) | 3,084,843 | ||||
4,139,760 | ||||||
Automobiles — 1.2% | ||||||
389,466 | Ford Motor Co. | 5,207,160 | ||||
135,931 | General Motors Co. | 5,335,292 | ||||
9,867 | Tesla, Inc. (a) | 2,245,137 | ||||
12,787,589 | ||||||
Banks — 4.1% | ||||||
86,663 | Bank of America Corp. | 3,123,335 | ||||
83,745 | Citigroup, Inc. | 3,840,546 | ||||
101,560 | Citizens Financial Group, Inc. | 4,153,804 | ||||
81,891 | Fifth Third Bancorp | 2,922,690 | ||||
6,683 | First Republic Bank | 802,628 | ||||
198,575 | Huntington Bancshares, Inc. | 3,014,369 | ||||
33,393 | JPMorgan Chase & Co. | 4,203,511 | ||||
217,829 | KeyCorp | 3,892,604 | ||||
4,948 | M&T Bank Corp. | 833,095 | ||||
17,516 | PNC Financial Services Group (The), Inc. | 2,834,614 | ||||
173,873 | Regions Financial Corp. | 3,816,512 | ||||
5,196 | SVB Financial Group (a) | 1,200,068 | ||||
80,148 | Truist Financial Corp. | 3,589,829 | ||||
64,912 | U.S. Bancorp | 2,755,514 | ||||
86,764 | Wells Fargo & Co. | 3,990,276 | ||||
44,973,395 | ||||||
Beverages — 1.4% | ||||||
26,210 | Brown-Forman Corp., Class B | 1,782,280 | ||||
31,147 | Coca-Cola (The) Co. | 1,864,148 | ||||
11,395 | Constellation Brands, Inc., Class A | 2,815,477 | ||||
48,711 | Keurig Dr Pepper, Inc. | 1,891,935 | ||||
30,096 | Monster Beverage Corp. (a) | 2,820,597 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Beverages (Continued) | ||||||
21,374 | PepsiCo, Inc. | $ | 3,881,091 | |||
15,055,528 | ||||||
Biotechnology — 2.5% | ||||||
6,500 | AbbVie, Inc. | 951,600 | ||||
17,435 | Alnylam Pharmaceuticals, Inc. (a) | 3,613,578 | ||||
7,741 | Amgen, Inc. | 2,092,779 | ||||
6,535 | Biogen, Inc. (a) | 1,852,280 | ||||
42,425 | Gilead Sciences, Inc. | 3,328,666 | ||||
26,182 | Incyte Corp. (a) | 1,946,370 | ||||
36,888 | Moderna, Inc. (a) | 5,545,373 | ||||
5,065 | Regeneron Pharmaceuticals, Inc. (a) | 3,792,419 | ||||
12,052 | Vertex Pharmaceuticals, Inc. (a) | 3,760,224 | ||||
26,883,289 | ||||||
Building Products — 1.2% | ||||||
15,556 | Carlisle Cos., Inc. | 3,714,773 | ||||
98,134 | Carrier Global Corp. | 3,901,808 | ||||
17,725 | Johnson Controls International PLC | 1,025,214 | ||||
74,740 | Masco Corp. | 3,458,220 | ||||
6,024 | Trane Technologies PLC | 961,611 | ||||
13,061,626 | ||||||
Capital Markets — 4.2% | ||||||
3,463 | Ameriprise Financial, Inc. | 1,070,483 | ||||
90,592 | Bank of New York Mellon (The) Corp. | 3,814,829 | ||||
3,171 | BlackRock, Inc. | 2,048,181 | ||||
10,423 | Blackstone, Inc. | 949,952 | ||||
168,810 | Carlyle Group (The), Inc. | 4,773,947 | ||||
6,541 | FactSet Research Systems, Inc. | 2,783,130 | ||||
202,696 | Franklin Resources, Inc. | 4,753,221 | ||||
11,908 | Goldman Sachs Group (The), Inc. | 4,102,425 | ||||
19,312 | Intercontinental Exchange, Inc. | 1,845,648 | ||||
19,966 | LPL Financial Holdings, Inc. | 5,104,308 | ||||
33,125 | Morgan Stanley | 2,721,881 | ||||
2,068 | MSCI, Inc. | 969,602 | ||||
17,656 | Raymond James Financial, Inc. | 2,085,880 | ||||
57,386 | State Street Corp. | 4,246,564 | ||||
41,539 | T. Rowe Price Group, Inc. | 4,409,780 | ||||
45,679,831 | ||||||
Chemicals — 4.8% | ||||||
11,246 | Air Products and Chemicals, Inc. | 2,815,998 | ||||
48,285 | Celanese Corp. | 4,641,154 | ||||
45,320 | CF Industries Holdings, Inc. | 4,815,703 | ||||
76,326 | Corteva, Inc. | 4,987,141 | ||||
99,295 | Dow, Inc. | 4,641,048 | ||||
69,239 | DuPont de Nemours, Inc. | 3,960,471 | ||||
61,394 | Eastman Chemical Co. | 4,715,673 | ||||
33,014 | FMC Corp. | 3,925,365 | ||||
28,815 | International Flavors & Fragrances, Inc. | 2,812,632 |
First Trust Large Cap Core AlphaDEX® Fund (FEX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Chemicals (Continued) | ||||||
57,944 | LyondellBasell Industries N.V., Class A | $ | 4,429,819 | |||
90,255 | Mosaic (The) Co. | 4,851,206 | ||||
7,881 | PPG Industries, Inc. | 899,853 | ||||
50,207 | Westlake Corp. | 4,852,507 | ||||
52,348,570 | ||||||
Commercial Services & Supplies — 1.4% | ||||||
6,742 | Cintas Corp. | 2,882,542 | ||||
16,398 | Copart, Inc. (a) | 1,886,098 | ||||
32,064 | Republic Services, Inc. | 4,252,328 | ||||
75,468 | Rollins, Inc. | 3,175,693 | ||||
21,781 | Waste Management, Inc. | 3,449,457 | ||||
15,646,118 | ||||||
Communications Equipment — 0.9% | ||||||
30,912 | Arista Networks, Inc. (a) | 3,736,024 | ||||
65,431 | Cisco Systems, Inc. | 2,972,530 | ||||
11,685 | Motorola Solutions, Inc. | 2,917,862 | ||||
9,626,416 | ||||||
Construction & Engineering — 0.1% | ||||||
6,849 | Quanta Services, Inc. | 972,832 | ||||
Construction Materials — 0.2% | ||||||
5,418 | Martin Marietta Materials, Inc. | 1,820,339 | ||||
5,531 | Vulcan Materials Co. | 905,425 | ||||
2,725,764 | ||||||
Consumer Finance — 1.4% | ||||||
6,467 | American Express Co. | 960,026 | ||||
47,326 | Capital One Financial Corp. | 5,017,503 | ||||
38,381 | Discover Financial Services | 4,009,279 | ||||
154,736 | Synchrony Financial | 5,502,412 | ||||
15,489,220 | ||||||
Containers & Packaging — 1.2% | ||||||
10,724 | Avery Dennison Corp. | 1,818,254 | ||||
36,110 | Ball Corp. | 1,783,473 | ||||
137,603 | International Paper Co. | 4,624,837 | ||||
38,846 | Packaging Corp. of America | 4,669,678 | ||||
12,896,242 | ||||||
Distributors — 1.0% | ||||||
29,213 | Genuine Parts Co. | 5,195,824 | ||||
74,011 | LKQ Corp. | 4,117,972 | ||||
5,483 | Pool Corp. | 1,668,093 | ||||
10,981,889 | ||||||
f | ||||||
Diversified Financial Services — 0.1% | ||||||
3,267 | Berkshire Hathaway, Inc., Class B (a) | 964,059 | ||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Diversified Telecommunication Services — 0.9% | ||||||
284,356 | AT&T, Inc. | $ | 5,183,810 | |||
114,880 | Verizon Communications, Inc. | 4,293,065 | ||||
9,476,875 | ||||||
Electric Utilities — 4.1% | ||||||
49,391 | Alliant Energy Corp. | 2,576,729 | ||||
30,274 | American Electric Power Co., Inc. | 2,661,690 | ||||
20,974 | Constellation Energy Corp. | 1,982,882 | ||||
37,515 | Duke Energy Corp. | 3,495,648 | ||||
46,257 | Edison International | 2,777,270 | ||||
34,678 | Entergy Corp. | 3,715,401 | ||||
58,748 | Evergy, Inc. | 3,591,265 | ||||
33,572 | Eversource Energy | 2,560,872 | ||||
93,156 | Exelon Corp. | 3,594,890 | ||||
70,736 | FirstEnergy Corp. | 2,667,455 | ||||
44,505 | NextEra Energy, Inc. | 3,449,138 | ||||
279,169 | PG&E Corp. (a) | 4,167,993 | ||||
103,243 | PPL Corp. | 2,734,907 | ||||
25,659 | Southern (The) Co. | 1,680,151 | ||||
40,894 | Xcel Energy, Inc. | 2,662,608 | ||||
44,318,899 | ||||||
Electrical Equipment — 0.8% | ||||||
15,385 | AMETEK, Inc. | 1,994,819 | ||||
13,084 | Eaton Corp. PLC | 1,963,516 | ||||
35,745 | Emerson Electric Co. | 3,095,517 | ||||
83,047 | Plug Power, Inc. (a) | 1,327,091 | ||||
8,380,943 | ||||||
Electronic Equipment, Instruments & Components — 1.7% | ||||||
52,115 | Amphenol Corp., Class A | 3,951,880 | ||||
60,124 | Corning, Inc. | 1,934,189 | ||||
22,176 | Keysight Technologies, Inc. (a) | 3,861,950 | ||||
31,621 | TE Connectivity Ltd. | 3,865,035 | ||||
7,755 | Teledyne Technologies, Inc. (a) | 3,086,335 | ||||
16,075 | Trimble, Inc. (a) | 967,072 | ||||
3,330 | Zebra Technologies Corp., Class A (a) | 943,123 | ||||
18,609,584 | ||||||
Energy Equipment & Services — 0.7% | ||||||
70,870 | Halliburton Co. | 2,581,086 | ||||
97,204 | Schlumberger N.V. | 5,057,524 | ||||
7,638,610 | ||||||
Entertainment — 0.8% | ||||||
7,540 | Electronic Arts, Inc. | 949,739 | ||||
22,946 | Live Nation Entertainment, Inc. (a) | 1,826,731 | ||||
14,822 | Netflix, Inc. (a) | 4,326,245 | ||||
24,342 | ROBLOX Corp., Class A (a) | 1,089,061 |
First Trust Large Cap Core AlphaDEX® Fund (FEX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Entertainment (Continued) | ||||||
9,248 | Walt Disney (The) Co. (a) | $ | 985,282 | |||
9,177,058 | ||||||
Equity Real Estate Investment Trusts — 2.5% | ||||||
34,910 | Boston Properties, Inc. | 2,537,957 | ||||
13,883 | Equity LifeStyle Properties, Inc. | 887,957 | ||||
38,935 | Equity Residential | 2,453,684 | ||||
3,602 | Essex Property Trust, Inc. | 800,508 | ||||
15,154 | Extra Space Storage, Inc. | 2,688,926 | ||||
19,719 | Gaming and Leisure Properties, Inc. | 988,316 | ||||
38,063 | Healthpeak Properties, Inc. | 903,235 | ||||
219,749 | Host Hotels & Resorts, Inc. | 4,148,861 | ||||
25,834 | Invitation Homes, Inc. | 818,679 | ||||
39,682 | Iron Mountain, Inc. | 1,986,878 | ||||
189,551 | Kimco Realty Corp. | 4,052,600 | ||||
2,980 | Public Storage | 923,055 | ||||
21,718 | Ventas, Inc. | 849,825 | ||||
58,453 | VICI Properties, Inc. | 1,871,665 | ||||
13,564 | Welltower, Inc. | 827,947 | ||||
30,547 | Weyerhaeuser Co. | 944,819 | ||||
27,684,912 | ||||||
Food & Staples Retailing — 1.5% | ||||||
186,934 | Albertsons Cos., Inc., Class A | 3,834,016 | ||||
59,822 | Kroger (The) Co. | 2,828,982 | ||||
37,014 | Sysco Corp. | 3,203,932 | ||||
138,918 | Walgreens Boots Alliance, Inc. | 5,070,507 | ||||
6,726 | Walmart, Inc. | 957,312 | ||||
15,894,749 | ||||||
Food Products — 3.2% | ||||||
43,376 | Archer-Daniels-Midland Co. | 4,206,604 | ||||
52,828 | Bunge Ltd. | 5,214,124 | ||||
37,029 | Campbell Soup Co. | 1,959,204 | ||||
80,209 | Conagra Brands, Inc. | 2,943,670 | ||||
34,163 | General Mills, Inc. | 2,787,017 | ||||
15,828 | Hershey (The) Co. | 3,779,252 | ||||
38,399 | Hormel Foods Corp. | 1,783,634 | ||||
12,698 | J.M. Smucker (The) Co. | 1,913,081 | ||||
25,048 | Kellogg Co. | 1,924,187 | ||||
52,319 | Kraft Heinz (The) Co. | 2,012,712 | ||||
31,822 | Mondelez International, Inc., Class A | 1,956,417 | ||||
66,162 | Tyson Foods, Inc., Class A | 4,522,173 | ||||
35,002,075 | ||||||
Gas Utilities — 0.2% | ||||||
25,696 | Atmos Energy Corp. | 2,737,909 | ||||
Health Care Equipment & Supplies — 1.3% | ||||||
9,017 | Abbott Laboratories | 892,142 | ||||
4,212 | Align Technology, Inc. (a) | 818,392 | ||||
32,395 | Baxter International, Inc. | 1,760,668 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Equipment & Supplies (Continued) | ||||||
3,915 | Becton, Dickinson and Co. | $ | 923,823 | |||
6,612 | Cooper (The) Cos., Inc. | 1,807,655 | ||||
13,522 | Hologic, Inc. (a) | 916,792 | ||||
7,606 | Insulet Corp. (a) | 1,968,509 | ||||
32,412 | Medtronic PLC | 2,830,864 | ||||
3,996 | ResMed, Inc. | 893,865 | ||||
5,247 | STERIS PLC | 905,527 | ||||
8,344 | Zimmer Biomet Holdings, Inc. | 945,792 | ||||
14,664,029 | ||||||
Health Care Providers & Services — 2.7% | ||||||
22,424 | Centene Corp. (a) | 1,908,955 | ||||
9,433 | Cigna Corp. | 3,047,425 | ||||
27,443 | CVS Health Corp. | 2,598,852 | ||||
3,841 | Elevance Health, Inc. | 2,100,144 | ||||
14,240 | HCA Healthcare, Inc. | 3,096,773 | ||||
3,596 | Humana, Inc. | 2,006,856 | ||||
21,298 | Laboratory Corp. of America Holdings | 4,725,174 | ||||
12,835 | McKesson Corp. | 4,997,564 | ||||
35,553 | Quest Diagnostics, Inc. | 5,107,188 | ||||
29,588,931 | ||||||
Hotels, Restaurants & Leisure — 2.9% | ||||||
8,305 | Airbnb, Inc., Class A (a) | 887,888 | ||||
531 | Booking Holdings, Inc. (a) | 992,694 | ||||
2,322 | Chipotle Mexican Grill, Inc. (a) | 3,479,122 | ||||
34,532 | Darden Restaurants, Inc. | 4,942,910 | ||||
28,930 | Hilton Worldwide Holdings, Inc. | 3,913,072 | ||||
24,901 | Marriott International, Inc., Class A | 3,986,899 | ||||
7,562 | McDonald’s Corp. | 2,061,855 | ||||
146,771 | MGM Resorts International | 5,220,644 | ||||
41,415 | Starbucks Corp. | 3,586,125 | ||||
16,408 | Yum! Brands, Inc. | 1,940,246 | ||||
31,011,455 | ||||||
Household Durables — 1.7% | ||||||
64,766 | D.R. Horton, Inc. | 4,979,210 | ||||
43,452 | Garmin Ltd. | 3,825,514 | ||||
58,511 | Lennar Corp., Class A | 4,721,838 | ||||
1,094 | NVR, Inc. (a) | 4,636,098 | ||||
18,162,660 | ||||||
Household Products — 0.1% | ||||||
12,418 | Colgate-Palmolive Co. | 916,945 | ||||
Industrial Conglomerates — 0.4% | ||||||
23,685 | 3M Co. | 2,979,336 | ||||
5,225 | Honeywell International, Inc. | 1,066,005 | ||||
4,045,341 | ||||||
First Trust Large Cap Core AlphaDEX® Fund (FEX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Insurance — 5.1% | ||||||
62,093 | Aflac, Inc. | $ | 4,042,875 | |||
7,006 | Allstate (The) Corp. | 884,508 | ||||
91,871 | American International Group, Inc. | 5,236,647 | ||||
6,514 | Aon PLC, Class A | 1,833,626 | ||||
76,627 | Arch Capital Group Ltd. (a) | 4,406,053 | ||||
20,381 | Arthur J. Gallagher & Co. | 3,812,877 | ||||
43,274 | Brown & Brown, Inc. | 2,544,078 | ||||
19,186 | Chubb Ltd. | 4,122,880 | ||||
9,740 | Cincinnati Financial Corp. | 1,006,337 | ||||
56,339 | Hartford Financial Services Group (The), Inc. | 4,079,507 | ||||
52,513 | Loews Corp. | 2,994,291 | ||||
17,531 | Marsh & McLennan Cos., Inc. | 2,831,081 | ||||
28,707 | MetLife, Inc. | 2,101,639 | ||||
48,366 | Principal Financial Group, Inc. | 4,262,496 | ||||
20,341 | Prudential Financial, Inc. | 2,139,670 | ||||
22,779 | Travelers (The) Cos., Inc. | 4,201,814 | ||||
67,545 | W.R. Berkley Corp. | 5,023,997 | ||||
55,524,376 | ||||||
Interactive Media & Services — 0.3% | ||||||
32,150 | Meta Platforms, Inc., Class A (a) | 2,995,094 | ||||
Internet & Direct Marketing Retail — 0.1% | ||||||
8,712 | Etsy, Inc. (a) | 818,144 | ||||
IT Services — 3.1% | ||||||
6,781 | Accenture PLC, Class A | 1,925,126 | ||||
32,585 | Akamai Technologies, Inc. (a) | 2,878,233 | ||||
11,570 | Automatic Data Processing, Inc. | 2,796,469 | ||||
12,090 | Broadridge Financial Solutions, Inc. | 1,814,225 | ||||
60,752 | Cognizant Technology Solutions Corp., Class A | 3,781,812 | ||||
18,647 | Fiserv, Inc. (a) | 1,915,793 | ||||
12,612 | Gartner, Inc. (a) | 3,807,815 | ||||
16,148 | Global Payments, Inc. | 1,845,071 | ||||
14,686 | International Business Machines Corp. | 2,030,927 | ||||
9,573 | Jack Henry & Associates, Inc. | 1,905,601 | ||||
3,068 | Mastercard, Inc., Class A | 1,006,856 | ||||
15,549 | Paychex, Inc. | 1,839,602 | ||||
5,133 | Snowflake, Inc., Class A (a) | 822,820 | ||||
54,810 | SS&C Technologies Holdings, Inc. | 2,818,330 | ||||
5,022 | VeriSign, Inc. (a) | 1,006,710 | ||||
4,911 | Visa, Inc., Class A | 1,017,363 | ||||
33,212,753 | ||||||
Life Sciences Tools & Services — 0.8% | ||||||
14,355 | Agilent Technologies, Inc. | 1,986,014 | ||||
8,865 | Charles River Laboratories International, Inc. (a) | 1,881,596 | ||||
6,755 | Danaher Corp. | 1,700,031 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Life Sciences Tools & Services (Continued) | ||||||
805 | Mettler-Toledo International, Inc. (a) | $ | 1,018,269 | |||
3,440 | Thermo Fisher Scientific, Inc. | 1,768,057 | ||||
8,353,967 | ||||||
Machinery — 3.4% | ||||||
15,951 | Caterpillar, Inc. | 3,452,753 | ||||
12,860 | Cummins, Inc. | 3,144,399 | ||||
10,452 | Deere & Co. | 4,137,111 | ||||
22,450 | Dover Corp. | 2,933,990 | ||||
14,964 | Fortive Corp. | 956,200 | ||||
17,461 | IDEX Corp. | 3,881,755 | ||||
9,659 | Illinois Tool Works, Inc. | 2,062,486 | ||||
40,333 | Ingersoll Rand, Inc. | 2,036,817 | ||||
12,330 | Nordson Corp. | 2,774,250 | ||||
13,674 | Otis Worldwide Corp. | 965,931 | ||||
41,697 | PACCAR, Inc. | 4,037,521 | ||||
46,398 | Stanley Black & Decker, Inc. | 3,641,779 | ||||
32,172 | Westinghouse Air Brake Technologies Corp. | 3,001,004 | ||||
37,025,996 | ||||||
Media — 1.6% | ||||||
8,628 | Charter Communications, Inc., Class A (a) | 3,171,826 | ||||
148,722 | Comcast Corp., Class A | 4,720,436 | ||||
113,743 | Fox Corp., Class A | 3,283,761 | ||||
27,655 | Omnicom Group, Inc. | 2,011,901 | ||||
229,098 | Paramount Global, Class B | 4,197,075 | ||||
17,384,999 | ||||||
Metals & Mining — 1.5% | ||||||
63,843 | Freeport-McMoRan, Inc. | 2,023,185 | ||||
83,027 | Newmont Corp. | 3,513,702 | ||||
40,771 | Nucor Corp. | 5,356,494 | ||||
61,480 | Steel Dynamics, Inc. | 5,782,194 | ||||
16,675,575 | ||||||
Multiline Retail — 0.5% | ||||||
19,230 | Dollar Tree, Inc. (a) | 3,047,955 | ||||
11,758 | Target Corp. | 1,931,252 | ||||
4,979,207 | ||||||
Multi-Utilities — 1.6% | ||||||
32,492 | Ameren Corp. | 2,648,748 | ||||
123,833 | CenterPoint Energy, Inc. | 3,542,862 | ||||
44,939 | CMS Energy Corp. | 2,563,770 | ||||
40,690 | Consolidated Edison, Inc. | 3,579,093 | ||||
12,623 | Dominion Energy, Inc. | 883,231 | ||||
15,165 | DTE Energy Co. | 1,700,148 | ||||
5,818 | Sempra Energy | 878,169 | ||||
19,510 | WEC Energy Group, Inc. | 1,781,848 | ||||
17,577,869 | ||||||
First Trust Large Cap Core AlphaDEX® Fund (FEX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Oil, Gas & Consumable Fuels — 11.1% | ||||||
127,582 | APA Corp. | $ | 5,799,878 | |||
26,291 | Cheniere Energy, Inc. | 4,637,995 | ||||
30,361 | Chevron Corp. | 5,492,305 | ||||
42,623 | ConocoPhillips | 5,374,334 | ||||
65,290 | Continental Resources, Inc. | 4,829,501 | ||||
167,000 | Coterra Energy, Inc. | 5,198,710 | ||||
72,543 | Devon Energy Corp. | 5,611,201 | ||||
36,212 | Diamondback Energy, Inc. | 5,689,267 | ||||
39,040 | EOG Resources, Inc. | 5,329,741 | ||||
107,044 | EQT Corp. | 4,478,721 | ||||
49,960 | Exxon Mobil Corp. | 5,536,068 | ||||
40,022 | Hess Corp. | 5,646,304 | ||||
209,713 | Kinder Morgan, Inc. | 3,800,000 | ||||
193,181 | Marathon Oil Corp. | 5,882,361 | ||||
43,914 | Marathon Petroleum Corp. | 4,989,509 | ||||
70,985 | Occidental Petroleum Corp. | 5,153,511 | ||||
51,078 | ONEOK, Inc. | 3,029,947 | ||||
94,826 | Ovintiv, Inc. | 4,802,937 | ||||
54,039 | Phillips 66 | 5,635,727 | ||||
20,145 | Pioneer Natural Resources Co. | 5,165,379 | ||||
72,291 | Targa Resources Corp. | 4,942,536 | ||||
2,455 | Texas Pacific Land Corp. | 5,656,001 | ||||
40,824 | Valero Energy Corp. | 5,125,453 | ||||
91,415 | Williams (The) Cos., Inc. | 2,992,013 | ||||
120,799,399 | ||||||
Pharmaceuticals — 1.3% | ||||||
36,815 | Bristol-Myers Squibb Co. | 2,852,058 | ||||
8,094 | Eli Lilly & Co. | 2,930,756 | ||||
10,681 | Johnson & Johnson | 1,858,174 | ||||
40,520 | Merck & Co., Inc. | 4,100,624 | ||||
59,808 | Pfizer, Inc. | 2,784,062 | ||||
14,525,674 | ||||||
Professional Services — 0.8% | ||||||
37,577 | CoStar Group, Inc. (a) | 3,108,369 | ||||
8,041 | Jacobs Solutions, Inc. | 926,484 | ||||
29,922 | Leidos Holdings, Inc. | 3,039,776 | ||||
14,665 | TransUnion | 869,195 | ||||
5,116 | Verisk Analytics, Inc. | 935,358 | ||||
8,879,182 | ||||||
Real Estate Management & Development — 0.3% | ||||||
51,690 | CBRE Group, Inc., Class A (a) | 3,666,889 | ||||
Road & Rail — 1.2% | ||||||
65,496 | CSX Corp. | 1,903,314 | ||||
22,309 | J.B. Hunt Transport Services, Inc. | 3,816,400 | ||||
4,161 | Norfolk Southern Corp. | 948,999 | ||||
10,520 | Old Dominion Freight Line, Inc. | 2,888,792 | ||||
98,763 | Uber Technologies, Inc. (a) | 2,624,133 | ||||
4,478 | Union Pacific Corp. | 882,793 | ||||
13,064,431 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Semiconductors & Semiconductor Equipment — 3.8% | ||||||
12,522 | Analog Devices, Inc. | $ | 1,785,888 | |||
1,965 | Broadcom, Inc. | 923,786 | ||||
15,721 | Enphase Energy, Inc. (a) | 4,826,347 | ||||
169,268 | Intel Corp. | 4,812,289 | ||||
5,765 | KLA Corp. | 1,824,334 | ||||
20,331 | Marvell Technology, Inc. | 806,734 | ||||
42,884 | Microchip Technology, Inc. | 2,647,658 | ||||
87,066 | Micron Technology, Inc. | 4,710,271 | ||||
2,401 | Monolithic Power Systems, Inc. | 815,019 | ||||
11,829 | NXP Semiconductors N.V. | 1,727,980 | ||||
69,983 | ON Semiconductor Corp. (a) | 4,299,056 | ||||
15,443 | QUALCOMM, Inc. | 1,817,023 | ||||
51,155 | Skyworks Solutions, Inc. | 4,399,842 | ||||
46,436 | Teradyne, Inc. | 3,777,569 | ||||
11,273 | Texas Instruments, Inc. | 1,810,782 | ||||
40,984,578 | ||||||
Software — 2.2% | ||||||
9,341 | Autodesk, Inc. (a) | 2,001,776 | ||||
6,590 | Bill.com Holdings, Inc. (a) | 878,842 | ||||
21,353 | Cadence Design Systems, Inc. (a) | 3,232,631 | ||||
5,293 | Crowdstrike Holdings, Inc., Class A (a) | 853,232 | ||||
4,505 | Intuit, Inc. | 1,925,887 | ||||
43,317 | NortonLifeLock, Inc. | 975,932 | ||||
15,979 | Palo Alto Networks, Inc. (a) | 2,741,837 | ||||
7,931 | Paycom Software, Inc. (a) | 2,744,126 | ||||
16,681 | PTC, Inc. (a) | 1,965,522 | ||||
2,426 | Roper Technologies, Inc. | 1,005,674 | ||||
8,567 | Synopsys, Inc. (a) | 2,506,276 | ||||
5,021 | Tyler Technologies, Inc. (a) | 1,623,440 | ||||
5,732 | Workday, Inc., Class A (a) | 893,160 | ||||
5,308 | Zscaler, Inc. (a) | 817,963 | ||||
24,166,298 | ||||||
Specialty Retail — 3.0% | ||||||
2,037 | AutoZone, Inc. (a) | 5,159,477 | ||||
55,093 | Best Buy Co., Inc. | 3,768,912 | ||||
39,643 | CarMax, Inc. (a) | 2,497,905 | ||||
9,485 | Home Depot (The), Inc. | 2,808,793 | ||||
18,581 | Lowe’s Cos., Inc. | 3,622,366 | ||||
6,202 | O’Reilly Automotive, Inc. (a) | 5,192,128 | ||||
10,352 | Ross Stores, Inc. | 990,583 | ||||
14,044 | TJX (The) Cos., Inc. | 1,012,572 | ||||
14,080 | Tractor Supply Co. | 3,094,362 | ||||
10,873 | Ulta Beauty, Inc. (a) | 4,559,810 | ||||
32,706,908 | ||||||
Technology Hardware, Storage & Peripherals — 1.7% | ||||||
12,625 | Apple, Inc. | 1,935,917 | ||||
364,110 | Hewlett Packard Enterprise Co. | 5,195,850 | ||||
105,025 | HP, Inc. | 2,900,791 | ||||
14,105 | NetApp, Inc. | 977,053 |
First Trust Large Cap Core AlphaDEX® Fund (FEX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Technology Hardware, Storage & Peripherals (Continued) | ||||||
49,168 | Seagate Technology Holdings PLC | $ | 2,441,683 | |||
134,010 | Western Digital Corp. (a) | 4,605,924 | ||||
18,057,218 | ||||||
Textiles, Apparel & Luxury Goods — 0.3% | ||||||
116,671 | VF Corp. | 3,295,956 | ||||
Tobacco — 0.2% | ||||||
21,605 | Altria Group, Inc. | 999,663 | ||||
10,509 | Philip Morris International, Inc. | 965,252 | ||||
1,964,915 | ||||||
Trading Companies & Distributors — 0.9% | ||||||
18,949 | Fastenal Co. | 915,805 | ||||
12,919 | United Rentals, Inc. (a) | 4,078,658 | ||||
8,917 | W.W. Grainger, Inc. | 5,210,649 | ||||
10,205,112 | ||||||
Wireless Telecommunication Services — 0.2% | ||||||
13,004 | T-Mobile US, Inc. (a) | 1,970,886 | ||||
Total Investments — 99.8% | 1,084,694,723 | |||||
(Cost $1,000,807,429) | ||||||
Net Other Assets and Liabilities — 0.2% | 1,787,917 | |||||
Net Assets — 100.0% | $ | 1,086,482,640 |
(a) | Non-income producing security. |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,084,694,723 | $ | 1,084,694,723 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Mid Cap Core AlphaDEX® Fund (FNX) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.8% | ||||||
Aerospace & Defense — 0.5% | ||||||
5,488 | Axon Enterprise, Inc. (a) | $ | 798,175 | |||
12,611 | BWX Technologies, Inc. | 718,575 | ||||
4,564 | Curtiss-Wright Corp. | 765,976 | ||||
5,736 | Huntington Ingalls Industries, Inc. | 1,474,553 | ||||
16,205 | Parsons Corp. (a) | 759,690 | ||||
7,914 | Woodward, Inc. | 725,714 | ||||
5,242,683 | ||||||
Air Freight & Logistics — 0.2% | ||||||
54,355 | GXO Logistics, Inc. (a) | 1,986,132 | ||||
Airlines — 0.7% | ||||||
48,676 | Alaska Air Group, Inc. (a) | 2,164,135 | ||||
158,280 | American Airlines Group, Inc. (a) | 2,244,410 | ||||
58,583 | United Airlines Holdings, Inc. (a) | 2,523,756 | ||||
6,932,301 | ||||||
Auto Components — 1.8% | ||||||
80,921 | BorgWarner, Inc. | 3,036,965 | ||||
8,033 | Fox Factory Holding Corp. (a) | 705,699 | ||||
79,937 | Gentex Corp. | 2,117,531 | ||||
314,782 | Goodyear Tire & Rubber (The) Co. (a) | 3,997,731 | ||||
31,304 | LCI Industries | 3,321,668 | ||||
5,308 | Lear Corp. | 736,273 | ||||
23,958 | Visteon Corp. (a) | 3,125,800 | ||||
17,041,667 | ||||||
Automobiles — 0.7% | ||||||
72,847 | Harley-Davidson, Inc. | 3,132,421 | ||||
45,386 | Thor Industries, Inc. | 3,697,597 | ||||
6,830,018 | ||||||
Banks — 4.4% | ||||||
14,199 | BancFirst Corp. | 1,360,548 | ||||
48,172 | Bank OZK | 2,070,433 | ||||
14,297 | BOK Financial Corp. | 1,575,386 | ||||
49,999 | Cadence Bank | 1,382,472 | ||||
17,868 | Comerica, Inc. | 1,259,694 | ||||
19,203 | Commerce Bancshares, Inc. | 1,360,341 | ||||
10,572 | Community Bank System, Inc. | 660,010 | ||||
14,413 | Cullen/Frost Bankers, Inc. | 2,234,736 | ||||
75,264 | CVB Financial Corp. | 2,161,582 | ||||
18,922 | East West Bancorp, Inc. | 1,354,248 | ||||
32,344 | Eastern Bankshares, Inc. | 620,035 | ||||
109,523 | F.N.B. Corp. | 1,582,607 | ||||
1,593 | First Citizens BancShares, Inc., Class A | 1,309,637 | ||||
30,372 | First Financial Bankshares, Inc. | 1,169,018 | ||||
41,600 | Hancock Whitney Corp. | 2,324,192 | ||||
28,220 | Home BancShares, Inc. | 719,328 | ||||
8,523 | Independent Bank Corp. | 741,586 | ||||
38,569 | Old National Bancorp | 754,410 | ||||
15,665 | Pinnacle Financial Partners, Inc. | 1,300,038 | ||||
26,446 | Popular, Inc. | 1,870,261 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Banks (Continued) | ||||||
19,053 | Prosperity Bancshares, Inc. | $ | 1,363,623 | |||
7,940 | ServisFirst Bancshares, Inc. | 598,120 | ||||
16,057 | SouthState Corp. | 1,452,035 | ||||
50,804 | Synovus Financial Corp. | 2,024,539 | ||||
15,072 | UMB Financial Corp. | 1,254,292 | ||||
35,537 | United Bankshares, Inc. | 1,504,992 | ||||
19,192 | United Community Banks, Inc. | 738,892 | ||||
117,635 | Valley National Bancorp | 1,396,327 | ||||
14,054 | Webster Financial Corp. | 762,570 | ||||
9,663 | Western Alliance Bancorp | 649,064 | ||||
15,579 | Wintrust Financial Corp. | 1,458,506 | ||||
24,980 | Zions Bancorp N.A. | 1,297,461 | ||||
42,310,983 | ||||||
Beverages — 0.8% | ||||||
35,027 | Celsius Holdings, Inc. (a) | 3,190,259 | ||||
3,085 | Coca-Cola Consolidated, Inc. | 1,502,426 | ||||
52,946 | Molson Coors Beverage Co., Class B | 2,670,067 | ||||
7,362,752 | ||||||
Biotechnology — 2.2% | ||||||
27,901 | Apellis Pharmaceuticals, Inc. (a) | 1,687,732 | ||||
26,668 | Beam Therapeutics, Inc. (a) | 1,174,992 | ||||
65,555 | Cytokinetics, Inc. (a) | 2,862,131 | ||||
32,131 | Halozyme Therapeutics, Inc. (a) | 1,536,183 | ||||
71,810 | Ionis Pharmaceuticals, Inc. (a) | 3,174,002 | ||||
9,094 | Mirati Therapeutics, Inc. (a) | 612,208 | ||||
43,489 | Natera, Inc. (a) | 2,042,243 | ||||
28,733 | Sarepta Therapeutics, Inc. (a) | 3,276,137 | ||||
6,068 | United Therapeutics Corp. (a) | 1,398,856 | ||||
164,738 | Vir Biotechnology, Inc. (a) | 3,620,941 | ||||
21,385,425 | ||||||
Building Products — 2.0% | ||||||
13,076 | A.O. Smith Corp. | 716,303 | ||||
25,538 | Advanced Drainage Systems, Inc. | 2,959,343 | ||||
24,052 | Armstrong World Industries, Inc. | 1,817,610 | ||||
53,906 | Builders FirstSource, Inc. (a) | 3,323,844 | ||||
47,325 | Fortune Brands Home & Security, Inc. | 2,854,644 | ||||
2,853 | Lennox International, Inc. | 666,375 | ||||
40,404 | Owens Corning | 3,458,986 | ||||
44,015 | UFP Industries, Inc. | 3,135,189 | ||||
18,932,294 | ||||||
Capital Markets — 2.8% | ||||||
22,717 | Affiliated Managers Group, Inc. | 2,820,543 | ||||
10,254 | Ares Management Corp., Class A | 777,561 | ||||
10,142 | Cohen & Steers, Inc. | 610,143 | ||||
38,615 | Evercore, Inc., Class A | 4,058,436 | ||||
25,281 | Houlihan Lokey, Inc. | 2,258,099 | ||||
19,879 | Interactive Brokers Group, Inc., Class A | 1,593,302 | ||||
231,835 | Invesco Ltd. | 3,551,712 |
First Trust Mid Cap Core AlphaDEX® Fund (FNX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Capital Markets (Continued) | ||||||
86,132 | Jefferies Financial Group, Inc. | $ | 2,963,802 | |||
59,871 | Lazard Ltd., Class A | 2,257,735 | ||||
51,803 | SEI Investments Co. | 2,812,903 | ||||
48,949 | Stifel Financial Corp. | 3,028,475 | ||||
26,732,711 | ||||||
Chemicals — 3.3% | ||||||
20,066 | Ashland, Inc. | 2,105,325 | ||||
83,859 | Avient Corp. | 2,892,297 | ||||
60,326 | Axalta Coating Systems Ltd. (a) | 1,406,802 | ||||
5,225 | Balchem Corp. | 730,455 | ||||
49,712 | Cabot Corp. | 3,652,838 | ||||
103,080 | Chemours (The) Co. | 2,951,180 | ||||
78,086 | Element Solutions, Inc. | 1,343,079 | ||||
21,139 | H.B. Fuller Co. | 1,473,600 | ||||
129,427 | Huntsman Corp. | 3,463,467 | ||||
103,626 | Livent Corp. (a) | 3,271,473 | ||||
74,071 | Olin Corp. | 3,922,059 | ||||
30,500 | RPM International, Inc. | 2,884,385 | ||||
50,136 | Valvoline, Inc. | 1,471,993 | ||||
31,568,953 | ||||||
Commercial Services & Supplies — 1.1% | ||||||
24,947 | Casella Waste Systems, Inc., Class A (a) | 2,040,914 | ||||
28,879 | Clean Harbors, Inc. (a) | 3,536,522 | ||||
90,812 | Driven Brands Holdings, Inc. (a) | 2,904,168 | ||||
39,888 | IAA, Inc. (a) | 1,512,952 | ||||
4,942 | Tetra Tech, Inc. | 698,206 | ||||
10,692,762 | ||||||
Communications Equipment — 0.8% | ||||||
41,559 | Calix, Inc. (a) | 3,060,405 | ||||
15,712 | Ciena Corp. (a) | 752,605 | ||||
4,389 | F5, Inc. (a) | 627,232 | ||||
48,639 | Juniper Networks, Inc. | 1,488,353 | ||||
18,528 | Lumentum Holdings, Inc. (a) | 1,379,410 | ||||
7,308,005 | ||||||
Construction & Engineering — 1.6% | ||||||
95,738 | API Group Corp. (a) | 1,578,720 | ||||
13,053 | Comfort Systems USA, Inc. | 1,609,174 | ||||
11,001 | EMCOR Group, Inc. | 1,552,241 | ||||
20,006 | MasTec, Inc. (a) | 1,542,062 | ||||
69,678 | MDU Resources Group, Inc. | 1,984,429 | ||||
11,824 | Valmont Industries, Inc. | 3,774,457 | ||||
78,754 | WillScot Mobile Mini Holdings Corp. (a) | 3,349,408 | ||||
15,390,491 | ||||||
Construction Materials — 0.2% | ||||||
17,781 | Eagle Materials, Inc. | 2,174,794 | ||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Consumer Finance — 1.3% | ||||||
91,302 | Ally Financial, Inc. | $ | 2,516,283 | |||
1,450 | Credit Acceptance Corp. (a) (b) | 675,149 | ||||
25,980 | FirstCash Holdings, Inc. | 2,557,731 | ||||
107,593 | OneMain Holdings, Inc. | 4,148,786 | ||||
136,219 | SLM Corp. | 2,259,873 | ||||
12,157,822 | ||||||
Containers & Packaging — 1.8% | ||||||
6,684 | AptarGroup, Inc. | 662,719 | ||||
54,608 | Berry Global Group, Inc. (a) | 2,584,051 | ||||
160,899 | Graphic Packaging Holding Co. | 3,694,241 | ||||
42,654 | Greif, Inc., Class A | 2,824,121 | ||||
30,220 | Silgan Holdings, Inc. | 1,431,219 | ||||
33,592 | Sonoco Products Co. | 2,085,391 | ||||
102,821 | Westrock Co. | 3,502,083 | ||||
16,783,825 | ||||||
Diversified Consumer Services — 0.5% | ||||||
169,621 | ADT, Inc. (b) | 1,434,994 | ||||
59,730 | H&R Block, Inc. | 2,457,889 | ||||
11,001 | Service Corp. International | 666,771 | ||||
4,559,654 | ||||||
Diversified Financial Services — 0.4% | ||||||
72,322 | Equitable Holdings, Inc. | 2,214,499 | ||||
20,999 | Voya Financial, Inc. | 1,435,492 | ||||
3,649,991 | ||||||
Diversified Telecommunication Services — 0.9% | ||||||
108,447 | Frontier Communications Parent, Inc. (a) | 2,539,829 | ||||
57,267 | Iridium Communications, Inc. (a) | 2,950,968 | ||||
436,285 | Lumen Technologies, Inc. | 3,211,058 | ||||
8,701,855 | ||||||
Electric Utilities — 1.6% | ||||||
50,767 | ALLETE, Inc. | 2,856,659 | ||||
36,654 | Hawaiian Electric Industries, Inc. | 1,394,318 | ||||
12,832 | IDACORP, Inc. | 1,343,511 | ||||
82,993 | NRG Energy, Inc. | 3,684,889 | ||||
34,845 | OGE Energy Corp. | 1,276,372 | ||||
39,388 | Pinnacle West Capital Corp. | 2,647,268 | ||||
43,850 | Portland General Electric Co. | 1,970,619 | ||||
15,173,636 | ||||||
Electrical Equipment — 1.0% | ||||||
12,102 | Acuity Brands, Inc. | 2,221,564 | ||||
32,655 | Atkore, Inc. (a) | 3,112,021 | ||||
86,074 | ChargePoint Holdings, Inc. (a) (b) | 1,203,315 | ||||
2,849 | Hubbell, Inc. | 676,581 | ||||
9,051 | Regal Rexnord Corp. | 1,145,314 | ||||
23,024 | Sunrun, Inc. (a) | 518,270 |
First Trust Mid Cap Core AlphaDEX® Fund (FNX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Electrical Equipment (Continued) | ||||||
65,353 | Vertiv Holdings Co. | $ | 935,201 | |||
9,812,266 | ||||||
Electronic Equipment, Instruments & Components — 2.2% | ||||||
34,452 | Arrow Electronics, Inc. (a) | 3,488,610 | ||||
87,933 | Avnet, Inc. | 3,534,027 | ||||
54,683 | Coherent Corp. (a) | 1,837,896 | ||||
30,124 | IPG Photonics Corp. (a) | 2,580,422 | ||||
55,036 | Jabil, Inc. | 3,536,063 | ||||
3,197 | Littelfuse, Inc. | 704,139 | ||||
31,296 | TD SYNNEX Corp. | 2,863,897 | ||||
152,060 | Vontier Corp. | 2,904,346 | ||||
21,449,400 | ||||||
Energy Equipment & Services — 1.3% | ||||||
97,378 | ChampionX Corp. | 2,786,958 | ||||
68,729 | Helmerich & Payne, Inc. | 3,402,773 | ||||
163,158 | Patterson-UTI Energy, Inc. | 2,879,739 | ||||
51,920 | Valaris Ltd. (a) | 3,475,005 | ||||
12,544,475 | ||||||
Equity Real Estate Investment Trusts — 3.3% | ||||||
18,800 | Agree Realty Corp. | 1,291,560 | ||||
65,792 | Apartment Income REIT Corp. | 2,528,387 | ||||
135,540 | Apple Hospitality REIT, Inc. | 2,320,445 | ||||
122,710 | Broadstone Net Lease, Inc. | 2,103,249 | ||||
108,818 | Cousins Properties, Inc. | 2,585,516 | ||||
70,857 | Douglas Emmett, Inc. | 1,246,375 | ||||
70,686 | Highwoods Properties, Inc. | 1,995,466 | ||||
15,085 | Kilroy Realty Corp. | 644,733 | ||||
11,471 | Life Storage, Inc. | 1,268,807 | ||||
267,803 | Medical Properties Trust, Inc. | 3,066,344 | ||||
15,936 | National Retail Properties, Inc. | 669,790 | ||||
64,621 | Omega Healthcare Investors, Inc. | 2,053,655 | ||||
112,829 | Park Hotels & Resorts, Inc. | 1,475,803 | ||||
126,708 | Physicians Realty Trust | 1,908,223 | ||||
21,195 | Rayonier, Inc. | 714,272 | ||||
25,896 | Ryman Hospitality Properties, Inc. | 2,302,672 | ||||
96,833 | Sabra Health Care REIT, Inc. | 1,322,739 | ||||
82,282 | Vornado Realty Trust | 1,941,032 | ||||
31,439,068 | ||||||
Food & Staples Retailing — 0.9% | ||||||
43,623 | BJ’s Wholesale Club Holdings, Inc. (a) | 3,376,420 | ||||
6,273 | Casey’s General Stores, Inc. | 1,459,790 | ||||
57,244 | Grocery Outlet Holding Corp. (a) | 1,978,925 | ||||
14,790 | Performance Food Group Co. (a) | 769,672 | ||||
48,051 | US Foods Holding Corp. (a) | 1,429,998 | ||||
9,014,805 | ||||||
Food Products — 1.9% | ||||||
38,411 | Darling Ingredients, Inc. (a) | 3,014,495 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Food Products (Continued) | ||||||
77,185 | Flowers Foods, Inc. | $ | 2,215,981 | |||
31,556 | Ingredion, Inc. | 2,812,271 | ||||
32,836 | Lamb Weston Holdings, Inc. | 2,831,120 | ||||
4,227 | Lancaster Colony Corp. | 762,044 | ||||
31,021 | Post Holdings, Inc. (a) | 2,804,919 | ||||
933 | Seaboard Corp. | 3,495,372 | ||||
17,936,202 | ||||||
Gas Utilities — 1.3% | ||||||
41,282 | National Fuel Gas Co. | 2,786,122 | ||||
49,243 | New Jersey Resources Corp. | 2,198,207 | ||||
27,074 | ONE Gas, Inc. | 2,097,693 | ||||
18,214 | Southwest Gas Holdings, Inc. | 1,330,897 | ||||
10,192 | Spire, Inc. | 711,504 | ||||
98,241 | UGI Corp. | 3,470,855 | ||||
12,595,278 | ||||||
Health Care Equipment & Supplies — 2.1% | ||||||
89,627 | DENTSPLY SIRONA, Inc. | 2,762,304 | ||||
34,323 | Haemonetics Corp. (a) | 2,915,739 | ||||
26,235 | Inari Medical, Inc. (a) | 2,018,259 | ||||
3,581 | Inspire Medical Systems, Inc. (a) | 698,116 | ||||
15,211 | iRhythm Technologies, Inc. (a) | 1,939,250 | ||||
45,161 | Lantheus Holdings, Inc. (a) | 3,341,462 | ||||
6,701 | Penumbra, Inc. (a) | 1,149,021 | ||||
11,421 | Shockwave Medical, Inc. (a) | 3,348,066 | ||||
9,004 | STAAR Surgical Co. (a) | 638,114 | ||||
6,306 | Teleflex, Inc. | 1,353,015 | ||||
20,163,346 | ||||||
Health Care Providers & Services — 3.2% | ||||||
32,501 | Acadia Healthcare Co., Inc. (a) | 2,642,331 | ||||
108,493 | agilon health, Inc. (a) | 2,153,586 | ||||
6,563 | Amedisys, Inc. (a) | 640,483 | ||||
29,975 | AMN Healthcare Services, Inc. (a) | 3,761,862 | ||||
1,455 | Chemed Corp. | 679,296 | ||||
7,674 | DaVita, Inc. (a) | 560,279 | ||||
42,134 | Encompass Health Corp. | 2,293,775 | ||||
7,990 | Ensign Group (The), Inc. | 717,342 | ||||
11,801 | Guardant Health, Inc. (a) | 584,149 | ||||
28,372 | HealthEquity, Inc. (a) | 2,210,463 | ||||
28,975 | Henry Schein, Inc. (a) | 1,983,629 | ||||
77,720 | Oak Street Health, Inc. (a) | 1,572,276 | ||||
100,927 | Option Care Health, Inc. (a) | 3,054,051 | ||||
18,716 | Premier, Inc., Class A | 652,814 | ||||
57,487 | Select Medical Holdings Corp. | 1,476,266 | ||||
24,631 | Tenet Healthcare Corp. (a) | 1,092,631 | ||||
36,019 | Universal Health Services, Inc., Class B | 4,173,522 | ||||
30,248,755 | ||||||
Hotels, Restaurants & Leisure — 2.7% | ||||||
26,663 | Boyd Gaming Corp. | 1,540,055 |
First Trust Mid Cap Core AlphaDEX® Fund (FNX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Hotels, Restaurants & Leisure (Continued) | ||||||
11,600 | Choice Hotels International, Inc. | $ | 1,506,144 | |||
3,449 | Churchill Downs, Inc. | 717,082 | ||||
41,957 | DraftKings, Inc., Class A (a) | 662,921 | ||||
38,626 | Hilton Grand Vacations, Inc. (a) | 1,515,684 | ||||
7,846 | Hyatt Hotels Corp., Class A (a) | 739,172 | ||||
10,426 | Marriott Vacations Worldwide Corp. | 1,540,546 | ||||
55,918 | Norwegian Cruise Line Holdings Ltd. (a) | 944,455 | ||||
92,364 | Penn Entertainment, Inc. (a) | 3,057,248 | ||||
16,761 | Royal Caribbean Cruises Ltd. (a) | 894,702 | ||||
41,874 | SeaWorld Entertainment, Inc. (a) | 2,435,392 | ||||
36,398 | Texas Roadhouse, Inc. | 3,601,582 | ||||
18,618 | Travel + Leisure Co. | 707,112 | ||||
2,946 | Vail Resorts, Inc. | 645,557 | ||||
67,976 | Wendy’s (The) Co. | 1,412,541 | ||||
10,129 | Wingstop, Inc. | 1,604,332 | ||||
10,354 | Wyndham Hotels & Resorts, Inc. | 786,179 | ||||
30,235 | Wynn Resorts Ltd. (a) | 1,932,016 | ||||
26,242,720 | ||||||
Household Durables — 3.0% | ||||||
57,366 | Leggett & Platt, Inc. | 1,936,102 | ||||
34,830 | Mohawk Industries, Inc. (a) | 3,300,142 | ||||
182,931 | Newell Brands, Inc. | 2,526,277 | ||||
84,697 | PulteGroup, Inc. | 3,387,033 | ||||
60,075 | Skyline Champion Corp. (a) | 3,496,966 | ||||
136,198 | Taylor Morrison Home Corp. (a) | 3,587,455 | ||||
105,258 | Tempur Sealy International, Inc. | 2,830,388 | ||||
75,622 | Toll Brothers, Inc. | 3,257,796 | ||||
11,565 | TopBuild Corp. (a) | 1,967,669 | ||||
14,136 | Whirlpool Corp. | 1,954,161 | ||||
28,243,989 | ||||||
Household Products — 0.1% | ||||||
24,422 | Reynolds Consumer Products, Inc. | 745,848 | ||||
Independent Power and Renewable Electricity Producers — 0.7% | ||||||
39,888 | Clearway Energy, Inc., Class C | 1,385,709 | ||||
22,108 | Ormat Technologies, Inc. | 1,999,668 | ||||
151,246 | Vistra Corp. | 3,474,121 | ||||
6,859,498 | ||||||
Insurance — 4.2% | ||||||
68,139 | American Equity Investment Life Holding Co. | 2,935,428 | ||||
10,334 | American Financial Group, Inc. | 1,499,567 | ||||
4,372 | Assurant, Inc. | 593,980 | ||||
39,333 | Assured Guaranty Ltd. | 2,328,120 | ||||
38,773 | Axis Capital Holdings Ltd. | 2,119,720 | ||||
11,429 | Erie Indemnity Co., Class A | 2,937,367 | ||||
4,841 | Everest Re Group Ltd. | 1,561,997 | ||||
70,191 | Fidelity National Financial, Inc. | 2,764,122 | ||||
68,897 | First American Financial Corp. | 3,472,409 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Insurance (Continued) | ||||||
6,372 | Globe Life, Inc. | $ | 736,093 | |||
4,957 | Hanover Insurance Group (The), Inc. | 726,151 | ||||
9,947 | Kinsale Capital Group, Inc. | 3,134,996 | ||||
43,400 | Lincoln National Corp. | 2,337,958 | ||||
121,400 | Old Republic International Corp. | 2,817,694 | ||||
5,145 | Primerica, Inc. | 744,482 | ||||
6,204 | RLI Corp. | 806,954 | ||||
62,553 | Ryan Specialty Holdings, Inc. (a) | 2,805,502 | ||||
7,803 | Selective Insurance Group, Inc. | 765,318 | ||||
65,488 | Unum Group | 2,985,598 | ||||
1,462 | White Mountains Insurance Group Ltd. | 2,070,411 | ||||
40,143,867 | ||||||
Interactive Media & Services — 0.4% | ||||||
54,526 | Pinterest, Inc., Class A (a) | 1,341,340 | ||||
37,105 | Ziff Davis, Inc. (a) | 2,871,556 | ||||
4,212,896 | ||||||
IT Services — 1.5% | ||||||
103,796 | DXC Technology Co. (a) | 2,984,135 | ||||
17,243 | ExlService Holdings, Inc. (a) | 3,135,640 | ||||
14,513 | Genpact Ltd. | 703,880 | ||||
26,887 | GoDaddy, Inc., Class A (a) | 2,161,715 | ||||
21,954 | Maximus, Inc. | 1,353,903 | ||||
75,984 | Toast, Inc., Class A (a) | 1,678,487 | ||||
14,336 | TTEC Holdings, Inc. | 637,522 | ||||
94,108 | Western Union (The) Co. | 1,271,399 | ||||
13,926,681 | ||||||
Leisure Products — 1.2% | ||||||
58,426 | Acushnet Holdings Corp. | 2,720,899 | ||||
38,822 | Brunswick Corp. | 2,743,551 | ||||
28,266 | Hasbro, Inc. | 1,844,356 | ||||
67,078 | Mattel, Inc. (a) | 1,271,799 | ||||
13,283 | Polaris, Inc. | 1,349,553 | ||||
98,945 | Topgolf Callaway Brands Corp. (a) | 1,852,250 | ||||
11,782,408 | ||||||
Life Sciences Tools & Services — 0.8% | ||||||
16,167 | Medpace Holdings, Inc. (a) | 3,588,751 | ||||
10,186 | Repligen Corp. (a) | 1,858,843 | ||||
40,418 | Syneos Health, Inc. (a) | 2,036,259 | ||||
7,483,853 | ||||||
Machinery — 3.4% | ||||||
6,605 | AGCO Corp. | 820,143 | ||||
56,448 | Allison Transmission Holdings, Inc. | 2,384,928 | ||||
13,782 | Chart Industries, Inc. (a) | 3,071,732 | ||||
14,513 | Crane Holdings Co. | 1,456,235 | ||||
12,962 | Donaldson Co., Inc. | 744,667 | ||||
26,141 | Flowserve Corp. | 749,724 |
First Trust Mid Cap Core AlphaDEX® Fund (FNX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Machinery (Continued) | ||||||
38,871 | Franklin Electric Co., Inc. | $ | 3,185,090 | |||
10,596 | Graco, Inc. | 737,270 | ||||
19,444 | ITT, Inc. | 1,485,327 | ||||
7,387 | John Bean Technologies Corp. | 673,694 | ||||
20,211 | Lincoln Electric Holdings, Inc. | 2,869,962 | ||||
9,912 | Middleby (The) Corp. (a) | 1,386,292 | ||||
53,435 | Mueller Industries, Inc. | 3,347,168 | ||||
27,112 | Oshkosh Corp. | 2,385,856 | ||||
9,465 | Snap-on, Inc. | 2,101,703 | ||||
43,037 | Timken (The) Co. | 3,068,108 | ||||
7,345 | Toro (The) Co. | 774,383 | ||||
10,104 | Watts Water Technologies, Inc., Class A | 1,478,822 | ||||
32,721,104 | ||||||
Marine — 0.7% | ||||||
41,812 | Kirby Corp. (a) | 2,916,387 | ||||
51,627 | Matson, Inc. | 3,798,715 | ||||
6,715,102 | ||||||
Media — 1.1% | ||||||
229,656 | DISH Network Corp., Class A (a) | 3,424,171 | ||||
49,627 | Interpublic Group of (The) Cos., Inc. | 1,478,388 | ||||
22,095 | New York Times (The) Co., Class A | 639,871 | ||||
168,162 | News Corp., Class A | 2,836,893 | ||||
15,228 | Nexstar Media Group, Inc. | 2,608,557 | ||||
10,987,880 | ||||||
Metals & Mining — 1.7% | ||||||
94,360 | Alcoa Corp. | 3,682,871 | ||||
94,318 | Cleveland-Cliffs, Inc. (a) | 1,225,191 | ||||
89,519 | Commercial Metals Co. | 4,073,115 | ||||
18,211 | Reliance Steel & Aluminum Co. | 3,669,152 | ||||
175,284 | United States Steel Corp. | 3,568,782 | ||||
16,219,111 | ||||||
Mortgage Real Estate Investment Trusts — 1.0% | ||||||
185,091 | Annaly Capital Management, Inc. | 3,433,438 | ||||
433,900 | Rithm Capital Corp. | 3,657,777 | ||||
104,593 | Starwood Property Trust, Inc. | 2,160,891 | ||||
9,252,106 | ||||||
Multiline Retail — 1.2% | ||||||
126,288 | Kohl’s Corp. | 3,782,325 | ||||
202,689 | Macy’s, Inc. | 4,226,066 | ||||
113,909 | Nordstrom, Inc. | 2,316,909 | ||||
12,311 | Ollie’s Bargain Outlet Holdings, Inc. (a) | 689,416 | ||||
11,014,716 | ||||||
Multi-Utilities — 0.3% | ||||||
28,136 | Black Hills Corp. | 1,839,250 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Multi-Utilities (Continued) | ||||||
25,218 | NiSource, Inc. | $ | 647,851 | |||
2,487,101 | ||||||
Oil, Gas & Consumable Fuels — 6.5% | ||||||
69,197 | Antero Midstream Corp. | 736,948 | ||||
104,034 | Antero Resources Corp. (a) | 3,813,886 | ||||
82,647 | California Resources Corp. | 3,728,206 | ||||
33,714 | Chesapeake Energy Corp. | 3,447,931 | ||||
18,578 | Chord Energy Corp. | 2,844,106 | ||||
55,344 | Civitas Resources, Inc. | 3,869,099 | ||||
183,698 | Comstock Resources, Inc. (a) | 3,449,848 | ||||
36,821 | Denbury, Inc. (a) | 3,365,808 | ||||
36,726 | DT Midstream, Inc. | 2,192,542 | ||||
10,576 | Enviva, Inc. | 632,868 | ||||
58,993 | HF Sinclair Corp. | 3,608,602 | ||||
128,264 | Magnolia Oil & Gas Corp., Class A | 3,293,820 | ||||
64,925 | Matador Resources Co. | 4,314,266 | ||||
90,309 | Murphy Oil Corp. | 4,380,890 | ||||
90,334 | PBF Energy, Inc., Class A (a) | 3,997,279 | ||||
43,967 | PDC Energy, Inc. | 3,171,779 | ||||
125,738 | Range Resources Corp. | 3,581,018 | ||||
84,450 | SM Energy Co. | 3,798,561 | ||||
518,978 | Southwestern Energy Co. (a) | 3,596,518 | ||||
61,823,975 | ||||||
Paper & Forest Products — 0.3% | ||||||
49,637 | Louisiana-Pacific Corp. | 2,811,936 | ||||
Personal Products — 0.2% | ||||||
301,533 | Coty, Inc., Class A (a) | 2,023,286 | ||||
Pharmaceuticals — 0.9% | ||||||
102,373 | Elanco Animal Health, Inc. (a) | 1,350,300 | ||||
13,653 | Intra-Cellular Therapies, Inc. (a) | 623,532 | ||||
9,532 | Jazz Pharmaceuticals PLC (a) | 1,370,606 | ||||
54,293 | Organon & Co. | 1,421,391 | ||||
17,813 | Perrigo Co. PLC | 717,508 | ||||
298,231 | Viatris, Inc. | 3,021,080 | ||||
8,504,417 | ||||||
Professional Services — 2.0% | ||||||
173,323 | Alight, Inc., Class A (a) | 1,436,848 | ||||
28,116 | ASGN, Inc. (a) | 2,383,674 | ||||
4,867 | CACI International, Inc., Class A (a) | 1,479,714 | ||||
11,500 | FTI Consulting, Inc. (a) | 1,789,745 | ||||
58,790 | KBR, Inc. | 2,925,978 | ||||
54,120 | Korn Ferry | 3,008,531 | ||||
39,278 | ManpowerGroup, Inc. | 3,077,038 | ||||
16,608 | Robert Half International, Inc. | 1,269,848 | ||||
7,184 | Science Applications International Corp. | 778,315 | ||||
17,838 | TriNet Group, Inc. (a) | 1,159,113 | ||||
19,308,804 | ||||||
First Trust Mid Cap Core AlphaDEX® Fund (FNX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Real Estate Management & Development — 0.6% | ||||||
34,406 | Howard Hughes (The) Corp. (a) | $ | 2,110,808 | |||
21,024 | Jones Lang LaSalle, Inc. (a) | 3,344,708 | ||||
5,455,516 | ||||||
Road & Rail — 2.6% | ||||||
4,990 | AMERCO | 2,870,198 | ||||
17,115 | Avis Budget Group, Inc. (a) | 4,047,013 | ||||
156,076 | Hertz Global Holdings, Inc. (a) | 2,871,798 | ||||
64,912 | Knight-Swift Transportation Holdings, Inc. | 3,117,723 | ||||
22,000 | Landstar System, Inc. | 3,436,840 | ||||
42,074 | Ryder System, Inc. | 3,387,378 | ||||
10,030 | Saia, Inc. (a) | 1,994,566 | ||||
57,074 | XPO Logistics, Inc. (a) | 2,953,009 | ||||
24,678,525 | ||||||
Semiconductors & Semiconductor Equipment — 2.2% | ||||||
29,072 | Allegro MicroSystems, Inc. (a) | 738,720 | ||||
186,284 | Amkor Technology, Inc. | 3,872,844 | ||||
27,699 | Cirrus Logic, Inc. (a) | 1,859,157 | ||||
39,145 | Diodes, Inc. (a) | 2,805,522 | ||||
12,909 | Lattice Semiconductor Corp. (a) | 626,216 | ||||
12,265 | MACOM Technology Solutions Holdings, Inc. (a) | 709,776 | ||||
30,747 | MKS Instruments, Inc. | 2,525,866 | ||||
19,836 | Onto Innovation, Inc. (a) | 1,325,838 | ||||
31,998 | Qorvo, Inc. (a) | 2,754,388 | ||||
5,146 | Silicon Laboratories, Inc. (a) | 591,378 | ||||
19,247 | Synaptics, Inc. (a) | 1,705,284 | ||||
18,437 | Wolfspeed, Inc. (a) | 1,451,914 | ||||
20,966,903 | ||||||
Software — 2.5% | ||||||
29,381 | Alarm.com Holdings, Inc. (a) | 1,728,778 | ||||
78,134 | Box, Inc., Class A (a) | 2,269,793 | ||||
9,751 | Dolby Laboratories, Inc., Class A | 651,757 | ||||
92,904 | DoubleVerify Holdings, Inc. (a) | 2,715,584 | ||||
30,658 | Dropbox, Inc., Class A (a) | 666,812 | ||||
8,854 | Elastic N.V. (a) | 566,213 | ||||
3,083 | Fair Isaac Corp. (a) | 1,476,264 | ||||
14,326 | Manhattan Associates, Inc. (a) | 1,743,044 | ||||
18,623 | nCino, Inc. (a) | 586,252 | ||||
66,831 | NCR Corp. (a) | 1,420,827 | ||||
22,141 | New Relic, Inc. (a) | 1,311,633 | ||||
64,469 | Paycor HCM, Inc. (a) | 1,964,370 | ||||
10,518 | Paylocity Holding Corp. (a) | 2,437,967 | ||||
12,839 | Procore Technologies, Inc. (a) | 701,780 | ||||
18,229 | Qualys, Inc. (a) | 2,598,726 | ||||
10,227 | SPS Commerce, Inc. (a) | 1,293,920 | ||||
24,133,720 | ||||||
Specialty Retail — 3.7% | ||||||
75,300 | Academy Sports & Outdoors, Inc. | 3,315,459 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Specialty Retail (Continued) | ||||||
4,063 | Advance Auto Parts, Inc. | $ | 771,645 | |||
21,020 | Asbury Automotive Group, Inc. (a) | 3,315,905 | ||||
31,179 | AutoNation, Inc. (a) | 3,314,639 | ||||
38,971 | Bath & Body Works, Inc. | 1,300,852 | ||||
30,353 | Dick’s Sporting Goods, Inc. | 3,452,957 | ||||
13,843 | Five Below, Inc. (a) | 2,025,923 | ||||
27,124 | Floor & Decor Holdings, Inc., Class A (a) | 1,990,088 | ||||
25,277 | GameStop Corp., Class A (a) (b) | 715,592 | ||||
14,804 | Lithia Motors, Inc. | 2,933,413 | ||||
11,553 | Murphy USA, Inc. | 3,633,534 | ||||
32,268 | Penske Automotive Group, Inc. | 3,601,754 | ||||
7,744 | RH (a) | 1,966,434 | ||||
21,561 | Williams-Sonoma, Inc. | 2,669,899 | ||||
35,008,094 | ||||||
Technology Hardware, Storage & Peripherals — 0.3% | ||||||
18,590 | Dell Technologies, Inc., Class C | 713,856 | ||||
69,627 | Pure Storage, Inc., Class A (a) | 2,148,689 | ||||
2,862,545 | ||||||
Textiles, Apparel & Luxury Goods — 2.3% | ||||||
37,755 | Columbia Sportswear Co. | 2,812,748 | ||||
27,756 | Crocs, Inc. (a) | 1,963,737 | ||||
2,032 | Deckers Outdoor Corp. (a) | 711,058 | ||||
273,806 | Hanesbrands, Inc. (b) | 1,867,357 | ||||
70,896 | PVH Corp. | 3,638,383 | ||||
22,438 | Ralph Lauren Corp. | 2,079,778 | ||||
100,131 | Skechers U.S.A., Inc., Class A (a) | 3,447,510 | ||||
67,031 | Tapestry, Inc. | 2,123,542 | ||||
382,092 | Under Armour, Inc., Class A (a) | 2,846,585 | ||||
21,490,698 | ||||||
Thrifts & Mortgage Finance — 1.7% | ||||||
91,086 | Essent Group Ltd. | 3,605,184 | ||||
247,749 | MGIC Investment Corp. | 3,381,774 | ||||
297,880 | New York Community Bancorp, Inc. (b) | 2,773,263 | ||||
164,652 | Radian Group, Inc. | 3,436,287 | ||||
30,347 | Walker & Dunlop, Inc. | 2,730,016 | ||||
15,926,524 | ||||||
Trading Companies & Distributors — 3.2% | ||||||
81,939 | Air Lease Corp. | 2,891,627 | ||||
30,902 | Applied Industrial Technologies, Inc. | 3,843,591 | ||||
46,435 | Beacon Roofing Supply, Inc. (a) | 2,616,612 | ||||
111,737 | Core & Main, Inc., Class A (a) | 2,634,758 | ||||
22,381 | GATX Corp. | 2,343,515 | ||||
12,230 | Herc Holdings, Inc. | 1,438,370 | ||||
26,173 | MSC Industrial Direct Co., Inc., Class A | 2,171,836 |
First Trust Mid Cap Core AlphaDEX® Fund (FNX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Trading Companies & Distributors (Continued) | ||||||
12,200 | SiteOne Landscape Supply, Inc. (a) | $ | 1,413,614 | |||
58,033 | Triton International Ltd. | 3,522,023 | ||||
83,804 | Univar Solutions, Inc. (a) | 2,135,326 | ||||
9,869 | Watsco, Inc. | 2,674,104 | ||||
21,284 | WESCO International, Inc. (a) | 2,932,297 | ||||
30,617,673 | ||||||
Total Common Stocks — 99.8% | 952,773,845 | |||||
(Cost $897,499,502) | ||||||
Money Market Funds — 0.5% | ||||||
2,506,126 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 3.03% (c) (d) | 2,506,126 | ||||
1,752,071 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.85% (c) | 1,752,071 | ||||
Total Money Market Funds — 0.5% | 4,258,197 | |||||
(Cost $4,258,197) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.4% | |||||||
$ | 3,946,263 | BNP Paribas S.A., 2.93% (c), dated 10/31/22, due 11/01/22, with a maturity value of $3,946,585. Collateralized by U.S. Treasury Note, interest rate of 2.75%, due 05/31/29. The value of the collateral including accrued interest is $4,021,399. (d) | 3,946,263 | ||||
(Cost $3,946,263) | |||||||
Total Investments — 100.7% | 960,978,305 | ||||||
(Cost $905,703,962) | |||||||
Net Other Assets and Liabilities — (0.7)% | (6,662,760 | ) | |||||
Net Assets — 100.0% | $ | 954,315,545 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $6,293,493 and the total value of the collateral held by the Fund is $6,452,389. |
(c) | Rate shown reflects yield as of October 31, 2022. |
(d) | This security serves as collateral for securities on loan. |
First Trust Mid Cap Core AlphaDEX® Fund (FNX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 952,773,845 | $ | 952,773,845 | $ | — | $ | — | ||||||||
Money Market Funds | 4,258,197 | 4,258,197 | — | — | ||||||||||||
Repurchase Agreements | 3,946,263 | — | 3,946,263 | — | ||||||||||||
Total Investments | $ | 960,978,305 | $ | 957,032,042 | $ | 3,946,263 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.8% | ||||||
Aerospace & Defense — 0.8% | ||||||
25,617 | AAR Corp. (a) | $ | 1,135,345 | |||
11,007 | AeroVironment, Inc. (a) | 1,007,140 | ||||
45,158 | Kratos Defense & Security Solutions, Inc. (a) | 500,351 | ||||
98,034 | Maxar Technologies, Inc. | 2,190,080 | ||||
19,566 | Moog, Inc., Class A | 1,658,219 | ||||
6,491,135 | ||||||
Air Freight & Logistics — 0.9% | ||||||
95,226 | Air Transport Services Group, Inc. (a) | 2,780,599 | ||||
20,332 | Forward Air Corp. | 2,152,549 | ||||
33,256 | Hub Group, Inc., Class A (a) | 2,580,666 | ||||
7,513,814 | ||||||
Airlines — 0.7% | ||||||
25,147 | Allegiant Travel Co. (a) | 1,887,282 | ||||
138,401 | JetBlue Airways Corp. (a) | 1,112,744 | ||||
141,082 | SkyWest, Inc. (a) | 2,494,330 | ||||
5,494,356 | ||||||
Auto Components — 1.4% | ||||||
82,666 | Adient PLC (a) | 2,891,657 | ||||
160,560 | Dana, Inc. | 2,562,538 | ||||
11,174 | Dorman Products, Inc. (a) | 912,022 | ||||
9,225 | Gentherm, Inc. (a) | 538,924 | ||||
62,979 | Luminar Technologies, Inc. (a) (b) | 509,500 | ||||
52,327 | Patrick Industries, Inc. | 2,391,867 | ||||
28,479 | XPEL, Inc. (a) (c) | 1,970,462 | ||||
11,776,970 | ||||||
Automobiles — 0.3% | ||||||
43,113 | Winnebago Industries, Inc. | 2,573,415 | ||||
Banks — 9.0% | ||||||
29,729 | 1st Source Corp. | 1,729,039 | ||||
30,785 | Ameris Bancorp | 1,585,735 | ||||
68,546 | Associated Banc-Corp. | 1,669,095 | ||||
45,307 | Atlantic Union Bankshares Corp. | 1,564,904 | ||||
20,873 | Bancorp (The), Inc. (a) | 575,677 | ||||
6,027 | Bank of Hawaii Corp. | 457,751 | ||||
40,281 | BankUnited, Inc. | 1,448,102 | ||||
15,532 | Banner Corp. | 1,161,017 | ||||
33,611 | Berkshire Hills Bancorp, Inc. | 983,122 | ||||
35,788 | Cathay General Bancorp | 1,631,933 | ||||
5,173 | City Holding Co. | 521,697 | ||||
47,643 | Columbia Banking System, Inc. | 1,594,611 | ||||
77,816 | Customers Bancorp, Inc. (a) | 2,621,621 | ||||
47,008 | Dime Community Bancshares, Inc. | 1,623,186 | ||||
30,710 | Eagle Bancorp, Inc. | 1,390,549 | ||||
20,836 | Enterprise Financial Services Corp. | 1,114,101 | ||||
24,014 | FB Financial Corp. | 1,007,627 | ||||
25,084 | First Bancorp | 1,117,994 | ||||
134,152 | First BanCorp | 2,118,260 | ||||
62,620 | First Busey Corp. | 1,653,794 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Banks (Continued) | ||||||
107,196 | First Commonwealth Financial Corp. | $ | 1,537,191 | |||
65,294 | First Financial Bancorp | 1,702,215 | ||||
75,876 | First Foundation, Inc. | 1,210,981 | ||||
37,255 | First Hawaiian, Inc. | 952,983 | ||||
23,723 | First Merchants Corp. | 1,065,163 | ||||
58,076 | Fulton Financial Corp. | 1,058,725 | ||||
31,744 | Heartland Financial USA, Inc. | 1,565,614 | ||||
73,851 | Hilltop Holdings, Inc. | 2,137,986 | ||||
145,190 | Hope Bancorp, Inc. | 1,970,228 | ||||
14,947 | Independent Bank Group, Inc. | 943,006 | ||||
21,591 | International Bancshares Corp. | 1,070,914 | ||||
18,905 | Lakeland Financial Corp. | 1,562,498 | ||||
12,404 | National Bank Holdings Corp., Class A | 543,543 | ||||
24,179 | NBT Bancorp, Inc. | 1,145,843 | ||||
67,921 | Northwest Bancshares, Inc. | 1,022,890 | ||||
73,841 | OceanFirst Financial Corp. | 1,667,330 | ||||
73,028 | OFG Bancorp | 2,036,021 | ||||
14,819 | Pacific Premier Bancorp, Inc. | 539,560 | ||||
81,203 | PacWest Bancorp | 2,018,707 | ||||
3,686 | Park National Corp. | 543,685 | ||||
44,003 | Renasant Corp. | 1,776,401 | ||||
31,308 | S&T Bancorp, Inc. | 1,183,755 | ||||
52,047 | Sandy Spring Bancorp, Inc. | 1,844,546 | ||||
15,177 | Seacoast Banking Corp. of Florida | 468,969 | ||||
6,088 | Silvergate Capital Corp., Class A (a) | 345,555 | ||||
42,111 | Simmons First National Corp., Class A | 1,005,190 | ||||
25,951 | Southside Bancshares, Inc. | 888,562 | ||||
26,984 | Stock Yards Bancorp, Inc. | 2,109,879 | ||||
15,545 | Texas Capital Bancshares, Inc. (a) | 932,700 | ||||
51,299 | TowneBank | 1,689,789 | ||||
10,275 | TriCo Bancshares | 595,025 | ||||
29,957 | Trustmark Corp. | 1,095,528 | ||||
51,764 | Veritex Holdings, Inc. | 1,634,707 | ||||
45,911 | Washington Federal, Inc. | 1,776,756 | ||||
41,246 | WesBanco, Inc. | 1,667,988 | ||||
8,774 | Westamerica BanCorp | 550,393 | ||||
73,430,641 | ||||||
Beverages — 0.3% | ||||||
21,609 | MGP Ingredients, Inc. | 2,421,288 | ||||
Biotechnology — 3.7% | ||||||
56,088 | ACADIA Pharmaceuticals, Inc. (a) | 899,091 | ||||
131,838 | Amicus Therapeutics, Inc. (a) | 1,318,380 | ||||
52,615 | Arcus Biosciences, Inc. (a) | 1,340,630 | ||||
71,987 | Avid Bioservices, Inc. (a) | 1,219,460 | ||||
109,238 | BioCryst Pharmaceuticals, Inc. (a) | 1,458,327 | ||||
6,963 | Blueprint Medicines Corp. (a) | 360,962 | ||||
92,314 | Bridgebio Pharma, Inc. (a) | 962,835 | ||||
87,892 | Dynavax Technologies Corp. (a) | 1,006,363 | ||||
109,290 | Emergent BioSolutions, Inc. (a) | 2,279,789 |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Biotechnology (Continued) | ||||||
176,326 | FibroGen, Inc. (a) | $ | 2,870,587 | |||
63,899 | Insmed, Inc. (a) | 1,106,731 | ||||
132,856 | Ironwood Pharmaceuticals, Inc. (a) | 1,453,445 | ||||
187,776 | Lyell Immunopharma, Inc. (a) (b) | 1,104,123 | ||||
38,875 | Prometheus Biosciences, Inc. (a) | 2,041,715 | ||||
37,836 | Prothena Corp. PLC (a) | 2,324,644 | ||||
45,697 | PTC Therapeutics, Inc. (a) | 1,728,260 | ||||
129,361 | Recursion Pharmaceuticals, Inc., Class A (a) | 1,364,759 | ||||
52,077 | REGENXBIO, Inc. (a) | 1,232,663 | ||||
23,432 | Sage Therapeutics, Inc. (a) | 882,449 | ||||
37,240 | Travere Therapeutics, Inc. (a) | 807,363 | ||||
27,638 | Veracyte, Inc. (a) | 555,800 | ||||
52,979 | Xencor, Inc. (a) | 1,483,412 | ||||
29,801,788 | ||||||
Building Products — 2.0% | ||||||
25,546 | AAON, Inc. | 1,647,462 | ||||
55,210 | AZEK (The) Co., Inc. (a) | 966,727 | ||||
19,149 | CSW Industrials, Inc. | 2,468,689 | ||||
33,628 | Gibraltar Industries, Inc. (a) | 1,717,718 | ||||
46,626 | Griffon Corp. | 1,498,560 | ||||
205,740 | Janus International Group, Inc. (a) | 1,981,276 | ||||
262,171 | JELD-WEN Holding, Inc. (a) | 2,781,634 | ||||
43,779 | PGT Innovations, Inc. (a) | 932,930 | ||||
96,285 | Resideo Technologies, Inc. (a) | 2,274,252 | ||||
16,269,248 | ||||||
Capital Markets — 2.1% | ||||||
34,073 | Artisan Partners Asset Management, Inc., Class A | 971,421 | ||||
75,254 | AssetMark Financial Holdings, Inc. (a) | 1,558,510 | ||||
438,344 | BGC Partners, Inc., Class A | 1,735,842 | ||||
27,706 | Federated Hermes, Inc. | 962,784 | ||||
14,561 | Focus Financial Partners, Inc., Class A (a) | 506,577 | ||||
37,030 | Golub Capital BDC, Inc. (b) | 480,279 | ||||
7,696 | Hamilton Lane, Inc., Class A | 460,375 | ||||
17,522 | Piper Sandler Cos. | 2,242,290 | ||||
20,599 | PJT Partners, Inc., Class A | 1,532,566 | ||||
11,063 | StoneX Group, Inc. (a) | 1,032,399 | ||||
98,413 | Victory Capital Holdings, Inc., Class A | 2,846,104 | ||||
44,179 | Virtu Financial, Inc., Class A | 988,726 | ||||
11,505 | Virtus Investment Partners, Inc. | 1,972,993 | ||||
17,290,866 | ||||||
Chemicals — 1.9% | ||||||
217,440 | Ecovyst, Inc. (a) | 2,163,528 | ||||
294,102 | Ginkgo Bioworks Holdings, Inc. (a) (b) | 802,899 | ||||
15,135 | Ingevity Corp. (a) | 1,018,131 | ||||
10,711 | Innospec, Inc. | 1,070,993 | ||||
64,393 | LSB Industries, Inc. (a) | 1,135,249 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Chemicals (Continued) | ||||||
62,337 | Mativ Holdings, Inc. | $ | 1,479,880 | |||
46,428 | Minerals Technologies, Inc. | 2,554,004 | ||||
3,050 | NewMarket Corp. | 928,237 | ||||
3,178 | Quaker Chemical Corp. | 516,870 | ||||
14,694 | Stepan Co. | 1,534,641 | ||||
125,218 | Trinseo PLC | 2,356,603 | ||||
15,561,035 | ||||||
Commercial Services & Supplies — 1.7% | ||||||
48,004 | ABM Industries, Inc. | 2,136,658 | ||||
32,984 | Brady Corp., Class A | 1,509,018 | ||||
231,133 | BrightView Holdings, Inc. (a) | 2,061,706 | ||||
9,471 | Brink’s (The) Co. | 564,756 | ||||
259,502 | CoreCivic, Inc. (a) | 2,716,986 | ||||
51,921 | HNI Corp. | 1,505,190 | ||||
117,641 | MillerKnoll, Inc. | 2,491,636 | ||||
5,454 | UniFirst Corp. | 1,003,591 | ||||
13,989,541 | ||||||
Communications Equipment — 1.8% | ||||||
93,729 | ADTRAN Holdings, Inc. | 2,105,153 | ||||
21,923 | Clearfield, Inc. (a) | 2,662,987 | ||||
199,261 | CommScope Holding Co., Inc. (a) | 2,638,216 | ||||
175,516 | Extreme Networks, Inc. (a) | 3,148,757 | ||||
43,946 | NetScout Systems, Inc. (a) | 1,578,540 | ||||
60,708 | Viasat, Inc. (a) | 2,486,600 | ||||
14,620,253 | ||||||
Construction & Engineering — 1.6% | ||||||
34,507 | Ameresco, Inc., Class A (a) | 2,086,984 | ||||
16,047 | Arcosa, Inc. | 1,030,218 | ||||
24,013 | Dycom Industries, Inc. (a) | 2,837,856 | ||||
36,140 | Granite Construction, Inc. | 1,219,002 | ||||
10,830 | MYR Group, Inc. (a) | 947,733 | ||||
14,821 | NV5 Global, Inc. (a) | 2,148,304 | ||||
141,169 | Primoris Services Corp. | 2,850,202 | ||||
13,120,299 | ||||||
Construction Materials — 0.3% | ||||||
76,594 | Summit Materials, Inc., Class A (a) | 2,018,252 | ||||
Consumer Finance — 1.8% | ||||||
72,941 | Bread Financial Holdings, Inc. | 2,633,899 | ||||
50,439 | Encore Capital Group, Inc. (a) | 2,568,354 | ||||
72,519 | Green Dot Corp., Class A (a) | 1,380,037 | ||||
207,601 | LendingClub Corp. (a) | 2,208,875 | ||||
124,929 | Navient Corp. | 1,891,425 | ||||
23,175 | Nelnet, Inc., Class A | 2,064,661 | ||||
55,849 | PRA Group, Inc. (a) | 1,870,941 | ||||
14,618,192 | ||||||
Containers & Packaging — 0.7% | ||||||
141,714 | O-I Glass, Inc. (a) | 2,311,355 |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Containers & Packaging (Continued) | ||||||
210,217 | Pactiv Evergreen, Inc. | $ | 2,293,467 | |||
54,903 | TriMas Corp. | 1,254,534 | ||||
5,859,356 | ||||||
Distributors — 0.3% | ||||||
113,452 | Funko, Inc., Class A (a) | 2,342,784 | ||||
Diversified Consumer Services — 1.1% | ||||||
12,587 | Adtalem Global Education, Inc. (a) | 524,878 | ||||
9,635 | Duolingo, Inc. (a) | 788,528 | ||||
22,502 | Frontdoor, Inc. (a) | 496,394 | ||||
3,411 | Graham Holdings Co., Class B | 2,128,021 | ||||
16,735 | Grand Canyon Education, Inc. (a) | 1,684,043 | ||||
22,413 | Strategic Education, Inc. | 1,546,497 | ||||
43,663 | Stride, Inc. (a) | 1,463,147 | ||||
8,631,508 | ||||||
Diversified Financial Services — 0.5% | ||||||
25,404 | Compass Diversified Holdings | 540,597 | ||||
82,666 | Jackson Financial, Inc., Class A | 3,171,068 | ||||
3,711,665 | ||||||
Diversified Telecommunication Services — 0.3% | ||||||
865,659 | Globalstar, Inc. (a) | 1,878,480 | ||||
74,601 | Liberty Latin America Ltd., Class C (a) | 581,142 | ||||
2,459,622 | ||||||
Electric Utilities — 0.3% | ||||||
6,991 | MGE Energy, Inc. | 476,017 | ||||
29,831 | Otter Tail Corp. | 2,011,206 | ||||
2,487,223 | ||||||
Electrical Equipment — 1.4% | ||||||
138,360 | Array Technologies, Inc. (a) | 2,504,316 | ||||
68,854 | Bloom Energy Corp., Class A (a) | 1,288,258 | ||||
19,854 | Encore Wire Corp. | 2,731,712 | ||||
15,775 | EnerSys | 1,045,725 | ||||
425,800 | GrafTech International Ltd. | 2,167,322 | ||||
63,870 | Shoals Technologies Group, Inc., Class A (a) | 1,476,036 | ||||
7,758 | Vicor Corp. (a) | 370,599 | ||||
11,583,968 | ||||||
Electronic Equipment, Instruments & Components — 2.9% | ||||||
17,781 | Advanced Energy Industries, Inc. | 1,398,476 | ||||
14,898 | Badger Meter, Inc. | 1,675,727 | ||||
38,220 | Belden, Inc. | 2,661,259 | ||||
55,078 | CTS Corp. | 2,176,682 | ||||
44,179 | ePlus, Inc. (a) | 2,152,401 | ||||
16,702 | Insight Enterprises, Inc. (a) | 1,578,506 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Electronic Equipment, Instruments & Components (Continued) | ||||||
37,699 | Knowles Corp. (a) | $ | 518,361 | |||
49,400 | Methode Electronics, Inc. | 2,036,762 | ||||
25,467 | OSI Systems, Inc. (a) | 2,092,878 | ||||
5,239 | Plexus Corp. (a) | 515,518 | ||||
39,826 | Sanmina Corp. (a) | 2,232,247 | ||||
139,241 | TTM Technologies, Inc. (a) | 2,131,780 | ||||
128,949 | Vishay Intertechnology, Inc. | 2,696,323 | ||||
23,866,920 | ||||||
Energy Equipment & Services — 2.0% | ||||||
285,856 | Archrock, Inc. | 2,146,778 | ||||
23,877 | Cactus, Inc., Class A | 1,234,918 | ||||
36,013 | Expro Group Holdings N.V. (a) | 681,726 | ||||
180,915 | Liberty Energy, Inc. (a) | 3,059,273 | ||||
4,522 | Nabors Industries Ltd. (a) | 786,964 | ||||
248,000 | NexTier Oilfield Solutions, Inc. (a) | 2,499,840 | ||||
264,820 | RPC, Inc. | 2,947,447 | ||||
71,043 | Weatherford International PLC (a) | 2,961,072 | ||||
16,318,018 | ||||||
Entertainment — 0.6% | ||||||
75,772 | Cinemark Holdings, Inc. (a) | 803,941 | ||||
10,406 | Madison Square Garden Entertainment Corp. (a) | 510,206 | ||||
6,715 | Madison Square Garden Sports Corp. | 1,051,636 | ||||
32,692 | World Wrestling Entertainment, Inc., Class A | 2,579,072 | ||||
4,944,855 | ||||||
Equity Real Estate Investment Trusts — 5.5% | ||||||
109,065 | Acadia Realty Trust | 1,523,638 | ||||
55,344 | Alexander & Baldwin, Inc. | 1,078,101 | ||||
2,195 | Alexander’s, Inc. | 515,584 | ||||
35,676 | American Assets Trust, Inc. | 980,377 | ||||
314,246 | Apartment Investment and Management Co., Class A | 2,495,113 | ||||
271,881 | Brandywine Realty Trust | 1,783,539 | ||||
39,499 | Corporate Office Properties Trust | 1,052,648 | ||||
183,275 | DiamondRock Hospitality Co. | 1,711,789 | ||||
78,383 | Elme Communities | 1,496,331 | ||||
279,756 | Empire State Realty Trust, Inc., Class A | 2,061,802 | ||||
18,834 | Equity Commonwealth | 492,697 | ||||
23,589 | Essential Properties Realty Trust, Inc. | 507,635 | ||||
18,966 | Four Corners Property Trust, Inc. | 485,909 | ||||
34,125 | Getty Realty Corp. | 1,074,596 | ||||
172,320 | Global Net Lease, Inc. | 2,110,920 | ||||
167,598 | Hudson Pacific Properties, Inc. | 1,850,282 | ||||
21,510 | InvenTrust Properties Corp. | 542,052 |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Equity Real Estate Investment Trusts (Continued) | ||||||
247,732 | iStar, Inc. | $ | 2,596,231 | |||
74,079 | JBG SMITH Properties | 1,457,875 | ||||
24,503 | LTC Properties, Inc. | 947,531 | ||||
250,436 | LXP Industrial Trust | 2,424,221 | ||||
115,567 | Macerich (The) Co. | 1,286,261 | ||||
8,117 | National Health Investors, Inc. | 460,234 | ||||
9,929 | NexPoint Residential Trust, Inc. | 452,762 | ||||
30,204 | Outfront Media, Inc. | 545,182 | ||||
294,575 | Paramount Group, Inc. | 1,905,900 | ||||
63,239 | Pebblebrook Hotel Trust | 1,014,354 | ||||
173,788 | Piedmont Office Realty Trust, Inc., Class A | 1,816,085 | ||||
45,336 | RLJ Lodging Trust | 551,739 | ||||
57,122 | SL Green Realty Corp. (b) | 2,266,601 | ||||
194,819 | Sunstone Hotel Investors, Inc. | 2,172,232 | ||||
33,538 | Tanger Factory Outlet Centers, Inc. | 604,019 | ||||
68,785 | Urban Edge Properties | 971,244 | ||||
80,704 | Veris Residential, Inc. (a) | 1,277,544 | ||||
33,270 | Xenia Hotels & Resorts, Inc. | 568,252 | ||||
45,081,280 | ||||||
Food & Staples Retailing — 1.8% | ||||||
73,929 | Andersons (The), Inc. | 2,607,476 | ||||
63,349 | Chefs’ Warehouse (The), Inc. (a) | 2,320,474 | ||||
28,961 | Ingles Markets, Inc., Class A | 2,733,049 | ||||
15,934 | PriceSmart, Inc. | 1,019,298 | ||||
49,600 | Sprouts Farmers Market, Inc. (a) | 1,463,200 | ||||
53,395 | United Natural Foods, Inc. (a) | 2,264,482 | ||||
25,761 | Weis Markets, Inc. | 2,413,033 | ||||
14,821,012 | ||||||
Food Products — 1.9% | ||||||
55,646 | B&G Foods, Inc. (b) | 911,481 | ||||
41,266 | Cal-Maine Foods, Inc. | 2,331,942 | ||||
78,968 | Fresh Del Monte Produce, Inc. | 2,059,485 | ||||
54,361 | Hain Celestial Group (The), Inc. (a) | 1,017,094 | ||||
78,968 | Hostess Brands, Inc. (a) | 2,091,073 | ||||
3,544 | J & J Snack Foods Corp. | 523,130 | ||||
28,684 | Simply Good Foods (The) Co. (a) | 1,098,597 | ||||
64,438 | Sovos Brands, Inc. (a) | 893,111 | ||||
41,358 | Tootsie Roll Industries, Inc. | 1,670,450 | ||||
10,815 | TreeHouse Foods, Inc. (a) | 543,345 | ||||
121,537 | Utz Brands, Inc. | 1,970,115 | ||||
15,109,823 | ||||||
Gas Utilities — 0.3% | ||||||
7,953 | Chesapeake Utilities Corp. | 989,194 | ||||
31,729 | Northwest Natural Holding Co. | 1,525,848 | ||||
2,515,042 | ||||||
Health Care Equipment & Supplies — 1.6% | ||||||
812 | Atrion Corp. | 487,452 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Equipment & Supplies (Continued) | ||||||
21,065 | Avanos Medical, Inc. (a) | $ | 466,590 | |||
26,053 | Axonics, Inc. (a) | 1,905,516 | ||||
39,835 | Enovis Corp. (a) | 1,969,841 | ||||
25,853 | Glaukos Corp. (a) | 1,449,578 | ||||
14,746 | Integer Holdings Corp. (a) | 919,118 | ||||
16,238 | Merit Medical Systems, Inc. (a) | 1,116,687 | ||||
55,331 | PROCEPT BioRobotics Corp. (a) (b) | 2,513,687 | ||||
40,782 | Silk Road Medical, Inc. (a) | 1,797,671 | ||||
12,626,140 | ||||||
Health Care Providers & Services — 1.9% | ||||||
122,152 | AdaptHealth Corp. (a) | 2,785,066 | ||||
4,818 | Addus HomeCare Corp. (a) | 493,460 | ||||
32,061 | Agiliti, Inc. (a) | 560,106 | ||||
155,000 | Alignment Healthcare, Inc. (a) | 2,052,200 | ||||
11,764 | Apollo Medical Holdings, Inc. (a) | 417,151 | ||||
264,591 | Cano Health, Inc. (a) | 947,236 | ||||
3,315 | CorVel Corp. (a) | 544,356 | ||||
411,111 | Hims & Hers Health, Inc. (a) | 1,866,444 | ||||
138,610 | LifeStance Health Group, Inc. (a) (b) | 1,046,505 | ||||
57,113 | Owens & Minor, Inc. | 970,921 | ||||
57,303 | Patterson Cos., Inc. | 1,488,159 | ||||
55,578 | Pediatrix Medical Group, Inc. (a) | 1,078,213 | ||||
24,760 | Progyny, Inc. (a) | 1,101,077 | ||||
15,350,894 | ||||||
Health Care Technology — 0.6% | ||||||
90,374 | Allscripts Healthcare Solutions, Inc. (a) | 1,328,498 | ||||
51,077 | Evolent Health, Inc., Class A (a) | 1,624,759 | ||||
36,013 | Phreesia, Inc. (a) | 983,875 | ||||
28,356 | Simulations Plus, Inc. | 1,176,774 | ||||
5,113,906 | ||||||
Hotels, Restaurants & Leisure — 2.2% | ||||||
25,030 | Bloomin’ Brands, Inc. | 600,970 | ||||
55,099 | Brinker International, Inc. (a) | 1,839,756 | ||||
15,669 | Cheesecake Factory (The), Inc. | 561,107 | ||||
14,867 | Cracker Barrel Old Country Store, Inc. | 1,698,109 | ||||
44,358 | Dave & Buster’s Entertainment, Inc. (a) | 1,767,666 | ||||
21,655 | Dine Brands Global, Inc. | 1,561,109 | ||||
14,729 | Dutch Bros, Inc., Class A (a) (b) | 543,647 | ||||
56,572 | Everi Holdings, Inc. (a) | 1,073,737 | ||||
13,150 | Golden Entertainment, Inc. (a) | 555,193 | ||||
24,777 | Jack in the Box, Inc. | 2,186,075 | ||||
39,792 | Krispy Kreme, Inc. (b) | 571,015 | ||||
16,345 | Monarch Casino & Resort, Inc. (a) | 1,297,956 | ||||
26,784 | Red Rock Resorts, Inc., Class A | 1,115,554 |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Hotels, Restaurants & Leisure (Continued) | ||||||
25,921 | Six Flags Entertainment Corp. (a) | $ | 578,038 | |||
181,775 | Target Hospitality Corp. (a) (b) | 2,212,202 | ||||
18,162,134 | ||||||
Household Durables — 3.5% | ||||||
8,920 | Cavco Industries, Inc. (a) | 2,021,896 | ||||
53,623 | Century Communities, Inc. | 2,386,760 | ||||
107,296 | Green Brick Partners, Inc. (a) | 2,481,756 | ||||
14,272 | Helen of Troy Ltd. (a) | 1,350,417 | ||||
11,330 | Installed Building Products, Inc. | 974,380 | ||||
88,504 | KB Home | 2,550,685 | ||||
101,639 | La-Z-Boy, Inc. | 2,517,598 | ||||
28,192 | LGI Homes, Inc. (a) | 2,595,074 | ||||
83,661 | M.D.C. Holdings, Inc. | 2,548,314 | ||||
63,318 | M/I Homes, Inc. (a) | 2,627,064 | ||||
32,645 | Meritage Homes Corp. (a) | 2,486,243 | ||||
66,014 | Sonos, Inc. (a) | 1,064,146 | ||||
151,819 | Tri Pointe Homes, Inc. (a) | 2,542,968 | ||||
28,147,301 | ||||||
Household Products — 0.6% | ||||||
53,724 | Central Garden & Pet Co., Class A (a) | 2,102,757 | ||||
36,499 | Energizer Holdings, Inc. | 1,054,456 | ||||
35,265 | Spectrum Brands Holdings, Inc. | 1,627,127 | ||||
2,611 | WD-40 Co. | 418,178 | ||||
5,202,518 | ||||||
Independent Power and Renewable Electricity Producers — 0.4% | ||||||
131,537 | Montauk Renewables, Inc. (a) | 1,969,109 | ||||
62,337 | Sunnova Energy International, Inc. (a) | 1,155,728 | ||||
3,124,837 | ||||||
Insurance — 2.2% | ||||||
52,833 | Brighthouse Financial, Inc. (a) | 3,015,179 | ||||
69,647 | BRP Group, Inc., Class A (a) | 1,974,492 | ||||
102,126 | CNO Financial Group, Inc. | 2,252,900 | ||||
655,427 | Genworth Financial, Inc., Class A (a) | 3,060,844 | ||||
13,001 | Horace Mann Educators Corp. | 513,019 | ||||
27,401 | Palomar Holdings, Inc. (a) | 2,437,593 | ||||
47,032 | ProAssurance Corp. | 1,044,581 | ||||
11,250 | Safety Insurance Group, Inc. | 978,188 | ||||
52,566 | Stewart Information Services Corp. | 2,047,971 | ||||
15,440 | Trupanion, Inc. (a) (b) | 779,257 | ||||
18,104,024 | ||||||
Interactive Media & Services — 0.3% | ||||||
9,145 | Shutterstock, Inc. | 457,524 | ||||
13,530 | Yelp, Inc. (a) | 519,687 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Interactive Media & Services (Continued) | ||||||
83,418 | ZipRecruiter, Inc., Class A (a) | $ | 1,398,920 | |||
2,376,131 | ||||||
Internet & Direct Marketing Retail — 0.5% | ||||||
56,526 | Overstock.com, Inc. (a) | 1,314,229 | ||||
40,395 | Xometry, Inc., Class A (a) (b) | 2,426,124 | ||||
3,740,353 | ||||||
IT Services — 1.5% | ||||||
8,676 | CSG Systems International, Inc. | 561,077 | ||||
39,966 | Flywire Corp. (a) | 877,254 | ||||
97,982 | Grid Dynamics Holdings, Inc. (a) | 1,333,535 | ||||
110,955 | Kyndryl Holdings, Inc. (a) | 1,072,935 | ||||
449,803 | Rackspace Technology, Inc. (a) | 2,316,485 | ||||
165,036 | Remitly Global, Inc. (a) | 1,917,718 | ||||
89,087 | Sabre Corp. (a) | 517,596 | ||||
30,854 | Shift4 Payments, Inc., Class A (a) | 1,418,358 | ||||
21,479 | Squarespace, Inc., Class A (a) | 477,049 | ||||
119,401 | Verra Mobility Corp. (a) | 2,038,175 | ||||
12,530,182 | ||||||
Leisure Products — 0.6% | ||||||
38,241 | Malibu Boats, Inc., Class A (a) | 2,022,949 | ||||
94,326 | Vista Outdoor, Inc. (a) | 2,739,227 | ||||
4,762,176 | ||||||
Life Sciences Tools & Services — 0.2% | ||||||
124,674 | Cytek Biosciences, Inc. (a) (b) | 1,934,940 | ||||
Machinery — 3.5% | ||||||
287,468 | 3D Systems Corp. (a) | 2,538,342 | ||||
7,505 | Alamo Group, Inc. | 1,141,360 | ||||
11,640 | Albany International Corp., Class A | 1,066,457 | ||||
13,646 | Altra Industrial Motion Corp. | 820,670 | ||||
31,773 | Barnes Group, Inc. | 1,123,811 | ||||
63,313 | Energy Recovery, Inc. (a) | 1,629,043 | ||||
51,463 | Enerpac Tool Group Corp. | 1,307,675 | ||||
16,197 | EnPro Industries, Inc. | 1,724,981 | ||||
12,494 | ESCO Technologies, Inc. | 1,076,608 | ||||
12,293 | Federal Signal Corp. | 573,468 | ||||
37,483 | Hillenbrand, Inc. | 1,655,999 | ||||
60,849 | Hillman Solutions Corp. (a) | 475,231 | ||||
8,251 | Kadant, Inc. | 1,468,265 | ||||
89,174 | Kennametal, Inc. | 2,381,838 | ||||
12,808 | Lindsay Corp. (b) | 2,168,394 | ||||
89,348 | Mueller Water Products, Inc., Class A | 1,045,372 | ||||
92,129 | Proterra, Inc. (a) | 574,885 | ||||
37,782 | Proto Labs, Inc. (a) | 1,442,895 | ||||
16,223 | Tennant Co. | 944,990 | ||||
61,708 | Terex Corp. | 2,501,642 |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Machinery (Continued) | ||||||
42,979 | Trinity Industries, Inc. | $ | 1,226,191 | |||
28,888,117 | ||||||
Media — 1.6% | ||||||
1,076,994 | Advantage Solutions, Inc. (a) | 3,640,240 | ||||
78,696 | Altice USA, Inc., Class A (a) | 520,181 | ||||
160,195 | Gray Television, Inc. | 2,266,759 | ||||
36,645 | John Wiley & Sons, Inc., Class A | 1,546,053 | ||||
59,661 | Scholastic Corp. | 2,275,470 | ||||
7,750 | TechTarget, Inc. (a) | 500,262 | ||||
186,960 | WideOpenWest, Inc. (a) | 2,563,222 | ||||
13,312,187 | ||||||
Metals & Mining — 2.2% | ||||||
16,764 | Alpha Metallurgical Resources, Inc. | 2,830,602 | ||||
107,699 | Arconic Corp. (a) | 2,235,831 | ||||
86,208 | ATI, Inc. (a) | 2,565,550 | ||||
29,466 | Carpenter Technology Corp. | 1,102,029 | ||||
116,446 | Hecla Mining Co. | 532,158 | ||||
7,478 | Kaiser Aluminum Corp. | 604,148 | ||||
28,675 | Materion Corp. | 2,457,734 | ||||
64,529 | Warrior Met Coal, Inc. | 2,396,607 | ||||
60,147 | Worthington Industries, Inc. | 2,860,591 | ||||
17,585,250 | ||||||
Mortgage Real Estate Investment Trusts — 1.1% | ||||||
87,892 | Chimera Investment Corp. | 593,271 | ||||
156,320 | Claros Mortgage Trust, Inc. (b) | 2,501,120 | ||||
112,935 | KKR Real Estate Finance Trust, Inc. | 1,967,328 | ||||
204,821 | Ladder Capital Corp. | 2,185,440 | ||||
392,137 | New York Mortgage Trust, Inc. | 1,054,848 | ||||
38,947 | PennyMac Mortgage Investment Trust | 540,195 | ||||
8,842,202 | ||||||
Multiline Retail — 0.3% | ||||||
6,729 | Dillard’s, Inc., Class A | 2,212,428 | ||||
18,880 | Franchise Group, Inc. | 573,008 | ||||
2,785,436 | ||||||
Multi-Utilities — 0.5% | ||||||
49,533 | Avista Corp. | 2,032,339 | ||||
37,240 | NorthWestern Corp. | 1,967,389 | ||||
3,999,728 | ||||||
Oil, Gas & Consumable Fuels — 5.0% | ||||||
15,474 | Arch Resources, Inc. | 2,356,535 | ||||
26,210 | Callon Petroleum Co. (a) | 1,152,192 | ||||
118,171 | CNX Resources Corp. (a) | 1,986,454 | ||||
35,665 | CONSOL Energy, Inc. | 2,247,608 | ||||
79,158 | CVR Energy, Inc. | 3,091,911 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Oil, Gas & Consumable Fuels (Continued) | ||||||
84,525 | Delek US Holdings, Inc. | $ | 2,507,011 | |||
186,201 | Earthstone Energy, Inc., Class A (a) (b) | 3,009,008 | ||||
122,673 | Equitrans Midstream Corp. | 1,032,907 | ||||
25,983 | Gulfport Energy Corp. (a) | 2,325,738 | ||||
65,299 | International Seaways, Inc. | 2,769,331 | ||||
14,082 | Kinetik Holdings, Inc. (b) | 517,936 | ||||
354,971 | Kosmos Energy Ltd. (a) | 2,303,762 | ||||
29,200 | Laredo Petroleum, Inc. (a) | 1,887,780 | ||||
83,691 | Northern Oil and Gas, Inc. | 2,857,211 | ||||
92,425 | Peabody Energy Corp. (a) | 2,208,957 | ||||
337,353 | Permian Resources Corp. (a) | 3,295,939 | ||||
137,778 | Talos Energy, Inc. (a) | 2,931,916 | ||||
78,293 | World Fuel Services Corp. | 1,995,689 | ||||
40,477,885 | ||||||
Paper & Forest Products — 0.2% | ||||||
40,602 | Sylvamo Corp. | 1,955,798 | ||||
Personal Products — 1.4% | ||||||
38,914 | Beauty Health (The) Co. (a) | 444,787 | ||||
22,260 | BellRing Brands, Inc. (a) | 539,137 | ||||
36,802 | Edgewell Personal Care Co. | 1,442,270 | ||||
60,978 | elf Beauty, Inc. (a) | 2,637,908 | ||||
46,134 | Herbalife Nutrition Ltd. (a) | 980,809 | ||||
24,321 | Inter Parfums, Inc. | 1,967,083 | ||||
4,234 | Medifast, Inc. | 495,336 | ||||
41,246 | Nu Skin Enterprises, Inc., Class A | 1,575,185 | ||||
24,557 | USANA Health Sciences, Inc. (a) | 1,289,488 | ||||
11,372,003 | ||||||
Pharmaceuticals — 1.1% | ||||||
32,654 | Amphastar Pharmaceuticals, Inc. (a) | 1,009,009 | ||||
10,313 | Arvinas, Inc. (a) | 512,659 | ||||
71,576 | Corcept Therapeutics, Inc. (a) | 2,047,074 | ||||
31,077 | Harmony Biosciences Holdings, Inc. (a) | 1,616,004 | ||||
8,626 | Pacira BioSciences, Inc. (a) | 446,482 | ||||
27,622 | Prestige Consumer Healthcare, Inc. (a) | 1,504,846 | ||||
178,175 | SIGA Technologies, Inc. (b) | 1,637,428 | ||||
13,554 | Supernus Pharmaceuticals, Inc. (a) | 464,496 | ||||
9,237,998 | ||||||
Professional Services — 1.0% | ||||||
53,623 | CBIZ, Inc. (a) | 2,661,846 | ||||
71,520 | First Advantage Corp. (a) | 1,004,856 | ||||
34,627 | Huron Consulting Group, Inc. (a) | 2,549,586 | ||||
4,208 | ICF International, Inc. | 503,403 | ||||
7,823 | Kforce, Inc. | 494,961 | ||||
52,018 | Sterling Check Corp. (a) | 1,015,912 | ||||
8,230,564 | ||||||
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Real Estate Management & Development — 0.9% | ||||||
282,860 | Anywhere Real Estate, Inc. (a) | $ | 2,101,650 | |||
40,928 | eXp World Holdings, Inc. (b) | 540,659 | ||||
55,986 | Marcus & Millichap, Inc. | 2,062,524 | ||||
284,615 | Newmark Group, Inc., Class A | 2,330,997 | ||||
147,525 | Opendoor Technologies, Inc. (a) | 382,090 | ||||
7,417,920 | ||||||
Road & Rail — 1.4% | ||||||
31,541 | ArcBest Corp. | 2,505,302 | ||||
160,308 | Heartland Express, Inc. | 2,385,383 | ||||
95,783 | Marten Transport Ltd. | 1,797,847 | ||||
113,005 | Schneider National, Inc., Class B | 2,513,231 | ||||
48,809 | Werner Enterprises, Inc. | 1,913,313 | ||||
11,115,076 | ||||||
Semiconductors & Semiconductor Equipment — 1.7% | ||||||
37,880 | Axcelis Technologies, Inc. (a) | 2,197,040 | ||||
71,187 | Cohu, Inc. (a) | 2,343,476 | ||||
28,664 | Impinj, Inc. (a) | 3,285,754 | ||||
14,065 | MaxLinear, Inc. (a) | 434,327 | ||||
94,145 | Photronics, Inc. (a) | 1,527,032 | ||||
72,195 | Rambus, Inc. (a) | 2,177,401 | ||||
71,269 | Ultra Clean Holdings, Inc. (a) | 2,217,179 | ||||
14,182,209 | ||||||
Software — 2.5% | ||||||
65,856 | ACI Worldwide, Inc. (a) | 1,602,277 | ||||
32,446 | Adeia, Inc. | 362,746 | ||||
33,156 | Agilysys, Inc. (a) | 2,127,621 | ||||
91,455 | Alkami Technology, Inc. (a) | 1,449,562 | ||||
16,433 | Alteryx, Inc., Class A (a) | 800,780 | ||||
13,144 | Appfolio, Inc., Class A (a) | 1,647,863 | ||||
20,638 | Asana, Inc., Class A (a) | 425,143 | ||||
60,210 | Clear Secure, Inc., Class A (a) | 1,626,874 | ||||
8,650 | CommVault Systems, Inc. (a) | 526,699 | ||||
151,170 | E2open Parent Holdings, Inc. (a) | 881,321 | ||||
35,374 | Freshworks, Inc., Class A (a) | 480,733 | ||||
42,838 | Marathon Digital Holdings, Inc. (a) (b) | 561,606 | ||||
56,364 | MeridianLink, Inc. (a) | 1,014,552 | ||||
99,415 | N-able, Inc. (a) | 1,076,664 | ||||
22,026 | Nutanix, Inc., Class A (a) | 603,512 | ||||
109,958 | PowerSchool Holdings, Inc., Class A (a) | 2,199,160 | ||||
32,348 | Progress Software Corp. | 1,650,718 | ||||
49,761 | Sprinklr, Inc., Class A (a) | 460,289 | ||||
7,561 | Sprout Social, Inc., Class A (a) | 456,155 | ||||
5,897 | Workiva, Inc. (a) | 458,846 | ||||
20,413,121 | ||||||
Specialty Retail — 2.8% | ||||||
188,613 | American Eagle Outfitters, Inc. | 2,142,644 | ||||
7,848 | Boot Barn Holdings, Inc. (a) | 445,766 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Specialty Retail (Continued) | ||||||
57,966 | Buckle (The), Inc. | $ | 2,279,803 | |||
73,691 | Foot Locker, Inc. | 2,336,005 | ||||
16,056 | Group 1 Automotive, Inc. | 2,777,688 | ||||
62,379 | Leslie’s, Inc. (a) | 875,801 | ||||
21,114 | Monro, Inc. | 1,008,193 | ||||
14,052 | National Vision Holdings, Inc. (a) | 520,486 | ||||
13,052 | ODP (The) Corp. (a) | 516,468 | ||||
78,606 | Rent-A-Center, Inc. | 1,638,935 | ||||
109,238 | Sally Beauty Holdings, Inc. (a) | 1,388,415 | ||||
32,089 | Signet Jewelers Ltd. | 2,093,486 | ||||
116,743 | Urban Outfitters, Inc. (a) | 2,785,488 | ||||
47,266 | Victoria’s Secret & Co. (a) | 1,777,202 | ||||
22,586,380 | ||||||
Technology Hardware, Storage & Peripherals — 0.5% | ||||||
19,725 | Avid Technology, Inc. (a) | 542,240 | ||||
41,656 | Super Micro Computer, Inc. (a) | 2,898,841 | ||||
35,076 | Xerox Holdings Corp. | 513,162 | ||||
3,954,243 | ||||||
Textiles, Apparel & Luxury Goods — 1.2% | ||||||
21,004 | Carter’s, Inc. | 1,425,542 | ||||
40,952 | Kontoor Brands, Inc. | 1,461,986 | ||||
95,121 | Levi Strauss & Co., Class A | 1,423,010 | ||||
25,552 | Oxford Industries, Inc. | 2,599,405 | ||||
34,406 | Steven Madden Ltd. | 1,027,707 | ||||
89,434 | Wolverine World Wide, Inc. | 1,532,005 | ||||
9,469,655 | ||||||
Thrifts & Mortgage Finance — 1.6% | ||||||
40,210 | Axos Financial, Inc. (a) | 1,566,582 | ||||
110,554 | Capitol Federal Financial, Inc. | 904,332 | ||||
43,427 | Columbia Financial, Inc. (a) | 891,990 | ||||
56,642 | Mr. Cooper Group, Inc. (a) | 2,236,792 | ||||
112,616 | NMI Holdings, Inc., Class A (a) | 2,469,669 | ||||
53,473 | PennyMac Financial Services, Inc. | 2,851,180 | ||||
70,585 | Provident Financial Services, Inc. | 1,582,516 | ||||
9,875 | WSFS Financial Corp. | 459,780 | ||||
12,962,841 | ||||||
Tobacco — 0.3% | ||||||
39,861 | Universal Corp. | 2,017,365 | ||||
52,077 | Vector Group Ltd. | 553,058 | ||||
2,570,423 | ||||||
Trading Companies & Distributors — 2.1% | ||||||
38,581 | Boise Cascade Co. | 2,576,053 | ||||
236,088 | Custom Truck One Source, Inc. (a) | 1,636,090 | ||||
34,200 | Global Industrial Co. | 1,085,508 | ||||
45,868 | GMS, Inc. (a) | 2,164,970 | ||||
48,567 | H&E Equipment Services, Inc. | 1,833,890 | ||||
10,942 | McGrath RentCorp | 1,029,095 |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Trading Companies & Distributors (Continued) | ||||||
136,956 | NOW, Inc. (a) | $ | 1,743,450 | |||
52,303 | Rush Enterprises, Inc., Class A | 2,609,397 | ||||
18,771 | Veritiv Corp. (a) | 2,182,316 | ||||
16,860,769 | ||||||
Water Utilities — 0.2% | ||||||
5,885 | American States Water Co. | 532,357 | ||||
8,708 | California Water Service Group | 540,419 | ||||
7,965 | SJW Group | 562,966 | ||||
1,635,742 | ||||||
Wireless Telecommunication Services — 0.7% | ||||||
165,036 | Telephone and Data Systems, Inc. | 2,805,612 | ||||
88,129 | United States Cellular Corp. (a) | 2,746,981 | ||||
5,552,593 | ||||||
Total Common Stocks — 99.8% | 813,307,845 | |||||
(Cost $792,811,008) | ||||||
Money Market Funds — 1.4% | ||||||
9,395,522 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 3.03% (d) (e) | 9,395,522 | ||||
1,816,933 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.85% (d) | 1,816,933 | ||||
Total Money Market Funds — 1.4% | 11,212,455 | |||||
(Cost $11,212,455) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 1.8% | |||||||
$ | 14,794,632 | BNP Paribas S.A., 2.93% (d), dated 10/31/22, due 11/01/22, with a maturity value of $14,795,836. Collateralized by U.S. Treasury Note, interest rate of 2.75%, due 05/31/29. The value of the collateral including accrued interest is $15,076,316. (e) | 14,794,632 | ||||
(Cost $14,794,632) | |||||||
Total Investments — 103.0% | 839,314,932 | ||||||
(Cost $818,818,095) | |||||||
Net Other Assets andLiabilities — (3.0)% | (24,420,634 | ) | |||||
Net Assets — 100.0% | $ | 814,894,298 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $23,752,446 and the total value of the collateral held by the Fund is $24,190,154. |
(c) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended. |
(d) | Rate shown reflects yield as of October 31, 2022. |
(e) | This security serves as collateral for securities on loan. |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 813,307,845 | $ | 813,307,845 | $ | — | $ | — | ||||||||
Money Market Funds | 11,212,455 | 11,212,455 | — | — | ||||||||||||
Repurchase Agreements | 14,794,632 | — | 14,794,632 | — | ||||||||||||
Total Investments | $ | 839,314,932 | $ | 824,520,300 | $ | 14,794,632 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Large Cap Value AlphaDEX® Fund (FTA) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.8% | ||||||
Aerospace & Defense — 1.9% | ||||||
18,307 | General Dynamics Corp. | $ | 4,573,089 | |||
18,688 | L3Harris Technologies, Inc. | 4,606,031 | ||||
4,894 | Lockheed Martin Corp. | 2,381,812 | ||||
47,467 | Raytheon Technologies Corp. | 4,500,821 | ||||
97,416 | Textron, Inc. | 6,667,151 | ||||
22,728,904 | ||||||
Air Freight & Logistics — 1.6% | ||||||
87,833 | Expeditors International of Washington, Inc. | 8,594,459 | ||||
65,299 | FedEx Corp. | 10,466,124 | ||||
19,060,583 | ||||||
Airlines — 0.6% | ||||||
184,013 | Southwest Airlines Co. (a) | 6,688,873 | ||||
Automobiles — 2.0% | ||||||
865,619 | Ford Motor Co. | 11,573,326 | ||||
302,112 | General Motors Co. | 11,857,896 | ||||
23,431,222 | ||||||
Banks — 8.0% | ||||||
187,922 | Bank of America Corp. | 6,772,709 | ||||
186,135 | Citigroup, Inc. | 8,536,151 | ||||
225,719 | Citizens Financial Group, Inc. | 9,231,907 | ||||
177,572 | Fifth Third Bancorp | 6,337,545 | ||||
14,488 | First Republic Bank | 1,740,009 | ||||
430,581 | Huntington Bancshares, Inc. | 6,536,220 | ||||
74,218 | JPMorgan Chase & Co. | 9,342,562 | ||||
484,144 | KeyCorp | 8,651,653 | ||||
10,730 | M&T Bank Corp. | 1,806,610 | ||||
26,002 | PNC Financial Services Group (The), Inc. | 4,207,904 | ||||
386,453 | Regions Financial Corp. | 8,482,643 | ||||
5,630 | SVB Financial Group (a) | 1,300,305 | ||||
178,481 | Truist Financial Corp. | 7,994,164 | ||||
140,741 | U.S. Bancorp | 5,974,455 | ||||
192,844 | Wells Fargo & Co. | 8,868,895 | ||||
95,783,732 | ||||||
Beverages — 0.3% | ||||||
108,467 | Keurig Dr Pepper, Inc. | 4,212,858 | ||||
Biotechnology — 1.4% | ||||||
14,549 | Biogen, Inc. (a) | 4,123,768 | ||||
81,987 | Moderna, Inc. (a) | 12,325,106 | ||||
16,448,874 | ||||||
Building Products — 0.5% | ||||||
159,585 | Carrier Global Corp. | 6,345,100 | ||||
Capital Markets — 5.9% | ||||||
201,355 | Bank of New York Mellon (The) Corp. | 8,479,059 | ||||
7,061 | BlackRock, Inc. | 4,560,770 | ||||
375,187 | Carlyle Group (The), Inc. | 10,610,288 | ||||
450,503 | Franklin Resources, Inc. | 10,564,295 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Capital Markets (Continued) | ||||||
26,460 | Goldman Sachs Group (The), Inc. | $ | 9,115,735 | |||
20,929 | Intercontinental Exchange, Inc. | 2,000,185 | ||||
71,833 | Morgan Stanley | 5,902,518 | ||||
19,150 | Raymond James Financial, Inc. | 2,262,381 | ||||
127,549 | State Street Corp. | 9,438,626 | ||||
73,858 | T. Rowe Price Group, Inc. | 7,840,765 | ||||
70,774,622 | ||||||
Chemicals — 5.8% | ||||||
107,311 | Celanese Corp. | 10,314,733 | ||||
220,694 | Dow, Inc. | 10,315,238 | ||||
192,351 | DuPont de Nemours, Inc. | 11,002,477 | ||||
136,457 | Eastman Chemical Co. | 10,481,262 | ||||
42,772 | International Flavors & Fragrances, Inc. | 4,174,975 | ||||
128,783 | LyondellBasell Industries N.V., Class A | 9,845,460 | ||||
17,089 | PPG Industries, Inc. | 1,951,222 | ||||
111,595 | Westlake Corp. | 10,785,657 | ||||
68,871,024 | ||||||
Communications Equipment — 0.5% | ||||||
141,866 | Cisco Systems, Inc. | 6,444,972 | ||||
Construction Materials — 0.3% | ||||||
5,876 | Martin Marietta Materials, Inc. | 1,974,218 | ||||
11,988 | Vulcan Materials Co. | 1,962,436 | ||||
3,936,654 | ||||||
Consumer Finance — 2.9% | ||||||
14,025 | American Express Co. | 2,082,011 | ||||
105,195 | Capital One Financial Corp. | 11,152,774 | ||||
85,307 | Discover Financial Services | 8,911,169 | ||||
343,916 | Synchrony Financial | 12,229,653 | ||||
34,375,607 | ||||||
Containers & Packaging — 2.2% | ||||||
23,875 | Avery Dennison Corp. | 4,048,006 | ||||
39,158 | Ball Corp. | 1,934,014 | ||||
305,828 | International Paper Co. | 10,278,879 | ||||
86,344 | Packaging Corp. of America | 10,379,412 | ||||
26,640,311 | ||||||
Distributors — 0.8% | ||||||
164,488 | LKQ Corp. | 9,152,112 | ||||
Diversified Financial Services — 0.2% | ||||||
7,082 | Berkshire Hathaway, Inc., Class B (a) | 2,089,827 | ||||
Diversified Telecommunication Services — 1.8% | ||||||
632,016 | AT&T, Inc. | 11,521,652 | ||||
255,328 | Verizon Communications, Inc. | 9,541,607 | ||||
21,063,259 | ||||||
First Trust Large Cap Value AlphaDEX® Fund (FTA) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Electric Utilities — 6.3% | ||||||
73,333 | Alliant Energy Corp. | $ | 3,825,783 | |||
65,646 | American Electric Power Co., Inc. | 5,771,596 | ||||
22,733 | Constellation Energy Corp. | 2,149,178 | ||||
61,000 | Duke Energy Corp. | 5,683,980 | ||||
68,671 | Edison International | 4,123,007 | ||||
56,394 | Entergy Corp. | 6,042,053 | ||||
130,573 | Evergy, Inc. | 7,981,927 | ||||
72,789 | Eversource Energy | 5,552,345 | ||||
207,045 | Exelon Corp. | 7,989,867 | ||||
153,370 | FirstEnergy Corp. | 5,783,583 | ||||
620,470 | PG&E Corp. (a) | 9,263,617 | ||||
223,857 | PPL Corp. | 5,929,972 | ||||
27,819 | Southern (The) Co. | 1,821,588 | ||||
60,718 | Xcel Energy, Inc. | 3,953,349 | ||||
75,871,845 | ||||||
Electrical Equipment — 0.9% | ||||||
16,680 | AMETEK, Inc. | 2,162,729 | ||||
14,180 | Eaton Corp. PLC | 2,127,993 | ||||
77,507 | Emerson Electric Co. | 6,712,106 | ||||
11,002,828 | ||||||
Electronic Equipment, Instruments & Components — 1.1% | ||||||
51,430 | TE Connectivity Ltd. | 6,286,289 | ||||
11,513 | Teledyne Technologies, Inc. (a) | 4,581,944 | ||||
34,857 | Trimble, Inc. (a) | 2,096,997 | ||||
12,965,230 | ||||||
Entertainment — 0.8% | ||||||
32,947 | Netflix, Inc. (a) | 9,616,570 | ||||
Equity Real Estate Investment Trusts — 1.5% | ||||||
51,834 | Boston Properties, Inc. | 3,768,332 | ||||
57,807 | Equity Residential | 3,642,997 | ||||
82,524 | Healthpeak Properties, Inc. | 1,958,295 | ||||
421,300 | Kimco Realty Corp. | 9,007,394 | ||||
18,377,018 | ||||||
Food & Staples Retailing — 2.3% | ||||||
415,480 | Albertsons Cos., Inc., Class A | 8,521,495 | ||||
129,720 | Kroger (The) Co. | 6,134,459 | ||||
308,752 | Walgreens Boots Alliance, Inc. | 11,269,448 | ||||
14,578 | Walmart, Inc. | 2,074,886 | ||||
28,000,288 | ||||||
Food Products — 5.1% | ||||||
96,410 | Archer-Daniels-Midland Co. | 9,349,842 | ||||
117,406 | Bunge Ltd. | 11,587,972 | ||||
40,141 | Campbell Soup Co. | 2,123,861 | ||||
119,079 | Conagra Brands, Inc. | 4,370,199 | ||||
50,724 | General Mills, Inc. | 4,138,064 | ||||
41,626 | Hormel Foods Corp. | 1,933,528 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Food Products (Continued) | ||||||
28,273 | J.M. Smucker (The) Co. | $ | 4,259,610 | |||
55,772 | Kellogg Co. | 4,284,405 | ||||
116,507 | Kraft Heinz (The) Co. | 4,482,024 | ||||
70,865 | Mondelez International, Inc., Class A | 4,356,780 | ||||
147,042 | Tyson Foods, Inc., Class A | 10,050,321 | ||||
60,936,606 | ||||||
Gas Utilities — 0.5% | ||||||
55,716 | Atmos Energy Corp. | 5,936,540 | ||||
Health Care Equipment & Supplies — 1.2% | ||||||
9,141 | Align Technology, Inc. (a) | 1,776,096 | ||||
35,128 | Baxter International, Inc. | 1,909,207 | ||||
14,729 | Cooper (The) Cos., Inc. | 4,026,762 | ||||
48,124 | Medtronic PLC | 4,203,150 | ||||
11,383 | STERIS PLC | 1,964,478 | ||||
13,879,693 | ||||||
Health Care Providers & Services — 4.3% | ||||||
49,944 | Centene Corp. (a) | 4,251,733 | ||||
20,450 | Cigna Corp. | 6,606,577 | ||||
59,497 | CVS Health Corp. | 5,634,366 | ||||
8,553 | Elevance Health, Inc. | 4,676,524 | ||||
30,873 | HCA Healthcare, Inc. | 6,713,951 | ||||
3,908 | Humana, Inc. | 2,180,976 | ||||
47,344 | Laboratory Corp. of America Holdings | 10,503,740 | ||||
79,020 | Quest Diagnostics, Inc. | 11,351,223 | ||||
51,919,090 | ||||||
Hotels, Restaurants & Leisure — 1.0% | ||||||
326,205 | MGM Resorts International | 11,603,112 | ||||
Household Durables — 3.0% | ||||||
143,949 | D.R. Horton, Inc. | 11,066,799 | ||||
70,655 | Garmin Ltd. | 6,220,466 | ||||
130,056 | Lennar Corp., Class A | 10,495,519 | ||||
1,941 | NVR, Inc. (a) | 8,225,473 | ||||
36,008,257 | ||||||
Household Products — 0.2% | ||||||
16,803 | Kimberly-Clark Corp. | 2,091,301 | ||||
Industrial Conglomerates — 0.4% | ||||||
35,168 | 3M Co. | 4,423,783 | ||||
Insurance — 6.7% | ||||||
138,007 | Aflac, Inc. | 8,985,636 | ||||
204,183 | American International Group, Inc. | 11,638,431 | ||||
170,310 | Arch Capital Group Ltd. (a) | 9,792,825 | ||||
42,644 | Chubb Ltd. | 9,163,769 | ||||
21,121 | Cincinnati Financial Corp. | 2,182,222 |
First Trust Large Cap Value AlphaDEX® Fund (FTA) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Insurance (Continued) | ||||||
125,227 | Hartford Financial Services Group (The), Inc. | $ | 9,067,687 | |||
113,865 | Loews Corp. | 6,492,582 | ||||
31,125 | MetLife, Inc. | 2,278,661 | ||||
107,503 | Principal Financial Group, Inc. | 9,474,240 | ||||
45,295 | Prudential Financial, Inc. | 4,764,581 | ||||
37,046 | Travelers (The) Cos., Inc. | 6,833,505 | ||||
80,674,139 | ||||||
Interactive Media & Services — 0.4% | ||||||
57,268 | Meta Platforms, Inc., Class A (a) | 5,335,087 | ||||
IT Services — 2.8% | ||||||
70,645 | Akamai Technologies, Inc. (a) | 6,240,073 | ||||
26,932 | Broadridge Financial Solutions, Inc. | 4,041,416 | ||||
135,029 | Cognizant Technology Solutions Corp., Class A | 8,405,555 | ||||
41,527 | Fiserv, Inc. (a) | 4,266,484 | ||||
17,504 | Global Payments, Inc. | 2,000,007 | ||||
15,923 | International Business Machines Corp. | 2,201,992 | ||||
118,840 | SS&C Technologies Holdings, Inc. | 6,110,753 | ||||
33,266,280 | ||||||
Life Sciences Tools & Services — 0.2% | ||||||
9,614 | Charles River Laboratories International, Inc. (a) | 2,040,572 | ||||
Machinery — 3.5% | ||||||
23,684 | Caterpillar, Inc. | 5,126,639 | ||||
27,882 | Cummins, Inc. | 6,817,428 | ||||
48,674 | Dover Corp. | 6,361,205 | ||||
32,438 | Fortive Corp. | 2,072,788 | ||||
92,679 | PACCAR, Inc. | 8,974,108 | ||||
103,125 | Stanley Black & Decker, Inc. | 8,094,281 | ||||
47,769 | Westinghouse Air Brake Technologies Corp. | 4,455,892 | ||||
41,902,341 | ||||||
Media — 3.2% | ||||||
18,699 | Charter Communications, Inc., Class A (a) | 6,874,126 | ||||
330,549 | Comcast Corp., Class A | 10,491,625 | ||||
252,794 | Fox Corp., Class A | 7,298,163 | ||||
61,587 | Omnicom Group, Inc. | 4,480,454 | ||||
509,180 | Paramount Global, Class B (b) | 9,328,178 | ||||
38,472,546 | ||||||
Metals & Mining — 1.6% | ||||||
135,023 | Newmont Corp. | 5,714,173 | ||||
136,639 | Steel Dynamics, Inc. | 12,850,898 | ||||
18,565,071 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Multiline Retail — 0.4% | ||||||
26,193 | Target Corp. | $ | 4,302,200 | |||
Multi-Utilities — 2.6% | ||||||
48,237 | Ameren Corp. | 3,932,280 | ||||
275,233 | CenterPoint Energy, Inc. | 7,874,416 | ||||
97,447 | CMS Energy Corp. | 5,559,351 | ||||
66,166 | Consolidated Edison, Inc. | 5,819,962 | ||||
16,436 | DTE Energy Co. | 1,842,640 | ||||
12,616 | Sempra Energy | 1,904,259 | ||||
43,446 | WEC Energy Group, Inc. | 3,967,923 | ||||
30,900,831 | ||||||
Oil, Gas & Consumable Fuels — 2.0% | ||||||
97,602 | Marathon Petroleum Corp. | 11,089,539 | ||||
120,111 | Phillips 66 | 12,526,376 | ||||
23,615,915 | ||||||
Professional Services — 0.4% | ||||||
44,426 | Leidos Holdings, Inc. | 4,513,237 | ||||
Real Estate Management & Development — 0.7% | ||||||
114,893 | CBRE Group, Inc., Class A (a) | 8,150,509 | ||||
Road & Rail — 0.5% | ||||||
36,285 | J.B. Hunt Transport Services, Inc. | 6,207,275 | ||||
Semiconductors & Semiconductor Equipment — 3.1% | ||||||
376,211 | Intel Corp. | 10,695,679 | ||||
193,521 | Micron Technology, Inc. | 10,469,486 | ||||
113,688 | Skyworks Solutions, Inc. | 9,778,305 | ||||
75,523 | Teradyne, Inc. | 6,143,796 | ||||
37,087,266 | ||||||
Software — 0.2% | ||||||
93,922 | NortonLifeLock, Inc. | 2,116,063 | ||||
Specialty Retail — 1.5% | ||||||
122,449 | Best Buy Co., Inc. | 8,376,736 | ||||
85,964 | CarMax, Inc. (a) | 5,416,592 | ||||
22,457 | Ross Stores, Inc. | 2,148,910 | ||||
30,450 | TJX (The) Cos., Inc. | 2,195,445 | ||||
18,137,683 | ||||||
Technology Hardware, Storage & Peripherals — 3.3% | ||||||
809,257 | Hewlett Packard Enterprise Co. | 11,548,098 | ||||
311,237 | HP, Inc. | 8,596,366 | ||||
62,816 | NetApp, Inc. | 4,351,264 | ||||
106,605 | Seagate Technology Holdings PLC | 5,294,004 | ||||
297,852 | Western Digital Corp. (a) | 10,237,173 | ||||
40,026,905 | ||||||
First Trust Large Cap Value AlphaDEX® Fund (FTA) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Textiles, Apparel & Luxury Goods — 0.4% | ||||||
189,726 | VF Corp. | $ | 5,359,760 | |||
Trading Companies & Distributors — 0.8% | ||||||
28,706 | United Rentals, Inc. (a) | 9,062,771 | ||||
Wireless Telecommunication Services — 0.2% | ||||||
14,099 | T-Mobile US, Inc. (a) | 2,136,845 | ||||
Total Common Stocks — 99.8% | 1,192,553,991 | |||||
(Cost $1,185,389,968) | ||||||
Money Market Funds — 0.1% | ||||||
925,023 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 3.03% (c) (d) | 925,023 | ||||
478,968 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.85% (c) | 478,968 | ||||
Total Money Market Funds — 0.1% | 1,403,991 | |||||
(Cost $1,403,991) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.1% | |||||||
$ | 1,456,584 | BNP Paribas S.A., 2.93% (c), dated 10/31/22, due 11/01/22, with a maturity value of $1,456,703. Collateralized by U.S. Treasury Note, interest rate of 2.75%, due 05/31/29. The value of the collateral including accrued interest is $1,484,317. (d) | 1,456,584 | ||||
(Cost $1,456,584) | |||||||
Total Investments — 100.0% | 1,195,414,566 | ||||||
(Cost $1,188,250,543) | |||||||
Net Other Assets and Liabilities — (0.0)% | (160,837 | ) | |||||
Net Assets — 100.0% | $ | 1,195,253,729 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $2,247,864 and the total value of the collateral held by the Fund is $2,381,607. |
(c) | Rate shown reflects yield as of October 31, 2022. |
(d) | This security serves as collateral for securities on loan. |
First Trust Large Cap Value AlphaDEX® Fund (FTA) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,192,553,991 | $ | 1,192,553,991 | $ | — | $ | — | ||||||||
Money Market Funds | 1,403,991 | 1,403,991 | — | — | ||||||||||||
Repurchase Agreements | 1,456,584 | — | 1,456,584 | — | ||||||||||||
Total Investments | $ | 1,195,414,566 | $ | 1,193,957,982 | $ | 1,456,584 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Large Cap Growth AlphaDEX® Fund (FTC) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Aerospace & Defense — 1.7% | ||||||
40,908 | HEICO Corp. | $ | 6,653,277 | |||
12,523 | Northrop Grumman Corp. | 6,875,252 | ||||
2,732 | TransDigm Group, Inc. | 1,572,977 | ||||
15,101,506 | ||||||
Air Freight & Logistics — 1.2% | ||||||
76,446 | C.H. Robinson Worldwide, Inc. | 7,470,303 | ||||
18,231 | United Parcel Service, Inc., Class B | 3,058,615 | ||||
10,528,918 | ||||||
Automobiles — 0.4% | ||||||
16,216 | Tesla, Inc. (a) | 3,689,789 | ||||
Beverages — 2.6% | ||||||
64,612 | Brown-Forman Corp., Class B | 4,393,616 | ||||
52,570 | Coca-Cola (The) Co. | 3,146,314 | ||||
18,727 | Constellation Brands, Inc., Class A | 4,627,067 | ||||
49,462 | Monster Beverage Corp. (a) | 4,635,579 | ||||
36,078 | PepsiCo, Inc. | 6,551,043 | ||||
23,353,619 | ||||||
Biotechnology — 4.2% | ||||||
21,943 | AbbVie, Inc. | 3,212,455 | ||||
29,426 | Alnylam Pharmaceuticals, Inc. (a) | 6,098,833 | ||||
19,082 | Amgen, Inc. | 5,158,819 | ||||
69,723 | Gilead Sciences, Inc. | 5,470,467 | ||||
64,544 | Incyte Corp. (a) | 4,798,201 | ||||
8,550 | Regeneron Pharmaceuticals, Inc. (a) | 6,401,812 | ||||
20,343 | Vertex Pharmaceuticals, Inc. (a) | 6,347,016 | ||||
37,487,603 | ||||||
Building Products — 1.3% | ||||||
26,256 | Carlisle Cos., Inc. | 6,269,933 | ||||
126,150 | Masco Corp. | 5,836,960 | ||||
12,106,893 | ||||||
Capital Markets — 2.0% | ||||||
17,129 | Blackstone, Inc. | 1,561,137 | ||||
10,750 | FactSet Research Systems, Inc. | 4,574,018 | ||||
33,699 | LPL Financial Holdings, Inc. | 8,615,149 | ||||
3,399 | MSCI, Inc. | 1,593,655 | ||||
16,757 | Northern Trust Corp. | 1,413,453 | ||||
17,757,412 | ||||||
Chemicals — 4.2% | ||||||
25,308 | Air Products and Chemicals, Inc. | 6,337,123 | ||||
76,493 | CF Industries Holdings, Inc. | 8,128,146 | ||||
128,827 | Corteva, Inc. | 8,417,556 | ||||
55,723 | FMC Corp. | 6,625,465 | ||||
152,337 | Mosaic (The) Co. | 8,188,114 | ||||
37,696,404 | ||||||
Commercial Services & Supplies — 3.1% | ||||||
15,173 | Cintas Corp. | 6,487,216 | ||||
27,678 | Copart, Inc. (a) | 3,183,524 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Commercial Services & Supplies (Continued) | ||||||
54,120 | Republic Services, Inc. | $ | 7,177,394 | |||
124,026 | Rollins, Inc. | 5,219,014 | ||||
36,764 | Waste Management, Inc. | 5,822,315 | ||||
27,889,463 | ||||||
Communications Equipment — 1.2% | ||||||
52,175 | Arista Networks, Inc. (a) | 6,305,870 | ||||
19,204 | Motorola Solutions, Inc. | 4,795,431 | ||||
11,101,301 | ||||||
Distributors — 1.3% | ||||||
49,307 | Genuine Parts Co. | 8,769,743 | ||||
9,255 | Pool Corp. | 2,815,649 | ||||
11,585,392 | ||||||
Electric Utilities — 0.6% | ||||||
75,117 | NextEra Energy, Inc. | 5,821,567 | ||||
Electrical Equipment — 0.4% | ||||||
8,048 | Generac Holdings, Inc. (a) | 932,844 | ||||
140,170 | Plug Power, Inc. (a) | 2,239,916 | ||||
3,172,760 | ||||||
Electronic Equipment, Instruments & Components — 1.8% | ||||||
87,963 | Amphenol Corp., Class A | 6,670,234 | ||||
101,481 | Corning, Inc. | 3,264,644 | ||||
37,430 | Keysight Technologies, Inc. (a) | 6,518,435 | ||||
16,453,313 | ||||||
Energy Equipment & Services — 1.7% | ||||||
174,705 | Halliburton Co. | 6,362,756 | ||||
164,066 | Schlumberger N.V. | 8,536,354 | ||||
14,899,110 | ||||||
Entertainment — 0.9% | ||||||
56,566 | Live Nation Entertainment, Inc. (a) | 4,503,219 | ||||
82,170 | ROBLOX Corp., Class A (a) | 3,676,286 | ||||
8,179,505 | ||||||
Equity Real Estate Investment Trusts — 3.6% | ||||||
43,698 | American Homes 4 Rent, Class A | 1,395,714 | ||||
22,815 | Equity LifeStyle Properties, Inc. | 1,459,247 | ||||
24,904 | Extra Space Storage, Inc. | 4,418,966 | ||||
66,568 | Gaming and Leisure Properties, Inc. | 3,336,388 | ||||
370,904 | Host Hotels & Resorts, Inc. | 7,002,667 | ||||
42,456 | Invitation Homes, Inc. | 1,345,431 | ||||
97,822 | Iron Mountain, Inc. | 4,897,948 | ||||
4,897 | Public Storage | 1,516,846 | ||||
5,037 | SBA Communications Corp. | 1,359,486 | ||||
10,595 | Sun Communities, Inc. | 1,428,736 | ||||
98,659 | VICI Properties, Inc. | 3,159,061 |
First Trust Large Cap Growth AlphaDEX® Fund (FTC) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Equity Real Estate Investment Trusts (Continued) | ||||||
50,201 | Weyerhaeuser Co. | $ | 1,552,717 | |||
32,873,207 | ||||||
Food & Staples Retailing — 0.6% | ||||||
60,829 | Sysco Corp. | 5,265,358 | ||||
Food Products — 0.7% | ||||||
26,715 | Hershey (The) Co. | 6,378,741 | ||||
Health Care Equipment & Supplies — 2.1% | ||||||
30,436 | Abbott Laboratories | 3,011,338 | ||||
13,216 | Becton, Dickinson and Co. | 3,118,579 | ||||
17,802 | Dexcom, Inc. (a) | 2,150,126 | ||||
45,645 | Hologic, Inc. (a) | 3,094,731 | ||||
12,838 | Insulet Corp. (a) | 3,322,603 | ||||
13,491 | ResMed, Inc. | 3,017,802 | ||||
13,713 | Zimmer Biomet Holdings, Inc. | 1,554,368 | ||||
19,269,547 | ||||||
Health Care Providers & Services — 0.9% | ||||||
21,662 | McKesson Corp. | 8,434,533 | ||||
Hotels, Restaurants & Leisure — 5.2% | ||||||
28,037 | Airbnb, Inc., Class A (a) | 2,997,436 | ||||
1,792 | Booking Holdings, Inc. (a) | 3,350,108 | ||||
3,919 | Chipotle Mexican Grill, Inc. (a) | 5,871,955 | ||||
58,284 | Darden Restaurants, Inc. | 8,342,772 | ||||
48,830 | Hilton Worldwide Holdings, Inc. | 6,604,746 | ||||
42,029 | Marriott International, Inc., Class A | 6,729,263 | ||||
12,764 | McDonald’s Corp. | 3,480,232 | ||||
69,902 | Starbucks Corp. | 6,052,814 | ||||
27,694 | Yum! Brands, Inc. | 3,274,816 | ||||
46,704,142 | ||||||
Household Products — 0.5% | ||||||
41,922 | Colgate-Palmolive Co. | 3,095,520 | ||||
11,356 | Procter & Gamble (The) Co. | 1,529,313 | ||||
4,624,833 | ||||||
Insurance — 3.1% | ||||||
16,057 | Aon PLC, Class A | 4,519,885 | ||||
34,400 | Arthur J. Gallagher & Co. | 6,435,552 | ||||
71,118 | Brown & Brown, Inc. | 4,181,027 | ||||
28,812 | Marsh & McLennan Cos., Inc. | 4,652,850 | ||||
114,005 | W.R. Berkley Corp. | 8,479,692 | ||||
28,269,006 | ||||||
Interactive Media & Services — 0.2% | ||||||
14,990 | Alphabet, Inc., Class A (a) | 1,416,705 | ||||
Internet & Direct Marketing Retail — 0.3% | ||||||
29,411 | Etsy, Inc. (a) | 2,761,987 | ||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
IT Services — 3.6% | ||||||
11,445 | Accenture PLC, Class A | $ | 3,249,235 | |||
19,016 | Automatic Data Processing, Inc. | 4,596,167 | ||||
25,922 | Cloudflare, Inc., Class A (a) | 1,459,927 | ||||
8,138 | FleetCor Technologies, Inc. (a) | 1,514,645 | ||||
21,287 | Gartner, Inc. (a) | 6,426,971 | ||||
23,598 | Jack Henry & Associates, Inc. | 4,697,418 | ||||
5,042 | Mastercard, Inc., Class A | 1,654,684 | ||||
26,245 | Paychex, Inc. | 3,105,046 | ||||
17,328 | Snowflake, Inc., Class A (a) | 2,777,678 | ||||
8,254 | VeriSign, Inc. (a) | 1,654,597 | ||||
8,071 | Visa, Inc., Class A | 1,671,988 | ||||
32,808,356 | ||||||
Life Sciences Tools & Services — 1.5% | ||||||
24,228 | Agilent Technologies, Inc. | 3,351,944 | ||||
16,653 | Danaher Corp. | 4,191,061 | ||||
7,915 | IQVIA Holdings, Inc. (a) | 1,659,538 | ||||
1,322 | Mettler-Toledo International, Inc. (a) | 1,672,237 | ||||
5,806 | Thermo Fisher Scientific, Inc. | 2,984,110 | ||||
13,858,890 | ||||||
Machinery — 3.3% | ||||||
17,641 | Deere & Co. | 6,982,661 | ||||
29,472 | IDEX Corp. | 6,551,920 | ||||
23,810 | Illinois Tool Works, Inc. | 5,084,149 | ||||
99,427 | Ingersoll Rand, Inc. | 5,021,064 | ||||
20,263 | Nordson Corp. | 4,559,175 | ||||
22,472 | Otis Worldwide Corp. | 1,587,422 | ||||
29,786,391 | ||||||
Metals & Mining — 1.6% | ||||||
157,381 | Freeport-McMoRan, Inc. | 4,987,404 | ||||
68,814 | Nucor Corp. | 9,040,783 | ||||
14,028,187 | ||||||
Multiline Retail — 0.6% | ||||||
31,603 | Dollar Tree, Inc. (a) | 5,009,075 | ||||
Multi-Utilities — 0.2% | ||||||
20,745 | Dominion Energy, Inc. | 1,451,528 | ||||
Oil, Gas & Consumable Fuels — 21.0% | ||||||
215,339 | APA Corp. | 9,789,311 | ||||
44,377 | Cheniere Energy, Inc. | 7,828,547 | ||||
51,245 | Chevron Corp. | 9,270,221 | ||||
71,941 | ConocoPhillips | 9,071,041 | ||||
110,200 | Continental Resources, Inc. | 8,151,494 | ||||
281,870 | Coterra Energy, Inc. | 8,774,613 | ||||
122,443 | Devon Energy Corp. | 9,470,966 | ||||
61,119 | Diamondback Energy, Inc. | 9,602,406 | ||||
65,895 | EOG Resources, Inc. | 8,995,985 | ||||
180,674 | EQT Corp. | 7,559,400 | ||||
84,325 | Exxon Mobil Corp. | 9,344,053 |
First Trust Large Cap Growth AlphaDEX® Fund (FTC) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Oil, Gas & Consumable Fuels (Continued) | ||||||
67,552 | Hess Corp. | $ | 9,530,236 | |||
353,964 | Kinder Morgan, Inc. | 6,413,828 | ||||
326,061 | Marathon Oil Corp. | 9,928,557 | ||||
119,812 | Occidental Petroleum Corp. | 8,698,351 | ||||
114,949 | ONEOK, Inc. | 6,818,775 | ||||
160,053 | Ovintiv, Inc. | 8,106,684 | ||||
34,002 | Pioneer Natural Resources Co. | 8,718,453 | ||||
122,016 | Targa Resources Corp. | 8,342,234 | ||||
4,143 | Texas Pacific Land Corp. | 9,544,933 | ||||
68,905 | Valero Energy Corp. | 8,651,023 | ||||
205,727 | Williams (The) Cos., Inc. | 6,733,445 | ||||
189,344,556 | ||||||
Pharmaceuticals — 3.1% | ||||||
82,852 | Bristol-Myers Squibb Co. | 6,418,545 | ||||
13,302 | Eli Lilly & Co. | 4,816,521 | ||||
18,027 | Johnson & Johnson | 3,136,157 | ||||
68,392 | Merck & Co., Inc. | 6,921,271 | ||||
134,597 | Pfizer, Inc. | 6,265,490 | ||||
27,557,984 | ||||||
Professional Services — 0.7% | ||||||
61,755 | CoStar Group, Inc. (a) | 5,108,373 | ||||
8,408 | Verisk Analytics, Inc. | 1,537,235 | ||||
6,645,608 | ||||||
Road & Rail — 2.2% | ||||||
110,547 | CSX Corp. | 3,212,496 | ||||
14,047 | Norfolk Southern Corp. | 3,203,699 | ||||
17,290 | Old Dominion Freight Line, Inc. | 4,747,834 | ||||
222,263 | Uber Technologies, Inc. (a) | 5,905,528 | ||||
15,116 | Union Pacific Corp. | 2,979,968 | ||||
20,049,525 | ||||||
Semiconductors & Semiconductor Equipment — 4.6% | ||||||
21,135 | Analog Devices, Inc. | 3,014,274 | ||||
17,499 | Applied Materials, Inc. | 1,544,987 | ||||
3,229 | Broadcom, Inc. | 1,518,017 | ||||
26,534 | Enphase Energy, Inc. (a) | 8,145,938 | ||||
9,732 | KLA Corp. | 3,079,691 | ||||
33,413 | Marvell Technology, Inc. | 1,325,828 | ||||
70,477 | Microchip Technology, Inc. | 4,351,250 | ||||
3,946 | Monolithic Power Systems, Inc. | 1,339,470 | ||||
29,159 | NXP Semiconductors N.V. | 4,259,547 | ||||
118,120 | ON Semiconductor Corp. (a) | 7,256,112 | ||||
26,066 | QUALCOMM, Inc. | 3,066,925 | ||||
19,027 | Texas Instruments, Inc. | 3,056,307 | ||||
41,958,346 | ||||||
Software — 4.6% | ||||||
15,765 | Autodesk, Inc. (a) | 3,378,439 | ||||
10,832 | Bill.com Holdings, Inc. (a) | 1,444,555 | ||||
36,040 | Cadence Design Systems, Inc. (a) | 5,456,096 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Software (Continued) | ||||||
8,699 | Crowdstrike Holdings, Inc., Class A (a) | $ | 1,402,279 | |||
29,183 | Fortinet, Inc. (a) | 1,668,100 | ||||
7,604 | Intuit, Inc. | 3,250,710 | ||||
26,261 | Palo Alto Networks, Inc. (a) | 4,506,125 | ||||
13,034 | Paycom Software, Inc. (a) | 4,509,764 | ||||
41,121 | PTC, Inc. (a) | 4,845,287 | ||||
14,078 | Synopsys, Inc. (a) | 4,118,519 | ||||
12,378 | Tyler Technologies, Inc. (a) | 4,002,179 | ||||
9,419 | Workday, Inc., Class A (a) | 1,467,669 | ||||
8,722 | Zscaler, Inc. (a) | 1,344,060 | ||||
41,393,782 | ||||||
Specialty Retail — 4.7% | ||||||
3,437 | AutoZone, Inc. (a) | 8,705,508 | ||||
21,345 | Home Depot (The), Inc. | 6,320,895 | ||||
31,361 | Lowe’s Cos., Inc. | 6,113,827 | ||||
10,468 | O’Reilly Automotive, Inc. (a) | 8,763,496 | ||||
23,140 | Tractor Supply Co. | 5,085,478 | ||||
18,352 | Ulta Beauty, Inc. (a) | 7,696,278 | ||||
42,685,482 | ||||||
Technology Hardware, Storage & Peripherals — 0.5% | ||||||
31,123 | Apple, Inc. | 4,772,401 | ||||
Tobacco — 0.4% | ||||||
35,506 | Altria Group, Inc. | 1,642,863 | ||||
17,272 | Philip Morris International, Inc. | 1,586,433 | ||||
3,229,296 | ||||||
Trading Companies & Distributors — 1.3% | ||||||
63,966 | Fastenal Co. | 3,091,477 | ||||
15,050 | W.W. Grainger, Inc. | 8,794,467 | ||||
11,885,944 | ||||||
Water Utilities — 0.2% | ||||||
34,648 | Essential Utilities, Inc. | 1,532,135 | ||||
Total Investments — 99.9% | 900,820,100 | |||||
(Cost $812,973,200) | ||||||
Net Other Assets and Liabilities — 0.1% | 1,196,923 | |||||
Net Assets — 100.0% | $ | 902,017,023 |
(a) | Non-income producing security. |
First Trust Large Cap Growth AlphaDEX® Fund (FTC) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 900,820,100 | $ | 900,820,100 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Aerospace & Defense — 1.2% | ||||||
1,505 | BWX Technologies, Inc. | $ | 85,755 | |||
545 | Curtiss-Wright Corp. | 91,467 | ||||
1,448 | General Dynamics Corp. | 361,710 | ||||
342 | Huntington Ingalls Industries, Inc. | 87,918 | ||||
1,478 | L3Harris Technologies, Inc. | 364,283 | ||||
387 | Lockheed Martin Corp. | 188,345 | ||||
9,343 | Maxar Technologies, Inc. | 208,723 | ||||
1,243 | Moog, Inc., Class A | 105,344 | ||||
3,753 | Raytheon Technologies Corp. | 355,860 | ||||
7,703 | Textron, Inc. | 527,193 | ||||
2,376,598 | ||||||
Air Freight & Logistics — 1.1% | ||||||
7,261 | Air Transport Services Group, Inc. (a) | 212,021 | ||||
6,975 | Expeditors International of Washington, Inc. | 682,504 | ||||
5,186 | FedEx Corp. | 831,212 | ||||
4,323 | GXO Logistics, Inc. (a) | 157,963 | ||||
2,535 | Hub Group, Inc., Class A (a) | 196,716 | ||||
2,080,416 | ||||||
Airlines — 0.6% | ||||||
3,872 | Alaska Air Group, Inc. (a) | 172,149 | ||||
1,763 | Allegiant Travel Co. (a) | 132,313 | ||||
6,471 | JetBlue Airways Corp. (a) | 52,027 | ||||
13,445 | SkyWest, Inc. (a) | 237,708 | ||||
14,586 | Southwest Airlines Co. (a) | 530,201 | ||||
1,124,398 | ||||||
Auto Components — 1.2% | ||||||
7,879 | Adient PLC (a) | 275,607 | ||||
9,654 | BorgWarner, Inc. | 362,315 | ||||
15,301 | Dana, Inc. | 244,204 | ||||
6,359 | Gentex Corp. | 168,450 | ||||
37,557 | Goodyear Tire & Rubber (The) Co. (a) | 476,974 | ||||
3,735 | LCI Industries | 396,321 | ||||
633 | Lear Corp. | 87,803 | ||||
4,987 | Patrick Industries, Inc. | 227,956 | ||||
2,239,630 | ||||||
Automobiles — 1.3% | ||||||
68,749 | Ford Motor Co. | 919,174 | ||||
23,995 | General Motors Co. | 941,804 | ||||
5,415 | Thor Industries, Inc. | 441,160 | ||||
4,108 | Winnebago Industries, Inc. | 245,207 | ||||
2,547,345 | ||||||
Banks — 7.8% | ||||||
1,889 | 1st Source Corp. | 109,864 | ||||
2,878 | Ameris Bancorp | 148,246 | ||||
6,409 | Associated Banc-Corp. | 156,059 | ||||
4,237 | Atlantic Union Bankshares Corp. | 146,346 | ||||
14,895 | Bank of America Corp. | 536,816 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Banks (Continued) | ||||||
5,748 | Bank OZK | $ | 247,049 | |||
3,766 | BankUnited, Inc. | 135,388 | ||||
726 | Banner Corp. | 54,269 | ||||
1,571 | Berkshire Hills Bancorp, Inc. | 45,952 | ||||
853 | BOK Financial Corp. | 93,992 | ||||
2,982 | Cadence Bank | 82,452 | ||||
2,274 | Cathay General Bancorp | 103,694 | ||||
14,783 | Citigroup, Inc. | 677,948 | ||||
17,928 | Citizens Financial Group, Inc. | 733,255 | ||||
3,027 | Columbia Banking System, Inc. | 101,314 | ||||
1,066 | Comerica, Inc. | 75,153 | ||||
7,416 | Customers Bancorp, Inc. (a) | 249,845 | ||||
4,395 | Dime Community Bancshares, Inc. | 151,759 | ||||
1,951 | Eagle Bancorp, Inc. | 88,341 | ||||
1,129 | East West Bancorp, Inc. | 80,803 | ||||
1,985 | Enterprise Financial Services Corp. | 106,138 | ||||
13,067 | F.N.B. Corp. | 188,818 | ||||
1,123 | FB Financial Corp. | 47,121 | ||||
14,041 | Fifth Third Bancorp | 501,123 | ||||
1,173 | First Bancorp | 52,281 | ||||
3,979 | First Busey Corp. | 105,085 | ||||
95 | First Citizens BancShares, Inc., Class A | 78,101 | ||||
6,811 | First Commonwealth Financial Corp. | 97,670 | ||||
6,105 | First Financial Bancorp | 159,157 | ||||
7,095 | First Foundation, Inc. | 113,236 | ||||
1,109 | First Merchants Corp. | 49,794 | ||||
1,145 | First Republic Bank | 137,515 | ||||
5,535 | Fulton Financial Corp. | 100,903 | ||||
4,964 | Hancock Whitney Corp. | 277,339 | ||||
2,017 | Heartland Financial USA, Inc. | 99,479 | ||||
7,038 | Hilltop Holdings, Inc. | 203,750 | ||||
13,837 | Hope Bancorp, Inc. | 187,768 | ||||
34,130 | Huntington Bancshares, Inc. | 518,093 | ||||
1,424 | Independent Bank Group, Inc. | 89,840 | ||||
1,009 | International Bancshares Corp. | 50,046 | ||||
5,895 | JPMorgan Chase & Co. | 742,063 | ||||
38,452 | KeyCorp | 687,137 | ||||
848 | M&T Bank Corp. | 142,778 | ||||
1,130 | NBT Bancorp, Inc. | 53,551 | ||||
3,176 | Northwest Bancshares, Inc. | 47,831 | ||||
6,904 | OceanFirst Financial Corp. | 155,892 | ||||
4,601 | Old National Bancorp | 89,996 | ||||
7,739 | PacWest Bancorp | 192,392 | ||||
1,869 | Pinnacle Financial Partners, Inc. | 155,108 | ||||
2,057 | PNC Financial Services Group (The), Inc. | 332,884 | ||||
3,155 | Popular, Inc. | 223,122 | ||||
2,274 | Prosperity Bancshares, Inc. | 162,750 | ||||
30,692 | Regions Financial Corp. | 673,689 | ||||
4,114 | Renasant Corp. | 166,082 | ||||
2,983 | S&T Bancorp, Inc. | 112,787 | ||||
3,650 | Sandy Spring Bancorp, Inc. | 129,356 |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Banks (Continued) | ||||||
4,014 | Simmons First National Corp., Class A | $ | 95,814 | |||
1,214 | Southside Bancshares, Inc. | 41,567 | ||||
445 | SVB Financial Group (a) | 102,777 | ||||
6,061 | Synovus Financial Corp. | 241,531 | ||||
727 | Texas Capital Bancshares, Inc. (a) | 43,620 | ||||
3,259 | TowneBank | 107,352 | ||||
14,148 | Truist Financial Corp. | 633,689 | ||||
11,130 | U.S. Bancorp | 472,469 | ||||
899 | UMB Financial Corp. | 74,815 | ||||
2,120 | United Bankshares, Inc. | 89,782 | ||||
2,290 | United Community Banks, Inc. | 88,165 | ||||
14,036 | Valley National Bancorp | 166,607 | ||||
4,840 | Veritex Holdings, Inc. | 152,847 | ||||
4,293 | Washington Federal, Inc. | 166,139 | ||||
1,677 | Webster Financial Corp. | 90,994 | ||||
15,316 | Wells Fargo & Co. | 704,383 | ||||
2,621 | WesBanco, Inc. | 105,993 | ||||
1,859 | Wintrust Financial Corp. | 174,040 | ||||
1,491 | Zions Bancorp N.A. | 77,443 | ||||
14,879,247 | ||||||
Beverages — 0.3% | ||||||
8,578 | Keurig Dr Pepper, Inc. | 333,170 | ||||
6,317 | Molson Coors Beverage Co., Class B | 318,566 | ||||
651,736 | ||||||
Biotechnology — 1.1% | ||||||
1,151 | Biogen, Inc. (a) | 326,239 | ||||
10,416 | Emergent BioSolutions, Inc. (a) | 217,278 | ||||
8,441 | Ironwood Pharmaceuticals, Inc. (a) | 92,345 | ||||
6,512 | Moderna, Inc. (a) | 978,949 | ||||
19,655 | Vir Biotechnology, Inc. (a) | 432,017 | ||||
2,046,828 | ||||||
Building Products — 1.2% | ||||||
5,262 | AZEK (The) Co., Inc. (a) | 92,138 | ||||
12,619 | Carrier Global Corp. | 501,731 | ||||
4,235 | Fortune Brands Home & Security, Inc. | 255,455 | ||||
2,136 | Gibraltar Industries, Inc. (a) | 109,107 | ||||
2,962 | Griffon Corp. | 95,199 | ||||
24,985 | JELD-WEN Holding, Inc. (a) | 265,091 | ||||
340 | Lennox International, Inc. | 79,414 | ||||
3,857 | Owens Corning | 330,198 | ||||
2,047 | PGT Innovations, Inc. (a) | 43,621 | ||||
9,176 | Resideo Technologies, Inc. (a) | 216,737 | ||||
4,201 | UFP Industries, Inc. | 299,237 | ||||
2,287,928 | ||||||
Capital Markets — 4.7% | ||||||
2,710 | Affiliated Managers Group, Inc. | 336,474 | ||||
3,247 | Artisan Partners Asset Management, Inc., Class A | 92,572 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Capital Markets (Continued) | ||||||
4,781 | AssetMark Financial Holdings, Inc. (a) | $ | 99,014 | |||
15,991 | Bank of New York Mellon (The) Corp. | 673,381 | ||||
27,850 | BGC Partners, Inc., Class A | 110,286 | ||||
560 | BlackRock, Inc. | 361,710 | ||||
29,799 | Carlyle Group (The), Inc. | 842,716 | ||||
3,686 | Evercore, Inc., Class A | 387,399 | ||||
2,640 | Federated Hermes, Inc. | 91,740 | ||||
35,780 | Franklin Resources, Inc. | 839,041 | ||||
2,102 | Goldman Sachs Group (The), Inc. | 724,160 | ||||
1,656 | Intercontinental Exchange, Inc. | 158,264 | ||||
27,660 | Invesco Ltd. | 423,751 | ||||
10,277 | Jefferies Financial Group, Inc. | 353,632 | ||||
7,144 | Lazard Ltd., Class A | 269,400 | ||||
5,679 | Morgan Stanley | 466,643 | ||||
1,229 | Piper Sandler Cos. | 157,275 | ||||
1,514 | Raymond James Financial, Inc. | 178,864 | ||||
4,636 | SEI Investments Co. | 251,735 | ||||
10,130 | State Street Corp. | 749,620 | ||||
4,380 | Stifel Financial Corp. | 270,991 | ||||
517 | StoneX Group, Inc. (a) | 48,246 | ||||
5,866 | T. Rowe Price Group, Inc. | 622,734 | ||||
7,503 | Victory Capital Holdings, Inc., Class A | 216,987 | ||||
2,066 | Virtu Financial, Inc., Class A | 46,237 | ||||
1,097 | Virtus Investment Partners, Inc. | 188,124 | ||||
8,960,996 | ||||||
Chemicals — 4.3% | ||||||
10,006 | Avient Corp. | 345,107 | ||||
8,523 | Celanese Corp. | 819,231 | ||||
12,299 | Chemours (The) Co. | 352,120 | ||||
17,528 | Dow, Inc. | 819,259 | ||||
15,278 | DuPont de Nemours, Inc. | 873,901 | ||||
10,837 | Eastman Chemical Co. | 832,390 | ||||
15,248 | Ecovyst, Inc. (a) | 151,718 | ||||
4,658 | Element Solutions, Inc. | 80,118 | ||||
2,522 | H.B. Fuller Co. | 175,809 | ||||
15,442 | Huntsman Corp. | 413,228 | ||||
708 | Ingevity Corp. (a) | 47,627 | ||||
501 | Innospec, Inc. | 50,095 | ||||
3,382 | International Flavors & Fragrances, Inc. | 330,117 | ||||
10,228 | LyondellBasell Industries N.V., Class A | 781,931 | ||||
3,961 | Mativ Holdings, Inc. | 94,034 | ||||
3,540 | Minerals Technologies, Inc. | 194,735 | ||||
143 | NewMarket Corp. | 43,521 | ||||
8,838 | Olin Corp. | 467,972 | ||||
1,351 | PPG Industries, Inc. | 154,257 | ||||
1,374 | Stepan Co. | 143,500 | ||||
11,933 | Trinseo PLC | 224,579 |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Chemicals (Continued) | ||||||
8,863 | Westlake Corp. | $ | 856,609 | |||
8,251,858 | ||||||
Commercial Services & Supplies — 0.6% | ||||||
3,366 | ABM Industries, Inc. | 149,821 | ||||
2,095 | Brady Corp., Class A | 95,846 | ||||
22,027 | BrightView Holdings, Inc. (a) | 196,481 | ||||
24,731 | CoreCivic, Inc. (a) | 258,934 | ||||
4,855 | HNI Corp. | 140,746 | ||||
11,211 | MillerKnoll, Inc. | 237,449 | ||||
255 | UniFirst Corp. | 46,922 | ||||
1,126,199 | ||||||
Communications Equipment — 0.5% | ||||||
11,246 | Cisco Systems, Inc. | 510,906 | ||||
2,902 | Juniper Networks, Inc. | 88,801 | ||||
1,106 | Lumentum Holdings, Inc. (a) | 82,341 | ||||
4,257 | Viasat, Inc. (a) | 174,367 | ||||
856,415 | ||||||
Construction & Engineering — 0.6% | ||||||
5,711 | API Group Corp. (a) | 94,174 | ||||
750 | Arcosa, Inc. | 48,150 | ||||
779 | Comfort Systems USA, Inc. | 96,035 | ||||
657 | EMCOR Group, Inc. | 92,703 | ||||
1,689 | Granite Construction, Inc. | 56,970 | ||||
2,387 | MasTec, Inc. (a) | 183,990 | ||||
5,542 | MDU Resources Group, Inc. | 157,836 | ||||
506 | MYR Group, Inc. (a) | 44,280 | ||||
13,453 | Primoris Services Corp. | 271,616 | ||||
1,045,754 | ||||||
Construction Materials — 0.3% | ||||||
464 | Martin Marietta Materials, Inc. | 155,895 | ||||
7,299 | Summit Materials, Inc., Class A (a) | 192,329 | ||||
949 | Vulcan Materials Co. | 155,351 | ||||
503,575 | ||||||
Consumer Finance — 2.9% | ||||||
10,894 | Ally Financial, Inc. | 300,239 | ||||
1,109 | American Express Co. | 164,631 | ||||
6,951 | Bread Financial Holdings, Inc. | 251,001 | ||||
8,354 | Capital One Financial Corp. | 885,691 | ||||
6,775 | Discover Financial Services | 707,716 | ||||
4,807 | Encore Capital Group, Inc. (a) | 244,772 | ||||
3,099 | FirstCash Holdings, Inc. | 305,096 | ||||
4,607 | Green Dot Corp., Class A (a) | 87,671 | ||||
19,785 | LendingClub Corp. (a) | 210,512 | ||||
11,906 | Navient Corp. | 180,257 | ||||
2,208 | Nelnet, Inc., Class A | 196,711 | ||||
12,837 | OneMain Holdings, Inc. | 494,995 | ||||
5,322 | PRA Group, Inc. (a) | 178,287 | ||||
16,252 | SLM Corp. | 269,621 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Consumer Finance (Continued) | ||||||
27,314 | Synchrony Financial | $ | 971,286 | |||
5,448,486 | ||||||
Containers & Packaging — 2.1% | ||||||
1,889 | Avery Dennison Corp. | 320,280 | ||||
3,095 | Ball Corp. | 152,862 | ||||
6,515 | Berry Global Group, Inc. (a) | 308,290 | ||||
5,089 | Greif, Inc., Class A | 336,942 | ||||
24,290 | International Paper Co. | 816,387 | ||||
13,505 | O-I Glass, Inc. (a) | 220,266 | ||||
6,857 | Packaging Corp. of America | 824,280 | ||||
20,035 | Pactiv Evergreen, Inc. | 218,582 | ||||
3,605 | Silgan Holdings, Inc. | 170,733 | ||||
2,672 | Sonoco Products Co. | 165,878 | ||||
3,488 | TriMas Corp. | 79,701 | ||||
12,268 | Westrock Co. | 417,848 | ||||
4,032,049 | ||||||
Distributors — 0.4% | ||||||
13,064 | LKQ Corp. | 726,881 | ||||
Diversified Consumer Services — 0.3% | ||||||
20,237 | ADT, Inc. (b) | 171,205 | ||||
2,104 | Frontdoor, Inc. (a) | 46,414 | ||||
325 | Graham Holdings Co., Class B | 202,758 | ||||
1,424 | Strategic Education, Inc. | 98,256 | ||||
518,633 | ||||||
Diversified Financial Services — 0.4% | ||||||
560 | Berkshire Hathaway, Inc., Class B (a) | 165,250 | ||||
5,753 | Equitable Holdings, Inc. | 176,157 | ||||
7,879 | Jackson Financial, Inc., Class A | 302,238 | ||||
1,252 | Voya Financial, Inc. | 85,587 | ||||
729,232 | ||||||
Diversified Telecommunication Services — 1.2% | ||||||
50,195 | AT&T, Inc. | 915,055 | ||||
12,939 | Frontier Communications Parent, Inc. (a) | 303,031 | ||||
52,054 | Lumen Technologies, Inc. | 383,118 | ||||
20,279 | Verizon Communications, Inc. | 757,826 | ||||
2,359,030 | ||||||
Electric Utilities — 3.9% | ||||||
6,057 | ALLETE, Inc. | 340,827 | ||||
5,799 | Alliant Energy Corp. | 302,534 | ||||
5,191 | American Electric Power Co., Inc. | 456,393 | ||||
1,798 | Constellation Energy Corp. | 169,983 | ||||
4,824 | Duke Energy Corp. | 449,500 | ||||
5,430 | Edison International | 326,017 | ||||
4,460 | Entergy Corp. | 477,844 | ||||
10,370 | Evergy, Inc. | 633,918 |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Electric Utilities (Continued) | ||||||
5,756 | Eversource Energy | $ | 439,068 | |||
16,444 | Exelon Corp. | 634,574 | ||||
12,129 | FirstEnergy Corp. | 457,385 | ||||
2,187 | Hawaiian Electric Industries, Inc. | 83,194 | ||||
766 | IDACORP, Inc. | 80,200 | ||||
9,902 | NRG Energy, Inc. | 439,649 | ||||
49,280 | PG&E Corp. (a) | 735,750 | ||||
4,699 | Pinnacle West Capital Corp. | 315,820 | ||||
5,231 | Portland General Electric Co. | 235,081 | ||||
17,702 | PPL Corp. | 468,926 | ||||
2,200 | Southern (The) Co. | 144,056 | ||||
4,801 | Xcel Energy, Inc. | 312,593 | ||||
7,503,312 | ||||||
Electrical Equipment — 0.8% | ||||||
962 | Acuity Brands, Inc. | 176,594 | ||||
1,319 | AMETEK, Inc. | 171,021 | ||||
1,122 | Eaton Corp. PLC | 168,379 | ||||
6,144 | Emerson Electric Co. | 532,070 | ||||
737 | EnerSys | 48,856 | ||||
40,580 | GrafTech International Ltd. | 206,552 | ||||
540 | Regal Rexnord Corp. | 68,332 | ||||
2,747 | Sunrun, Inc. (a) | 61,835 | ||||
1,433,639 | ||||||
Electronic Equipment, Instruments & Components — 2.1% | ||||||
4,110 | Arrow Electronics, Inc. (a) | 416,179 | ||||
10,491 | Avnet, Inc. | 421,633 | ||||
4,350 | Coherent Corp. (a) | 146,203 | ||||
3,098 | ePlus, Inc. (a) | 150,935 | ||||
1,061 | Insight Enterprises, Inc. (a) | 100,275 | ||||
2,695 | IPG Photonics Corp. (a) | 230,854 | ||||
3,464 | Methode Electronics, Inc. | 142,821 | ||||
1,786 | OSI Systems, Inc. (a) | 146,773 | ||||
2,793 | Sanmina Corp. (a) | 156,548 | ||||
2,800 | TD SYNNEX Corp. | 256,228 | ||||
4,067 | TE Connectivity Ltd. | 497,109 | ||||
910 | Teledyne Technologies, Inc. (a) | 362,162 | ||||
2,756 | Trimble, Inc. (a) | 165,801 | ||||
13,270 | TTM Technologies, Inc. (a) | 203,164 | ||||
9,832 | Vishay Intertechnology, Inc. | 205,587 | ||||
18,142 | Vontier Corp. | 346,512 | ||||
3,948,784 | ||||||
Energy Equipment & Services — 0.1% | ||||||
20,047 | Archrock, Inc. | 150,553 | ||||
Entertainment — 0.4% | ||||||
2,616 | Netflix, Inc. (a) | 763,558 | ||||
Equity Real Estate Investment Trusts — 3.6% | ||||||
10,198 | Acadia Realty Trust | 142,466 | ||||
2,587 | Alexander & Baldwin, Inc. | 50,395 | ||||
3,400 | American Assets Trust, Inc. | 93,432 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Equity Real Estate Investment Trusts (Continued) | ||||||
7,850 | Apartment Income REIT Corp. | $ | 301,675 | |||
23,959 | Apartment Investment and Management Co., Class A | 190,234 | ||||
4,098 | Boston Properties, Inc. | 297,925 | ||||
25,911 | Brandywine Realty Trust | 169,976 | ||||
14,640 | Broadstone Net Lease, Inc. | 250,930 | ||||
1,847 | Corporate Office Properties Trust | 49,223 | ||||
12,983 | Cousins Properties, Inc. | 308,476 | ||||
17,137 | DiamondRock Hospitality Co. | 160,060 | ||||
4,227 | Douglas Emmett, Inc. | 74,353 | ||||
4,980 | Elme Communities | 95,068 | ||||
19,618 | Empire State Realty Trust, Inc., Class A | 144,585 | ||||
4,571 | Equity Residential | 288,064 | ||||
12,085 | Global Net Lease, Inc. | 148,041 | ||||
6,527 | Healthpeak Properties, Inc. | 154,886 | ||||
5,622 | Highwoods Properties, Inc. | 158,709 | ||||
15,972 | Hudson Pacific Properties, Inc. | 176,331 | ||||
23,610 | iStar, Inc. | 247,433 | ||||
6,927 | JBG SMITH Properties | 136,323 | ||||
33,460 | Kimco Realty Corp. | 715,375 | ||||
23,867 | LXP Industrial Trust | 231,033 | ||||
31,952 | Medical Properties Trust, Inc. | 365,850 | ||||
5,140 | Omega Healthcare Investors, Inc. | 163,349 | ||||
28,073 | Paramount Group, Inc. | 181,632 | ||||
13,461 | Park Hotels & Resorts, Inc. | 176,070 | ||||
2,957 | Pebblebrook Hotel Trust | 47,430 | ||||
15,118 | Physicians Realty Trust | 227,677 | ||||
16,563 | Piedmont Office Realty Trust, Inc., Class A | 173,083 | ||||
5,776 | Sabra Health Care REIT, Inc. | 78,900 | ||||
5,444 | SL Green Realty Corp. | 216,018 | ||||
18,567 | Sunstone Hotel Investors, Inc. | 207,022 | ||||
6,555 | Urban Edge Properties | 92,557 | ||||
3,773 | Veris Residential, Inc. (a) | 59,727 | ||||
9,817 | Vornado Realty Trust | 231,583 | ||||
6,805,891 | ||||||
Food & Staples Retailing — 1.9% | ||||||
32,998 | Albertsons Cos., Inc., Class A | 676,789 | ||||
7,046 | Andersons (The), Inc. | 248,512 | ||||
375 | Casey’s General Stores, Inc. | 87,266 | ||||
2,760 | Ingles Markets, Inc., Class A | 260,461 | ||||
10,257 | Kroger (The) Co. | 485,054 | ||||
1,518 | PriceSmart, Inc. | 97,106 | ||||
4,638 | Sprouts Farmers Market, Inc. (a) | 136,821 | ||||
5,089 | United Natural Foods, Inc. (a) | 215,825 | ||||
2,866 | US Foods Holding Corp. (a) | 85,292 | ||||
24,522 | Walgreens Boots Alliance, Inc. | 895,053 | ||||
1,154 | Walmart, Inc. | 164,249 | ||||
1,806 | Weis Markets, Inc. | 169,168 | ||||
3,521,596 | ||||||
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Food Products — 3.2% | ||||||
7,657 | Archer-Daniels-Midland Co. | $ | 742,576 | |||
2,601 | B&G Foods, Inc. (b) | 42,604 | ||||
9,325 | Bunge Ltd. | 920,378 | ||||
3,175 | Campbell Soup Co. | 167,989 | ||||
9,416 | Conagra Brands, Inc. | 345,567 | ||||
7,525 | Fresh Del Monte Produce, Inc. | 196,252 | ||||
4,011 | General Mills, Inc. | 327,217 | ||||
2,541 | Hain Celestial Group (The), Inc. (a) | 47,542 | ||||
3,292 | Hormel Foods Corp. | 152,913 | ||||
2,823 | Ingredion, Inc. | 251,586 | ||||
2,236 | J.M. Smucker (The) Co. | 336,876 | ||||
4,411 | Kellogg Co. | 338,853 | ||||
9,213 | Kraft Heinz (The) Co. | 354,424 | ||||
5,604 | Mondelez International, Inc., Class A | 344,534 | ||||
3,701 | Post Holdings, Inc. (a) | 334,645 | ||||
89 | Seaboard Corp. | 333,428 | ||||
11,679 | Tyson Foods, Inc., Class A | 798,260 | ||||
6,035,644 | ||||||
Gas Utilities — 0.6% | ||||||
4,417 | Atmos Energy Corp. | 470,631 | ||||
2,967 | Northwest Natural Holding Co. | 142,683 | ||||
2,173 | Southwest Gas Holdings, Inc. | 158,781 | ||||
11,721 | UGI Corp. | 414,103 | ||||
1,186,198 | ||||||
Health Care Equipment & Supplies — 0.9% | ||||||
722 | Align Technology, Inc. (a) | 140,285 | ||||
1,970 | Avanos Medical, Inc. (a) | 43,636 | ||||
2,778 | Baxter International, Inc. | 150,984 | ||||
1,165 | Cooper (The) Cos., Inc. | 318,499 | ||||
8,020 | DENTSPLY SIRONA, Inc. | 247,176 | ||||
3,797 | Enovis Corp. (a) | 187,762 | ||||
689 | Integer Holdings Corp. (a) | 42,945 | ||||
3,805 | Medtronic PLC | 332,329 | ||||
899 | STERIS PLC | 155,149 | ||||
752 | Teleflex, Inc. | 161,349 | ||||
1,780,114 | ||||||
Health Care Providers & Services — 2.9% | ||||||
3,949 | Centene Corp. (a) | 336,178 | ||||
1,621 | Cigna Corp. | 523,680 | ||||
4,717 | CVS Health Corp. | 446,700 | ||||
915 | DaVita, Inc. (a) | 66,804 | ||||
676 | Elevance Health, Inc. | 369,617 | ||||
3,352 | Encompass Health Corp. | 182,483 | ||||
2,442 | HCA Healthcare, Inc. | 531,062 | ||||
2,305 | Henry Schein, Inc. (a) | 157,800 | ||||
309 | Humana, Inc. | 172,447 | ||||
3,760 | Laboratory Corp. of America Holdings | 834,194 | ||||
5,340 | Owens & Minor, Inc. | 90,780 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Providers & Services (Continued) | ||||||
3,641 | Patterson Cos., Inc. | $ | 94,557 | |||
2,598 | Pediatrix Medical Group, Inc. (a) | 50,401 | ||||
2,233 | Premier, Inc., Class A | 77,887 | ||||
6,276 | Quest Diagnostics, Inc. | 901,547 | ||||
3,429 | Select Medical Holdings Corp. | 88,057 | ||||
2,938 | Tenet Healthcare Corp. (a) | 130,330 | ||||
4,298 | Universal Health Services, Inc., Class B | 498,009 | ||||
5,552,533 | ||||||
Health Care Technology — 0.0% | ||||||
5,742 | Allscripts Healthcare Solutions, Inc. (a) | 84,407 | ||||
Hotels, Restaurants & Leisure — 0.7% | ||||||
2,341 | Bloomin’ Brands, Inc. | 56,207 | ||||
622 | Marriott Vacations Worldwide Corp. | 91,907 | ||||
25,908 | MGM Resorts International | 921,548 | ||||
8,265 | Penn Entertainment, Inc. (a) | 273,571 | ||||
1,343,233 | ||||||
Household Durables — 4.2% | ||||||
850 | Cavco Industries, Inc. (a) | 192,669 | ||||
5,110 | Century Communities, Inc. | 227,446 | ||||
11,433 | D.R. Horton, Inc. | 878,969 | ||||
5,588 | Garmin Ltd. | 491,968 | ||||
10,226 | Green Brick Partners, Inc. (a) | 236,527 | ||||
1,335 | Helen of Troy Ltd. (a) | 126,318 | ||||
1,079 | Installed Building Products, Inc. | 92,794 | ||||
8,435 | KB Home | 243,097 | ||||
9,686 | La-Z-Boy, Inc. | 239,922 | ||||
6,844 | Leggett & Platt, Inc. | 230,985 | ||||
10,329 | Lennar Corp., Class A | 833,550 | ||||
2,687 | LGI Homes, Inc. (a) | 247,338 | ||||
7,973 | M.D.C. Holdings, Inc. | 242,858 | ||||
6,034 | M/I Homes, Inc. (a) | 250,351 | ||||
3,112 | Meritage Homes Corp. (a) | 237,010 | ||||
4,155 | Mohawk Industries, Inc. (a) | 393,686 | ||||
21,826 | Newell Brands, Inc. | 301,417 | ||||
155 | NVR, Inc. (a) | 656,851 | ||||
10,105 | PulteGroup, Inc. | 404,099 | ||||
3,086 | Sonos, Inc. (a) | 49,746 | ||||
16,250 | Taylor Morrison Home Corp. (a) | 428,025 | ||||
9,022 | Toll Brothers, Inc. | 388,668 | ||||
919 | TopBuild Corp. (a) | 156,359 | ||||
14,468 | Tri Pointe Homes, Inc. (a) | 242,339 | ||||
1,686 | Whirlpool Corp. | 233,073 | ||||
8,026,065 | ||||||
Household Products — 0.3% | ||||||
3,767 | Central Garden & Pet Co., Class A (a) | 147,440 | ||||
3,478 | Energizer Holdings, Inc. | 100,480 |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Household Products (Continued) | ||||||
1,329 | Kimberly-Clark Corp. | $ | 165,407 | |||
3,298 | Spectrum Brands Holdings, Inc. | 152,170 | ||||
565,497 | ||||||
Industrial Conglomerates — 0.2% | ||||||
2,781 | 3M Co. | 349,822 | ||||
Insurance — 5.4% | ||||||
10,961 | Aflac, Inc. | 713,671 | ||||
8,129 | American Equity Investment Life Holding Co. | 350,197 | ||||
616 | American Financial Group, Inc. | 89,388 | ||||
16,217 | American International Group, Inc. | 924,369 | ||||
13,527 | Arch Capital Group Ltd. (a) | 777,803 | ||||
4,693 | Assured Guaranty Ltd. | 277,779 | ||||
4,626 | Axis Capital Holdings Ltd. | 252,903 | ||||
5,035 | Brighthouse Financial, Inc. (a) | 287,347 | ||||
3,387 | Chubb Ltd. | 727,832 | ||||
1,670 | Cincinnati Financial Corp. | 172,544 | ||||
9,733 | CNO Financial Group, Inc. | 214,710 | ||||
577 | Everest Re Group Ltd. | 186,175 | ||||
8,375 | Fidelity National Financial, Inc. | 329,807 | ||||
8,220 | First American Financial Corp. | 414,288 | ||||
62,463 | Genworth Financial, Inc., Class A (a) | 291,702 | ||||
592 | Hanover Insurance Group (The), Inc. | 86,722 | ||||
9,945 | Hartford Financial Services Group (The), Inc. | 720,117 | ||||
3,452 | Lincoln National Corp. | 185,959 | ||||
9,026 | Loews Corp. | 514,663 | ||||
2,461 | MetLife, Inc. | 180,170 | ||||
14,485 | Old Republic International Corp. | 336,197 | ||||
8,538 | Principal Financial Group, Inc. | 752,454 | ||||
2,199 | ProAssurance Corp. | 48,840 | ||||
3,582 | Prudential Financial, Inc. | 376,791 | ||||
526 | Safety Insurance Group, Inc. | 45,736 | ||||
5,009 | Stewart Information Services Corp. | 195,151 | ||||
2,936 | Travelers (The) Cos., Inc. | 541,575 | ||||
7,814 | Unum Group | 356,240 | ||||
10,351,130 | ||||||
Interactive Media & Services — 0.4% | ||||||
4,540 | Meta Platforms, Inc., Class A (a) | 422,946 | ||||
855 | Shutterstock, Inc. | 42,776 | ||||
4,427 | Ziff Davis, Inc. (a) | 342,606 | ||||
808,328 | ||||||
Internet & Direct Marketing Retail — 0.0% | ||||||
3,591 | Overstock.com, Inc. (a) | 83,491 | ||||
IT Services — 1.9% | ||||||
5,601 | Akamai Technologies, Inc. (a) | 494,736 | ||||
2,129 | Broadridge Financial Solutions, Inc. | 319,478 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
IT Services (Continued) | ||||||
10,724 | Cognizant Technology Solutions Corp., Class A | $ | 667,569 | |||
12,384 | DXC Technology Co. (a) | 356,040 | ||||
3,284 | Fiserv, Inc. (a) | 337,398 | ||||
1,385 | Global Payments, Inc. | 158,250 | ||||
1,259 | International Business Machines Corp. | 174,107 | ||||
10,574 | Kyndryl Holdings, Inc. (a) | 102,251 | ||||
1,309 | Maximus, Inc. | 80,726 | ||||
42,867 | Rackspace Technology, Inc. (a) | 220,765 | ||||
9,398 | SS&C Technologies Holdings, Inc. | 483,245 | ||||
1,711 | TTEC Holdings, Inc. | 76,088 | ||||
16,842 | Western Union (The) Co. | 227,536 | ||||
3,698,189 | ||||||
Leisure Products — 0.6% | ||||||
4,632 | Brunswick Corp. | 327,343 | ||||
2,248 | Hasbro, Inc. | 146,682 | ||||
3,644 | Malibu Boats, Inc., Class A (a) | 192,768 | ||||
792 | Polaris, Inc. | 80,467 | ||||
11,805 | Topgolf Callaway Brands Corp. (a) | 220,989 | ||||
8,990 | Vista Outdoor, Inc. (a) | 261,070 | ||||
1,229,319 | ||||||
Life Sciences Tools & Services — 0.2% | ||||||
760 | Charles River Laboratories International, Inc. (a) | 161,310 | ||||
3,214 | Syneos Health, Inc. (a) | 161,921 | ||||
323,231 | ||||||
Machinery — 3.2% | ||||||
27,396 | 3D Systems Corp. (a) | 241,907 | ||||
351 | Alamo Group, Inc. | 53,380 | ||||
544 | Albany International Corp., Class A | 49,841 | ||||
6,734 | Allison Transmission Holdings, Inc. | 284,511 | ||||
3,028 | Barnes Group, Inc. | 107,100 | ||||
1,872 | Caterpillar, Inc. | 405,213 | ||||
2,210 | Cummins, Inc. | 540,367 | ||||
1,547 | Donaldson Co., Inc. | 88,875 | ||||
3,850 | Dover Corp. | 503,157 | ||||
584 | ESCO Technologies, Inc. | 50,323 | ||||
1,150 | Federal Signal Corp. | 53,648 | ||||
2,566 | Fortive Corp. | 163,967 | ||||
2,382 | Hillenbrand, Inc. | 105,237 | ||||
2,319 | ITT, Inc. | 177,148 | ||||
8,499 | Kennametal, Inc. | 227,008 | ||||
1,182 | Middleby (The) Corp. (a) | 165,315 | ||||
4,178 | Mueller Water Products, Inc., Class A | 48,883 | ||||
2,157 | Oshkosh Corp. | 189,816 | ||||
7,360 | PACCAR, Inc. | 712,669 | ||||
2,401 | Proto Labs, Inc. (a) | 91,694 | ||||
1,129 | Snap-on, Inc. | 250,694 | ||||
8,190 | Stanley Black & Decker, Inc. | 642,833 |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Machinery (Continued) | ||||||
759 | Tennant Co. | $ | 44,212 | |||
4,327 | Terex Corp. | 175,417 | ||||
3,851 | Timken (The) Co. | 274,538 | ||||
2,009 | Trinity Industries, Inc. | 57,317 | ||||
603 | Watts Water Technologies, Inc., Class A | 88,255 | ||||
3,777 | Westinghouse Air Brake Technologies Corp. | 352,319 | ||||
6,145,644 | ||||||
Marine — 0.2% | ||||||
6,160 | Matson, Inc. | 453,253 | ||||
Media — 2.7% | ||||||
102,640 | Advantage Solutions, Inc. (a) | 346,923 | ||||
15,000 | Altice USA, Inc., Class A (a) | 99,150 | ||||
1,483 | Charter Communications, Inc., Class A (a) | 545,180 | ||||
26,253 | Comcast Corp., Class A | 833,270 | ||||
27,400 | DISH Network Corp., Class A (a) | 408,534 | ||||
20,078 | Fox Corp., Class A | 579,652 | ||||
15,267 | Gray Television, Inc. | 216,028 | ||||
5,921 | Interpublic Group of (The) Cos., Inc. | 176,387 | ||||
2,329 | John Wiley & Sons, Inc., Class A | 98,261 | ||||
2,636 | New York Times (The) Co., Class A | 76,339 | ||||
15,048 | News Corp., Class A | 253,860 | ||||
4,870 | Omnicom Group, Inc. | 354,292 | ||||
40,441 | Paramount Global, Class B (b) | 740,879 | ||||
5,686 | Scholastic Corp. | 216,864 | ||||
17,818 | WideOpenWest, Inc. (a) | 244,285 | ||||
5,189,904 | ||||||
Metals & Mining — 2.1% | ||||||
11,285 | Alcoa Corp. | 440,453 | ||||
1,598 | Alpha Metallurgical Resources, Inc. | 269,822 | ||||
10,264 | Arconic Corp. (a) | 213,081 | ||||
1,378 | Carpenter Technology Corp. | 51,537 | ||||
10,681 | Commercial Metals Co. | 485,985 | ||||
10,677 | Newmont Corp. | 451,851 | ||||
2,173 | Reliance Steel & Aluminum Co. | 437,816 | ||||
10,853 | Steel Dynamics, Inc. | 1,020,725 | ||||
20,913 | United States Steel Corp. | 425,789 | ||||
5,732 | Worthington Industries, Inc. | 272,614 | ||||
4,069,673 | ||||||
Mortgage Real Estate Investment Trusts — 1.0% | ||||||
22,083 | Annaly Capital Management, Inc. | 409,640 | ||||
8,219 | Chimera Investment Corp. | 55,478 | ||||
14,898 | Claros Mortgage Trust, Inc. (b) | 238,368 | ||||
10,763 | KKR Real Estate Finance Trust, Inc. | 187,492 | ||||
19,520 | Ladder Capital Corp. | 208,278 | ||||
18,333 | New York Mortgage Trust, Inc. | 49,316 | ||||
51,768 | Rithm Capital Corp. | 436,404 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Mortgage Real Estate Investment Trusts (Continued) | ||||||
12,479 | Starwood Property Trust, Inc. | $ | 257,816 | |||
1,842,792 | ||||||
Multiline Retail — 0.9% | ||||||
641 | Dillard’s, Inc., Class A | 210,754 | ||||
15,067 | Kohl’s Corp. | 451,257 | ||||
24,183 | Macy’s, Inc. | 504,215 | ||||
13,591 | Nordstrom, Inc. | 276,441 | ||||
2,071 | Target Corp. | 340,162 | ||||
1,782,829 | ||||||
Multi-Utilities — 1.5% | ||||||
3,814 | Ameren Corp. | 310,917 | ||||
3,474 | Avista Corp. | 142,538 | ||||
2,238 | Black Hills Corp. | 146,298 | ||||
21,859 | CenterPoint Energy, Inc. | 625,386 | ||||
7,706 | CMS Energy Corp. | 439,627 | ||||
5,232 | Consolidated Edison, Inc. | 460,207 | ||||
1,300 | DTE Energy Co. | 145,743 | ||||
2,612 | NorthWestern Corp. | 137,992 | ||||
998 | Sempra Energy | 150,638 | ||||
3,435 | WEC Energy Group, Inc. | 313,719 | ||||
2,873,065 | ||||||
Oil, Gas & Consumable Fuels — 2.3% | ||||||
9,861 | California Resources Corp. | 444,830 | ||||
2,217 | Chord Energy Corp. | 339,401 | ||||
7,039 | HF Sinclair Corp. | 430,576 | ||||
7,752 | Marathon Petroleum Corp. | 880,782 | ||||
10,804 | PBF Energy, Inc., Class A (a) | 478,077 | ||||
8,808 | Peabody Energy Corp. (a) | 210,511 | ||||
32,150 | Permian Resources Corp. (a) | 314,105 | ||||
9,539 | Phillips 66 | 994,822 | ||||
7,461 | World Fuel Services Corp. | 190,181 | ||||
4,283,285 | ||||||
Paper & Forest Products — 0.1% | ||||||
3,797 | Sylvamo Corp. | 182,902 | ||||
Personal Products — 0.3% | ||||||
23,984 | Coty, Inc., Class A (a) | 160,933 | ||||
2,339 | Edgewell Personal Care Co. | 91,665 | ||||
6,471 | Herbalife Nutrition Ltd. (a) | 137,573 | ||||
3,857 | Nu Skin Enterprises, Inc., Class A | 147,299 | ||||
1,560 | USANA Health Sciences, Inc. (a) | 81,916 | ||||
619,386 | ||||||
Pharmaceuticals — 0.4% | ||||||
6,107 | Elanco Animal Health, Inc. (a) | 80,551 | ||||
9,717 | Organon & Co. | 254,391 | ||||
1,755 | Prestige Consumer Healthcare, Inc. (a) | 95,612 | ||||
35,581 | Viatris, Inc. | 360,436 | ||||
790,990 |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Professional Services — 1.0% | ||||||
20,679 | Alight, Inc., Class A (a) | $ | 171,429 | |||
2,516 | ASGN, Inc. (a) | 213,307 | ||||
580 | CACI International, Inc., Class A (a) | 176,337 | ||||
3,344 | First Advantage Corp. (a) | 46,983 | ||||
731 | Kforce, Inc. | 46,250 | ||||
6,457 | Korn Ferry | 358,945 | ||||
3,513 | Leidos Holdings, Inc. | 356,886 | ||||
3,515 | ManpowerGroup, Inc. | 275,365 | ||||
1,981 | Robert Half International, Inc. | 151,467 | ||||
2,128 | TriNet Group, Inc. (a) | 138,278 | ||||
1,935,247 | ||||||
Real Estate Management & Development — 1.0% | ||||||
26,957 | Anywhere Real Estate, Inc. (a) | 200,290 | ||||
9,125 | CBRE Group, Inc., Class A (a) | 647,327 | ||||
4,105 | Howard Hughes (The) Corp. (a) | 251,842 | ||||
2,007 | Jones Lang LaSalle, Inc. (a) | 319,294 | ||||
5,335 | Marcus & Millichap, Inc. | 196,541 | ||||
27,124 | Newmark Group, Inc., Class A | 222,146 | ||||
1,837,440 | ||||||
Road & Rail — 1.4% | ||||||
596 | AMERCO | 342,813 | ||||
15,278 | Heartland Express, Inc. | 227,337 | ||||
2,876 | J.B. Hunt Transport Services, Inc. | 491,997 | ||||
7,744 | Knight-Swift Transportation Holdings, Inc. | 371,944 | ||||
6,717 | Marten Transport Ltd. | 126,078 | ||||
5,020 | Ryder System, Inc. | 404,160 | ||||
8,616 | Schneider National, Inc., Class B | 191,620 | ||||
4,652 | Werner Enterprises, Inc. | 182,359 | ||||
5,107 | XPO Logistics, Inc. (a) | 264,236 | ||||
2,602,544 | ||||||
Semiconductors & Semiconductor Equipment — 2.5% | ||||||
22,226 | Amkor Technology, Inc. | 462,079 | ||||
4,992 | Cohu, Inc. (a) | 164,337 | ||||
4,670 | Diodes, Inc. (a) | 334,699 | ||||
29,879 | Intel Corp. | 849,460 | ||||
15,369 | Micron Technology, Inc. | 831,463 | ||||
3,669 | MKS Instruments, Inc. | 301,408 | ||||
3,817 | Qorvo, Inc. (a) | 328,567 | ||||
9,030 | Skyworks Solutions, Inc. | 776,670 | ||||
1,531 | Synaptics, Inc. (a) | 135,647 | ||||
5,972 | Teradyne, Inc. | 485,822 | ||||
4,998 | Ultra Clean Holdings, Inc. (a) | 155,488 | ||||
4,825,640 | ||||||
Software — 0.3% | ||||||
4,184 | ACI Worldwide, Inc. (a) | 101,797 | ||||
7,067 | E2open Parent Holdings, Inc. (a) | 41,200 | ||||
7,973 | NCR Corp. (a) | 169,506 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Software (Continued) | ||||||
7,428 | NortonLifeLock, Inc. | $ | 167,353 | |||
479,856 | ||||||
Specialty Retail — 3.0% | ||||||
7,187 | Academy Sports & Outdoors, Inc. | 316,444 | ||||
17,975 | American Eagle Outfitters, Inc. | 204,196 | ||||
2,508 | Asbury Automotive Group, Inc. (a) | 395,637 | ||||
2,976 | AutoNation, Inc. (a) | 316,379 | ||||
6,975 | Bath & Body Works, Inc. | 232,825 | ||||
9,725 | Best Buy Co., Inc. | 665,287 | ||||
4,065 | Buckle (The), Inc. | 159,876 | ||||
6,797 | CarMax, Inc. (a) | 428,279 | ||||
7,023 | Foot Locker, Inc. | 222,629 | ||||
1,530 | Group 1 Automotive, Inc. | 264,690 | ||||
1,767 | Lithia Motors, Inc. | 350,131 | ||||
988 | Monro, Inc. | 47,177 | ||||
3,080 | Penske Automotive Group, Inc. | 343,790 | ||||
4,994 | Rent-A-Center, Inc. | 104,125 | ||||
925 | RH (a) | 234,885 | ||||
1,775 | Ross Stores, Inc. | 169,850 | ||||
10,214 | Sally Beauty Holdings, Inc. (a) | 129,820 | ||||
3,059 | Signet Jewelers Ltd. | 199,569 | ||||
2,408 | TJX (The) Cos., Inc. | 173,617 | ||||
11,126 | Urban Outfitters, Inc. (a) | 265,466 | ||||
4,420 | Victoria’s Secret & Co. (a) | 166,192 | ||||
2,572 | Williams-Sonoma, Inc. | 318,491 | ||||
5,709,355 | ||||||
Technology Hardware, Storage & Peripherals — 1.8% | ||||||
4,436 | Dell Technologies, Inc., Class C | 170,342 | ||||
64,273 | Hewlett Packard Enterprise Co. | 917,176 | ||||
24,719 | HP, Inc. | 682,739 | ||||
4,968 | NetApp, Inc. | 344,133 | ||||
8,431 | Seagate Technology Holdings PLC | 418,683 | ||||
23,656 | Western Digital Corp. (a) | 813,057 | ||||
3,346,130 | ||||||
Textiles, Apparel & Luxury Goods — 1.7% | ||||||
1,964 | Carter’s, Inc. | 133,297 | ||||
3,378 | Columbia Sportswear Co. | 251,661 | ||||
3,311 | Crocs, Inc. (a) | 234,253 | ||||
242 | Deckers Outdoor Corp. (a) | 84,683 | ||||
32,668 | Hanesbrands, Inc. | 222,796 | ||||
6,044 | Levi Strauss & Co., Class A | 90,418 | ||||
8,459 | PVH Corp. | 434,116 | ||||
2,677 | Ralph Lauren Corp. | 248,131 | ||||
11,946 | Skechers U.S.A., Inc., Class A (a) | 411,301 | ||||
7,998 | Tapestry, Inc. | 253,377 | ||||
45,588 | Under Armour, Inc., Class A (a) | 339,630 | ||||
15,003 | VF Corp. | 423,835 | ||||
8,362 | Wolverine World Wide, Inc. | 143,241 | ||||
3,270,739 | ||||||
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Thrifts & Mortgage Finance — 1.6% | ||||||
3,760 | Axos Financial, Inc. (a) | $ | 146,490 | |||
5,168 | Capitol Federal Financial, Inc. | 42,274 | ||||
10,867 | Essent Group Ltd. | 430,116 | ||||
29,559 | MGIC Investment Corp. | 403,480 | ||||
5,398 | Mr. Cooper Group, Inc. (a) | 213,167 | ||||
35,541 | New York Community Bancorp, Inc. | 330,887 | ||||
10,733 | NMI Holdings, Inc., Class A (a) | 235,375 | ||||
5,096 | PennyMac Financial Services, Inc. | 271,719 | ||||
6,600 | Provident Financial Services, Inc. | 147,972 | ||||
19,645 | Radian Group, Inc. | 409,991 | ||||
3,621 | Walker & Dunlop, Inc. | 325,745 | ||||
2,957,216 | ||||||
Tobacco — 0.1% | ||||||
3,799 | Universal Corp. | 192,267 | ||||
Trading Companies & Distributors — 2.0% | ||||||
9,777 | Air Lease Corp. | 345,030 | ||||
4,155 | Beacon Roofing Supply, Inc. (a) | 234,134 | ||||
3,677 | Boise Cascade Co. | 245,513 | ||||
2,671 | GATX Corp. | 279,680 | ||||
3,259 | Global Industrial Co. | 103,441 | ||||
4,541 | H&E Equipment Services, Inc. | 171,468 | ||||
511 | McGrath RentCorp | 48,060 | ||||
2,082 | MSC Industrial Direct Co., Inc., Class A | 172,764 | ||||
8,701 | NOW, Inc. (a) | 110,764 | ||||
3,987 | Rush Enterprises, Inc., Class A | 198,911 | ||||
1,456 | SiteOne Landscape Supply, Inc. (a) | 168,707 | ||||
6,924 | Triton International Ltd. | 420,218 | ||||
2,280 | United Rentals, Inc. (a) | 719,819 | ||||
1,789 | Veritiv Corp. (a) | 207,989 | ||||
2,539 | WESCO International, Inc. (a) | 349,798 | ||||
3,776,296 | ||||||
Wireless Telecommunication Services — 0.4% | ||||||
15,728 | Telephone and Data Systems, Inc. | 267,376 | ||||
1,115 | T-Mobile US, Inc. (a) | 168,989 | ||||
8,399 | United States Cellular Corp. (a) | 261,797 | ||||
698,162 | ||||||
Total Common Stocks — 99.9% | 190,202,383 | |||||
(Cost $196,200,637) | ||||||
Money Market Funds — 0.2% | ||||||
248,487 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 3.03% (c) (d) | 248,487 |
Shares | Description | Value | ||||
Money Market Funds (Continued) | ||||||
97,282 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 2.85% (c) | $ | 97,282 | |||
Total Money Market Funds — 0.2% | 345,769 | |||||
(Cost $345,769) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.2% | |||||||
$ | 391,279 | BNP Paribas S.A., 2.93% (c), dated 10/31/22, due 11/01/22, with a maturity value of $391,311. Collateralized by U.S. Treasury Note, interest rate of 2.75%, due 05/31/29. The value of the collateral including accrued interest is $398,729. (d) | 391,279 | ||||
(Cost $391,279) | |||||||
Total Investments — 100.3% | 190,939,431 | ||||||
(Cost $196,937,685) | |||||||
Net Other Assets and Liabilities — (0.3)% | (493,214 | ) | |||||
Net Assets — 100.0% | $ | 190,446,217 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $610,702 and the total value of the collateral held by the Fund is $639,766. |
(c) | Rate shown reflects yield as of October 31, 2022. |
(d) | This security serves as collateral for securities on loan. |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 190,202,383 | $ | 190,202,383 | $ | — | $ | — | ||||||||
Money Market Funds | 345,769 | 345,769 | — | — | ||||||||||||
Repurchase Agreements | 391,279 | — | 391,279 | — | ||||||||||||
Total Investments | $ | 190,939,431 | $ | 190,548,152 | $ | 391,279 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Aerospace & Defense — 1.1% | ||||||
3,093 | AAR Corp. (a) | $ | 137,082 | |||
1,329 | AeroVironment, Inc. (a) | 121,604 | ||||
1,127 | Axon Enterprise, Inc. (a) | 163,911 | ||||
3,674 | HEICO Corp. | 597,539 | ||||
1,125 | Northrop Grumman Corp. | 617,636 | ||||
245 | TransDigm Group, Inc. | 141,061 | ||||
1,778,833 | ||||||
Air Freight & Logistics — 0.7% | ||||||
6,865 | C.H. Robinson Worldwide, Inc. | 670,848 | ||||
1,668 | Forward Air Corp. | 176,591 | ||||
1,637 | United Parcel Service, Inc., Class B | 274,639 | ||||
1,122,078 | ||||||
Airlines — 0.3% | ||||||
16,255 | American Airlines Group, Inc. (a) | 230,496 | ||||
6,016 | United Airlines Holdings, Inc. (a) | 259,169 | ||||
489,665 | ||||||
Auto Components — 0.5% | ||||||
1,349 | Dorman Products, Inc. (a) | 110,105 | ||||
1,650 | Fox Factory Holding Corp. (a) | 144,953 | ||||
10,333 | Luminar Technologies, Inc. (a) (b) | 83,594 | ||||
2,460 | Visteon Corp. (a) | 320,956 | ||||
2,920 | XPEL, Inc. (a) (c) | 202,035 | ||||
861,643 | ||||||
Automobiles — 0.4% | ||||||
7,481 | Harley-Davidson, Inc. | 321,683 | ||||
1,456 | Tesla, Inc. (a) | 331,298 | ||||
652,981 | ||||||
Banks — 1.4% | ||||||
2,188 | BancFirst Corp. | 209,654 | ||||
1,972 | Commerce Bancshares, Inc. | 139,697 | ||||
1,480 | Cullen/Frost Bankers, Inc. | 229,474 | ||||
7,729 | CVB Financial Corp. | 221,977 | ||||
11,005 | First BanCorp | 173,769 | ||||
3,119 | First Financial Bankshares, Inc. | 120,050 | ||||
1,522 | Lakeland Financial Corp. | 125,793 | ||||
1,207 | Live Oak Bancshares, Inc. | 39,191 | ||||
5,991 | OFG Bancorp | 167,029 | ||||
2,431 | Pacific Premier Bancorp, Inc. | 88,513 | ||||
1,631 | ServisFirst Bancshares, Inc. | 122,863 | ||||
999 | Silvergate Capital Corp., Class A (a) | 56,703 | ||||
2,474 | SouthState Corp. | 223,724 | ||||
2,214 | Stock Yards Bancorp, Inc. | 173,113 | ||||
679 | Triumph Bancorp, Inc. (a) | 34,969 | ||||
1,985 | Western Alliance Bancorp | 133,332 | ||||
2,259,851 | ||||||
Beverages — 1.8% | ||||||
5,802 | Brown-Forman Corp., Class B | 394,536 | ||||
3,597 | Celsius Holdings, Inc. (a) | 327,615 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Beverages (Continued) | ||||||
4,721 | Coca-Cola (The) Co. | $ | 282,552 | |||
317 | Coca-Cola Consolidated, Inc. | 154,382 | ||||
1,682 | Constellation Brands, Inc., Class A | 415,588 | ||||
2,559 | Duckhorn Portfolio (The), Inc. (a) | 37,413 | ||||
1,773 | MGP Ingredients, Inc. | 198,665 | ||||
4,442 | Monster Beverage Corp. (a) | 416,304 | ||||
1,693 | National Beverage Corp. | 80,282 | ||||
3,240 | PepsiCo, Inc. | 588,319 | ||||
2,895,656 | ||||||
Biotechnology — 5.1% | ||||||
1,971 | AbbVie, Inc. | 288,555 | ||||
6,771 | ACADIA Pharmaceuticals, Inc. (a) | 108,539 | ||||
2,643 | Alnylam Pharmaceuticals, Inc. (a) | 547,788 | ||||
1,714 | Amgen, Inc. | 463,380 | ||||
10,611 | Amicus Therapeutics, Inc. (a) | 106,110 | ||||
3,821 | Apellis Pharmaceuticals, Inc. (a) | 231,132 | ||||
5,755 | Arcus Biosciences, Inc. (a) | 146,637 | ||||
1,974 | Arrowhead Pharmaceuticals, Inc. (a) | 68,715 | ||||
7,874 | Avid Bioservices, Inc. (a) | 133,386 | ||||
4,108 | Beam Therapeutics, Inc. (a) | 180,999 | ||||
11,948 | BioCryst Pharmaceuticals, Inc. (a) | 159,506 | ||||
1,142 | Blueprint Medicines Corp. (a) | 59,201 | ||||
7,573 | Bridgebio Pharma, Inc. (a) | 78,986 | ||||
998 | CRISPR Therapeutics AG (a) | 52,235 | ||||
6,732 | Cytokinetics, Inc. (a) | 293,919 | ||||
10,611 | Dynavax Technologies Corp. (a) | 121,496 | ||||
4,161 | Exelixis, Inc. (a) | 68,989 | ||||
14,465 | FibroGen, Inc. (a) | 235,490 | ||||
6,261 | Gilead Sciences, Inc. | 491,238 | ||||
3,300 | Halozyme Therapeutics, Inc. (a) | 157,773 | ||||
7,430 | ImmunityBio, Inc. (a) | 40,865 | ||||
5,796 | Incyte Corp. (a) | 430,875 | ||||
5,143 | Insmed, Inc. (a) | 89,077 | ||||
7,375 | Ionis Pharmaceuticals, Inc. (a) | 325,975 | ||||
429 | Ligand Pharmaceuticals, Inc. (a) | 37,602 | ||||
15,113 | Lyell Immunopharma, Inc. (a) (b) | 88,865 | ||||
1,868 | Mirati Therapeutics, Inc. (a) | 125,754 | ||||
4,466 | Natera, Inc. (a) | 209,723 | ||||
3,189 | Prometheus Biosciences, Inc. (a) | 167,486 | ||||
3,104 | Prothena Corp. PLC (a) | 190,710 | ||||
3,749 | PTC Therapeutics, Inc. (a) | 141,787 | ||||
14,149 | Recursion Pharmaceuticals, Inc., Class A (a) | 149,272 | ||||
768 | Regeneron Pharmaceuticals, Inc. (a) | 575,040 | ||||
5,696 | REGENXBIO, Inc. (a) | 134,824 | ||||
1,651 | Relay Therapeutics, Inc. (a) | 36,685 | ||||
1,873 | REVOLUTION Medicines, Inc. (a) | 37,947 | ||||
2,829 | Sage Therapeutics, Inc. (a) | 106,540 | ||||
2,951 | Sarepta Therapeutics, Inc. (a) | 336,473 | ||||
4,496 | Travere Therapeutics, Inc. (a) | 97,473 | ||||
1,048 | Twist Bioscience Corp. (a) | 34,406 | ||||
1,968 | uniQure N.V. (a) | 36,644 | ||||
935 | United Therapeutics Corp. (a) | 215,546 |
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Biotechnology (Continued) | ||||||
1,827 | Vertex Pharmaceuticals, Inc. (a) | $ | 570,024 | |||
5,795 | Xencor, Inc. (a) | 162,260 | ||||
8,335,927 | ||||||
Building Products — 1.7% | ||||||
2,686 | A.O. Smith Corp. | 147,139 | ||||
2,794 | AAON, Inc. | 180,185 | ||||
2,623 | Advanced Drainage Systems, Inc. | 303,953 | ||||
727 | Allegion PLC | 76,168 | ||||
2,470 | Armstrong World Industries, Inc. | 186,658 | ||||
5,536 | Builders FirstSource, Inc. (a) | 341,350 | ||||
2,358 | Carlisle Cos., Inc. | 563,091 | ||||
1,571 | CSW Industrials, Inc. | 202,533 | ||||
21,097 | Janus International Group, Inc. (a) | 203,164 | ||||
11,329 | Masco Corp. | 524,193 | ||||
832 | Simpson Manufacturing Co., Inc. | 71,119 | ||||
2,799,553 | ||||||
Capital Markets — 1.7% | ||||||
1,053 | Ares Management Corp., Class A | 79,849 | ||||
1,538 | Blackstone, Inc. | 140,173 | ||||
1,042 | Cohen & Steers, Inc. | 62,687 | ||||
965 | FactSet Research Systems, Inc. | 410,598 | ||||
2,389 | Focus Financial Partners, Inc., Class A (a) | 83,113 | ||||
6,075 | Golub Capital BDC, Inc. | 78,793 | ||||
619 | Hamilton Lane, Inc., Class A | 37,029 | ||||
2,596 | Houlihan Lokey, Inc. | 231,875 | ||||
3,062 | Interactive Brokers Group, Inc., Class A | 245,419 | ||||
3,026 | LPL Financial Holdings, Inc. | 773,597 | ||||
1,092 | Moelis & Co., Class A | 46,366 | ||||
307 | Morningstar, Inc. | 71,279 | ||||
305 | MSCI, Inc. | 143,002 | ||||
1,505 | Northern Trust Corp. | 126,947 | ||||
1,658 | PJT Partners, Inc., Class A | 123,355 | ||||
1,507 | StepStone Group, Inc., Class A | 44,487 | ||||
2,698,569 | ||||||
Chemicals — 3.4% | ||||||
2,273 | Air Products and Chemicals, Inc. | 569,159 | ||||
2,061 | Ashland, Inc. | 216,240 | ||||
9,293 | Axalta Coating Systems Ltd. (a) | 216,713 | ||||
1,073 | Balchem Corp. | 150,005 | ||||
5,105 | Cabot Corp. | 375,115 | ||||
6,869 | CF Industries Holdings, Inc. | 729,900 | ||||
11,569 | Corteva, Inc. | 755,919 | ||||
5,004 | FMC Corp. | 594,976 | ||||
35,506 | Ginkgo Bioworks Holdings, Inc. (a) (b) | 96,931 | ||||
10,642 | Livent Corp. (a) | 335,968 | ||||
7,774 | LSB Industries, Inc. (a) | 137,056 | ||||
13,681 | Mosaic (The) Co. | 735,354 | ||||
3,132 | RPM International, Inc. | 296,193 | ||||
941 | Sensient Technologies Corp. | 67,244 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Chemicals (Continued) | ||||||
7,723 | Valvoline, Inc. | $ | 226,747 | |||
5,503,520 | ||||||
Commercial Services & Supplies — 2.5% | ||||||
1,554 | Brink’s (The) Co. | 92,665 | ||||
3,416 | Casella Waste Systems, Inc., Class A (a) | 279,463 | ||||
1,363 | Cintas Corp. | 582,750 | ||||
2,966 | Clean Harbors, Inc. (a) | 363,216 | ||||
2,486 | Copart, Inc. (a) | 285,940 | ||||
11,658 | Driven Brands Holdings, Inc. (a) | 372,823 | ||||
6,145 | IAA, Inc. (a) | 233,080 | ||||
1,097 | Montrose Environmental Group, Inc. (a) | 48,027 | ||||
4,860 | Republic Services, Inc. | 644,533 | ||||
11,138 | Rollins, Inc. | 468,687 | ||||
1,015 | Tetra Tech, Inc. | 143,399 | ||||
3,302 | Waste Management, Inc. | 522,938 | ||||
4,037,521 | ||||||
Communications Equipment — 1.5% | ||||||
7,689 | ADTRAN Holdings, Inc. | 172,695 | ||||
4,685 | Arista Networks, Inc. (a) | 566,229 | ||||
4,268 | Calix, Inc. (a) | 314,296 | ||||
1,798 | Clearfield, Inc. (a) | 218,403 | ||||
20,433 | CommScope Holding Co., Inc. (a) | 270,533 | ||||
14,398 | Extreme Networks, Inc. (a) | 258,300 | ||||
7,630 | Infinera Corp. (a) | 42,804 | ||||
1,725 | Motorola Solutions, Inc. | 430,750 | ||||
4,807 | NetScout Systems, Inc. (a) | 172,667 | ||||
2,446,677 | ||||||
Construction & Engineering — 0.8% | ||||||
2,831 | Ameresco, Inc., Class A (a) | 171,219 | ||||
1,970 | Dycom Industries, Inc. (a) | 232,814 | ||||
1,216 | NV5 Global, Inc. (a) | 176,259 | ||||
1,214 | Valmont Industries, Inc. | 387,533 | ||||
8,088 | WillScot Mobile Mini Holdings Corp. (a) | 343,983 | ||||
1,311,808 | ||||||
Construction Materials — 0.1% | ||||||
1,826 | Eagle Materials, Inc. | 223,338 | ||||
Consumer Finance — 0.2% | ||||||
298 | Credit Acceptance Corp. (a) | 138,755 | ||||
13,368 | SoFi Technologies, Inc. (a) (b) | 72,722 | ||||
1,776 | Upstart Holdings, Inc. (a) (b) | 41,167 | ||||
252,644 | ||||||
Containers & Packaging — 0.3% | ||||||
16,524 | Graphic Packaging Holding Co. | 379,391 |
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Containers & Packaging (Continued) | ||||||
1,466 | Sealed Air Corp. | $ | 69,811 | |||
449,202 | ||||||
Distributors — 0.8% | ||||||
9,307 | Funko, Inc., Class A (a) | 192,190 | ||||
4,428 | Genuine Parts Co. | 787,564 | ||||
831 | Pool Corp. | 252,815 | ||||
1,232,569 | ||||||
Diversified Consumer Services — 0.5% | ||||||
1,753 | Chegg, Inc. (a) | 37,812 | ||||
1,163 | Duolingo, Inc. (a) | 95,180 | ||||
1,347 | Grand Canyon Education, Inc. (a) | 135,549 | ||||
7,668 | H&R Block, Inc. | 315,538 | ||||
2,260 | Service Corp. International | 136,979 | ||||
4,477 | Stride, Inc. (a) | 150,024 | ||||
871,082 | ||||||
Diversified Financial Services — 0.1% | ||||||
4,168 | Compass Diversified Holdings | 88,695 | ||||
Diversified Telecommunication Services — 0.3% | ||||||
708 | Cogent Communications Holdings, Inc. | 37,177 | ||||
69,673 | Globalstar, Inc. (a) | 151,190 | ||||
5,881 | Iridium Communications, Inc. (a) | 303,048 | ||||
491,415 | ||||||
Electric Utilities — 0.5% | ||||||
1,147 | MGE Energy, Inc. | 78,099 | ||||
6,746 | NextEra Energy, Inc. | 522,815 | ||||
3,579 | OGE Energy Corp. | 131,099 | ||||
2,447 | Otter Tail Corp. | 164,977 | ||||
896,990 | ||||||
Electrical Equipment — 0.9% | ||||||
11,350 | Array Technologies, Inc. (a) | 205,435 | ||||
3,354 | Atkore, Inc. (a) | 319,636 | ||||
7,531 | Bloom Energy Corp., Class A (a) | 140,905 | ||||
8,840 | ChargePoint Holdings, Inc. (a) (b) | 123,583 | ||||
1,629 | Encore Wire Corp. | 224,134 | ||||
723 | Generac Holdings, Inc. (a) | 83,803 | ||||
12,588 | Plug Power, Inc. (a) | 201,156 | ||||
5,141 | Shoals Technologies Group, Inc., Class A (a) | 118,809 | ||||
623 | Vicor Corp. (a) | 29,761 | ||||
1,447,222 | ||||||
Electronic Equipment, Instruments & Components — 1.6% | ||||||
1,945 | Advanced Energy Industries, Inc. | 152,974 | ||||
7,899 | Amphenol Corp., Class A | 598,981 | ||||
1,629 | Badger Meter, Inc. | 183,230 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Electronic Equipment, Instruments & Components (Continued) | ||||||
3,135 | Belden, Inc. | $ | 218,290 | |||
9,113 | Corning, Inc. | 293,165 | ||||
4,518 | CTS Corp. | 178,552 | ||||
5,652 | Jabil, Inc. | 363,141 | ||||
3,361 | Keysight Technologies, Inc. (a) | 585,318 | ||||
328 | Littelfuse, Inc. | 72,242 | ||||
2,645,893 | ||||||
Energy Equipment & Services — 2.6% | ||||||
2,883 | Cactus, Inc., Class A | 149,109 | ||||
10,000 | ChampionX Corp. | 286,200 | ||||
8,695 | Expro Group Holdings N.V. (a) | 164,596 | ||||
15,689 | Halliburton Co. | 571,393 | ||||
7,058 | Helmerich & Payne, Inc. | 349,442 | ||||
14,841 | Liberty Energy, Inc. (a) | 250,961 | ||||
742 | Nabors Industries Ltd. (a) | 129,130 | ||||
25,430 | NexTier Oilfield Solutions, Inc. (a) | 256,334 | ||||
22,341 | Patterson-UTI Energy, Inc. | 394,319 | ||||
21,724 | RPC, Inc. | 241,788 | ||||
14,734 | Schlumberger N.V. | 766,610 | ||||
14,950 | Transocean Ltd. (a) | 55,016 | ||||
6,665 | Valaris Ltd. (a) | 446,089 | ||||
5,828 | Weatherford International PLC (a) | 242,911 | ||||
4,303,898 | ||||||
Entertainment — 0.9% | ||||||
9,617 | AMC Entertainment Holdings, Inc., Class A (a) (b) | 64,049 | ||||
9,148 | Cinemark Holdings, Inc. (a) | 97,060 | ||||
5,080 | Live Nation Entertainment, Inc. (a) | 404,419 | ||||
2,513 | Madison Square Garden Entertainment Corp. (a) | 123,212 | ||||
849 | Madison Square Garden Sports Corp. | 132,962 | ||||
7,379 | ROBLOX Corp., Class A (a) | 330,137 | ||||
2,811 | Warner Music Group Corp., Class A | 73,142 | ||||
2,682 | World Wrestling Entertainment, Inc., Class A | 211,583 | ||||
1,436,564 | ||||||
Equity Real Estate Investment Trusts — 3.1% | ||||||
1,931 | Agree Realty Corp. | 132,660 | ||||
360 | Alexander’s, Inc. | 84,561 | ||||
3,924 | American Homes 4 Rent, Class A | 125,333 | ||||
13,920 | Apple Hospitality REIT, Inc. | 238,310 | ||||
1,628 | CubeSmart | 68,164 | ||||
2,342 | Easterly Government Properties, Inc. | 40,727 | ||||
1,819 | EPR Properties | 70,213 | ||||
2,049 | Equity LifeStyle Properties, Inc. | 131,054 |
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Equity Real Estate Investment Trusts (Continued) | ||||||
1,898 | Essential Properties Realty Trust, Inc. | $ | 40,845 | |||
2,237 | Extra Space Storage, Inc. | 396,933 | ||||
1,527 | Four Corners Property Trust, Inc. | 39,122 | ||||
5,978 | Gaming and Leisure Properties, Inc. | 299,617 | ||||
2,799 | Getty Realty Corp. | 88,141 | ||||
33,309 | Host Hotels & Resorts, Inc. | 628,874 | ||||
1,731 | InvenTrust Properties Corp. | 43,621 | ||||
3,813 | Invitation Homes, Inc. | 120,834 | ||||
8,785 | Iron Mountain, Inc. | 439,865 | ||||
3,788 | Kite Realty Group Trust | 74,396 | ||||
791 | Lamar Advertising Co., Class A | 72,954 | ||||
1,178 | Life Storage, Inc. | 130,299 | ||||
2,010 | LTC Properties, Inc. | 77,727 | ||||
1,637 | National Retail Properties, Inc. | 68,803 | ||||
2,431 | Outfront Media, Inc. | 43,880 | ||||
1,590 | PotlatchDeltic Corp. | 70,739 | ||||
440 | Public Storage | 136,290 | ||||
4,353 | Rayonier, Inc. | 146,696 | ||||
2,684 | Retail Opportunity Investments Corp. | 38,864 | ||||
3,546 | Ryman Hospitality Properties, Inc. | 315,310 | ||||
985 | Saul Centers, Inc. | 40,336 | ||||
452 | SBA Communications Corp. | 121,995 | ||||
951 | Sun Communities, Inc. | 128,242 | ||||
5,502 | Tanger Factory Outlet Centers, Inc. | 99,091 | ||||
8,860 | VICI Properties, Inc. | 283,697 | ||||
4,508 | Weyerhaeuser Co. | 139,433 | ||||
4,977,626 | ||||||
Food & Staples Retailing — 0.7% | ||||||
4,480 | BJ’s Wholesale Club Holdings, Inc. (a) | 346,752 | ||||
5,197 | Chefs’ Warehouse (The), Inc. (a) | 190,366 | ||||
5,879 | Grocery Outlet Holding Corp. (a) | 203,237 | ||||
5,463 | Sysco Corp. | 472,877 | ||||
1,213,232 | ||||||
Food Products — 1.5% | ||||||
3,385 | Cal-Maine Foods, Inc. | 191,286 | ||||
3,945 | Darling Ingredients, Inc. (a) | 309,604 | ||||
10,569 | Flowers Foods, Inc. | 303,436 | ||||
2,399 | Hershey (The) Co. | 572,809 | ||||
6,478 | Hostess Brands, Inc. (a) | 171,538 | ||||
4,215 | Lamb Weston Holdings, Inc. | 363,417 | ||||
2,353 | Simply Good Foods (The) Co. (a) | 90,120 | ||||
7,780 | Sovos Brands, Inc. (a) | 107,831 | ||||
4,524 | Tootsie Roll Industries, Inc. | 182,724 | ||||
9,970 | Utz Brands, Inc. | 161,614 | ||||
2,454,379 | ||||||
Gas Utilities — 0.7% | ||||||
652 | Chesapeake Utilities Corp. | 81,096 | ||||
5,299 | National Fuel Gas Co. | 357,630 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Gas Utilities (Continued) | ||||||
6,743 | New Jersey Resources Corp. | $ | 301,008 | |||
3,707 | ONE Gas, Inc. | 287,218 | ||||
2,093 | Spire, Inc. | 146,112 | ||||
1,173,064 | ||||||
Health Care Equipment & Supplies — 2.7% | ||||||
2,733 | Abbott Laboratories | 270,403 | ||||
944 | AtriCure, Inc. (a) | 39,761 | ||||
133 | Atrion Corp. | 79,841 | ||||
2,137 | Axonics, Inc. (a) | 156,300 | ||||
1,187 | Becton, Dickinson and Co. | 280,096 | ||||
1,599 | Dexcom, Inc. (a) | 193,127 | ||||
2,081 | Glaukos Corp. (a) | 116,682 | ||||
1,095 | Globus Medical, Inc., Class A (a) | 73,365 | ||||
3,525 | Haemonetics Corp. (a) | 299,449 | ||||
4,099 | Hologic, Inc. (a) | 277,912 | ||||
2,694 | Inari Medical, Inc. (a) | 207,250 | ||||
368 | Inspire Medical Systems, Inc. (a) | 71,742 | ||||
1,153 | Insulet Corp. (a) | 298,408 | ||||
1,562 | iRhythm Technologies, Inc. (a) | 199,139 | ||||
4,638 | Lantheus Holdings, Inc. (a) | 343,166 | ||||
1,960 | Merit Medical Systems, Inc. (a) | 134,789 | ||||
859 | Novocure Ltd. (a) | 60,697 | ||||
688 | Penumbra, Inc. (a) | 117,971 | ||||
4,539 | PROCEPT BioRobotics Corp. (a) (b) | 206,207 | ||||
1,212 | ResMed, Inc. | 271,112 | ||||
1,173 | Shockwave Medical, Inc. (a) | 343,865 | ||||
3,345 | Silk Road Medical, Inc. (a) | 147,448 | ||||
925 | STAAR Surgical Co. (a) | 65,555 | ||||
1,232 | Zimmer Biomet Holdings, Inc. | 139,647 | ||||
4,393,932 | ||||||
Health Care Providers & Services — 2.3% | ||||||
3,338 | Acadia Healthcare Co., Inc. (a) | 271,379 | ||||
10,020 | AdaptHealth Corp. (a) | 228,456 | ||||
5,260 | Agiliti, Inc. (a) | 91,892 | ||||
11,142 | agilon health, Inc. (a) | 221,169 | ||||
12,715 | Alignment Healthcare, Inc. (a) | 168,346 | ||||
3,078 | AMN Healthcare Services, Inc. (a) | 386,289 | ||||
21,705 | Cano Health, Inc. (a) | 77,704 | ||||
299 | Chemed Corp. | 139,594 | ||||
544 | CorVel Corp. (a) | 89,330 | ||||
1,212 | Guardant Health, Inc. (a) | 59,994 | ||||
2,914 | HealthEquity, Inc. (a) | 227,030 | ||||
33,725 | Hims & Hers Health, Inc. (a) | 153,111 | ||||
16,734 | LifeStance Health Group, Inc. (a) (b) | 126,342 | ||||
1,945 | McKesson Corp. | 757,325 | ||||
10,642 | Oak Street Health, Inc. (a) | 215,288 | ||||
10,365 | Option Care Health, Inc. (a) | 313,645 | ||||
2,989 | Progyny, Inc. (a) | 132,921 |
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Providers & Services (Continued) | ||||||
486 | US Physical Therapy, Inc. | $ | 43,157 | |||
3,702,972 | ||||||
Health Care Technology — 0.2% | ||||||
4,190 | Evolent Health, Inc., Class A (a) | 133,284 | ||||
12,911 | Multiplan Corp. (a) | 37,055 | ||||
2,954 | Phreesia, Inc. (a) | 80,703 | ||||
1,478 | Schrodinger, Inc. (a) | 35,428 | ||||
1,551 | Simulations Plus, Inc. | 64,366 | ||||
350,836 | ||||||
Hotels, Restaurants & Leisure — 5.7% | ||||||
2,518 | Airbnb, Inc., Class A (a) | 269,199 | ||||
161 | Booking Holdings, Inc. (a) | 300,986 | ||||
2,738 | Boyd Gaming Corp. | 158,147 | ||||
4,435 | Brinker International, Inc. (a) | 148,085 | ||||
2,022 | Caesars Entertainment, Inc. (a) | 88,422 | ||||
352 | Chipotle Mexican Grill, Inc. (a) | 527,412 | ||||
1,787 | Choice Hotels International, Inc. | 232,024 | ||||
709 | Churchill Downs, Inc. | 147,408 | ||||
1,626 | Cracker Barrel Old Country Store, Inc. | 185,722 | ||||
5,234 | Darden Restaurants, Inc. | 749,195 | ||||
4,852 | Dave & Buster’s Entertainment, Inc. (a) | 193,352 | ||||
2,369 | Dine Brands Global, Inc. | 170,781 | ||||
8,618 | DraftKings, Inc., Class A (a) | 136,164 | ||||
2,416 | Dutch Bros, Inc., Class A (a) (b) | 89,175 | ||||
6,830 | Everi Holdings, Inc. (a) | 129,633 | ||||
2,157 | Golden Entertainment, Inc. (a) | 91,069 | ||||
5,950 | Hilton Grand Vacations, Inc. (a) | 233,478 | ||||
4,385 | Hilton Worldwide Holdings, Inc. | 593,115 | ||||
2,033 | Jack in the Box, Inc. | 179,372 | ||||
6,528 | Krispy Kreme, Inc. (b) | 93,677 | ||||
3,774 | Marriott International, Inc., Class A | 604,255 | ||||
1,146 | McDonald’s Corp. | 312,468 | ||||
1,973 | Monarch Casino & Resort, Inc. (a) | 156,676 | ||||
11,485 | Norwegian Cruise Line Holdings Ltd. (a) | 193,982 | ||||
1,131 | Planet Fitness, Inc., Class A (a) | 74,058 | ||||
3,233 | Red Rock Resorts, Inc., Class A | 134,655 | ||||
5,164 | Royal Caribbean Cruises Ltd. (a) | 275,654 | ||||
5,734 | SeaWorld Entertainment, Inc. (a) | 333,489 | ||||
4,253 | Six Flags Entertainment Corp. (a) | 94,842 | ||||
6,278 | Starbucks Corp. | 543,612 | ||||
14,912 | Target Hospitality Corp. (a) (b) | 181,479 | ||||
3,738 | Texas Roadhouse, Inc. | 369,875 | ||||
1,912 | Travel + Leisure Co. | 72,618 | ||||
605 | Vail Resorts, Inc. | 132,574 | ||||
10,471 | Wendy’s (The) Co. | 217,587 | ||||
1,560 | Wingstop, Inc. | 247,088 | ||||
1,063 | Wyndham Hotels & Resorts, Inc. | 80,714 | ||||
4,140 | Wynn Resorts Ltd. (a) | 264,546 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Hotels, Restaurants & Leisure (Continued) | ||||||
2,487 | Yum! Brands, Inc. | $ | 294,088 | |||
9,300,676 | ||||||
Household Durables — 0.4% | ||||||
6,170 | Skyline Champion Corp. (a) | 359,156 | ||||
10,810 | Tempur Sealy International, Inc. | 290,681 | ||||
649,837 | ||||||
Household Products — 0.3% | ||||||
3,765 | Colgate-Palmolive Co. | 278,008 | ||||
1,020 | Procter & Gamble (The) Co. | 137,363 | ||||
428 | WD-40 Co. | 68,549 | ||||
483,920 | ||||||
Independent Power and Renewable Electricity Producers — 0.7% | ||||||
4,097 | Clearway Energy, Inc., Class C | 142,330 | ||||
10,790 | Montauk Renewables, Inc. (a) | 161,526 | ||||
3,027 | Ormat Technologies, Inc. | 273,792 | ||||
6,818 | Sunnova Energy International, Inc. (a) | 126,406 | ||||
15,533 | Vistra Corp. | 356,793 | ||||
1,060,847 | ||||||
Insurance — 2.6% | ||||||
1,442 | Aon PLC, Class A | 405,909 | ||||
3,089 | Arthur J. Gallagher & Co. | 577,890 | ||||
6,387 | Brown & Brown, Inc. | 375,492 | ||||
5,713 | BRP Group, Inc., Class A (a) | 161,964 | ||||
1,174 | Erie Indemnity Co., Class A | 301,730 | ||||
1,277 | Kinsale Capital Group, Inc. | 402,472 | ||||
2,587 | Marsh & McLennan Cos., Inc. | 417,775 | ||||
2,248 | Palomar Holdings, Inc. (a) | 199,982 | ||||
637 | RLI Corp. | 82,855 | ||||
6,424 | Ryan Specialty Holdings, Inc. (a) | 288,116 | ||||
1,864 | Trupanion, Inc. (a) | 94,076 | ||||
10,238 | W.R. Berkley Corp. | 761,502 | ||||
150 | White Mountains Insurance Group Ltd. | 212,422 | ||||
4,282,185 | ||||||
Interactive Media & Services — 0.3% | ||||||
1,346 | Alphabet, Inc., Class A (a) | 127,210 | ||||
2,606 | Cargurus, Inc. (a) | 37,943 | ||||
5,600 | Pinterest, Inc., Class A (a) | 137,760 | ||||
9,124 | ZipRecruiter, Inc., Class A (a) | 153,010 | ||||
455,923 | ||||||
Internet & Direct Marketing Retail — 0.3% | ||||||
2,641 | Etsy, Inc. (a) | 248,016 | ||||
3,314 | Xometry, Inc., Class A (a) (b) | 199,039 | ||||
447,055 | ||||||
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
IT Services — 3.0% | ||||||
1,028 | Accenture PLC, Class A | $ | 291,849 | |||
1,708 | Automatic Data Processing, Inc. | 412,824 | ||||
2,328 | Cloudflare, Inc., Class A (a) | 131,113 | ||||
584 | Concentrix Corp. | 71,382 | ||||
1,178 | EVERTEC, Inc. | 42,184 | ||||
1,771 | ExlService Holdings, Inc. (a) | 322,056 | ||||
731 | FleetCor Technologies, Inc. (a) | 136,054 | ||||
3,278 | Flywire Corp. (a) | 71,952 | ||||
1,912 | Gartner, Inc. (a) | 577,271 | ||||
3,682 | GoDaddy, Inc., Class A (a) | 296,033 | ||||
8,038 | Grid Dynamics Holdings, Inc. (a) | 109,397 | ||||
2,119 | Jack Henry & Associates, Inc. | 421,808 | ||||
453 | Mastercard, Inc., Class A | 148,665 | ||||
2,357 | Paychex, Inc. | 278,857 | ||||
13,538 | Remitly Global, Inc. (a) | 157,312 | ||||
14,616 | Sabre Corp. (a) | 84,919 | ||||
3,375 | Shift4 Payments, Inc., Class A (a) | 155,149 | ||||
1,556 | Snowflake, Inc., Class A (a) | 249,427 | ||||
3,524 | Squarespace, Inc., Class A (a) | 78,268 | ||||
11,705 | Toast, Inc., Class A (a) | 258,563 | ||||
741 | VeriSign, Inc. (a) | 148,541 | ||||
9,795 | Verra Mobility Corp. (a) | 167,201 | ||||
725 | Visa, Inc., Class A | 150,191 | ||||
514 | WEX, Inc. (a) | 84,368 | ||||
4,845,384 | ||||||
Leisure Products — 0.3% | ||||||
6,000 | Acushnet Holdings Corp. | 279,420 | ||||
10,333 | Mattel, Inc. (a) | 195,914 | ||||
475,334 | ||||||
Life Sciences Tools & Services — 1.3% | ||||||
2,176 | Agilent Technologies, Inc. | 301,050 | ||||
1,229 | Bruker Corp. | 76,001 | ||||
10,227 | Cytek Biosciences, Inc. (a) (b) | 158,723 | ||||
1,495 | Danaher Corp. | 376,247 | ||||
711 | IQVIA Holdings, Inc. (a) | 149,075 | ||||
2,555 | Maravai LifeSciences Holdings, Inc., Class A (a) | 42,413 | ||||
1,660 | Medpace Holdings, Inc. (a) | 368,487 | ||||
119 | Mettler-Toledo International, Inc. (a) | 150,527 | ||||
1,046 | Repligen Corp. (a) | 190,884 | ||||
522 | Thermo Fisher Scientific, Inc. | 268,292 | ||||
2,081,699 | ||||||
Machinery — 3.4% | ||||||
1,357 | AGCO Corp. | 168,499 | ||||
1,415 | Chart Industries, Inc. (a) | 315,375 | ||||
2,236 | Crane Holdings Co. | 224,360 | ||||
1,584 | Deere & Co. | 626,979 | ||||
5,096 | Energy Recovery, Inc. (a) | 131,120 | ||||
6,213 | Enerpac Tool Group Corp. | 157,872 | ||||
1,772 | EnPro Industries, Inc. | 188,718 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Machinery (Continued) | ||||||
3,992 | Franklin Electric Co., Inc. | $ | 327,104 | |||
2,176 | Graco, Inc. | 151,406 | ||||
730 | Helios Technologies, Inc. | 41,384 | ||||
2,647 | IDEX Corp. | 588,455 | ||||
2,138 | Illinois Tool Works, Inc. | 456,527 | ||||
8,929 | Ingersoll Rand, Inc. | 450,915 | ||||
664 | Kadant, Inc. | 118,159 | ||||
2,076 | Lincoln Electric Holdings, Inc. | 294,792 | ||||
1,051 | Lindsay Corp. | 177,934 | ||||
5,488 | Mueller Industries, Inc. | 343,768 | ||||
1,820 | Nordson Corp. | 409,500 | ||||
2,018 | Otis Worldwide Corp. | 142,552 | ||||
22,245 | Proterra, Inc. (a) | 138,809 | ||||
5,454,228 | ||||||
Marine — 0.2% | ||||||
4,294 | Kirby Corp. (a) | 299,507 | ||||
Media — 0.2% | ||||||
1,564 | Nexstar Media Group, Inc. | 267,913 | ||||
1,272 | TechTarget, Inc. (a) | 82,108 | ||||
350,021 | ||||||
Metals & Mining — 1.3% | ||||||
7,072 | ATI, Inc. (a) | 210,463 | ||||
9,686 | Cleveland-Cliffs, Inc. (a) | 125,821 | ||||
14,134 | Freeport-McMoRan, Inc. | 447,907 | ||||
2,352 | Materion Corp. | 201,590 | ||||
2,390 | MP Materials Corp. (a) | 71,796 | ||||
6,180 | Nucor Corp. | 811,928 | ||||
695 | Royal Gold, Inc. | 65,997 | ||||
6,617 | Warrior Met Coal, Inc. | 245,755 | ||||
2,181,257 | ||||||
Mortgage Real Estate Investment Trusts — 0.1% | ||||||
4,449 | Apollo Commercial Real Estate Finance, Inc. | 50,096 | ||||
3,211 | Arbor Realty Trust, Inc. | 44,215 | ||||
4,746 | MFA Financial, Inc. | 47,270 | ||||
141,581 | ||||||
Multiline Retail — 0.3% | ||||||
2,838 | Dollar Tree, Inc. (a) | 449,823 | ||||
3,098 | Franchise Group, Inc. | 94,024 | ||||
543,847 | ||||||
Multi-Utilities — 0.2% | ||||||
1,863 | Dominion Energy, Inc. | 130,354 | ||||
5,180 | NiSource, Inc. | 133,074 | ||||
263,428 | ||||||
Oil, Gas & Consumable Fuels — 15.3% | ||||||
14,213 | Antero Midstream Corp. | 151,368 | ||||
10,684 | Antero Resources Corp. (a) | 391,675 |
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Oil, Gas & Consumable Fuels (Continued) | ||||||
19,339 | APA Corp. | $ | 879,151 | |||
1,587 | Arch Resources, Inc. | 241,684 | ||||
3,164 | Callon Petroleum Co. (a) | 139,089 | ||||
3,985 | Cheniere Energy, Inc. | 702,994 | ||||
3,462 | Chesapeake Energy Corp. | 354,059 | ||||
4,602 | Chevron Corp. | 832,502 | ||||
5,684 | Civitas Resources, Inc. | 397,368 | ||||
9,694 | CNX Resources Corp. (a) | 162,956 | ||||
18,865 | Comstock Resources, Inc. (a) | 354,285 | ||||
6,461 | ConocoPhillips | 814,668 | ||||
2,926 | CONSOL Energy, Inc. | 184,397 | ||||
9,897 | Continental Resources, Inc. | 732,081 | ||||
25,313 | Coterra Energy, Inc. | 787,994 | ||||
6,494 | CVR Energy, Inc. | 253,656 | ||||
6,934 | Delek US Holdings, Inc. | 205,662 | ||||
3,781 | Denbury, Inc. (a) | 345,621 | ||||
10,996 | Devon Energy Corp. | 850,541 | ||||
5,489 | Diamondback Energy, Inc. | 862,377 | ||||
3,772 | DT Midstream, Inc. | 225,188 | ||||
15,275 | Earthstone Energy, Inc., Class A (a) (b) | 246,844 | ||||
2,172 | Enviva, Inc. | 129,973 | ||||
5,918 | EOG Resources, Inc. | 807,925 | ||||
16,225 | EQT Corp. | 678,854 | ||||
14,810 | Equitrans Midstream Corp. | 124,700 | ||||
7,573 | Exxon Mobil Corp. | 839,164 | ||||
2,131 | Gulfport Energy Corp. (a) | 190,746 | ||||
6,067 | Hess Corp. | 855,932 | ||||
5,357 | International Seaways, Inc. | 227,190 | ||||
31,788 | Kinder Morgan, Inc. | 575,999 | ||||
2,310 | Kinetik Holdings, Inc. (b) | 84,962 | ||||
29,119 | Kosmos Energy Ltd. (a) | 188,982 | ||||
2,395 | Laredo Petroleum, Inc. (a) | 154,837 | ||||
13,172 | Magnolia Oil & Gas Corp., Class A | 338,257 | ||||
29,282 | Marathon Oil Corp. | 891,637 | ||||
6,668 | Matador Resources Co. | 443,089 | ||||
9,275 | Murphy Oil Corp. | 449,930 | ||||
6,865 | Northern Oil and Gas, Inc. | 234,371 | ||||
10,760 | Occidental Petroleum Corp. | 781,176 | ||||
10,323 | ONEOK, Inc. | 612,360 | ||||
14,374 | Ovintiv, Inc. | 728,043 | ||||
4,515 | PDC Energy, Inc. | 325,712 | ||||
3,054 | Pioneer Natural Resources Co. | 783,076 | ||||
12,913 | Range Resources Corp. | 367,762 | ||||
8,673 | SM Energy Co. | 390,112 | ||||
53,298 | Southwestern Energy Co. (a) | 369,355 | ||||
11,302 | Talos Energy, Inc. (a) | 240,507 | ||||
10,958 | Targa Resources Corp. | 749,198 | ||||
15,450 | Tellurian, Inc. (a) | 41,715 | ||||
372 | Texas Pacific Land Corp. | 857,040 | ||||
6,188 | Valero Energy Corp. | 776,903 | ||||
18,475 | Williams (The) Cos., Inc. | 604,687 | ||||
24,960,354 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Paper & Forest Products — 0.2% | ||||||
5,098 | Louisiana-Pacific Corp. | $ | 288,802 | |||
Personal Products — 0.4% | ||||||
6,384 | Beauty Health (The) Co. (a) | 72,969 | ||||
3,652 | BellRing Brands, Inc. (a) | 88,451 | ||||
5,002 | elf Beauty, Inc. (a) | 216,387 | ||||
1,995 | Inter Parfums, Inc. | 161,356 | ||||
695 | Medifast, Inc. | 81,308 | ||||
620,471 | ||||||
Pharmaceuticals — 2.2% | ||||||
3,942 | Amphastar Pharmaceuticals, Inc. (a) | 121,808 | ||||
1,692 | Arvinas, Inc. (a) | 84,109 | ||||
7,441 | Bristol-Myers Squibb Co. | 576,454 | ||||
5,872 | Corcept Therapeutics, Inc. (a) | 167,939 | ||||
1,195 | Eli Lilly & Co. | 432,698 | ||||
2,501 | Harmony Biosciences Holdings, Inc. (a) | 130,052 | ||||
2,804 | Intra-Cellular Therapies, Inc. (a) | 128,059 | ||||
1,468 | Jazz Pharmaceuticals PLC (a) | 211,084 | ||||
1,619 | Johnson & Johnson | 281,658 | ||||
6,142 | Merck & Co., Inc. | 621,570 | ||||
1,415 | Pacira BioSciences, Inc. (a) | 73,240 | ||||
12,087 | Pfizer, Inc. | 562,650 | ||||
14,616 | SIGA Technologies, Inc. (b) | 134,321 | ||||
3,525,642 | ||||||
Professional Services — 1.1% | ||||||
4,399 | CBIZ, Inc. (a) | 218,366 | ||||
5,546 | CoStar Group, Inc. (a) | 458,765 | ||||
744 | Exponent, Inc. | 70,874 | ||||
1,575 | FTI Consulting, Inc. (a) | 245,117 | ||||
2,841 | Huron Consulting Group, Inc. (a) | 209,183 | ||||
6,038 | KBR, Inc. | 300,511 | ||||
6,280 | Sterling Check Corp. (a) | 122,648 | ||||
755 | Verisk Analytics, Inc. | 138,037 | ||||
1,763,501 | ||||||
Real Estate Management & Development — 0.1% | ||||||
6,715 | eXp World Holdings, Inc. (b) | 88,705 | ||||
2,388 | Kennedy-Wilson Holdings, Inc. | 39,665 | ||||
1,153 | St. Joe (The) Co. | 40,966 | ||||
169,336 | ||||||
Road & Rail — 2.1% | ||||||
2,587 | ArcBest Corp. | 205,485 | ||||
2,197 | Avis Budget Group, Inc. (a) | 519,503 | ||||
9,928 | CSX Corp. | 288,508 | ||||
16,029 | Hertz Global Holdings, Inc. (a) | 294,934 | ||||
2,259 | Landstar System, Inc. | 352,901 | ||||
4,953 | Lyft, Inc., Class A (a) | 72,512 | ||||
1,261 | Norfolk Southern Corp. | 287,596 | ||||
1,553 | Old Dominion Freight Line, Inc. | 426,454 | ||||
1,030 | Saia, Inc. (a) | 204,826 |
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Road & Rail (Continued) | ||||||
4,859 | TuSimple Holdings, Inc., Class A (a) | $ | 16,666 | |||
19,960 | Uber Technologies, Inc. (a) | 530,337 | ||||
1,358 | Union Pacific Corp. | 267,716 | ||||
3,467,438 | ||||||
Semiconductors & Semiconductor Equipment — 3.4% | ||||||
2,986 | Allegro MicroSystems, Inc. (a) | 75,874 | ||||
1,898 | Analog Devices, Inc. | 270,693 | ||||
1,572 | Applied Materials, Inc. | 138,792 | ||||
3,107 | Axcelis Technologies, Inc. (a) | 180,206 | ||||
290 | Broadcom, Inc. | 136,335 | ||||
2,845 | Cirrus Logic, Inc. (a) | 190,956 | ||||
2,383 | Enphase Energy, Inc. (a) | 731,581 | ||||
2,351 | Impinj, Inc. (a) | 269,495 | ||||
874 | KLA Corp. | 276,577 | ||||
1,326 | Lattice Semiconductor Corp. (a) | 64,324 | ||||
2,519 | MACOM Technology Solutions Holdings, Inc. (a) | 145,775 | ||||
3,001 | Marvell Technology, Inc. | 119,080 | ||||
2,308 | MaxLinear, Inc. (a) | 71,271 | ||||
6,329 | Microchip Technology, Inc. | 390,752 | ||||
354 | Monolithic Power Systems, Inc. | 120,165 | ||||
2,619 | NXP Semiconductors N.V. | 382,584 | ||||
10,608 | ON Semiconductor Corp. (a) | 651,649 | ||||
2,037 | Onto Innovation, Inc. (a) | 136,153 | ||||
7,577 | Photronics, Inc. (a) | 122,899 | ||||
2,341 | QUALCOMM, Inc. | 275,442 | ||||
5,922 | Rambus, Inc. (a) | 178,608 | ||||
1,057 | Silicon Laboratories, Inc. (a) | 121,470 | ||||
1,709 | Texas Instruments, Inc. | 274,517 | ||||
1,894 | Wolfspeed, Inc. (a) | 149,153 | ||||
5,474,351 | ||||||
Software — 5.2% | ||||||
5,323 | Adeia, Inc. | 59,511 | ||||
2,720 | Agilysys, Inc. (a) | 174,542 | ||||
3,017 | Alarm.com Holdings, Inc. (a) | 177,520 | ||||
7,361 | Alkami Technology, Inc. (a) | 116,672 | ||||
1,984 | Alteryx, Inc., Class A (a) | 96,680 | ||||
1,058 | Appfolio, Inc., Class A (a) | 132,642 | ||||
1,661 | Asana, Inc., Class A (a) | 34,217 | ||||
1,416 | Autodesk, Inc. (a) | 303,449 | ||||
973 | Bill.com Holdings, Inc. (a) | 129,759 | ||||
838 | Blackbaud, Inc. (a) | 45,839 | ||||
8,024 | Box, Inc., Class A (a) | 233,097 | ||||
3,237 | Cadence Design Systems, Inc. (a) | 490,049 | ||||
4,846 | Clear Secure, Inc., Class A (a) | 130,939 | ||||
696 | CommVault Systems, Inc. (a) | 42,380 | ||||
1,554 | Confluent, Inc., Class A (a) | 41,772 | ||||
781 | Crowdstrike Holdings, Inc., Class A (a) | 125,897 | ||||
2,563 | Digital Turbine, Inc. (a) | 37,420 | ||||
9,541 | DoubleVerify Holdings, Inc. (a) | 278,883 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Software (Continued) | ||||||
6,297 | Dropbox, Inc., Class A (a) | $ | 136,960 | |||
909 | Elastic N.V. (a) | 58,131 | ||||
317 | Fair Isaac Corp. (a) | 151,792 | ||||
2,621 | Fortinet, Inc. (a) | 149,816 | ||||
2,847 | Freshworks, Inc., Class A (a) | 38,691 | ||||
914 | InterDigital, Inc. | 45,581 | ||||
683 | Intuit, Inc. | 291,983 | ||||
1,666 | Jamf Holding Corp. (a) | 39,434 | ||||
1,471 | Manhattan Associates, Inc. (a) | 178,977 | ||||
7,028 | Marathon Digital Holdings, Inc. (a) (b) | 92,137 | ||||
4,624 | MeridianLink, Inc. (a) | 83,232 | ||||
174 | MicroStrategy, Inc., Class A (a) (b) | 46,547 | ||||
12,002 | N-able, Inc. (a) | 129,982 | ||||
1,913 | nCino, Inc. (a) | 60,221 | ||||
3,411 | New Relic, Inc. (a) | 202,068 | ||||
5,318 | Nutanix, Inc., Class A (a) | 145,713 | ||||
1,601 | PagerDuty, Inc. (a) | 39,929 | ||||
2,358 | Palo Alto Networks, Inc. (a) | 404,609 | ||||
1,171 | Paycom Software, Inc. (a) | 405,166 | ||||
6,621 | Paycor HCM, Inc. (a) | 201,742 | ||||
1,080 | Paylocity Holding Corp. (a) | 250,333 | ||||
9,020 | PowerSchool Holdings, Inc., Class A (a) | 180,400 | ||||
2,637 | Procore Technologies, Inc. (a) | 144,138 | ||||
2,603 | Progress Software Corp. | 132,831 | ||||
3,693 | PTC, Inc. (a) | 435,146 | ||||
1,872 | Qualys, Inc. (a) | 266,872 | ||||
2,552 | SentinelOne, Inc., Class A (a) | 58,288 | ||||
1,899 | Smartsheet, Inc., Class A (a) | 66,313 | ||||
8,164 | Sprinklr, Inc., Class A (a) | 75,517 | ||||
609 | Sprout Social, Inc., Class A (a) | 36,741 | ||||
1,050 | SPS Commerce, Inc. (a) | 132,846 | ||||
1,264 | Synopsys, Inc. (a) | 369,783 | ||||
1,112 | Tyler Technologies, Inc. (a) | 359,543 | ||||
846 | Workday, Inc., Class A (a) | 131,824 | ||||
968 | Workiva, Inc. (a) | 75,320 | ||||
783 | Zscaler, Inc. (a) | 120,660 | ||||
8,390,534 | ||||||
Specialty Retail — 3.3% | ||||||
309 | AutoZone, Inc. (a) | 782,660 | ||||
1,288 | Boot Barn Holdings, Inc. (a) | 73,158 | ||||
3,117 | Dick’s Sporting Goods, Inc. | 354,590 | ||||
1,422 | Five Below, Inc. (a) | 208,110 | ||||
3,714 | Floor & Decor Holdings, Inc., Class A (a) | 272,496 | ||||
5,192 | GameStop Corp., Class A (a) (b) | 146,986 | ||||
1,917 | Home Depot (The), Inc. | 567,681 | ||||
7,531 | Leslie’s, Inc. (a) | 105,735 | ||||
2,816 | Lowe’s Cos., Inc. | 548,979 | ||||
1,186 | Murphy USA, Inc. | 373,009 | ||||
940 | O’Reilly Automotive, Inc. (a) | 786,940 | ||||
2,078 | Tractor Supply Co. | 456,682 | ||||
1,648 | Ulta Beauty, Inc. (a) | 691,122 |
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Specialty Retail (Continued) | ||||||
2,768 | Warby Parker, Inc., Class A (a) | $ | 44,426 | |||
5,412,574 | ||||||
Technology Hardware, Storage & Peripherals — 0.6% | ||||||
2,795 | Apple, Inc. | 428,585 | ||||
3,236 | Avid Technology, Inc. (a) | 88,958 | ||||
9,534 | Pure Storage, Inc., Class A (a) | 294,219 | ||||
3,417 | Super Micro Computer, Inc. (a) | 237,789 | ||||
1,049,551 | ||||||
Textiles, Apparel & Luxury Goods — 0.3% | ||||||
3,296 | Kontoor Brands, Inc. | 117,667 | ||||
2,096 | Oxford Industries, Inc. | 213,226 | ||||
4,154 | Steven Madden Ltd. | 124,080 | ||||
454,973 | ||||||
Thrifts & Mortgage Finance — 0.0% | ||||||
3,562 | Columbia Financial, Inc. (a) | 73,163 | ||||
Tobacco — 0.2% | ||||||
3,189 | Altria Group, Inc. | 147,555 | ||||
1,551 | Philip Morris International, Inc. | 142,460 | ||||
8,544 | Vector Group Ltd. | 90,737 | ||||
380,752 | ||||||
Trading Companies & Distributors — 1.7% | ||||||
3,174 | Applied Industrial Technologies, Inc. | 394,782 | ||||
14,344 | Core & Main, Inc., Class A (a) | 338,232 | ||||
25,823 | Custom Truck One Source, Inc. (a) | 178,953 | ||||
5,745 | Fastenal Co. | 277,656 | ||||
3,763 | GMS, Inc. (a) | 177,614 | ||||
1,256 | Herc Holdings, Inc. | 147,718 | ||||
8,606 | Univar Solutions, Inc. (a) | 219,281 | ||||
1,352 | W.W. Grainger, Inc. | 790,041 | ||||
1,014 | Watsco, Inc. | 274,753 | ||||
2,799,030 | ||||||
Water Utilities — 0.3% | ||||||
966 | American States Water Co. | 87,384 | ||||
1,429 | California Water Service Group | 88,684 | ||||
3,112 | Essential Utilities, Inc. | 137,612 | ||||
478 | Middlesex Water Co. | 42,767 | ||||
1,307 | SJW Group | 92,379 | ||||
448,826 | ||||||
Total Common Stocks — 99.9% | 162,395,862 | |||||
(Cost $146,323,006) | ||||||
Shares | Description | Value | ||||
Money Market Funds — 0.4% | ||||||
714,656 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 3.03% (d) (e) | $ | 714,656 | |||
(Cost $714,656) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.7% | |||||||
$ | 1,125,330 | BNP Paribas S.A., 2.93% (d), dated 10/31/22, due 11/01/22, with a maturity value of $1,125,422. Collateralized by U.S. Treasury Note, interest rate of 2.75%, due 05/31/29. The value of the collateral including accrued interest is $1,146,756. (e) | 1,125,330 | ||||
(Cost $1,125,330) | |||||||
Total Investments — 101.0% | 164,235,848 | ||||||
(Cost $148,162,992) | |||||||
Net Other Assets and Liabilities — (1.0)% | (1,597,226 | ) | |||||
Net Assets — 100.0% | $ | 162,638,622 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $1,794,624 and the total value of the collateral held by the Fund is $1,839,986. |
(c) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended. |
(d) | Rate shown reflects yield as of October 31, 2022. |
(e) | This security serves as collateral for securities on loan. |
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 162,395,862 | $ | 162,395,862 | $ | — | $ | — | ||||||||
Money Market Funds | 714,656 | 714,656 | — | — | ||||||||||||
Repurchase Agreements | 1,125,330 | — | 1,125,330 | — | ||||||||||||
Total Investments | $ | 164,235,848 | $ | 163,110,518 | $ | 1,125,330 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Mid Cap Value AlphaDEX® Fund (FNK) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.8% | ||||||
Aerospace & Defense — 0.5% | ||||||
6,048 | BWX Technologies, Inc. | $ | 344,615 | |||
2,188 | Curtiss-Wright Corp. | 367,212 | ||||
1,376 | Huntington Ingalls Industries, Inc. | 353,728 | ||||
1,065,555 | ||||||
Air Freight & Logistics — 0.3% | ||||||
17,377 | GXO Logistics, Inc. (a) | 634,956 | ||||
Airlines — 0.3% | ||||||
15,561 | Alaska Air Group, Inc. (a) | 691,842 | ||||
Auto Components — 2.6% | ||||||
38,803 | BorgWarner, Inc. | 1,456,277 | ||||
25,558 | Gentex Corp. | 677,032 | ||||
150,953 | Goodyear Tire & Rubber (The) Co. (a) | 1,917,103 | ||||
15,012 | LCI Industries | 1,592,923 | ||||
2,547 | Lear Corp. | 353,294 | ||||
5,996,629 | ||||||
Automobiles — 0.8% | ||||||
21,768 | Thor Industries, Inc. | 1,773,439 | ||||
Banks — 4.9% | ||||||
23,101 | Bank OZK | 992,881 | ||||
3,429 | BOK Financial Corp. | 377,841 | ||||
11,988 | Cadence Bank | 331,468 | ||||
4,286 | Comerica, Inc. | 302,163 | ||||
4,537 | East West Bancorp, Inc. | 324,713 | ||||
52,519 | F.N.B. Corp. | 758,899 | ||||
384 | First Citizens BancShares, Inc., Class A | 315,694 | ||||
19,951 | Hancock Whitney Corp. | 1,114,662 | ||||
18,494 | Old National Bancorp | 361,743 | ||||
7,515 | Pinnacle Financial Partners, Inc. | 623,670 | ||||
12,680 | Popular, Inc. | 896,730 | ||||
9,140 | Prosperity Bancshares, Inc. | 654,150 | ||||
24,366 | Synovus Financial Corp. | 970,985 | ||||
3,612 | UMB Financial Corp. | 300,591 | ||||
8,521 | United Bankshares, Inc. | 360,864 | ||||
9,202 | United Community Banks, Inc. | 354,277 | ||||
56,409 | Valley National Bancorp | 669,575 | ||||
6,737 | Webster Financial Corp. | 365,550 | ||||
7,470 | Wintrust Financial Corp. | 699,341 | ||||
5,987 | Zions Bancorp N.A. | 310,965 | ||||
11,086,762 | ||||||
Beverages — 0.6% | ||||||
25,390 | Molson Coors Beverage Co., Class B | 1,280,418 | ||||
Biotechnology — 0.8% | ||||||
78,997 | Vir Biotechnology, Inc. (a) | 1,736,354 | ||||
Building Products — 1.7% | ||||||
17,024 | Fortune Brands Home & Security, Inc. | 1,026,888 | ||||
1,370 | Lennox International, Inc. | 319,991 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Building Products (Continued) | ||||||
15,504 | Owens Corning | $ | 1,327,297 | |||
16,884 | UFP Industries, Inc. | 1,202,647 | ||||
3,876,823 | ||||||
Capital Markets — 4.0% | ||||||
10,894 | Affiliated Managers Group, Inc. | 1,352,599 | ||||
14,813 | Evercore, Inc., Class A | 1,556,846 | ||||
111,173 | Invesco Ltd. | 1,703,170 | ||||
41,302 | Jefferies Financial Group, Inc. | 1,421,202 | ||||
28,712 | Lazard Ltd., Class A | 1,082,730 | ||||
18,634 | SEI Investments Co. | 1,011,826 | ||||
17,604 | Stifel Financial Corp. | 1,089,160 | ||||
9,217,533 | ||||||
Chemicals — 3.2% | ||||||
40,212 | Avient Corp. | 1,386,912 | ||||
49,433 | Chemours (The) Co. | 1,415,267 | ||||
18,721 | Element Solutions, Inc. | 322,001 | ||||
10,138 | H.B. Fuller Co. | 706,720 | ||||
62,068 | Huntsman Corp. | 1,660,939 | ||||
35,521 | Olin Corp. | 1,880,837 | ||||
7,372,676 | ||||||
Communications Equipment — 0.3% | ||||||
11,662 | Juniper Networks, Inc. | 356,857 | ||||
4,442 | Lumentum Holdings, Inc. (a) | 330,707 | ||||
687,564 | ||||||
Construction & Engineering — 1.1% | ||||||
22,958 | API Group Corp. (a) | 378,577 | ||||
3,130 | Comfort Systems USA, Inc. | 385,866 | ||||
2,636 | EMCOR Group, Inc. | 371,940 | ||||
9,595 | MasTec, Inc. (a) | 739,583 | ||||
22,274 | MDU Resources Group, Inc. | 634,364 | ||||
2,510,330 | ||||||
Consumer Finance — 2.4% | ||||||
43,780 | Ally Financial, Inc. | 1,206,577 | ||||
12,457 | FirstCash Holdings, Inc. | 1,226,392 | ||||
51,597 | OneMain Holdings, Inc. | 1,989,580 | ||||
65,323 | SLM Corp. | 1,083,708 | ||||
5,506,257 | ||||||
Containers & Packaging — 2.5% | ||||||
26,184 | Berry Global Group, Inc. (a) | 1,239,027 | ||||
20,452 | Greif, Inc., Class A | 1,354,127 | ||||
14,491 | Silgan Holdings, Inc. | 686,294 | ||||
10,737 | Sonoco Products Co. | 666,553 | ||||
49,310 | Westrock Co. | 1,679,498 | ||||
5,625,499 | ||||||
Diversified Consumer Services — 0.3% | ||||||
81,340 | ADT, Inc. (b) | 688,136 |
First Trust Mid Cap Value AlphaDEX® Fund (FNK) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Diversified Financial Services — 0.5% | ||||||
23,120 | Equitable Holdings, Inc. | $ | 707,935 | |||
5,037 | Voya Financial, Inc. | 344,329 | ||||
1,052,264 | ||||||
Diversified Telecommunication Services — 1.2% | ||||||
52,008 | Frontier Communications Parent, Inc. (a) | 1,218,027 | ||||
209,216 | Lumen Technologies, Inc. | 1,539,830 | ||||
2,757,857 | ||||||
Electric Utilities — 2.6% | ||||||
24,343 | ALLETE, Inc. | 1,369,781 | ||||
8,787 | Hawaiian Electric Industries, Inc. | 334,257 | ||||
3,074 | IDACORP, Inc. | 321,848 | ||||
39,802 | NRG Energy, Inc. | 1,767,209 | ||||
18,889 | Pinnacle West Capital Corp. | 1,269,530 | ||||
21,030 | Portland General Electric Co. | 945,088 | ||||
6,007,713 | ||||||
Electrical Equipment — 0.5% | ||||||
3,870 | Acuity Brands, Inc. | 710,416 | ||||
2,170 | Regal Rexnord Corp. | 274,592 | ||||
11,040 | Sunrun, Inc. (a) | 248,510 | ||||
1,233,518 | ||||||
Electronic Equipment, Instruments & Components — 3.2% | ||||||
16,521 | Arrow Electronics, Inc. (a) | 1,672,917 | ||||
42,165 | Avnet, Inc. | 1,694,611 | ||||
17,482 | Coherent Corp. (a) | 587,570 | ||||
10,833 | IPG Photonics Corp. (a) | 927,955 | ||||
11,255 | TD SYNNEX Corp. | 1,029,945 | ||||
72,919 | Vontier Corp. | 1,392,753 | ||||
7,305,751 | ||||||
Equity Real Estate Investment Trusts — 4.1% | ||||||
31,549 | Apartment Income REIT Corp. | 1,212,428 | ||||
58,846 | Broadstone Net Lease, Inc. | 1,008,620 | ||||
52,183 | Cousins Properties, Inc. | 1,239,868 | ||||
16,988 | Douglas Emmett, Inc. | 298,819 | ||||
22,596 | Highwoods Properties, Inc. | 637,885 | ||||
128,423 | Medical Properties Trust, Inc. | 1,470,443 | ||||
20,657 | Omega Healthcare Investors, Inc. | 656,480 | ||||
54,107 | Park Hotels & Resorts, Inc. | 707,720 | ||||
60,764 | Physicians Realty Trust | 915,106 | ||||
23,218 | Sabra Health Care REIT, Inc. | 317,158 | ||||
39,456 | Vornado Realty Trust | 930,767 | ||||
9,395,294 | ||||||
Food & Staples Retailing — 0.3% | ||||||
1,504 | Casey’s General Stores, Inc. | 349,996 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Food & Staples Retailing (Continued) | ||||||
11,523 | US Foods Holding Corp. (a) | $ | 342,924 | |||
692,920 | ||||||
Food Products — 1.6% | ||||||
11,349 | Ingredion, Inc. | 1,011,423 | ||||
14,877 | Post Holdings, Inc. (a) | 1,345,178 | ||||
357 | Seaboard Corp. | 1,337,458 | ||||
3,694,059 | ||||||
Gas Utilities — 1.0% | ||||||
8,735 | Southwest Gas Holdings, Inc. | 638,266 | ||||
47,109 | UGI Corp. | 1,664,361 | ||||
2,302,627 | ||||||
Health Care Equipment & Supplies — 0.7% | ||||||
32,232 | DENTSPLY SIRONA, Inc. | 993,390 | ||||
3,024 | Teleflex, Inc. | 648,830 | ||||
1,642,220 | ||||||
Health Care Providers & Services — 2.1% | ||||||
3,680 | DaVita, Inc. (a) | 268,677 | ||||
13,471 | Encompass Health Corp. | 733,361 | ||||
9,264 | Henry Schein, Inc. (a) | 634,213 | ||||
8,975 | Premier, Inc., Class A | 313,048 | ||||
13,786 | Select Medical Holdings Corp. | 354,024 | ||||
11,810 | Tenet Healthcare Corp. (a) | 523,892 | ||||
17,273 | Universal Health Services, Inc., Class B | 2,001,423 | ||||
4,828,638 | ||||||
Hotels, Restaurants & Leisure — 0.6% | ||||||
2,499 | Marriott Vacations Worldwide Corp. | 369,252 | ||||
33,222 | Penn Entertainment, Inc. (a) | 1,099,648 | ||||
1,468,900 | ||||||
Household Durables — 4.5% | ||||||
27,511 | Leggett & Platt, Inc. | 928,496 | ||||
16,705 | Mohawk Industries, Inc. (a) | 1,582,799 | ||||
87,722 | Newell Brands, Inc. | 1,211,441 | ||||
40,615 | PulteGroup, Inc. | 1,624,194 | ||||
65,315 | Taylor Morrison Home Corp. (a) | 1,720,397 | ||||
36,266 | Toll Brothers, Inc. | 1,562,339 | ||||
3,696 | TopBuild Corp. (a) | 628,838 | ||||
6,780 | Whirlpool Corp. | 937,267 | ||||
10,195,771 | ||||||
Insurance — 5.0% | ||||||
32,679 | American Equity Investment Life Holding Co. | 1,407,811 | ||||
2,478 | American Financial Group, Inc. | 359,583 | ||||
18,865 | Assured Guaranty Ltd. | 1,116,619 |
First Trust Mid Cap Value AlphaDEX® Fund (FNK) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Insurance (Continued) | ||||||
18,592 | Axis Capital Holdings Ltd. | $ | 1,016,425 | |||
2,319 | Everest Re Group Ltd. | 748,248 | ||||
33,662 | Fidelity National Financial, Inc. | 1,325,609 | ||||
33,040 | First American Financial Corp. | 1,665,216 | ||||
2,377 | Hanover Insurance Group (The), Inc. | 348,207 | ||||
13,872 | Lincoln National Corp. | 747,285 | ||||
58,217 | Old Republic International Corp. | 1,351,217 | ||||
31,406 | Unum Group | 1,431,799 | ||||
11,518,019 | ||||||
Interactive Media & Services — 0.6% | ||||||
17,794 | Ziff Davis, Inc. (a) | 1,377,078 | ||||
IT Services — 1.3% | ||||||
49,775 | DXC Technology Co. (a) | 1,431,031 | ||||
5,265 | Maximus, Inc. | 324,693 | ||||
6,876 | TTEC Holdings, Inc. | 305,776 | ||||
67,695 | Western Union (The) Co. | 914,559 | ||||
2,976,059 | ||||||
Leisure Products — 1.4% | ||||||
18,615 | Brunswick Corp. | 1,315,522 | ||||
9,038 | Hasbro, Inc. | 589,730 | ||||
3,182 | Polaris, Inc. | 323,291 | ||||
47,446 | Topgolf Callaway Brands Corp. (a) | 888,189 | ||||
3,116,732 | ||||||
Life Sciences Tools & Services — 0.3% | ||||||
12,924 | Syneos Health, Inc. (a) | 651,111 | ||||
Machinery — 2.7% | ||||||
27,072 | Allison Transmission Holdings, Inc. | 1,143,792 | ||||
6,219 | Donaldson Co., Inc. | 357,281 | ||||
9,322 | ITT, Inc. | 712,108 | ||||
4,753 | Middleby (The) Corp. (a) | 664,755 | ||||
8,666 | Oshkosh Corp. | 762,608 | ||||
4,538 | Snap-on, Inc. | 1,007,663 | ||||
15,477 | Timken (The) Co. | 1,103,355 | ||||
2,421 | Watts Water Technologies, Inc., Class A | 354,337 | ||||
6,105,899 | ||||||
Marine — 0.8% | ||||||
24,756 | Matson, Inc. | 1,821,546 | ||||
Media — 1.6% | ||||||
110,132 | DISH Network Corp., Class A (a) | 1,642,068 | ||||
23,796 | Interpublic Group of (The) Cos., Inc. | 708,883 | ||||
10,595 | New York Times (The) Co., Class A | 306,831 | ||||
60,481 | News Corp., Class A | 1,020,315 | ||||
3,678,097 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Metals & Mining — 3.1% | ||||||
45,250 | Alcoa Corp. | $ | 1,766,107 | |||
42,925 | Commercial Metals Co. | 1,953,088 | ||||
8,733 | Reliance Steel & Aluminum Co. | 1,759,525 | ||||
84,055 | United States Steel Corp. | 1,711,360 | ||||
7,190,080 | ||||||
Mortgage Real Estate Investment Trusts — 1.9% | ||||||
88,759 | Annaly Capital Management, Inc. | 1,646,479 | ||||
208,076 | Rithm Capital Corp. | 1,754,081 | ||||
50,154 | Starwood Property Trust, Inc. | 1,036,182 | ||||
4,436,742 | ||||||
Multiline Retail — 2.2% | ||||||
60,562 | Kohl’s Corp. | 1,813,832 | ||||
97,198 | Macy’s, Inc. | 2,026,578 | ||||
54,625 | Nordstrom, Inc. | 1,111,073 | ||||
4,951,483 | ||||||
Multi-Utilities — 0.3% | ||||||
8,994 | Black Hills Corp. | 587,938 | ||||
Oil, Gas & Consumable Fuels — 3.0% | ||||||
39,634 | California Resources Corp. | 1,787,890 | ||||
8,906 | Chord Energy Corp. | 1,363,420 | ||||
28,289 | HF Sinclair Corp. | 1,730,438 | ||||
43,318 | PBF Energy, Inc., Class A (a) | 1,916,821 | ||||
6,798,569 | ||||||
Personal Products — 0.3% | ||||||
96,402 | Coty, Inc., Class A (a) | 646,857 | ||||
Pharmaceuticals — 1.2% | ||||||
24,545 | Elanco Animal Health, Inc. (a) | 323,748 | ||||
39,056 | Organon & Co. | 1,022,486 | ||||
143,013 | Viatris, Inc. | 1,448,722 | ||||
2,794,956 | ||||||
Professional Services — 2.6% | ||||||
83,119 | Alight, Inc., Class A (a) | 689,056 | ||||
10,115 | ASGN, Inc. (a) | 857,550 | ||||
2,336 | CACI International, Inc., Class A (a) | 710,214 | ||||
25,951 | Korn Ferry | 1,442,616 | ||||
14,128 | ManpowerGroup, Inc. | 1,106,788 | ||||
7,965 | Robert Half International, Inc. | 609,004 | ||||
8,553 | TriNet Group, Inc. (a) | 555,774 | ||||
5,971,002 | ||||||
Real Estate Management & Development — 1.0% | ||||||
16,500 | Howard Hughes (The) Corp. (a) | 1,012,275 | ||||
8,067 | Jones Lang LaSalle, Inc. (a) | 1,283,379 | ||||
2,295,654 | ||||||
Road & Rail — 2.4% | ||||||
2,392 | AMERCO | 1,375,855 |
First Trust Mid Cap Value AlphaDEX® Fund (FNK) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Road & Rail (Continued) | ||||||
31,127 | Knight-Swift Transportation Holdings, Inc. | $ | 1,495,030 | |||
20,177 | Ryder System, Inc. | 1,624,450 | ||||
20,526 | XPO Logistics, Inc. (a) | 1,062,015 | ||||
5,557,350 | ||||||
Semiconductors & Semiconductor Equipment — 2.7% | ||||||
89,331 | Amkor Technology, Inc. | 1,857,191 | ||||
18,772 | Diodes, Inc. (a) | 1,345,389 | ||||
14,748 | MKS Instruments, Inc. | 1,211,548 | ||||
15,344 | Qorvo, Inc. (a) | 1,320,812 | ||||
6,153 | Synaptics, Inc. (a) | 545,156 | ||||
6,280,096 | ||||||
Software — 0.3% | ||||||
32,050 | NCR Corp. (a) | 681,383 | ||||
Specialty Retail — 4.4% | ||||||
28,885 | Academy Sports & Outdoors, Inc. | 1,271,807 | ||||
10,078 | Asbury Automotive Group, Inc. (a) | 1,589,805 | ||||
11,962 | AutoNation, Inc. (a) | 1,271,680 | ||||
28,035 | Bath & Body Works, Inc. | 935,808 | ||||
7,100 | Lithia Motors, Inc. | 1,406,865 | ||||
12,382 | Penske Automotive Group, Inc. | 1,382,079 | ||||
3,712 | RH (a) | 942,588 | ||||
10,341 | Williams-Sonoma, Inc. | 1,280,526 | ||||
10,081,158 | ||||||
Technology Hardware, Storage & Peripherals — 0.3% | ||||||
17,829 | Dell Technologies, Inc., Class C | 684,634 | ||||
Textiles, Apparel & Luxury Goods — 4.4% | ||||||
13,580 | Columbia Sportswear Co. | 1,011,710 | ||||
13,309 | Crocs, Inc. (a) | 941,612 | ||||
974 | Deckers Outdoor Corp. (a) | 340,832 | ||||
131,303 | Hanesbrands, Inc. | 895,486 | ||||
33,999 | PVH Corp. | 1,744,829 | ||||
10,763 | Ralph Lauren Corp. | 997,622 | ||||
48,019 | Skechers U.S.A., Inc., Class A (a) | 1,653,294 | ||||
32,147 | Tapestry, Inc. | 1,018,417 | ||||
183,233 | Under Armour, Inc., Class A (a) | 1,365,086 | ||||
9,968,888 | ||||||
Thrifts & Mortgage Finance — 3.3% | ||||||
43,677 | Essent Group Ltd. | 1,728,736 | ||||
118,807 | MGIC Investment Corp. | 1,621,715 | ||||
142,848 | New York Community Bancorp, Inc. (b) | 1,329,915 | ||||
78,957 | Radian Group, Inc. | 1,647,832 | ||||
14,554 | Walker & Dunlop, Inc. | 1,309,278 | ||||
7,637,476 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Trading Companies & Distributors — 3.5% | ||||||
39,294 | Air Lease Corp. | $ | 1,386,685 | |||
16,703 | Beacon Roofing Supply, Inc. (a) | 941,214 | ||||
10,730 | GATX Corp. | 1,123,538 | ||||
8,365 | MSC Industrial Direct Co., Inc., Class A | 694,128 | ||||
5,849 | SiteOne Landscape Supply, Inc. (a) | 677,724 | ||||
27,832 | Triton International Ltd. | 1,689,124 | ||||
10,210 | WESCO International, Inc. (a) | 1,406,632 | ||||
7,919,045 | ||||||
Total Common Stocks — 99.8% | 228,056,157 | |||||
(Cost $240,401,092) | ||||||
Money Market Funds — 0.2% | ||||||
541,035 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 3.03% (c) (d) | 541,035 | ||||
(Cost $541,035) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.4% | |||||||
$ | 851,940 | BNP Paribas S.A., 2.93% (c), dated 10/31/22, due 11/01/22, with a maturity value of $852,009. Collateralized by U.S. Treasury Note, interest rate of 2.75%, due 05/31/29. The value of the collateral including accrued interest is $868,160. (d) | 851,940 | ||||
(Cost $851,940) | |||||||
Total Investments — 100.4% | 229,449,132 | ||||||
(Cost $241,794,067) | |||||||
Net Other Assets and Liabilities — (0.4)% | (932,585 | ) | |||||
Net Assets — 100.0% | $ | 228,516,547 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $1,342,660 and the total value of the collateral held by the Fund is $1,392,975. |
(c) | Rate shown reflects yield as of October 31, 2022. |
(d) | This security serves as collateral for securities on loan. |
First Trust Mid Cap Value AlphaDEX® Fund (FNK) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 228,056,157 | $ | 228,056,157 | $ | — | $ | — | ||||||||
Money Market Funds | 541,035 | 541,035 | — | — | ||||||||||||
Repurchase Agreements | 851,940 | — | 851,940 | — | ||||||||||||
Total Investments | $ | 229,449,132 | $ | 228,597,192 | $ | 851,940 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Mid Cap Growth AlphaDEX® Fund (FNY) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Aerospace & Defense — 0.3% | ||||||
6,153 | Axon Enterprise, Inc. (a) | $ | 894,892 | |||
Airlines — 1.0% | ||||||
88,729 | American Airlines Group, Inc. (a) | 1,258,177 | ||||
32,840 | United Airlines Holdings, Inc. (a) | 1,414,747 | ||||
2,672,924 | ||||||
Auto Components — 1.0% | ||||||
9,006 | Fox Factory Holding Corp. (a) | 791,177 | ||||
13,430 | Visteon Corp. (a) | 1,752,212 | ||||
2,543,389 | ||||||
Automobiles — 0.7% | ||||||
40,837 | Harley-Davidson, Inc. | 1,755,991 | ||||
Banks — 2.9% | ||||||
11,940 | BancFirst Corp. | 1,144,091 | ||||
10,764 | Commerce Bancshares, Inc. | 762,522 | ||||
8,079 | Cullen/Frost Bankers, Inc. | 1,252,649 | ||||
42,192 | CVB Financial Corp. | 1,211,754 | ||||
17,026 | First Financial Bankshares, Inc. | 655,331 | ||||
8,902 | ServisFirst Bancshares, Inc. | 670,587 | ||||
13,502 | SouthState Corp. | 1,220,986 | ||||
10,834 | Western Alliance Bancorp | 727,720 | ||||
7,645,640 | ||||||
Beverages — 1.2% | ||||||
19,635 | Celsius Holdings, Inc. (a) | 1,788,356 | ||||
1,730 | Coca-Cola Consolidated, Inc. | 842,527 | ||||
9,239 | National Beverage Corp. | 438,113 | ||||
3,068,996 | ||||||
Biotechnology — 4.6% | ||||||
20,855 | Apellis Pharmaceuticals, Inc. (a) | 1,261,519 | ||||
10,774 | Arrowhead Pharmaceuticals, Inc. (a) | 375,043 | ||||
22,424 | Beam Therapeutics, Inc. (a) | 988,002 | ||||
5,449 | CRISPR Therapeutics AG (a) | 285,201 | ||||
36,750 | Cytokinetics, Inc. (a) | 1,604,505 | ||||
22,711 | Exelixis, Inc. (a) | 376,548 | ||||
18,012 | Halozyme Therapeutics, Inc. (a) | 861,154 | ||||
40,256 | Ionis Pharmaceuticals, Inc. (a) | 1,779,315 | ||||
10,198 | Mirati Therapeutics, Inc. (a) | 686,529 | ||||
24,379 | Natera, Inc. (a) | 1,144,838 | ||||
16,107 | Sarepta Therapeutics, Inc. (a) | 1,836,520 | ||||
5,102 | United Therapeutics Corp. (a) | 1,176,164 | ||||
12,375,338 | ||||||
Building Products — 2.3% | ||||||
14,660 | A.O. Smith Corp. | 803,075 | ||||
14,316 | Advanced Drainage Systems, Inc. | 1,658,938 | ||||
3,971 | Allegion PLC | 416,042 | ||||
13,483 | Armstrong World Industries, Inc. | 1,018,910 | ||||
30,219 | Builders FirstSource, Inc. (a) | 1,863,304 | ||||
4,542 | Simpson Manufacturing Co., Inc. | 388,250 | ||||
6,148,519 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Capital Markets — 1.4% | ||||||
5,748 | Ares Management Corp., Class A | $ | 435,871 | |||
5,686 | Cohen & Steers, Inc. | 342,070 | ||||
14,173 | Houlihan Lokey, Inc. | 1,265,932 | ||||
16,715 | Interactive Brokers Group, Inc., Class A | 1,339,707 | ||||
1,677 | Morningstar, Inc. | 389,366 | ||||
3,772,946 | ||||||
Chemicals — 3.8% | ||||||
11,249 | Ashland, Inc. | 1,180,245 | ||||
50,726 | Axalta Coating Systems Ltd. (a) | 1,182,930 | ||||
5,858 | Balchem Corp. | 818,948 | ||||
27,868 | Cabot Corp. | 2,047,741 | ||||
58,092 | Livent Corp. (a) | 1,833,965 | ||||
17,098 | RPM International, Inc. | 1,616,958 | ||||
5,135 | Sensient Technologies Corp. | 366,947 | ||||
42,159 | Valvoline, Inc. | 1,237,788 | ||||
10,285,522 | ||||||
Commercial Services & Supplies — 2.8% | ||||||
18,647 | Casella Waste Systems, Inc., Class A (a) | 1,525,511 | ||||
16,189 | Clean Harbors, Inc. (a) | 1,982,505 | ||||
63,635 | Driven Brands Holdings, Inc. (a) | 2,035,047 | ||||
33,541 | IAA, Inc. (a) | 1,272,210 | ||||
5,541 | Tetra Tech, Inc. | 782,833 | ||||
7,598,106 | ||||||
Communications Equipment — 0.6% | ||||||
23,297 | Calix, Inc. (a) | 1,715,591 | ||||
Construction & Engineering — 1.5% | ||||||
6,628 | Valmont Industries, Inc. | 2,115,790 | ||||
44,148 | WillScot Mobile Mini Holdings Corp. (a) | 1,877,615 | ||||
3,993,405 | ||||||
Construction Materials — 0.5% | ||||||
9,967 | Eagle Materials, Inc. | 1,219,064 | ||||
Consumer Finance — 0.4% | ||||||
1,626 | Credit Acceptance Corp. (a) | 757,098 | ||||
72,971 | SoFi Technologies, Inc. (a) (b) | 396,962 | ||||
1,154,060 | ||||||
Containers & Packaging — 0.9% | ||||||
90,198 | Graphic Packaging Holding Co. | 2,070,946 | ||||
8,000 | Sealed Air Corp. | 380,960 | ||||
2,451,906 | ||||||
First Trust Mid Cap Growth AlphaDEX® Fund (FNY) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Diversified Consumer Services — 0.9% | ||||||
41,855 | H&R Block, Inc. | $ | 1,722,333 | |||
12,335 | Service Corp. International | 747,625 | ||||
2,469,958 | ||||||
Diversified Telecommunication Services — 0.6% | ||||||
32,102 | Iridium Communications, Inc. (a) | 1,654,216 | ||||
Electric Utilities — 0.3% | ||||||
19,534 | OGE Energy Corp. | 715,530 | ||||
Electrical Equipment — 0.9% | ||||||
18,307 | Atkore, Inc. (a) | 1,744,657 | ||||
48,252 | ChargePoint Holdings, Inc. (a) (b) | 674,563 | ||||
2,419,220 | ||||||
Electronic Equipment, Instruments & Components — 0.9% | ||||||
30,852 | Jabil, Inc. | 1,982,241 | ||||
1,792 | Littelfuse, Inc. | 394,688 | ||||
2,376,929 | ||||||
Energy Equipment & Services — 3.0% | ||||||
54,588 | ChampionX Corp. | 1,562,309 | ||||
38,528 | Helmerich & Payne, Inc. | 1,907,521 | ||||
121,952 | Patterson-UTI Energy, Inc. | 2,152,453 | ||||
36,381 | Valaris Ltd. (a) | 2,434,980 | ||||
8,057,263 | ||||||
Entertainment — 0.3% | ||||||
51,658 | AMC Entertainment Holdings, Inc., Class A (a) (b) | 344,042 | ||||
15,343 | Warner Music Group Corp., Class A | 399,225 | ||||
743,267 | ||||||
Equity Real Estate Investment Trusts — 2.8% | ||||||
10,539 | Agree Realty Corp. | 724,029 | ||||
75,982 | Apple Hospitality REIT, Inc. | 1,300,812 | ||||
8,889 | CubeSmart | 372,182 | ||||
9,931 | EPR Properties | 383,337 | ||||
20,679 | Kite Realty Group Trust | 406,136 | ||||
4,317 | Lamar Advertising Co., Class A | 398,157 | ||||
6,430 | Life Storage, Inc. | 711,222 | ||||
8,934 | National Retail Properties, Inc. | 375,496 | ||||
8,677 | PotlatchDeltic Corp. | 386,040 | ||||
23,764 | Rayonier, Inc. | 800,847 | ||||
19,356 | Ryman Hospitality Properties, Inc. | 1,721,135 | ||||
7,579,393 | ||||||
Food & Staples Retailing — 1.1% | ||||||
24,454 | BJ’s Wholesale Club Holdings, Inc. (a) | 1,892,740 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Food & Staples Retailing (Continued) | ||||||
32,090 | Grocery Outlet Holding Corp. (a) | $ | 1,109,351 | |||
3,002,091 | ||||||
Food Products — 2.0% | ||||||
21,533 | Darling Ingredients, Inc. (a) | 1,689,910 | ||||
57,691 | Flowers Foods, Inc. | 1,656,309 | ||||
23,010 | Lamb Weston Holdings, Inc. | 1,983,922 | ||||
5,330,141 | ||||||
Gas Utilities — 2.2% | ||||||
28,928 | National Fuel Gas Co. | 1,952,351 | ||||
36,806 | New Jersey Resources Corp. | 1,643,020 | ||||
20,236 | ONE Gas, Inc. | 1,567,885 | ||||
11,426 | Spire, Inc. | 797,649 | ||||
5,960,905 | ||||||
Health Care Equipment & Supplies — 3.6% | ||||||
5,978 | Globus Medical, Inc., Class A (a) | 400,526 | ||||
19,241 | Haemonetics Corp. (a) | 1,634,523 | ||||
14,707 | Inari Medical, Inc. (a) | 1,131,410 | ||||
2,008 | Inspire Medical Systems, Inc. (a) | 391,460 | ||||
8,527 | iRhythm Technologies, Inc. (a) | 1,087,107 | ||||
25,317 | Lantheus Holdings, Inc. (a) | 1,873,205 | ||||
4,687 | Novocure Ltd. (a) | 331,183 | ||||
3,756 | Penumbra, Inc. (a) | 644,041 | ||||
6,403 | Shockwave Medical, Inc. (a) | 1,877,039 | ||||
5,048 | STAAR Surgical Co. (a) | 357,752 | ||||
9,728,246 | ||||||
Health Care Providers & Services — 3.7% | ||||||
18,220 | Acadia Healthcare Co., Inc. (a) | 1,481,286 | ||||
60,819 | agilon health, Inc. (a) | 1,207,257 | ||||
16,803 | AMN Healthcare Services, Inc. (a) | 2,108,776 | ||||
1,631 | Chemed Corp. | 761,465 | ||||
6,614 | Guardant Health, Inc. (a) | 327,393 | ||||
15,904 | HealthEquity, Inc. (a) | 1,239,081 | ||||
58,092 | Oak Street Health, Inc. (a) | 1,175,201 | ||||
56,577 | Option Care Health, Inc. (a) | 1,712,020 | ||||
10,012,479 | ||||||
Hotels, Restaurants & Leisure — 6.6% | ||||||
14,947 | Boyd Gaming Corp. | 863,339 | ||||
11,038 | Caesars Entertainment, Inc. (a) | 482,692 | ||||
9,755 | Choice Hotels International, Inc. | 1,266,589 | ||||
3,867 | Churchill Downs, Inc. | 803,988 | ||||
47,040 | DraftKings, Inc., Class A (a) | 743,232 | ||||
32,481 | Hilton Grand Vacations, Inc. (a) | 1,274,554 | ||||
62,693 | Norwegian Cruise Line Holdings Ltd. (a) | 1,058,885 | ||||
6,175 | Planet Fitness, Inc., Class A (a) | 404,339 | ||||
28,188 | Royal Caribbean Cruises Ltd. (a) | 1,504,675 | ||||
31,298 | SeaWorld Entertainment, Inc. (a) | 1,820,292 |
First Trust Mid Cap Growth AlphaDEX® Fund (FNY) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Hotels, Restaurants & Leisure (Continued) | ||||||
20,404 | Texas Roadhouse, Inc. | $ | 2,018,976 | |||
10,437 | Travel + Leisure Co. | 396,397 | ||||
3,302 | Vail Resorts, Inc. | 723,567 | ||||
57,159 | Wendy’s (The) Co. | 1,187,764 | ||||
8,517 | Wingstop, Inc. | 1,349,008 | ||||
5,806 | Wyndham Hotels & Resorts, Inc. | 440,850 | ||||
22,599 | Wynn Resorts Ltd. (a) | 1,444,076 | ||||
17,783,223 | ||||||
Household Durables — 1.3% | ||||||
33,677 | Skyline Champion Corp. (a) | 1,960,338 | ||||
59,005 | Tempur Sealy International, Inc. | 1,586,645 | ||||
3,546,983 | ||||||
Independent Power and Renewable Electricity Producers — 1.6% | ||||||
22,362 | Clearway Energy, Inc., Class C | 776,856 | ||||
16,524 | Ormat Technologies, Inc. | 1,494,596 | ||||
84,786 | Vistra Corp. | 1,947,534 | ||||
4,218,986 | ||||||
Insurance — 2.6% | ||||||
6,407 | Erie Indemnity Co., Class A | 1,646,663 | ||||
6,971 | Kinsale Capital Group, Inc. | 2,197,050 | ||||
3,478 | RLI Corp. | 452,384 | ||||
35,066 | Ryan Specialty Holdings, Inc. (a) | 1,572,710 | ||||
820 | White Mountains Insurance Group Ltd. | 1,161,243 | ||||
7,030,050 | ||||||
Interactive Media & Services — 0.3% | ||||||
30,566 | Pinterest, Inc., Class A (a) | 751,924 | ||||
IT Services — 2.1% | ||||||
3,190 | Concentrix Corp. | 389,914 | ||||
9,667 | ExlService Holdings, Inc. (a) | 1,757,944 | ||||
20,096 | GoDaddy, Inc., Class A (a) | 1,615,718 | ||||
63,893 | Toast, Inc., Class A (a) | 1,411,396 | ||||
2,805 | WEX, Inc. (a) | 460,413 | ||||
5,635,385 | ||||||
Leisure Products — 1.0% | ||||||
32,752 | Acushnet Holdings Corp. | 1,525,261 | ||||
56,404 | Mattel, Inc. (a) | 1,069,420 | ||||
2,594,681 | ||||||
Life Sciences Tools & Services — 1.4% | ||||||
6,711 | Bruker Corp. | 415,008 | ||||
13,948 | Maravai LifeSciences Holdings, Inc., Class A (a) | 231,537 | ||||
9,062 | Medpace Holdings, Inc. (a) | 2,011,583 | ||||
5,710 | Repligen Corp. (a) | 1,042,018 | ||||
3,700,146 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Machinery — 3.7% | ||||||
7,406 | AGCO Corp. | $ | 919,603 | |||
7,726 | Chart Industries, Inc. (a) | 1,721,971 | ||||
12,203 | Crane Holdings Co. | 1,224,449 | ||||
21,791 | Franklin Electric Co., Inc. | 1,785,554 | ||||
11,880 | Graco, Inc. | 826,610 | ||||
11,330 | Lincoln Electric Holdings, Inc. | 1,608,860 | ||||
29,954 | Mueller Industries, Inc. | 1,876,319 | ||||
9,963,366 | ||||||
Marine — 0.6% | ||||||
23,440 | Kirby Corp. (a) | 1,634,940 | ||||
Media — 0.6% | ||||||
8,537 | Nexstar Media Group, Inc. | 1,462,388 | ||||
Metals & Mining — 0.5% | ||||||
52,873 | Cleveland-Cliffs, Inc. (a) | 686,820 | ||||
13,044 | MP Materials Corp. (a) | 391,842 | ||||
3,796 | Royal Gold, Inc. | 360,468 | ||||
1,439,130 | ||||||
Multi-Utilities — 0.3% | ||||||
28,273 | NiSource, Inc. | 726,333 | ||||
Oil, Gas & Consumable Fuels — 10.3% | ||||||
77,582 | Antero Midstream Corp. | 826,248 | ||||
58,319 | Antero Resources Corp. (a) | 2,137,974 | ||||
18,899 | Chesapeake Energy Corp. | 1,932,801 | ||||
31,024 | Civitas Resources, Inc. | 2,168,888 | ||||
102,978 | Comstock Resources, Inc. (a) | 1,933,927 | ||||
20,641 | Denbury, Inc. (a) | 1,886,794 | ||||
20,587 | DT Midstream, Inc. | 1,229,044 | ||||
11,858 | Enviva, Inc. | 709,583 | ||||
71,903 | Magnolia Oil & Gas Corp., Class A | 1,846,469 | ||||
36,397 | Matador Resources Co. | 2,418,580 | ||||
50,624 | Murphy Oil Corp. | 2,455,770 | ||||
24,648 | PDC Energy, Inc. | 1,778,107 | ||||
70,487 | Range Resources Corp. | 2,007,470 | ||||
47,341 | SM Energy Co. | 2,129,398 | ||||
290,930 | Southwestern Energy Co. (a) | 2,016,145 | ||||
27,477,198 | ||||||
Paper & Forest Products — 0.6% | ||||||
27,826 | Louisiana-Pacific Corp. | 1,576,343 | ||||
Pharmaceuticals — 0.7% | ||||||
15,306 | Intra-Cellular Therapies, Inc. (a) | 699,025 | ||||
8,015 | Jazz Pharmaceuticals PLC (a) | 1,152,477 | ||||
1,851,502 | ||||||
Professional Services — 1.3% | ||||||
4,062 | Exponent, Inc. | 386,946 | ||||
8,594 | FTI Consulting, Inc. (a) | 1,337,484 | ||||
32,957 | KBR, Inc. | 1,640,270 | ||||
3,364,700 | ||||||
First Trust Mid Cap Growth AlphaDEX® Fund (FNY) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Road & Rail — 2.9% | ||||||
11,993 | Avis Budget Group, Inc. (a) | $ | 2,835,865 | |||
87,494 | Hertz Global Holdings, Inc. (a) | 1,609,889 | ||||
12,333 | Landstar System, Inc. | 1,926,661 | ||||
27,039 | Lyft, Inc., Class A (a) | 395,851 | ||||
5,623 | Saia, Inc. (a) | 1,118,190 | ||||
7,886,456 | ||||||
Semiconductors & Semiconductor Equipment — 1.8% | ||||||
16,297 | Allegro MicroSystems, Inc. (a) | 414,107 | ||||
15,527 | Cirrus Logic, Inc. (a) | 1,042,172 | ||||
7,237 | Lattice Semiconductor Corp. (a) | 351,067 | ||||
13,751 | MACOM Technology Solutions Holdings, Inc. (a) | 795,770 | ||||
11,119 | Onto Innovation, Inc. (a) | 743,194 | ||||
5,770 | Silicon Laboratories, Inc. (a) | 663,089 | ||||
10,336 | Wolfspeed, Inc. (a) | 813,960 | ||||
4,823,359 | ||||||
Software — 5.3% | ||||||
16,471 | Alarm.com Holdings, Inc. (a) | 969,154 | ||||
43,800 | Box, Inc., Class A (a) | 1,272,390 | ||||
52,080 | DoubleVerify Holdings, Inc. (a) | 1,522,299 | ||||
34,372 | Dropbox, Inc., Class A (a) | 747,591 | ||||
4,964 | Elastic N.V. (a) | 317,448 | ||||
1,729 | Fair Isaac Corp. (a) | 827,914 | ||||
8,031 | Manhattan Associates, Inc. (a) | 977,132 | ||||
10,440 | nCino, Inc. (a) | 328,651 | ||||
18,618 | New Relic, Inc. (a) | 1,102,930 | ||||
36,139 | Paycor HCM, Inc. (a) | 1,101,155 | ||||
5,896 | Paylocity Holding Corp. (a) | 1,366,634 | ||||
14,394 | Procore Technologies, Inc. (a) | 786,776 | ||||
10,218 | Qualys, Inc. (a) | 1,456,678 | ||||
13,932 | SentinelOne, Inc., Class A (a) | 318,207 | ||||
10,364 | Smartsheet, Inc., Class A (a) | 361,911 | ||||
5,733 | SPS Commerce, Inc. (a) | 725,339 | ||||
14,182,209 | ||||||
Specialty Retail — 2.8% | ||||||
17,015 | Dick’s Sporting Goods, Inc. | 1,935,627 | ||||
7,760 | Five Below, Inc. (a) | 1,135,676 | ||||
20,274 | Floor & Decor Holdings, Inc., Class A (a) | 1,487,503 | ||||
28,340 | GameStop Corp., Class A (a) (b) | 802,305 | ||||
6,477 | Murphy USA, Inc. | 2,037,081 | ||||
7,398,192 | ||||||
Technology Hardware, Storage & Peripherals — 0.6% | ||||||
52,043 | Pure Storage, Inc., Class A (a) | 1,606,047 | ||||
Trading Companies & Distributors — 2.8% | ||||||
17,324 | Applied Industrial Technologies, Inc. | 2,154,759 | ||||
78,298 | Core & Main, Inc., Class A (a) | 1,846,267 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Trading Companies & Distributors (Continued) | ||||||
6,856 | Herc Holdings, Inc. | $ | 806,334 | |||
46,979 | Univar Solutions, Inc. (a) | 1,197,025 | ||||
5,533 | Watsco, Inc. | 1,499,222 | ||||
7,503,607 | ||||||
Total Common Stocks — 99.9% | 267,503,075 | |||||
(Cost $250,639,416) | ||||||
Money Market Funds — 0.3% | ||||||
736,575 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 3.03% (c) (d) | 736,575 | ||||
(Cost $736,575) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.4% | |||||||
$ | 1,159,846 | BNP Paribas S.A., 2.93% (c), dated 10/31/22, due 11/01/22, with a maturity value of $1,159,940. Collateralized by U.S. Treasury Note, interest rate of 2.75%, due 05/31/29. The value of the collateral including accrued interest is $1,181,929. (d) | 1,159,846 | ||||
(Cost $1,159,846) | |||||||
Total Investments — 100.6% | 269,399,496 | ||||||
(Cost $252,535,837) | |||||||
Net Other Assets and Liabilities — (0.6)% | (1,645,736 | ) | |||||
Net Assets — 100.0% | $ | 267,753,760 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $1,864,503 and the total value of the collateral held by the Fund is $1,896,421. |
(c) | Rate shown reflects yield as of October 31, 2022. |
(d) | This security serves as collateral for securities on loan. |
First Trust Mid Cap Growth AlphaDEX® Fund (FNY) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 267,503,075 | $ | 267,503,075 | $ | — | $ | — | ||||||||
Money Market Funds | 736,575 | 736,575 | — | — | ||||||||||||
Repurchase Agreements | 1,159,846 | — | 1,159,846 | — | ||||||||||||
Total Investments | $ | 269,399,496 | $ | 268,239,650 | $ | 1,159,846 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Small Cap Value AlphaDEX® Fund (FYT) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Aerospace & Defense — 0.8% | ||||||
44,686 | Maxar Technologies, Inc. | $ | 998,285 | |||
5,948 | Moog, Inc., Class A | 504,093 | ||||
1,502,378 | ||||||
Air Freight & Logistics — 1.1% | ||||||
34,725 | Air Transport Services Group, Inc. (a) | 1,013,970 | ||||
12,126 | Hub Group, Inc., Class A (a) | 940,978 | ||||
1,954,948 | ||||||
Airlines — 1.1% | ||||||
8,436 | Allegiant Travel Co. (a) | 633,122 | ||||
30,950 | JetBlue Airways Corp. (a) | 248,838 | ||||
64,311 | SkyWest, Inc. (a) | 1,137,018 | ||||
2,018,978 | ||||||
Auto Components — 1.9% | ||||||
37,684 | Adient PLC (a) | 1,318,186 | ||||
73,187 | Dana, Inc. | 1,168,065 | ||||
23,855 | Patrick Industries, Inc. | 1,090,412 | ||||
3,576,663 | ||||||
Automobiles — 0.6% | ||||||
19,650 | Winnebago Industries, Inc. | 1,172,909 | ||||
Banks — 11.6% | ||||||
9,032 | 1st Source Corp. | 525,301 | ||||
13,768 | Ameris Bancorp | 709,190 | ||||
30,659 | Associated Banc-Corp. | 746,547 | ||||
20,263 | Atlantic Union Bankshares Corp. | 699,884 | ||||
18,017 | BankUnited, Inc. | 647,711 | ||||
3,473 | Banner Corp. | 259,607 | ||||
7,515 | Berkshire Hills Bancorp, Inc. | 219,814 | ||||
10,877 | Cathay General Bancorp | 495,991 | ||||
14,477 | Columbia Banking System, Inc. | 484,545 | ||||
35,471 | Customers Bancorp, Inc. (a) | 1,195,018 | ||||
21,022 | Dime Community Bancshares, Inc. | 725,890 | ||||
9,333 | Eagle Bancorp, Inc. | 422,598 | ||||
9,499 | Enterprise Financial Services Corp. | 507,912 | ||||
5,372 | FB Financial Corp. | 225,409 | ||||
5,611 | First Bancorp | 250,082 | ||||
19,030 | First Busey Corp. | 502,582 | ||||
32,577 | First Commonwealth Financial Corp. | 467,154 | ||||
29,201 | First Financial Bancorp | 761,270 | ||||
33,935 | First Foundation, Inc. | 541,603 | ||||
5,305 | First Merchants Corp. | 238,194 | ||||
26,472 | Fulton Financial Corp. | 482,585 | ||||
9,647 | Heartland Financial USA, Inc. | 475,790 | ||||
33,662 | Hilltop Holdings, Inc. | 974,515 | ||||
66,183 | Hope Bancorp, Inc. | 898,103 | ||||
6,814 | Independent Bank Group, Inc. | 429,895 | ||||
4,826 | International Bancshares Corp. | 239,370 | ||||
5,406 | NBT Bancorp, Inc. | 256,190 | ||||
15,187 | Northwest Bancshares, Inc. | 228,716 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Banks (Continued) | ||||||
33,023 | OceanFirst Financial Corp. | $ | 745,659 | |||
37,016 | PacWest Bancorp | 920,218 | ||||
19,679 | Renasant Corp. | 794,441 | ||||
14,272 | S&T Bancorp, Inc. | 539,624 | ||||
17,456 | Sandy Spring Bancorp, Inc. | 618,641 | ||||
19,196 | Simmons First National Corp., Class A | 458,209 | ||||
5,801 | Southside Bancshares, Inc. | 198,626 | ||||
3,476 | Texas Capital Bancshares, Inc. (a) | 208,560 | ||||
15,592 | TowneBank | 513,600 | ||||
23,150 | Veritex Holdings, Inc. | 731,077 | ||||
20,533 | Washington Federal, Inc. | 794,627 | ||||
12,533 | WesBanco, Inc. | 506,835 | ||||
21,641,583 | ||||||
Biotechnology — 0.8% | ||||||
49,819 | Emergent BioSolutions, Inc. (a) | 1,039,224 | ||||
40,376 | Ironwood Pharmaceuticals, Inc. (a) | 441,714 | ||||
1,480,938 | ||||||
Building Products — 2.1% | ||||||
25,166 | AZEK (The) Co., Inc. (a) | 440,657 | ||||
10,220 | Gibraltar Industries, Inc. (a) | 522,037 | ||||
14,169 | Griffon Corp. | 455,392 | ||||
119,510 | JELD-WEN Holding, Inc. (a) | 1,268,001 | ||||
9,789 | PGT Innovations, Inc. (a) | 208,603 | ||||
43,890 | Resideo Technologies, Inc. (a) | 1,036,682 | ||||
3,931,372 | ||||||
Capital Markets — 2.7% | ||||||
15,531 | Artisan Partners Asset Management, Inc., Class A | 442,789 | ||||
22,871 | AssetMark Financial Holdings, Inc. (a) | 473,658 | ||||
133,208 | BGC Partners, Inc., Class A | 527,503 | ||||
12,629 | Federated Hermes, Inc. | 438,858 | ||||
5,875 | Piper Sandler Cos. | 751,824 | ||||
2,472 | StoneX Group, Inc. (a) | 230,687 | ||||
35,888 | Victory Capital Holdings, Inc., Class A | 1,037,881 | ||||
9,879 | Virtu Financial, Inc., Class A | 221,092 | ||||
5,243 | Virtus Investment Partners, Inc. | 899,122 | ||||
5,023,414 | ||||||
Chemicals — 2.4% | ||||||
72,938 | Ecovyst, Inc. (a) | 725,733 | ||||
3,383 | Ingevity Corp. (a) | 227,574 | ||||
2,393 | Innospec, Inc. | 239,276 | ||||
18,943 | Mativ Holdings, Inc. | 449,707 | ||||
16,931 | Minerals Technologies, Inc. | 931,374 | ||||
684 | NewMarket Corp. | 208,169 | ||||
6,572 | Stepan Co. | 686,380 | ||||
57,078 | Trinseo PLC | 1,074,208 | ||||
4,542,421 | ||||||
First Trust Small Cap Value AlphaDEX® Fund (FYT) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Commercial Services & Supplies — 2.9% | ||||||
16,101 | ABM Industries, Inc. | $ | 716,656 | |||
10,022 | Brady Corp., Class A | 458,506 | ||||
105,358 | BrightView Holdings, Inc. (a) | 939,793 | ||||
118,293 | CoreCivic, Inc. (a) | 1,238,528 | ||||
23,219 | HNI Corp. | 673,119 | ||||
53,625 | MillerKnoll, Inc. | 1,135,778 | ||||
1,220 | UniFirst Corp. | 224,492 | ||||
5,386,872 | ||||||
Communications Equipment — 0.5% | ||||||
20,365 | Viasat, Inc. (a) | 834,150 | ||||
Construction & Engineering — 1.1% | ||||||
3,590 | Arcosa, Inc. | 230,478 | ||||
8,081 | Granite Construction, Inc. | 272,572 | ||||
2,421 | MYR Group, Inc. (a) | 211,862 | ||||
64,353 | Primoris Services Corp. | 1,299,287 | ||||
2,014,199 | ||||||
Construction Materials — 0.5% | ||||||
34,915 | Summit Materials, Inc., Class A (a) | 920,010 | ||||
Consumer Finance — 3.5% | ||||||
33,250 | Bread Financial Holdings, Inc. | 1,200,657 | ||||
22,992 | Encore Capital Group, Inc. (a) | 1,170,753 | ||||
22,038 | Green Dot Corp., Class A (a) | 419,383 | ||||
94,634 | LendingClub Corp. (a) | 1,006,906 | ||||
56,947 | Navient Corp. | 862,178 | ||||
10,566 | Nelnet, Inc., Class A | 941,325 | ||||
25,460 | PRA Group, Inc. (a) | 852,910 | ||||
6,454,112 | ||||||
Containers & Packaging — 1.3% | ||||||
64,597 | O-I Glass, Inc. (a) | 1,053,577 | ||||
95,825 | Pactiv Evergreen, Inc. | 1,045,451 | ||||
16,684 | TriMas Corp. | 381,229 | ||||
2,480,257 | ||||||
Diversified Consumer Services — 0.9% | ||||||
10,065 | Frontdoor, Inc. (a) | 222,034 | ||||
1,556 | Graham Holdings Co., Class B | 970,742 | ||||
6,812 | Strategic Education, Inc. | 470,028 | ||||
1,662,804 | ||||||
Diversified Financial Services — 0.8% | ||||||
37,684 | Jackson Financial, Inc., Class A | 1,445,558 | ||||
Electrical Equipment — 0.7% | ||||||
3,525 | EnerSys | 233,672 | ||||
194,097 | GrafTech International Ltd. | 987,954 | ||||
1,221,626 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Electronic Equipment, Instruments & Components — 2.8% | ||||||
14,819 | ePlus, Inc. (a) | $ | 721,982 | |||
5,074 | Insight Enterprises, Inc. (a) | 479,544 | ||||
16,568 | Methode Electronics, Inc. | 683,098 | ||||
8,545 | OSI Systems, Inc. (a) | 702,228 | ||||
13,359 | Sanmina Corp. (a) | 748,772 | ||||
63,470 | TTM Technologies, Inc. (a) | 971,726 | ||||
47,022 | Vishay Intertechnology, Inc. | 983,230 | ||||
5,290,580 | ||||||
Energy Equipment & Services — 0.4% | ||||||
95,883 | Archrock, Inc. | 720,081 | ||||
Equity Real Estate Investment Trusts — 7.7% | ||||||
48,779 | Acadia Realty Trust | 681,443 | ||||
12,375 | Alexander & Baldwin, Inc. | 241,065 | ||||
16,262 | American Assets Trust, Inc. | 446,880 | ||||
114,595 | Apartment Investment and Management Co., Class A | 909,884 | ||||
123,934 | Brandywine Realty Trust | 813,007 | ||||
8,833 | Corporate Office Properties Trust | 235,399 | ||||
81,968 | DiamondRock Hospitality Co. | 765,581 | ||||
23,820 | Elme Communities | 454,724 | ||||
93,839 | Empire State Realty Trust, Inc., Class A | 691,593 | ||||
57,799 | Global Net Lease, Inc. | 708,038 | ||||
76,399 | Hudson Pacific Properties, Inc. | 843,445 | ||||
112,926 | iStar, Inc. | 1,183,464 | ||||
33,131 | JBG SMITH Properties | 652,018 | ||||
114,160 | LXP Industrial Trust | 1,105,069 | ||||
134,277 | Paramount Group, Inc. | 868,772 | ||||
14,139 | Pebblebrook Hotel Trust | 226,790 | ||||
79,219 | Piedmont Office Realty Trust, Inc., Class A | 827,839 | ||||
26,040 | SL Green Realty Corp. (b) | 1,033,267 | ||||
88,808 | Sunstone Hotel Investors, Inc. | 990,209 | ||||
31,356 | Urban Edge Properties | 442,747 | ||||
18,046 | Veris Residential, Inc. (a) | 285,668 | ||||
14,406,902 | ||||||
Food & Staples Retailing — 2.9% | ||||||
33,700 | Andersons (The), Inc. | 1,188,599 | ||||
13,201 | Ingles Markets, Inc., Class A | 1,245,778 | ||||
7,261 | PriceSmart, Inc. | 464,486 | ||||
22,182 | Sprouts Farmers Market, Inc. (a) | 654,369 | ||||
24,340 | United Natural Foods, Inc. (a) | 1,032,260 | ||||
8,639 | Weis Markets, Inc. | 809,215 | ||||
5,394,707 | ||||||
Food Products — 0.7% | ||||||
12,442 | B&G Foods, Inc. (b) | 203,800 | ||||
35,998 | Fresh Del Monte Produce, Inc. | 938,828 | ||||
12,156 | Hain Celestial Group (The), Inc. (a) | 227,439 | ||||
1,370,067 |
First Trust Small Cap Value AlphaDEX® Fund (FYT) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Gas Utilities — 0.4% | ||||||
14,191 | Northwest Natural Holding Co. | $ | 682,445 | |||
Health Care Equipment & Supplies — 0.7% | ||||||
9,423 | Avanos Medical, Inc. (a) | 208,719 | ||||
18,159 | Enovis Corp. (a) | 897,963 | ||||
3,296 | Integer Holdings Corp. (a) | 205,440 | ||||
1,312,122 | ||||||
Health Care Providers & Services — 0.6% | ||||||
25,544 | Owens & Minor, Inc. | 434,248 | ||||
17,414 | Patterson Cos., Inc. | 452,242 | ||||
12,431 | Pediatrix Medical Group, Inc. (a) | 241,161 | ||||
1,127,651 | ||||||
Health Care Technology — 0.2% | ||||||
27,464 | Allscripts Healthcare Solutions, Inc. (a) | 403,721 | ||||
Hotels, Restaurants & Leisure — 0.1% | ||||||
11,195 | Bloomin’ Brands, Inc. | 268,792 | ||||
Household Durables — 6.8% | ||||||
4,067 | Cavco Industries, Inc. (a) | 921,867 | ||||
24,442 | Century Communities, Inc. | 1,087,913 | ||||
48,909 | Green Brick Partners, Inc. (a) | 1,131,265 | ||||
6,382 | Helen of Troy Ltd. (a) | 603,865 | ||||
5,163 | Installed Building Products, Inc. | 444,018 | ||||
40,343 | KB Home | 1,162,685 | ||||
46,331 | La-Z-Boy, Inc. | 1,147,619 | ||||
12,849 | LGI Homes, Inc. (a) | 1,182,751 | ||||
38,135 | M.D.C. Holdings, Inc. | 1,161,592 | ||||
28,864 | M/I Homes, Inc. (a) | 1,197,567 | ||||
14,880 | Meritage Homes Corp. (a) | 1,133,261 | ||||
14,763 | Sonos, Inc. (a) | 237,980 | ||||
69,207 | Tri Pointe Homes, Inc. (a) | 1,159,217 | ||||
12,571,600 | ||||||
Household Products — 1.0% | ||||||
18,023 | Central Garden & Pet Co., Class A (a) | 705,420 | ||||
16,640 | Energizer Holdings, Inc. | 480,730 | ||||
15,770 | Spectrum Brands Holdings, Inc. | 727,628 | ||||
1,913,778 | ||||||
Insurance — 2.8% | ||||||
24,085 | Brighthouse Financial, Inc. (a) | 1,374,531 | ||||
46,551 | CNO Financial Group, Inc. | 1,026,915 | ||||
298,768 | Genworth Financial, Inc., Class A (a) | 1,395,246 | ||||
10,517 | ProAssurance Corp. | 233,583 | ||||
2,516 | Safety Insurance Group, Inc. | 218,766 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Insurance (Continued) | ||||||
23,961 | Stewart Information Services Corp. | $ | 933,521 | |||
5,182,562 | ||||||
Interactive Media & Services — 0.1% | ||||||
4,090 | Shutterstock, Inc. | 204,623 | ||||
Internet & Direct Marketing Retail — 0.2% | ||||||
17,178 | Overstock.com, Inc. (a) | 399,389 | ||||
IT Services — 0.8% | ||||||
50,580 | Kyndryl Holdings, Inc. (a) | 489,108 | ||||
205,039 | Rackspace Technology, Inc. (a) | 1,055,951 | ||||
1,545,059 | ||||||
Leisure Products — 1.2% | ||||||
17,433 | Malibu Boats, Inc., Class A (a) | 922,206 | ||||
42,996 | Vista Outdoor, Inc. (a) | 1,248,604 | ||||
2,170,810 | ||||||
Machinery — 3.4% | ||||||
131,038 | 3D Systems Corp. (a) | 1,157,066 | ||||
1,677 | Alamo Group, Inc. | 255,038 | ||||
2,604 | Albany International Corp., Class A | 238,578 | ||||
14,482 | Barnes Group, Inc. | 512,228 | ||||
2,795 | ESCO Technologies, Inc. | 240,845 | ||||
5,498 | Federal Signal Corp. | 256,482 | ||||
11,389 | Hillenbrand, Inc. | 503,166 | ||||
40,648 | Kennametal, Inc. | 1,085,708 | ||||
19,978 | Mueller Water Products, Inc., Class A | 233,743 | ||||
11,480 | Proto Labs, Inc. (a) | 438,421 | ||||
3,627 | Tennant Co. | 211,273 | ||||
20,696 | Terex Corp. | 839,016 | ||||
9,609 | Trinity Industries, Inc. | 274,145 | ||||
6,245,709 | ||||||
Media — 3.1% | ||||||
490,936 | Advantage Solutions, Inc. (a) | 1,659,364 | ||||
71,744 | Altice USA, Inc., Class A (a) | 474,228 | ||||
73,022 | Gray Television, Inc. | 1,033,261 | ||||
11,137 | John Wiley & Sons, Inc., Class A | 469,870 | ||||
27,195 | Scholastic Corp. | 1,037,217 | ||||
85,224 | WideOpenWest, Inc. (a) | 1,168,421 | ||||
5,842,361 | ||||||
Metals & Mining — 2.1% | ||||||
7,643 | Alpha Metallurgical Resources, Inc. | 1,290,521 | ||||
49,094 | Arconic Corp. (a) | 1,019,191 | ||||
6,591 | Carpenter Technology Corp. | 246,503 | ||||
27,418 | Worthington Industries, Inc. | 1,304,000 | ||||
3,860,215 | ||||||
Mortgage Real Estate Investment Trusts — 1.9% | ||||||
39,310 | Chimera Investment Corp. | 265,342 |
First Trust Small Cap Value AlphaDEX® Fund (FYT) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Mortgage Real Estate Investment Trusts (Continued) | ||||||
71,255 | Claros Mortgage Trust, Inc. (b) | $ | 1,140,080 | |||
51,478 | KKR Real Estate Finance Trust, Inc. | 896,747 | ||||
93,364 | Ladder Capital Corp. | 996,194 | ||||
87,687 | New York Mortgage Trust, Inc. | 235,878 | ||||
3,534,241 | ||||||
Multiline Retail — 0.5% | ||||||
3,066 | Dillard’s, Inc., Class A | 1,008,070 | ||||
Multi-Utilities — 0.7% | ||||||
16,615 | Avista Corp. | 681,714 | ||||
12,492 | NorthWestern Corp. | 659,952 | ||||
1,341,666 | ||||||
Oil, Gas & Consumable Fuels — 1.8% | ||||||
42,132 | Peabody Energy Corp. (a) | 1,006,955 | ||||
153,779 | Permian Resources Corp. (a) | 1,502,421 | ||||
35,687 | World Fuel Services Corp. | 909,661 | ||||
3,419,037 | ||||||
Paper & Forest Products — 0.5% | ||||||
18,160 | Sylvamo Corp. | 874,767 | ||||
Personal Products — 1.2% | ||||||
11,184 | Edgewell Personal Care Co. | 438,301 | ||||
30,950 | Herbalife Nutrition Ltd. (a) | 657,997 | ||||
18,446 | Nu Skin Enterprises, Inc., Class A | 704,453 | ||||
7,463 | USANA Health Sciences, Inc. (a) | 391,882 | ||||
2,192,633 | ||||||
Pharmaceuticals — 0.3% | ||||||
8,392 | Prestige Consumer Healthcare, Inc. (a) | 457,196 | ||||
Professional Services — 0.2% | ||||||
15,995 | First Advantage Corp. (a) | 224,730 | ||||
3,500 | Kforce, Inc. | 221,445 | ||||
446,175 | ||||||
Real Estate Management & Development — 1.6% | ||||||
128,938 | Anywhere Real Estate, Inc. (a) | 958,009 | ||||
25,521 | Marcus & Millichap, Inc. | 940,194 | ||||
129,737 | Newmark Group, Inc., Class A | 1,062,546 | ||||
2,960,749 | ||||||
Road & Rail — 1.9% | ||||||
73,075 | Heartland Express, Inc. | 1,087,356 | ||||
32,126 | Marten Transport Ltd. | 603,005 | ||||
41,208 | Schneider National, Inc., Class B | 916,466 | ||||
22,247 | Werner Enterprises, Inc. | 872,082 | ||||
3,478,909 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Semiconductors & Semiconductor Equipment — 0.8% | ||||||
23,877 | Cohu, Inc. (a) | $ | 786,031 | |||
23,907 | Ultra Clean Holdings, Inc. (a) | 743,747 | ||||
1,529,778 | ||||||
Software — 0.4% | ||||||
20,014 | ACI Worldwide, Inc. (a) | 486,941 | ||||
33,806 | E2open Parent Holdings, Inc. (a) | 197,089 | ||||
684,030 | ||||||
Specialty Retail — 4.5% | ||||||
85,979 | American Eagle Outfitters, Inc. | 976,721 | ||||
19,444 | Buckle (The), Inc. | 764,733 | ||||
33,590 | Foot Locker, Inc. | 1,064,803 | ||||
7,321 | Group 1 Automotive, Inc. | 1,266,533 | ||||
4,723 | Monro, Inc. | 225,523 | ||||
23,887 | Rent-A-Center, Inc. | 498,044 | ||||
48,856 | Sally Beauty Holdings, Inc. (a) | 620,960 | ||||
14,626 | Signet Jewelers Ltd. | 954,200 | ||||
53,216 | Urban Outfitters, Inc. (a) | 1,269,734 | ||||
21,139 | Victoria’s Secret & Co. (a) | 794,826 | ||||
8,436,077 | ||||||
Textiles, Apparel & Luxury Goods — 0.9% | ||||||
9,394 | Carter’s, Inc. | 637,571 | ||||
28,906 | Levi Strauss & Co., Class A | 432,434 | ||||
39,998 | Wolverine World Wide, Inc. | 685,165 | ||||
1,755,170 | ||||||
Thrifts & Mortgage Finance — 2.7% | ||||||
17,984 | Axos Financial, Inc. (a) | 700,657 | ||||
24,723 | Capitol Federal Financial, Inc. | 202,234 | ||||
25,818 | Mr. Cooper Group, Inc. (a) | 1,019,553 | ||||
51,334 | NMI Holdings, Inc., Class A (a) | 1,125,754 | ||||
24,375 | PennyMac Financial Services, Inc. | 1,299,675 | ||||
31,567 | Provident Financial Services, Inc. | 707,732 | ||||
5,055,605 | ||||||
Tobacco — 0.5% | ||||||
18,172 | Universal Corp. | 919,685 | ||||
Trading Companies & Distributors — 2.8% | ||||||
17,587 | Boise Cascade Co. | 1,174,284 | ||||
15,592 | Global Industrial Co. | 494,890 | ||||
21,722 | H&E Equipment Services, Inc. | 820,223 | ||||
2,448 | McGrath RentCorp | 230,234 | ||||
41,619 | NOW, Inc. (a) | 529,810 | ||||
19,076 | Rush Enterprises, Inc., Class A | 951,702 | ||||
8,555 | Veritiv Corp. (a) | 994,604 | ||||
5,195,747 | ||||||
Wireless Telecommunication Services — 1.4% | ||||||
75,229 | Telephone and Data Systems, Inc. | 1,278,893 |
First Trust Small Cap Value AlphaDEX® Fund (FYT) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Wireless Telecommunication (Continued) | ||||||
40,172 | United States Cellular Corp. (a) | $ | 1,252,161 | |||
2,531,054 | ||||||
Total Common Stocks — 99.9% | 185,998,955 | |||||
(Cost $197,416,982) | ||||||
Money Market Funds — 0.3% | ||||||
637,925 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 3.03% (c) (d) | 637,925 | ||||
(Cost $637,925) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.5% | |||||||
$ | 1,004,508 | BNP Paribas S.A., 2.93% (c), dated 10/31/22, due 11/01/22, with a maturity value of $1,004,589. Collateralized by U.S. Treasury Note, interest rate of 2.75%, due 05/31/29. The value of the collateral including accrued interest is $1,023,633. (d) | 1,004,508 | ||||
(Cost $1,004,508) | |||||||
Total Investments — 100.7% | 187,641,388 | ||||||
(Cost $199,059,415) | |||||||
Net Other Assets and Liabilities — (0.7)% | (1,353,146 | ) | |||||
Net Assets — 100.0% | $ | 186,288,242 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $1,604,786 and the total value of the collateral held by the Fund is $1,642,433. |
(c) | Rate shown reflects yield as of October 31, 2022. |
(d) | This security serves as collateral for securities on loan. |
First Trust Small Cap Value AlphaDEX® Fund (FYT) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 185,998,955 | $ | 185,998,955 | $ | — | $ | — | ||||||||
Money Market Funds | 637,925 | 637,925 | — | — | ||||||||||||
Repurchase Agreements | 1,004,508 | — | 1,004,508 | — | ||||||||||||
Total Investments | $ | 187,641,388 | $ | 186,636,880 | $ | 1,004,508 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Small Cap Growth AlphaDEX® Fund (FYC) |
Portfolio of Investments |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 100.0% | ||||||
Aerospace & Defense — 0.8% | ||||||
20,547 | AAR Corp. (a) | $ | 910,643 | |||
8,830 | AeroVironment, Inc. (a) | 807,945 | ||||
1,718,588 | ||||||
Air Freight & Logistics — 0.5% | ||||||
11,082 | Forward Air Corp. | 1,173,251 | ||||
Auto Components — 1.2% | ||||||
8,963 | Dorman Products, Inc. (a) | 731,560 | ||||
68,649 | Luminar Technologies, Inc. (a) (b) | 555,371 | ||||
19,401 | XPEL, Inc. (a) (c) | 1,342,355 | ||||
2,629,286 | ||||||
Banks — 2.6% | ||||||
73,115 | First BanCorp | 1,154,486 | ||||
10,108 | Lakeland Financial Corp. | 835,426 | ||||
8,018 | Live Oak Bancshares, Inc. | 260,344 | ||||
39,801 | OFG Bancorp | 1,109,652 | ||||
16,153 | Pacific Premier Bancorp, Inc. | 588,131 | ||||
6,638 | Silvergate Capital Corp., Class A (a) | 376,773 | ||||
14,707 | Stock Yards Bancorp, Inc. | 1,149,940 | ||||
4,515 | Triumph Bancorp, Inc. (a) | 232,523 | ||||
5,707,275 | ||||||
Beverages — 0.7% | ||||||
17,003 | Duckhorn Portfolio (The), Inc. (a) | 248,584 | ||||
11,777 | MGP Ingredients, Inc. | 1,319,613 | ||||
1,568,197 | ||||||
Biotechnology — 8.3% | ||||||
44,988 | ACADIA Pharmaceuticals, Inc. (a) | 721,158 | ||||
70,498 | Amicus Therapeutics, Inc. (a) | 704,980 | ||||
38,235 | Arcus Biosciences, Inc. (a) | 974,228 | ||||
52,314 | Avid Bioservices, Inc. (a) | 886,199 | ||||
79,383 | BioCryst Pharmaceuticals, Inc. (a) | 1,059,763 | ||||
7,590 | Blueprint Medicines Corp. (a) | 393,466 | ||||
50,312 | Bridgebio Pharma, Inc. (a) | 524,754 | ||||
70,498 | Dynavax Technologies Corp. (a) (b) | 807,202 | ||||
96,102 | FibroGen, Inc. (a) | 1,564,540 | ||||
49,363 | ImmunityBio, Inc. (a) (b) | 271,496 | ||||
34,169 | Insmed, Inc. (a) | 591,807 | ||||
2,849 | Ligand Pharmaceuticals, Inc. (a) | 249,715 | ||||
100,410 | Lyell Immunopharma, Inc. (a) (b) | 590,411 | ||||
21,188 | Prometheus Biosciences, Inc. (a) | 1,112,794 | ||||
20,621 | Prothena Corp. PLC (a) | 1,266,954 | ||||
24,906 | PTC Therapeutics, Inc. (a) | 941,945 | ||||
94,006 | Recursion Pharmaceuticals, Inc., Class A (a) | 991,763 | ||||
37,845 | REGENXBIO, Inc. (a) | 895,791 | ||||
10,967 | Relay Therapeutics, Inc. (a) | 243,687 | ||||
12,441 | REVOLUTION Medicines, Inc. (a) | 252,055 | ||||
18,795 | Sage Therapeutics, Inc. (a) | 707,820 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Biotechnology (Continued) | ||||||
29,871 | Travere Therapeutics, Inc. (a) | $ | 647,603 | |||
6,961 | Twist Bioscience Corp. (a) | 228,530 | ||||
13,078 | uniQure N.V. (a) | 243,512 | ||||
38,500 | Xencor, Inc. (a) | 1,078,000 | ||||
17,950,173 | ||||||
Building Products — 1.8% | ||||||
18,564 | AAON, Inc. | 1,197,192 | ||||
10,437 | CSW Industrials, Inc. | 1,345,538 | ||||
140,165 | Janus International Group, Inc. (a) | 1,349,789 | ||||
3,892,519 | ||||||
Capital Markets — 1.3% | ||||||
15,871 | Focus Financial Partners, Inc., Class A (a) | 552,152 | ||||
40,364 | Golub Capital BDC, Inc. | 523,521 | ||||
4,115 | Hamilton Lane, Inc., Class A | 246,159 | ||||
7,256 | Moelis & Co., Class A | 308,090 | ||||
11,015 | PJT Partners, Inc., Class A | 819,516 | ||||
10,010 | StepStone Group, Inc., Class A | 295,495 | ||||
2,744,933 | ||||||
Chemicals — 0.7% | ||||||
235,901 | Ginkgo Bioworks Holdings, Inc. (a) (b) | 644,010 | ||||
51,649 | LSB Industries, Inc. (a) | 910,572 | ||||
1,554,582 | ||||||
Commercial Services & Supplies — 0.4% | ||||||
10,324 | Brink’s (The) Co. | 615,620 | ||||
7,291 | Montrose Environmental Group, Inc. (a) | 319,200 | ||||
934,820 | ||||||
Communications Equipment — 3.5% | ||||||
51,084 | ADTRAN Holdings, Inc. | 1,147,347 | ||||
11,947 | Clearfield, Inc. (a) | 1,451,202 | ||||
135,752 | CommScope Holding Co., Inc. (a) | 1,797,357 | ||||
95,659 | Extreme Networks, Inc. (a) | 1,716,122 | ||||
50,689 | Infinera Corp. (a) | 284,365 | ||||
31,936 | NetScout Systems, Inc. (a) | 1,147,141 | ||||
7,543,534 | ||||||
Construction & Engineering — 1.8% | ||||||
18,806 | Ameresco, Inc., Class A (a) | 1,137,387 | ||||
13,088 | Dycom Industries, Inc. (a) | 1,546,740 | ||||
8,077 | NV5 Global, Inc. (a) | 1,170,761 | ||||
3,854,888 | ||||||
First Trust Small Cap Growth AlphaDEX® Fund (FYC) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Consumer Finance — 0.1% | ||||||
11,800 | Upstart Holdings, Inc. (a) (b) | $ | 273,524 | |||
Distributors — 0.6% | ||||||
61,834 | Funko, Inc., Class A (a) | 1,276,872 | ||||
Diversified Consumer Services — 1.3% | ||||||
11,643 | Chegg, Inc. (a) | 251,140 | ||||
7,729 | Duolingo, Inc. (a) | 632,541 | ||||
8,948 | Grand Canyon Education, Inc. (a) | 900,437 | ||||
29,747 | Stride, Inc. (a) | 996,822 | ||||
2,780,940 | ||||||
Diversified Financial Services — 0.3% | ||||||
27,692 | Compass Diversified Holdings | 589,286 | ||||
Diversified Telecommunication Services — 0.6% | ||||||
4,703 | Cogent Communications Holdings, Inc. | 246,954 | ||||
462,899 | Globalstar, Inc. (a) | 1,004,491 | ||||
1,251,445 | ||||||
Electric Utilities — 0.7% | ||||||
7,620 | MGE Energy, Inc. | 518,846 | ||||
16,258 | Otter Tail Corp. | 1,096,114 | ||||
1,614,960 | ||||||
Electrical Equipment — 2.2% | ||||||
75,407 | Array Technologies, Inc. (a) | 1,364,866 | ||||
50,035 | Bloom Energy Corp., Class A (a) | 936,155 | ||||
10,821 | Encore Wire Corp. | 1,488,861 | ||||
34,153 | Shoals Technologies Group, Inc., Class A (a) | 789,276 | ||||
4,149 | Vicor Corp. (a) | 198,198 | ||||
4,777,356 | ||||||
Electronic Equipment, Instruments & Components — 2.3% | ||||||
12,921 | Advanced Energy Industries, Inc. | 1,016,237 | ||||
10,826 | Badger Meter, Inc. | 1,217,708 | ||||
20,831 | Belden, Inc. | 1,450,463 | ||||
30,019 | CTS Corp. | 1,186,351 | ||||
4,870,759 | ||||||
Energy Equipment & Services — 4.6% | ||||||
19,152 | Cactus, Inc., Class A | 990,541 | ||||
57,771 | Expro Group Holdings N.V. (a) | 1,093,605 | ||||
98,602 | Liberty Energy, Inc. (a) | 1,667,360 | ||||
4,929 | Nabors Industries Ltd. (a) | 857,794 | ||||
168,956 | NexTier Oilfield Solutions, Inc. (a) | 1,703,077 | ||||
144,331 | RPC, Inc. | 1,606,404 | ||||
99,327 | Transocean Ltd. (a) | 365,523 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Energy Equipment & Services (Continued) | ||||||
38,721 | Weatherford International PLC (a) | $ | 1,613,891 | |||
9,898,195 | ||||||
Entertainment — 1.7% | ||||||
60,776 | Cinemark Holdings, Inc. (a) | 644,833 | ||||
16,693 | Madison Square Garden Entertainment Corp. (a) | 818,458 | ||||
5,632 | Madison Square Garden Sports Corp. | 882,028 | ||||
17,818 | World Wrestling Entertainment, Inc., Class A | 1,405,662 | ||||
3,750,981 | ||||||
Equity Real Estate Investment Trusts — 2.0% | ||||||
2,394 | Alexander’s, Inc. | 562,327 | ||||
15,558 | Easterly Government Properties, Inc. | 270,554 | ||||
12,615 | Essential Properties Realty Trust, Inc. | 271,475 | ||||
10,143 | Four Corners Property Trust, Inc. | 259,864 | ||||
18,597 | Getty Realty Corp. | 585,619 | ||||
11,501 | InvenTrust Properties Corp. | 289,825 | ||||
13,355 | LTC Properties, Inc. | 516,438 | ||||
16,151 | Outfront Media, Inc. | 291,525 | ||||
17,830 | Retail Opportunity Investments Corp. | 258,178 | ||||
6,541 | Saul Centers, Inc. | 267,854 | ||||
36,557 | Tanger Factory Outlet Centers, Inc. | 658,392 | ||||
4,232,051 | ||||||
Food & Staples Retailing — 0.6% | ||||||
34,525 | Chefs’ Warehouse (The), Inc. (a) | 1,264,651 | ||||
Food Products — 2.8% | ||||||
22,492 | Cal-Maine Foods, Inc. | 1,271,023 | ||||
43,039 | Hostess Brands, Inc. (a) | 1,139,673 | ||||
15,634 | Simply Good Foods (The) Co. (a) | 598,782 | ||||
51,686 | Sovos Brands, Inc. (a) | 716,368 | ||||
30,054 | Tootsie Roll Industries, Inc. | 1,213,881 | ||||
66,239 | Utz Brands, Inc. | 1,073,734 | ||||
6,013,461 | ||||||
Gas Utilities — 0.3% | ||||||
4,333 | Chesapeake Utilities Corp. | 538,939 | ||||
Health Care Equipment & Supplies — 2.7% | ||||||
6,275 | AtriCure, Inc. (a) | 264,303 | ||||
885 | Atrion Corp. | 531,274 | ||||
14,199 | Axonics, Inc. (a) | 1,038,515 | ||||
13,824 | Glaukos Corp. (a) | 775,112 | ||||
13,024 | Merit Medical Systems, Inc. (a) | 895,660 |
First Trust Small Cap Growth AlphaDEX® Fund (FYC) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Equipment & Supplies (Continued) | ||||||
30,155 | PROCEPT BioRobotics Corp. (a) | $ | 1,369,942 | |||
22,227 | Silk Road Medical, Inc. (a) | 979,766 | ||||
5,854,572 | ||||||
Health Care Providers & Services — 3.4% | ||||||
66,575 | AdaptHealth Corp. (a) | 1,517,910 | ||||
34,948 | Agiliti, Inc. (a) | 610,541 | ||||
84,479 | Alignment Healthcare, Inc. (a) | 1,118,502 | ||||
144,208 | Cano Health, Inc. (a) | 516,265 | ||||
3,612 | CorVel Corp. (a) | 593,126 | ||||
224,063 | Hims & Hers Health, Inc. (a) | 1,017,246 | ||||
111,180 | LifeStance Health Group, Inc. (a) | 839,409 | ||||
19,861 | Progyny, Inc. (a) | 883,219 | ||||
3,227 | US Physical Therapy, Inc. | 286,558 | ||||
7,382,776 | ||||||
Health Care Technology — 1.1% | ||||||
27,838 | Evolent Health, Inc., Class A (a) | 885,527 | ||||
85,781 | Multiplan Corp. (a) | 246,191 | ||||
19,627 | Phreesia, Inc. (a) | 536,210 | ||||
9,821 | Schrodinger, Inc. (a) | 235,409 | ||||
10,303 | Simulations Plus, Inc. | 427,575 | ||||
2,330,912 | ||||||
Hotels, Restaurants & Leisure — 5.7% | ||||||
29,464 | Brinker International, Inc. (a) | 983,803 | ||||
10,804 | Cracker Barrel Old Country Store, Inc. | 1,234,033 | ||||
32,234 | Dave & Buster’s Entertainment, Inc. (a) | 1,284,525 | ||||
15,736 | Dine Brands Global, Inc. | 1,134,408 | ||||
16,056 | Dutch Bros, Inc., Class A (a) (b) | 592,627 | ||||
45,377 | Everi Holdings, Inc. (a) | 861,255 | ||||
14,334 | Golden Entertainment, Inc. (a) | 605,182 | ||||
13,504 | Jack in the Box, Inc. | 1,191,458 | ||||
43,374 | Krispy Kreme, Inc. (b) | 622,417 | ||||
13,110 | Monarch Casino & Resort, Inc. (a) | 1,041,065 | ||||
21,483 | Red Rock Resorts, Inc., Class A | 894,767 | ||||
28,254 | Six Flags Entertainment Corp. (a) | 630,064 | ||||
99,070 | Target Hospitality Corp. (a) | 1,205,682 | ||||
12,281,286 | ||||||
Household Products — 0.2% | ||||||
2,846 | WD-40 Co. | 455,815 | ||||
Independent Power and Renewable Electricity Producers — 0.9% | ||||||
71,691 | Montauk Renewables, Inc. (a) | 1,073,214 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Independent Power and Renewable Electricity Producers (Continued) | ||||||
45,300 | Sunnova Energy International, Inc. (a) | $ | 839,862 | |||
1,913,076 | ||||||
Insurance — 1.4% | ||||||
37,959 | BRP Group, Inc., Class A (a) | 1,076,138 | ||||
14,933 | Palomar Holdings, Inc. (a) | 1,328,440 | ||||
12,384 | Trupanion, Inc. (a) | 625,020 | ||||
3,029,598 | ||||||
Interactive Media & Services — 0.6% | ||||||
17,314 | Cargurus, Inc. (a) | 252,092 | ||||
60,619 | ZipRecruiter, Inc., Class A (a) | 1,016,580 | ||||
1,268,672 | ||||||
Internet & Direct Marketing Retail — 0.6% | ||||||
22,015 | Xometry, Inc., Class A (a) | 1,322,221 | ||||
IT Services — 2.7% | ||||||
7,826 | EVERTEC, Inc. | 280,249 | ||||
21,782 | Flywire Corp. (a) | 478,115 | ||||
53,401 | Grid Dynamics Holdings, Inc. (a) | 726,788 | ||||
89,947 | Remitly Global, Inc. (a) | 1,045,184 | ||||
97,108 | Sabre Corp. (a) | 564,198 | ||||
22,422 | Shift4 Payments, Inc., Class A (a) | 1,030,739 | ||||
23,413 | Squarespace, Inc., Class A (a) | 520,003 | ||||
65,076 | Verra Mobility Corp. (a) | 1,110,847 | ||||
5,756,123 | ||||||
Life Sciences Tools & Services — 0.5% | ||||||
67,949 | Cytek Biosciences, Inc. (a) | 1,054,568 | ||||
Machinery — 2.9% | ||||||
33,855 | Energy Recovery, Inc. (a) | 871,089 | ||||
41,280 | Enerpac Tool Group Corp. | 1,048,925 | ||||
11,770 | EnPro Industries, Inc. | 1,253,505 | ||||
4,848 | Helios Technologies, Inc. | 274,833 | ||||
4,412 | Kadant, Inc. | 785,115 | ||||
6,980 | Lindsay Corp. | 1,181,714 | ||||
147,794 | Proterra, Inc. (a) | 922,235 | ||||
6,337,416 | ||||||
Media — 0.3% | ||||||
8,449 | TechTarget, Inc. (a) | 545,383 | ||||
Metals & Mining — 2.0% | ||||||
46,986 | ATI, Inc. (a) | 1,398,303 | ||||
15,629 | Materion Corp. | 1,339,562 |
First Trust Small Cap Growth AlphaDEX® Fund (FYC) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Metals & Mining (Continued) | ||||||
43,961 | Warrior Met Coal, Inc. | $ | 1,632,711 | |||
4,370,576 | ||||||
Mortgage Real Estate Investment Trusts — 0.4% | ||||||
29,558 | Apollo Commercial Real Estate Finance, Inc. | 332,823 | ||||
21,334 | Arbor Realty Trust, Inc. | 293,769 | ||||
31,534 | MFA Financial, Inc. | 314,079 | ||||
940,671 | ||||||
Multiline Retail — 0.3% | ||||||
20,582 | Franchise Group, Inc. | 624,664 | ||||
Oil, Gas & Consumable Fuels — 9.0% | ||||||
10,541 | Arch Resources, Inc. | 1,605,289 | ||||
21,024 | Callon Petroleum Co. (a) | 924,215 | ||||
64,406 | CNX Resources Corp. (a) | 1,082,665 | ||||
19,439 | CONSOL Energy, Inc. | 1,225,046 | ||||
43,142 | CVR Energy, Inc. | 1,685,126 | ||||
46,067 | Delek US Holdings, Inc. | 1,366,347 | ||||
101,483 | Earthstone Energy, Inc., Class A (a) (b) | 1,639,965 | ||||
98,397 | Equitrans Midstream Corp. | 828,503 | ||||
14,162 | Gulfport Energy Corp. (a) | 1,267,641 | ||||
35,590 | International Seaways, Inc. | 1,509,372 | ||||
15,350 | Kinetik Holdings, Inc. (b) | 564,573 | ||||
193,465 | Kosmos Energy Ltd. (a) | 1,255,588 | ||||
15,915 | Laredo Petroleum, Inc. (a) | 1,028,905 | ||||
45,614 | Northern Oil and Gas, Inc. | 1,557,262 | ||||
75,091 | Talos Energy, Inc. (a) | 1,597,936 | ||||
102,651 | Tellurian, Inc. (a) | 277,158 | ||||
19,415,591 | ||||||
Personal Products — 1.9% | ||||||
42,418 | Beauty Health (The) Co. (a) | 484,838 | ||||
24,266 | BellRing Brands, Inc. (a) | 587,722 | ||||
33,235 | elf Beauty, Inc. (a) | 1,437,746 | ||||
13,254 | Inter Parfums, Inc. | 1,071,984 | ||||
4,615 | Medifast, Inc. | 539,909 | ||||
4,122,199 | ||||||
Pharmaceuticals — 2.2% | ||||||
26,192 | Amphastar Pharmaceuticals, Inc. (a) | 809,333 | ||||
11,241 | Arvinas, Inc. (a) | 558,790 | ||||
39,011 | Corcept Therapeutics, Inc. (a) | 1,115,715 | ||||
16,617 | Harmony Biosciences Holdings, Inc. (a) | 864,084 | ||||
9,403 | Pacira BioSciences, Inc. (a) | 486,699 | ||||
97,108 | SIGA Technologies, Inc. | 892,422 | ||||
4,727,043 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Professional Services — 1.7% | ||||||
29,226 | CBIZ, Inc. (a) | $ | 1,450,779 | |||
18,872 | Huron Consulting Group, Inc. (a) | 1,389,545 | ||||
41,724 | Sterling Check Corp. (a) | 814,870 | ||||
3,655,194 | ||||||
Real Estate Management & Development — 0.5% | ||||||
44,612 | eXp World Holdings, Inc. (b) | 589,324 | ||||
15,869 | Kennedy-Wilson Holdings, Inc. | 263,584 | ||||
7,660 | St. Joe (The) Co. | 272,160 | ||||
1,125,068 | ||||||
Road & Rail — 0.7% | ||||||
17,190 | ArcBest Corp. | 1,365,402 | ||||
32,282 | TuSimple Holdings, Inc., Class A (a) (b) | 110,727 | ||||
1,476,129 | ||||||
Semiconductors & Semiconductor Equipment — 2.5% | ||||||
20,644 | Axcelis Technologies, Inc. (a) | 1,197,352 | ||||
15,623 | Impinj, Inc. (a) | 1,790,865 | ||||
15,332 | MaxLinear, Inc. (a) | 473,452 | ||||
50,343 | Photronics, Inc. (a) | 816,563 | ||||
39,347 | Rambus, Inc. (a) | 1,186,706 | ||||
5,464,938 | ||||||
Software — 6.4% | ||||||
35,369 | Adeia, Inc. | 395,425 | ||||
18,070 | Agilysys, Inc. (a) | 1,159,552 | ||||
48,904 | Alkami Technology, Inc. (a) | 775,128 | ||||
13,180 | Alteryx, Inc., Class A (a) | 642,261 | ||||
7,028 | Appfolio, Inc., Class A (a) | 881,100 | ||||
11,036 | Asana, Inc., Class A (a) | 227,342 | ||||
5,568 | Blackbaud, Inc. (a) | 304,570 | ||||
32,196 | Clear Secure, Inc., Class A (a) | 869,936 | ||||
4,625 | CommVault Systems, Inc. (a) | 281,616 | ||||
10,321 | Confluent, Inc., Class A (a) | 277,428 | ||||
17,026 | Digital Turbine, Inc. (a) | 248,580 | ||||
18,916 | Freshworks, Inc., Class A (a) | 257,068 | ||||
6,070 | InterDigital, Inc. | 302,711 | ||||
11,070 | Jamf Holding Corp. (a) | 262,027 | ||||
46,696 | Marathon Digital Holdings, Inc. (a) (b) | 612,185 | ||||
30,719 | MeridianLink, Inc. (a) | 552,942 | ||||
1,156 | MicroStrategy, Inc., Class A (a) (b) | 309,242 | ||||
79,741 | N-able, Inc. (a) | 863,595 | ||||
35,333 | Nutanix, Inc., Class A (a) | 968,124 | ||||
10,634 | PagerDuty, Inc. (a) | 265,212 | ||||
59,930 | PowerSchool Holdings, Inc., Class A (a) | 1,198,600 | ||||
17,298 | Progress Software Corp. | 882,717 | ||||
54,242 | Sprinklr, Inc., Class A (a) | 501,738 |
First Trust Small Cap Growth AlphaDEX® Fund (FYC) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Software (Continued) | ||||||
4,042 | Sprout Social, Inc., Class A (a) | $ | 243,854 | |||
6,428 | Workiva, Inc. (a) | 500,163 | ||||
13,783,116 | ||||||
Specialty Retail — 0.7% | ||||||
8,555 | Boot Barn Holdings, Inc. (a) | 485,924 | ||||
50,034 | Leslie’s, Inc. (a) | 702,477 | ||||
18,392 | Warby Parker, Inc., Class A (a) (b) | 295,192 | ||||
1,483,593 | ||||||
Technology Hardware, Storage & Peripherals — 1.0% | ||||||
21,501 | Avid Technology, Inc. (a) | 591,063 | ||||
22,704 | Super Micro Computer, Inc. (a) | 1,579,971 | ||||
2,171,034 | ||||||
Textiles, Apparel & Luxury Goods — 1.4% | ||||||
21,899 | Kontoor Brands, Inc. | 781,794 | ||||
13,925 | Oxford Industries, Inc. | 1,416,590 | ||||
27,596 | Steven Madden Ltd. | 824,293 | ||||
3,022,677 | ||||||
Thrifts & Mortgage Finance — 0.2% | ||||||
23,669 | Columbia Financial, Inc. (a) | 486,161 | ||||
Tobacco — 0.3% | ||||||
56,765 | Vector Group Ltd. | 602,844 | ||||
Trading Companies & Distributors — 1.1% | ||||||
171,564 | Custom Truck One Source, Inc. (a) | 1,188,938 | ||||
24,999 | GMS, Inc. (a) | 1,179,953 | ||||
2,368,891 | ||||||
Water Utilities — 1.0% | ||||||
6,416 | American States Water Co. | 580,391 | ||||
9,492 | California Water Service Group | 589,074 | ||||
3,177 | Middlesex Water Co. | 284,246 | ||||
8,683 | SJW Group | 613,715 | ||||
2,067,426 | ||||||
Total Common Stocks — 100.0% | 215,845,699 | |||||
(Cost $206,952,298) | ||||||
Principal Value | Description | Value | |||||
Repurchase Agreements — 2.2% | |||||||
$ | 2,303,145 | Citigroup, Inc., 3.00% (d), dated 10/31/22, due 11/01/22, with a maturity value of $2,303,337. Collateralized by U.S. Treasury Securities, interest rates of 0.13% to 4.38%, due 11/15/31 to 02/15/52. The value of the collateral including accrued interest is $2,350,586. (e) | $ | 2,303,145 | |||
146,188 | Daiwa Capital Markets America, Inc., 3.00% (d), dated 10/31/22, due 11/01/22, with a maturity value of $146,200. Collateralized by U.S. Treasury Securities, interest rates of 0.00% to 4.00%, due 02/15/23 to 08/15/52. The value of the collateral including accrued interest is $149,112. (e) | 146,188 | |||||
2,303,145 | JPMorgan Chase & Co., 3.00% (d), dated 10/31/22, due 11/01/22, with a maturity value of $2,303,337. Collateralized by U.S. Treasury Securities, interest rates of 0.00% to 6.13%, due 11/15/22 to 02/15/46. The value of the collateral including accrued interest is $2,349,208. (e) | 2,303,145 | |||||
Total Repurchase Agreements — 2.2% | 4,752,478 | ||||||
(Cost $4,752,478) | |||||||
Total Investments — 102.2% | 220,598,177 | ||||||
(Cost $211,704,776) | |||||||
Net Other Assets and Liabilities — (2.2)% | (4,673,064 | ) | |||||
Net Assets — 100.0% | $ | 215,925,113 |
(a) | Non-income producing security. |
(b) | All or a portion of this security is on loan for securities lending. The remaining contractual maturity of all of the securities lending transactions is overnight and continuous. The aggregate value of such securities is $4,555,748 and the total value of the collateral held by the Fund is $4,752,478. |
(c) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended. |
(d) | Rate shown reflects yield as of October 31, 2022. |
(e) | This security serves as collateral for securities on loan. |
First Trust Small Cap Growth AlphaDEX® Fund (FYC) |
Portfolio of Investments (Continued) |
October 31, 2022 (Unaudited) |
Valuation Inputs | |||||||
A summary of the inputs used to value the Fund’s investments as of October 31, 2022 is as follows (see Valuation Inputs in the Additional Information section): |
Total Value at 10/31/2022 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 215,845,699 | $ | 215,845,699 | $ | — | $ | — | ||||||||
Repurchase Agreements | 4,752,478 | — | 4,752,478 | — | ||||||||||||
Total Investments | $ | 220,598,177 | $ | 215,845,699 | $ | 4,752,478 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
Additional Information
First Trust Exchange-Traded AlphaDEX® Fund
Style Funds
October 31, 2022 (Unaudited)
Valuation Inputs
The Funds are subject to fair value accounting standards that define fair value, establish the framework for measuring fair value and provide a three-level hierarchy for fair valuation based upon the inputs to the valuation as of the measurement date. The three levels of the fair value hierarchy are as follows:
· | Level 1 – Level 1 inputs are quoted prices in active markets for identical investments. |
· | Level 2 – Level 2 inputs are observable inputs, either directly or indirectly. (Quoted prices for similar investments, valuations based on interest rates and yield curves, or valuations derived from observable market data.) |
· | Level 3 – Level 3 inputs are unobservable inputs that may reflect the reporting entity’s own assumptions about the assumptions that market participants would use in pricing the investment. |
The inputs or methodologies used for valuing investments are not necessarily an indication of the risk associated with investing in those investments.
Licensing Information
Nasdaq®, Nasdaq AlphaDEX® Large Cap Core Index, Nasdaq AlphaDEX® Mid Cap Core Index, Nasdaq AlphaDEX® Small Cap Core Index, Nasdaq AlphaDEX® Large Cap Value Index, Nasdaq AlphaDEX® Large Cap Growth Index, Nasdaq AlphaDEX® Multi Cap Value Index, Nasdaq AlphaDEX® Multi Cap Growth Index, Nasdaq AlphaDEX® Mid Cap Value Index, Nasdaq AlphaDEX® Mid Cap Growth Index, Nasdaq AlphaDEX® Small Cap Value Index and Nasdaq AlphaDEX® Small Cap Growth Index (“the Nasdaq Indexes”) are registered trademarks and service marks of Nasdaq, Inc. (together with its affiliates hereinafter referred to as the “Corporations”) and are licensed for use by First Trust. AlphaDEX® is a registered trademark owned by First Trust that has been licensed to Nasdaq, Inc. for use in the name of the Nasdaq Indexes. The Funds have not been passed on by the Corporations as to their legality or suitability. The Funds are not issued, endorsed, sold or promoted by the Corporations. THE CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE FUNDS.