First Trust Consumer Discretionary AlphaDEX® Fund (FXD) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Automobile Components — 3.9% | ||||||
125,355 | Aptiv PLC (a) | $ | 12,894,015 | |||
357,961 | BorgWarner, Inc. | 17,228,663 | ||||
376,298 | Gentex Corp. | 10,382,062 | ||||
75,616 | Lear Corp. | 9,653,139 | ||||
50,157,879 | ||||||
Automobiles — 4.5% | ||||||
558,077 | Ford Motor Co. | 6,629,955 | ||||
479,264 | General Motors Co. | 15,834,882 | ||||
462,982 | Harley-Davidson, Inc. | 17,176,632 | ||||
220,735 | Thor Industries, Inc. | 17,442,480 | ||||
57,083,949 | ||||||
Broadline Retail — 3.8% | ||||||
597,430 | Kohl’s Corp. | 13,161,383 | ||||
1,005,112 | Macy’s, Inc. | 16,423,530 | ||||
432,193 | Nordstrom, Inc. (b) | 6,681,704 | ||||
182,044 | Ollie’s Bargain Outlet Holdings, Inc. (a) | 11,878,371 | ||||
48,144,988 | ||||||
Commercial Services & Supplies — 2.5% | ||||||
186,990 | Copart, Inc. (a) | 14,781,559 | ||||
463,990 | Driven Brands Holdings, Inc. (a) | 14,244,493 | ||||
59,962 | Ritchie Bros Auctioneers, Inc. | 3,429,227 | ||||
32,455,279 | ||||||
Consumer Staples Distribution & Retail — 2.2% | ||||||
184,876 | BJ’s Wholesale Club Holdings, Inc. (a) | 14,118,980 | ||||
6,793 | Costco Wholesale Corp. | 3,418,373 | ||||
48,984 | Dollar Tree, Inc. (a) | 7,529,331 | ||||
20,379 | Target Corp. | 3,214,787 | ||||
28,281,471 | ||||||
Distributors — 1.1% | ||||||
63,042 | Genuine Parts Co. | 10,610,599 | ||||
9,856 | Pool Corp. | 3,462,610 | ||||
14,073,209 | ||||||
Diversified Consumer Services — 1.1% | ||||||
91,333 | Bright Horizons Family Solutions, Inc. (a) | 6,952,268 | ||||
61,737 | Grand Canyon Education, Inc. (a) | 7,328,182 | ||||
14,280,450 | ||||||
Entertainment — 6.7% | ||||||
72,177 | Madison Square Garden Sports Corp. | 14,471,488 | ||||
20,354 | Netflix, Inc. (a) | 6,715,395 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Entertainment (Continued) | ||||||
299,755 | Playtika Holding Corp. (a) | $ | 2,997,550 | |||
234,497 | ROBLOX Corp., Class A (a) | 8,348,093 | ||||
105,251 | Spotify Technology S.A. (a) | 14,061,534 | ||||
28,292 | Take-Two Interactive Software, Inc. (a) | 3,516,413 | ||||
33,708 | Walt Disney (The) Co. (a) | 3,455,070 | ||||
1,164,199 | Warner Bros Discovery, Inc. (a) | 15,844,748 | ||||
154,105 | World Wrestling Entertainment, Inc., Class A | 16,515,433 | ||||
85,925,724 | ||||||
Ground Transportation — 3.0% | ||||||
36,098 | Avis Budget Group, Inc. (a) | 6,377,434 | ||||
1,079,152 | Hertz Global Holdings, Inc. (a) | 18,000,255 | ||||
443,644 | Uber Technologies, Inc. (a) | 13,775,146 | ||||
38,152,835 | ||||||
Hotels, Restaurants & Leisure — 18.9% | ||||||
56,526 | Airbnb, Inc., Class A (a) | 6,764,466 | ||||
6,629 | Booking Holdings, Inc. (a) | 17,807,549 | ||||
219,330 | Boyd Gaming Corp. | 15,221,502 | ||||
216,096 | Caesars Entertainment, Inc. (a) | 9,786,988 | ||||
6,175 | Chipotle Mexican Grill, Inc. (a) | 12,767,554 | ||||
54,711 | Churchill Downs, Inc. | 16,004,609 | ||||
90,640 | Darden Restaurants, Inc. | 13,770,935 | ||||
908,027 | DraftKings, Inc., Class A (a) | 19,894,872 | ||||
34,785 | Expedia Group, Inc. (a) | 3,268,399 | ||||
74,874 | Hilton Worldwide Holdings, Inc. | 10,783,354 | ||||
122,398 | Las Vegas Sands Corp. (a) | 7,815,112 | ||||
84,700 | Marriott International, Inc., Class A | 14,343,098 | ||||
78,211 | Marriott Vacations Worldwide Corp. | 10,524,072 | ||||
237,453 | MGM Resorts International | 10,666,389 | ||||
784,211 | Norwegian Cruise Line Holdings Ltd. (a) | 10,469,217 | ||||
355,619 | Penn Entertainment, Inc. (a) | 10,593,890 | ||||
90,535 | Planet Fitness, Inc., Class A (a) | 7,527,080 | ||||
126,366 | Six Flags Entertainment Corp. (a) | 3,066,903 | ||||
67,528 | Starbucks Corp. | 7,717,775 | ||||
179,383 | Travel + Leisure Co. | 6,864,987 | ||||
154,971 | Wendy’s (The) Co. | 3,424,859 | ||||
49,746 | Wyndham Hotels & Resorts, Inc. | 3,393,672 | ||||
125,669 | Wynn Resorts Ltd. (a) | 14,361,453 | ||||
25,554 | Yum! Brands, Inc. | 3,592,381 | ||||
240,431,116 | ||||||
Household Durables — 9.4% | ||||||
179,951 | D.R. Horton, Inc. | 19,762,219 | ||||
69,677 | Garmin Ltd. | 6,840,191 | ||||
330,855 | Leggett & Platt, Inc. | 10,689,925 |
First Trust Consumer Discretionary AlphaDEX® Fund (FXD) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Household Durables (Continued) | ||||||
167,248 | Lennar Corp., Class A | $ | 18,867,247 | |||
565,253 | Newell Brands, Inc. | 6,867,824 | ||||
3,154 | NVR, Inc. (a) | 18,419,360 | ||||
301,637 | PulteGroup, Inc. | 20,254,924 | ||||
292,844 | Toll Brothers, Inc. | 18,715,660 | ||||
120,417,350 | ||||||
Interactive Media & Services — 0.2% | ||||||
169,951 | TripAdvisor, Inc. (a) | 3,013,231 | ||||
Leisure Products — 1.9% | ||||||
381,954 | Mattel, Inc. (a) | 6,875,172 | ||||
127,129 | Polaris, Inc. | 13,812,566 | ||||
84,381 | YETI Holdings, Inc. (a) | 3,328,830 | ||||
24,016,568 | ||||||
Media — 5.8% | ||||||
413,025 | Fox Corp., Class A | 13,737,211 | ||||
90,636 | Interpublic Group of (The) Cos., Inc. | 3,238,424 | ||||
502,449 | Liberty Media Corp.-Liberty SiriusXM (a) | 14,038,425 | ||||
610,750 | News Corp., Class A | 10,755,308 | ||||
101,816 | Nexstar Media Group, Inc. | 17,659,985 | ||||
315,185 | Paramount Global, Class B (b) | 7,353,266 | ||||
850,187 | Sirius XM Holdings, Inc. (b) | 3,230,711 | ||||
55,415 | Trade Desk (The), Inc., Class A (a) | 3,565,401 | ||||
73,578,731 | ||||||
Passenger Airlines — 4.9% | ||||||
80,440 | Alaska Air Group, Inc. (a) | 3,495,923 | ||||
190,356 | Copa Holdings S.A., Class A | 17,192,954 | ||||
503,420 | Delta Air Lines, Inc. (a) | 17,272,340 | ||||
965,900 | JetBlue Airways Corp. (a) | 6,896,526 | ||||
216,096 | Southwest Airlines Co. | 6,545,548 | ||||
238,364 | United Airlines Holdings, Inc. (a) | 10,440,343 | ||||
61,843,634 | ||||||
Specialty Retail — 18.1% | ||||||
57,821 | Advance Auto Parts, Inc. | 7,258,270 | ||||
130,838 | AutoNation, Inc. (a) | 17,231,365 | ||||
1,373 | AutoZone, Inc. (a) | 3,656,725 | ||||
192,230 | Bath & Body Works, Inc. | 6,747,273 | ||||
134,759 | Best Buy Co., Inc. | 10,042,241 | ||||
34,793 | Burlington Stores, Inc. (a) | 6,708,438 | ||||
52,509 | CarMax, Inc. (a) | 3,677,205 | ||||
74,336 | Dick’s Sporting Goods, Inc. | 10,779,463 | ||||
68,279 | Five Below, Inc. (a) | 13,475,544 | ||||
178,980 | Floor & Decor Holdings, Inc., Class A (a) | 17,779,873 | ||||
336,180 | Gap (The), Inc. | 3,227,328 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Specialty Retail (Continued) | ||||||
11,436 | Home Depot (The), Inc. | $ | 3,436,976 | |||
76,789 | Lithia Motors, Inc. | 16,961,922 | ||||
8,282 | O’Reilly Automotive, Inc. (a) | 7,597,161 | ||||
123,964 | Penske Automotive Group, Inc. | 17,178,931 | ||||
1,171,961 | Petco Health & Wellness Co., Inc. (a) | 11,672,732 | ||||
28,871 | RH (a) | 7,365,858 | ||||
31,803 | Ross Stores, Inc. | 3,394,334 | ||||
134,605 | TJX (The) Cos., Inc. | 10,609,566 | ||||
44,876 | Tractor Supply Co. | 10,698,438 | ||||
32,216 | Ulta Beauty, Inc. (a) | 17,764,869 | ||||
308,862 | Victoria’s Secret & Co. (a) | 9,577,811 | ||||
115,597 | Williams-Sonoma, Inc. | 13,991,861 | ||||
230,834,184 | ||||||
Textiles, Apparel & Luxury Goods — 10.7% | ||||||
299,223 | Capri Holdings Ltd. (a) | 12,417,755 | ||||
146,659 | Carter’s, Inc. | 10,232,398 | ||||
77,923 | Columbia Sportswear Co. | 6,509,687 | ||||
39,104 | Deckers Outdoor Corp. (a) | 18,744,111 | ||||
28,961 | Lululemon Athletica, Inc. (a) | 11,003,153 | ||||
27,521 | NIKE, Inc., Class B | 3,487,461 | ||||
157,733 | PVH Corp. | 13,535,069 | ||||
90,405 | Ralph Lauren Corp. | 10,377,590 | ||||
369,937 | Skechers U.S.A., Inc., Class A (a) | 19,676,949 | ||||
326,223 | Tapestry, Inc. | 13,313,161 | ||||
1,481,931 | Under Armour, Inc., Class A (a) | 13,144,728 | ||||
147,327 | VF Corp. | 3,463,658 | ||||
135,905,720 | ||||||
Trading Companies & Distributors — 1.2% | ||||||
102,752 | SiteOne Landscape Supply, Inc. (a) | 15,180,581 | ||||
Total Common Stocks — 99.9% | 1,273,776,899 | |||||
(Cost $1,226,319,570) | ||||||
Money Market Funds — 1.2% | ||||||
14,044,142 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 4.67% (c) (d) | 14,044,142 | ||||
1,344,761 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class 4.71% (c) | 1,344,761 | ||||
Total Money Market Funds — 1.2% | 15,388,903 | |||||
(Cost $15,388,903) |
First Trust Consumer Discretionary AlphaDEX® Fund (FXD) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.2% | |||||||
$ | 2,439,945 | BNP Paribas S.A., 4.70% (c), dated 04/28/23, due 05/01/23, with a maturity value of $2,440,901. Collateralized by U.S. Treasury Securities, interest rates of 1.13% to 2.25%, due 01/15/25 to 08/15/27. The value of the collateral including accrued interest is $2,494,236. (d) | $ | 2,439,945 | |||
(Cost $2,439,945) | |||||||
Total Investments — 101.3% | 1,291,605,747 | ||||||
(Cost $1,244,148,418) | |||||||
Net Other Assets and Liabilities — (1.3)% | (16,884,991 | ) | |||||
Net Assets — 100.0% | $ | 1,274,720,756 |
(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, including those sold and pending settlement, is $16,149,457 and the total value of the collateral held by the Fund is $16,484,087. |
(c) | Rate shown reflects yield as of April 30, 2023. |
(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 April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,273,776,899 | $ | 1,273,776,899 | $ | — | $ | — | ||||||||
Money Market Funds | 15,388,903 | 15,388,903 | — | — | ||||||||||||
Repurchase Agreements | 2,439,945 | — | 2,439,945 | — | ||||||||||||
Total Investments | $ | 1,291,605,747 | $ | 1,289,165,802 | $ | 2,439,945 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
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First Trust Consumer Staples AlphaDEX® Fund (FXG) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Beverages — 6.8% | ||||||
160,304 | Keurig Dr Pepper, Inc. | $ | 5,241,941 | |||
109,434 | Molson Coors Beverage Co., Class B | 6,509,134 | ||||
418,851 | Monster Beverage Corp. (a) | 23,455,656 | ||||
62,046 | PepsiCo, Inc. | 11,843,961 | ||||
47,050,692 | ||||||
Chemicals — 1.6% | ||||||
187,549 | Corteva, Inc. | 11,462,995 | ||||
Consumer Staples Distribution & Retail — 19.1% | ||||||
816,486 | Albertsons Cos., Inc., Class A | 17,064,557 | ||||
104,510 | Casey’s General Stores, Inc. | 23,913,978 | ||||
200,125 | Grocery Outlet Holding Corp. (a) | 5,959,723 | ||||
458,215 | Kroger (The) Co. | 22,282,996 | ||||
468,638 | Performance Food Group Co. (a) | 29,378,916 | ||||
292,918 | Sysco Corp. | 22,478,527 | ||||
306,200 | US Foods Holding Corp. (a) | 11,758,080 | ||||
132,836,777 | ||||||
Food Products — 54.7% | ||||||
354,979 | Archer-Daniels-Midland Co. | 27,716,760 | ||||
296,039 | Bunge Ltd. | 27,709,250 | ||||
205,730 | Campbell Soup Co. | 11,171,139 | ||||
301,147 | Conagra Brands, Inc. | 11,431,540 | ||||
484,206 | Darling Ingredients, Inc. (a) | 28,844,152 | ||||
412,661 | Flowers Foods, Inc. | 11,352,304 | ||||
256,331 | Freshpet, Inc. (a) | 17,679,149 | ||||
198,532 | General Mills, Inc. | 17,595,891 | ||||
88,920 | Hershey (The) Co. | 24,280,495 | ||||
425,440 | Hormel Foods Corp. | 17,204,794 | ||||
222,374 | Ingredion, Inc. | 23,609,448 | ||||
107,813 | J.M. Smucker (The) Co. | 16,647,405 | ||||
84,462 | Kellogg Co. | 5,892,914 | ||||
585,003 | Kraft Heinz (The) Co. | 22,973,068 | ||||
270,547 | Lamb Weston Holdings, Inc. | 30,249,860 | ||||
1,219,914 | Pilgrim’s Pride Corp. (a) | 27,826,238 | ||||
314,651 | Post Holdings, Inc. (a) | 28,472,769 | ||||
476,696 | Tyson Foods, Inc., Class A | 29,788,733 | ||||
380,445,909 | ||||||
Health Care Providers & Services — 8.3% | ||||||
141,291 | AmerisourceBergen Corp. | 23,574,403 | ||||
228,322 | CVS Health Corp. | 16,738,286 | ||||
47,652 | McKesson Corp. | 17,356,765 | ||||
57,669,454 | ||||||
Household Products — 7.7% | ||||||
63,970 | Church & Dwight Co., Inc. | 6,212,767 | ||||
107,220 | Clorox (The) Co. | 17,757,776 | ||||
84,272 | Kimberly-Clark Corp. | 12,210,170 | ||||
38,036 | Procter & Gamble (The) Co. | 5,948,070 | ||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Household Products (Continued) | ||||||
411,311 | Reynolds Consumer Products, Inc. | $ | 11,529,047 | |||
53,657,830 | ||||||
Tobacco — 1.7% | ||||||
126,749 | Altria Group, Inc. | 6,021,845 | ||||
58,154 | Philip Morris International, Inc. | 5,813,655 | ||||
11,835,500 | ||||||
Total Common Stocks — 99.9% | 694,959,157 | |||||
(Cost $662,094,192) | ||||||
Money Market Funds — 0.1% | ||||||
904,874 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class 4.71% (b) | 904,874 | ||||
(Cost $904,874) | ||||||
Total Investments — 100.0% | 695,864,031 | |||||
(Cost $662,999,066) | ||||||
Net Other Assets and Liabilities — 0.0% | 316,835 | |||||
Net Assets — 100.0% | $ | 696,180,866 |
(a) | Non-income producing security. |
(b) | Rate shown reflects yield as of April 30, 2023. |
First Trust Consumer Staples AlphaDEX® Fund (FXG) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 694,959,157 | $ | 694,959,157 | $ | — | $ | — | ||||||||
Money Market Funds | 904,874 | 904,874 | — | — | ||||||||||||
Total Investments | $ | 695,864,031 | $ | 695,864,031 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Energy AlphaDEX® Fund (FXN) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Electrical Equipment — 1.3% | ||||||
527,857 | ChargePoint Holdings, Inc. (a) (b) | $ | 4,576,520 | |||
471,569 | Plug Power, Inc. (a) (b) | 4,258,268 | ||||
8,834,788 | ||||||
Energy Equipment & Services — 5.0% | ||||||
191,490 | Baker Hughes Co. | 5,599,168 | ||||
349,364 | Halliburton Co. | 11,441,671 | ||||
298,577 | NOV, Inc. | 5,001,165 | ||||
225,126 | Schlumberger Ltd. | 11,109,968 | ||||
33,151,972 | ||||||
Oil, Gas & Consumable Fuels — 92.2% | ||||||
1,053,735 | Antero Midstream Corp. | 11,338,189 | ||||
1,196,812 | Antero Resources Corp. (b) | 27,514,708 | ||||
459,812 | APA Corp. | 16,944,072 | ||||
70,134 | Cheniere Energy, Inc. | 10,730,502 | ||||
363,393 | Chesapeake Energy Corp. | 30,045,333 | ||||
101,606 | Chevron Corp. | 17,128,739 | ||||
222,851 | ConocoPhillips | 22,929,139 | ||||
1,126,067 | Coterra Energy, Inc. | 28,827,315 | ||||
327,599 | Devon Energy Corp. | 17,503,615 | ||||
163,556 | Diamondback Energy, Inc. | 23,257,663 | ||||
335,861 | DT Midstream, Inc. | 16,547,871 | ||||
144,642 | EOG Resources, Inc. | 17,280,380 | ||||
692,822 | EQT Corp. | 24,137,918 | ||||
151,179 | Exxon Mobil Corp. | 17,890,523 | ||||
83,503 | Hess Corp. | 12,112,945 | ||||
571,206 | HF Sinclair Corp. | 25,195,897 | ||||
946,929 | Kinder Morgan, Inc. | 16,239,832 | ||||
1,153,367 | Marathon Oil Corp. | 27,865,347 | ||||
163,940 | Marathon Petroleum Corp. | 20,000,680 | ||||
187,816 | New Fortress Energy, Inc. | 5,688,947 | ||||
265,600 | Occidental Petroleum Corp. | 16,342,368 | ||||
173,976 | ONEOK, Inc. | 11,379,770 | ||||
765,902 | Ovintiv, Inc. | 27,633,744 | ||||
430,574 | PDC Energy, Inc. | 28,008,839 | ||||
218,051 | Phillips 66 | 21,587,049 | ||||
108,267 | Pioneer Natural Resources Co. | 23,553,486 | ||||
835,169 | Range Resources Corp. | 22,090,220 | ||||
5,526,820 | Southwestern Energy Co. (b) | 28,684,196 | ||||
151,525 | Targa Resources Corp. | 11,444,683 | ||||
3,238 | Texas Pacific Land Corp. | 4,784,631 | ||||
158,362 | Valero Energy Corp. | 18,159,371 | ||||
370,208 | Williams (The) Cos., Inc. | 11,202,494 | ||||
614,050,466 | ||||||
Semiconductors & Semiconductor Equipment — 1.4% | ||||||
26,267 | Enphase Energy, Inc. (b) | 4,313,041 | ||||
25,394 | First Solar, Inc. (b) | 4,636,437 | ||||
8,949,478 |
Shares | Description | Value | ||||
Total Common Stocks — 99.9% | $ | 664,986,704 | ||||
(Cost $710,593,424) | ||||||
Money Market Funds — 1.2% | ||||||
7,570,198 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 4.67% (c) (d) | 7,570,198 | ||||
542,636 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class 4.71% (c) | 542,636 | ||||
Total Money Market Funds — 1.2% | 8,112,834 | |||||
(Cost $8,112,834) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.2% | |||||||
$ | 1,315,201 | BNP Paribas S.A., 4.70% (c), dated 04/28/23, due 05/01/23, with a maturity value of $1,315,716. Collateralized by U.S. Treasury Securities, interest rates of 1.13% to 2.25%, due 01/15/25 to 08/15/27. The value of the collateral including accrued interest is $1,344,465. (d) | 1,315,201 | ||||
(Cost $1,315,201) | |||||||
Total Investments — 101.3% | 674,414,739 | ||||||
(Cost $720,021,459) | |||||||
Net Other Assets and Liabilities — (1.3)% | (8,646,931 | ) | |||||
Net Assets — 100.0% | $ | 665,767,808 |
(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, including those sold and pending settlement, is $8,564,596 and the total value of the collateral held by the Fund is $8,885,399. |
(b) | Non-income producing security. |
(c) | Rate shown reflects yield as of April 30, 2023. |
(d) | This security serves as collateral for securities on loan. |
First Trust Energy AlphaDEX® Fund (FXN) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 664,986,704 | $ | 664,986,704 | $ | — | $ | — | ||||||||
Money Market Funds | 8,112,834 | 8,112,834 | — | — | ||||||||||||
Repurchase Agreements | 1,315,201 | — | 1,315,201 | — | ||||||||||||
Total Investments | $ | 674,414,739 | $ | 673,099,538 | $ | 1,315,201 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Financials AlphaDEX® Fund (FXO) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Banks — 38.4% | ||||||
351,401 | Bank of America Corp. | $ | 10,289,021 | |||
128,650 | Bank of Hawaii Corp. | 6,230,520 | ||||
489,770 | Bank OZK | 17,494,584 | ||||
79,376 | BOK Financial Corp. | 6,657,265 | ||||
285,777 | Citigroup, Inc. | 13,451,523 | ||||
441,227 | Citizens Financial Group, Inc. | 13,651,563 | ||||
469,191 | Columbia Banking System, Inc. | 10,021,920 | ||||
308,615 | Comerica, Inc. | 13,384,633 | ||||
57,413 | Commerce Bancshares, Inc. | 3,206,516 | ||||
31,803 | Cullen/Frost Bankers, Inc. | 3,506,281 | ||||
241,444 | East West Bancorp, Inc. | 12,480,240 | ||||
866,385 | F.N.B. Corp. | 9,946,100 | ||||
377,255 | Fifth Third Bancorp | 9,884,081 | ||||
17,213 | First Citizens BancShares, Inc., Class A | 17,336,589 | ||||
324,772 | First Hawaiian, Inc. | 6,206,393 | ||||
376,831 | First Horizon Corp. | 6,613,384 | ||||
1,197,291 | First Republic Bank (a) | 4,202,491 | ||||
1,196,437 | Huntington Bancshares, Inc. | 13,400,094 | ||||
51,416 | JPMorgan Chase & Co. | 7,107,748 | ||||
1,070,293 | KeyCorp | 12,051,499 | ||||
84,052 | M&T Bank Corp. | 10,573,742 | ||||
1,111,732 | New York Community Bancorp, Inc. | 11,884,415 | ||||
1,721,490 | PacWest Bancorp (a) | 17,473,124 | ||||
242,931 | Pinnacle Financial Partners, Inc. | 13,174,148 | ||||
79,072 | PNC Financial Services Group (The), Inc. | 10,299,128 | ||||
291,764 | Popular, Inc. | 17,508,758 | ||||
163,363 | Prosperity Bancshares, Inc. | 10,229,791 | ||||
541,490 | Regions Financial Corp. | 9,887,607 | ||||
434,645 | Synovus Financial Corp. | 13,387,066 | ||||
392,963 | Truist Financial Corp. | 12,802,735 | ||||
185,855 | U.S. Bancorp | 6,371,109 | ||||
254,947 | Webster Financial Corp. | 9,509,523 | ||||
179,241 | Wells Fargo & Co. | 7,124,830 | ||||
471,303 | Western Alliance Bancorp (a) | 17,494,767 | ||||
137,766 | Wintrust Financial Corp. | 9,419,062 | ||||
447,714 | Zions Bancorp N.A. | 12,473,312 | ||||
386,735,562 | ||||||
Capital Markets — 24.1% | ||||||
117,610 | Affiliated Managers Group, Inc. | 16,980,532 | ||||
10,931 | Ameriprise Financial, Inc. | 3,335,267 | ||||
40,149 | Ares Management Corp., Class A | 3,516,651 | ||||
147,447 | Bank of New York Mellon (The) Corp. | 6,279,768 | ||||
5,007 | BlackRock, Inc. | 3,360,698 | ||||
604,698 | Blue Owl Capital, Inc. | 6,808,899 | ||||
539,282 | Carlyle Group (The), Inc. | 16,356,423 | ||||
145,174 | Evercore, Inc., Class A | 16,559,998 | ||||
497,404 | Franklin Resources, Inc. | 13,370,220 | ||||
20,483 | Goldman Sachs Group (The), Inc. | 7,034,682 | ||||
1,021,348 | Invesco Ltd. | 17,495,691 | ||||
628,758 | Janus Henderson Group PLC | 16,316,270 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Capital Markets (Continued) | ||||||
422,183 | Jefferies Financial Group, Inc. | $ | 13,522,521 | |||
202,358 | Lazard Ltd., Class A | 6,333,805 | ||||
16,551 | LPL Financial Holdings, Inc. | 3,456,511 | ||||
17,123 | MarketAxess Holdings, Inc. | 5,451,449 | ||||
76,309 | Morgan Stanley | 6,865,521 | ||||
11,972 | MSCI, Inc. | 5,775,891 | ||||
38,012 | Northern Trust Corp. | 2,971,018 | ||||
35,918 | Raymond James Financial, Inc. | 3,251,657 | ||||
174,633 | SEI Investments Co. | 10,287,630 | ||||
132,779 | State Street Corp. | 9,594,611 | ||||
170,080 | Stifel Financial Corp. | 10,199,698 | ||||
118,690 | T. Rowe Price Group, Inc. | 13,332,448 | ||||
84,790 | Tradeweb Markets, Inc., Class A | 5,970,064 | ||||
886,248 | Virtu Financial, Inc., Class A | 17,769,272 | ||||
242,197,195 | ||||||
Consumer Finance — 6.4% | ||||||
657,125 | Ally Financial, Inc. | 17,334,957 | ||||
15,365 | Credit Acceptance Corp. (a) (b) | 7,521,168 | ||||
135,574 | Discover Financial Services | 14,027,842 | ||||
451,730 | OneMain Holdings, Inc. | 17,332,880 | ||||
540,761 | SLM Corp. | 8,122,230 | ||||
64,339,077 | ||||||
Financial Services — 4.5% | ||||||
212,160 | Apollo Global Management, Inc. | 13,448,822 | ||||
1,248,145 | MGIC Investment Corp. | 18,559,916 | ||||
1,109,279 | Rocket Cos., Inc., Class A (a) (b) | 9,883,676 | ||||
46,879 | Voya Financial, Inc. | 3,585,306 | ||||
45,477,720 | ||||||
Insurance — 21.4% | ||||||
155,767 | Aflac, Inc. | 10,880,325 | ||||
27,571 | American Financial Group, Inc. | 3,383,789 | ||||
332,607 | American International Group, Inc. | 17,641,475 | ||||
197,438 | Arch Capital Group Ltd. (b) | 14,821,671 | ||||
17,510 | Arthur J. Gallagher & Co. | 3,643,130 | ||||
66,640 | Assured Guaranty Ltd. | 3,589,897 | ||||
61,446 | Axis Capital Holdings Ltd. | 3,474,157 | ||||
17,253 | Chubb Ltd. | 3,477,515 | ||||
46,786 | Everest Re Group Ltd. | 17,685,108 | ||||
287,720 | Fidelity National Financial, Inc. | 10,211,183 | ||||
120,375 | First American Financial Corp. | 6,934,804 | ||||
30,449 | Globe Life, Inc. | 3,304,325 | ||||
144,210 | Hartford Financial Services Group (The), Inc. | 10,237,468 | ||||
173,217 | Loews Corp. | 9,972,103 | ||||
57,819 | MetLife, Inc. | 3,546,039 | ||||
402,486 | Old Republic International Corp. | 10,170,821 | ||||
180,302 | Principal Financial Group, Inc. | 13,466,756 | ||||
93,668 | Progressive (The) Corp. | 12,776,315 | ||||
25,234 | Reinsurance Group of America, Inc. | 3,591,303 | ||||
66,887 | RenaissanceRe Holdings Ltd. | 14,408,129 |
First Trust Financials AlphaDEX® Fund (FXO) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Insurance (Continued) | ||||||
83,250 | Ryan Specialty Holdings, Inc. (b) | $ | 3,401,595 | |||
39,088 | Travelers (The) Cos., Inc. | 7,080,400 | ||||
423,411 | Unum Group | 17,867,944 | ||||
107,614 | W.R. Berkley Corp. | 6,340,617 | ||||
14,416 | Willis Towers Watson PLC | 3,338,746 | ||||
215,245,615 | ||||||
Mortgage Real Estate Investment Trusts — 4.8% | ||||||
876,511 | Annaly Capital Management, Inc. | 17,512,690 | ||||
2,093,762 | Rithm Capital Corp. | 17,085,098 | ||||
757,495 | Starwood Property Trust, Inc. (a) | 13,551,585 | ||||
48,149,373 | ||||||
Professional Services — 0.3% | ||||||
22,855 | Broadridge Financial Solutions, Inc. | 3,323,346 | ||||
Total Common Stocks — 99.9% | 1,005,467,888 | |||||
(Cost $1,210,723,191) | ||||||
Money Market Funds — 4.7% | ||||||
44,338,563 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 4.67% (c) (d) | 44,338,563 | ||||
2,670,247 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class 4.71% (c) | 2,670,247 | ||||
Total Money Market Funds — 4.7% | 47,008,810 | |||||
(Cost $47,008,810) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.8% | |||||||
$ | 7,703,115 | BNP Paribas S.A., 4.70% (c), dated 04/28/23, due 05/01/23, with a maturity value of $7,706,133. Collateralized by U.S. Treasury Securities, interest rates of 1.13% to 2.25%, due 01/15/25 to 08/15/27. The value of the collateral including accrued interest is $7,874,518. (d) | 7,703,115 | ||||
(Cost $7,703,115) | |||||||
Total Investments — 105.4% | 1,060,179,813 | ||||||
(Cost $1,265,435,116) | |||||||
Net Other Assets and Liabilities — (5.4)% | (53,847,980 | ) | |||||
Net Assets — 100.0% | $ | 1,006,331,833 |
(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, including those sold and pending settlement, is $46,856,844 and the total value of the collateral held by the Fund is $52,041,678. |
(b) | Non-income producing security. |
(c) | Rate shown reflects yield as of April 30, 2023. |
(d) | This security serves as collateral for securities on loan. |
First Trust Financials AlphaDEX® Fund (FXO) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,005,467,888 | $ | 1,005,467,888 | $ | — | $ | — | ||||||||
Money Market Funds | 47,008,810 | 47,008,810 | — | — | ||||||||||||
Repurchase Agreements | 7,703,115 | — | 7,703,115 | — | ||||||||||||
Total Investments | $ | 1,060,179,813 | $ | 1,052,476,698 | $ | 7,703,115 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Health Care AlphaDEX® Fund (FXH) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Biotechnology — 21.8% | ||||||
38,575 | AbbVie, Inc. | $ | 5,829,454 | |||
30,691 | Alnylam Pharmaceuticals, Inc. (a) | 6,113,647 | ||||
25,431 | Amgen, Inc. | 6,096,828 | ||||
117,469 | Biogen, Inc. (a) | 35,737,594 | ||||
481,642 | Exact Sciences Corp. (a) | 30,858,803 | ||||
1,346,115 | Exelixis, Inc. (a) | 24,633,904 | ||||
157,455 | Gilead Sciences, Inc. | 12,944,376 | ||||
168,987 | Horizon Therapeutics PLC (a) | 18,784,595 | ||||
85,068 | Incyte Corp. (a) | 6,329,910 | ||||
212,658 | Moderna, Inc. (a) | 28,260,122 | ||||
588,258 | Natera, Inc. (a) | 29,836,446 | ||||
60,736 | Neurocrine Biosciences, Inc. (a) | 6,136,765 | ||||
31,799 | Regeneron Pharmaceuticals, Inc. (a) | 25,496,120 | ||||
189,568 | Sarepta Therapeutics, Inc. (a) | 23,273,263 | ||||
161,309 | Seagen, Inc. (a) | 32,261,800 | ||||
145,830 | United Therapeutics Corp. (a) | 33,559,858 | ||||
58,538 | Vertex Pharmaceuticals, Inc. (a) | 19,945,653 | ||||
346,099,138 | ||||||
Health Care Equipment & Supplies — 23.9% | ||||||
129,016 | Abbott Laboratories | 14,252,398 | ||||
39,098 | Align Technology, Inc. (a) | 12,718,579 | ||||
16,465 | Cooper (The) Cos., Inc. | 6,280,574 | ||||
112,447 | Dexcom, Inc. (a) | 13,644,319 | ||||
244,234 | Enovis Corp. (a) | 14,226,630 | ||||
451,159 | Envista Holdings Corp. (a) | 17,365,110 | ||||
325,624 | Globus Medical, Inc., Class A (a) | 18,931,779 | ||||
323,767 | Hologic, Inc. (a) | 27,847,200 | ||||
158,391 | ICU Medical, Inc. (a) | 29,958,074 | ||||
36,881 | IDEXX Laboratories, Inc. (a) | 18,151,353 | ||||
81,917 | Insulet Corp. (a) | 26,052,883 | ||||
227,557 | Integra LifeSciences Holdings Corp. (a) | 12,588,453 | ||||
176,981 | Masimo Corp. (a) | 33,474,186 | ||||
228,769 | Medtronic PLC | 20,806,541 | ||||
117,191 | Penumbra, Inc. (a) | 33,296,307 | ||||
366,597 | QuidelOrtho Corp. (a) | 32,975,400 | ||||
91,526 | Stryker Corp. | 27,425,766 | ||||
51,574 | Teleflex, Inc. | 14,054,946 | ||||
47,583 | Zimmer Biomet Holdings, Inc. | 6,587,391 | ||||
380,637,889 | ||||||
Health Care Providers & Services — 24.7% | ||||||
255,272 | Acadia Healthcare Co., Inc. (a) | 18,453,613 | ||||
1,100,129 | agilon health, Inc. (a) | 26,700,131 | ||||
250,759 | Amedisys, Inc. (a) | 20,135,948 | ||||
291,779 | Centene Corp. (a) | 20,112,326 | ||||
24,295 | Chemed Corp. | 13,392,619 | ||||
127,814 | Cigna Group (The) | 32,374,008 | ||||
75,796 | DaVita, Inc. (a) | 6,848,926 | ||||
40,111 | Elevance Health, Inc. | 18,798,020 | ||||
241,479 | Encompass Health Corp. | 15,490,878 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Providers & Services (Continued) | ||||||
123,862 | HCA Healthcare, Inc. | $ | 35,589,268 | |||
226,189 | Henry Schein, Inc. (a) | 18,278,333 | ||||
37,991 | Humana, Inc. | 20,153,846 | ||||
113,888 | Laboratory Corp. of America Holdings | 25,819,548 | ||||
22,983 | Molina Healthcare, Inc. (a) | 6,846,406 | ||||
807,169 | Premier, Inc., Class A | 26,902,943 | ||||
184,676 | Quest Diagnostics, Inc. | 25,634,876 | ||||
219,859 | Tenet Healthcare Corp. (a) | 16,120,062 | ||||
13,008 | UnitedHealth Group, Inc. | 6,401,107 | ||||
256,964 | Universal Health Services, Inc., Class B | 38,634,537 | ||||
392,687,395 | ||||||
Health Care Technology — 3.3% | ||||||
1,354,629 | Certara, Inc. (a) | 32,741,383 | ||||
189,865 | Doximity, Inc., Class A (a) | 6,977,539 | ||||
237,366 | Teladoc Health, Inc. (a) | 6,297,320 | ||||
33,450 | Veeva Systems, Inc., Class A (a) | 5,990,226 | ||||
52,006,468 | ||||||
Life Sciences Tools & Services — 13.5% | ||||||
234,164 | 10X Genomics, Inc., Class A (a) | 12,277,218 | ||||
44,439 | Agilent Technologies, Inc. | 6,018,374 | ||||
872,439 | Avantor, Inc. (a) | 16,995,112 | ||||
331,406 | Bruker Corp. | 26,224,157 | ||||
91,385 | Charles River Laboratories International, Inc. (a) | 17,374,116 | ||||
51,834 | Danaher Corp. | 12,279,993 | ||||
98,034 | PerkinElmer, Inc. | 12,792,457 | ||||
401,553 | QIAGEN N.V. (a) | 17,913,279 | ||||
36,517 | Repligen Corp. (a) | 5,537,073 | ||||
1,458,855 | Sotera Health Co. (a) | 24,464,998 | ||||
916,904 | Syneos Health, Inc. (a) | 35,997,651 | ||||
22,666 | Thermo Fisher Scientific, Inc. | 12,577,363 | ||||
37,705 | West Pharmaceutical Services, Inc. | 13,620,554 | ||||
214,072,345 | ||||||
Pharmaceuticals — 12.7% | ||||||
376,975 | Bristol-Myers Squibb Co. | 25,170,621 | ||||
280,677 | Catalent, Inc. (a) | 14,067,531 | ||||
2,779,583 | Elanco Animal Health, Inc. (a) | 26,322,651 | ||||
84,284 | Johnson & Johnson | 13,797,291 | ||||
245,588 | Merck & Co., Inc. | 28,358,047 | ||||
784,156 | Organon & Co. | 19,313,762 | ||||
171,391 | Perrigo Co. PLC | 6,374,031 | ||||
800,493 | Pfizer, Inc. | 31,131,173 | ||||
3,395,022 | Viatris, Inc. | 31,675,555 | ||||
36,937 | Zoetis, Inc. | 6,492,786 | ||||
202,703,448 |
First Trust Health Care AlphaDEX® Fund (FXH) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Total Common Stocks — 99.9% | $ | 1,588,206,683 | ||||
(Cost $1,445,469,314) | ||||||
Money Market Funds — 0.1% | ||||||
2,075,976 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class -4.71% (b) | 2,075,976 | ||||
(Cost $2,075,976) | ||||||
Total Investments — 100.0% | 1,590,282,659 | |||||
(Cost $1,447,545,290) | ||||||
Net Other Assets and Liabilities — (0.0)% | (729,441 | ) | ||||
Net Assets — 100.0% | $ | 1,589,553,218 |
(a) | Non-income producing security. |
(b) | Rate shown reflects yield as of April 30, 2023. |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,588,206,683 | $ | 1,588,206,683 | $ | — | $ | — | ||||||||
Money Market Funds | 2,075,976 | 2,075,976 | — | — | ||||||||||||
Total Investments | $ | 1,590,282,659 | $ | 1,590,282,659 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Industrials/Producer Durables AlphaDEX® Fund (FXR) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Aerospace & Defense — 10.1% | ||||||
94,429 | Axon Enterprise, Inc. (a) | $ | 19,897,135 | |||
76,879 | Boeing (The) Co. (a) | 15,897,040 | ||||
194,307 | BWX Technologies, Inc. | 12,548,346 | ||||
23,168 | Curtiss-Wright Corp. | 3,934,621 | ||||
17,893 | General Dynamics Corp. | 3,906,758 | ||||
47,744 | HEICO Corp. | 8,051,548 | ||||
385,469 | Howmet Aerospace, Inc. | 17,072,422 | ||||
59,168 | Huntington Ingalls Industries, Inc. | 11,931,819 | ||||
20,809 | L3Harris Technologies, Inc. | 4,060,876 | ||||
8,637 | Lockheed Martin Corp. | 4,011,455 | ||||
17,683 | Northrop Grumman Corp. | 8,156,637 | ||||
41,686 | Raytheon Technologies Corp. | 4,164,431 | ||||
614,884 | Spirit AeroSystems Holdings, Inc., Class A | 18,298,948 | ||||
173,423 | Textron, Inc. | 11,608,936 | ||||
22,154 | TransDigm Group, Inc. | 16,947,810 | ||||
160,488,782 | ||||||
Air Freight & Logistics — 3.7% | ||||||
82,178 | C.H. Robinson Worldwide, Inc. | 8,289,295 | ||||
111,238 | Expeditors International of Washington, Inc. | 12,663,334 | ||||
53,612 | FedEx Corp. | 12,211,741 | ||||
323,665 | GXO Logistics, Inc. (a) | 17,196,322 | ||||
42,098 | United Parcel Service, Inc., Class B | 7,569,641 | ||||
57,930,333 | ||||||
Building Products — 8.5% | ||||||
236,182 | A.O. Smith Corp. | 16,128,869 | ||||
76,513 | Allegion PLC | 8,453,156 | ||||
114,630 | Armstrong World Industries, Inc. | 7,870,496 | ||||
239,150 | Builders FirstSource, Inc. (a) | 22,664,245 | ||||
54,186 | Carlisle Cos., Inc. | 11,696,048 | ||||
267,737 | Carrier Global Corp. | 11,196,761 | ||||
1,045,144 | Hayward Holdings, Inc. (a) | 12,583,534 | ||||
82,119 | Masco Corp. | 4,394,188 | ||||
221,630 | Owens Corning | 23,672,300 | ||||
88,775 | Trane Technologies PLC | 16,495,283 | ||||
135,154,880 | ||||||
Chemicals — 2.4% | ||||||
700,952 | Axalta Coating Systems Ltd. (a) | 22,129,055 | ||||
113,780 | DuPont de Nemours, Inc. | 7,932,742 | ||||
61,136 | PPG Industries, Inc. | 8,574,935 | ||||
38,636,732 | ||||||
Commercial Services & Supplies — 0.3% | ||||||
8,829 | Cintas Corp. | 4,023,993 | ||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Construction & Engineering — 4.3% | ||||||
96,850 | AECOM | $ | 8,043,393 | |||
401,874 | MDU Resources Group, Inc. | 11,742,758 | ||||
127,406 | Quanta Services, Inc. | 21,613,154 | ||||
51,153 | Valmont Industries, Inc. | 14,863,016 | ||||
261,291 | WillScot Mobile Mini Holdings Corp. (a) | 11,862,611 | ||||
68,124,932 | ||||||
Construction Materials — 1.6% | ||||||
111,287 | Eagle Materials, Inc. | 16,493,846 | ||||
11,500 | Martin Marietta Materials, Inc. | 4,176,800 | ||||
23,804 | Vulcan Materials Co. | 4,168,557 | ||||
24,839,203 | ||||||
Consumer Finance — 3.2% | ||||||
74,262 | American Express Co. | 11,981,431 | ||||
169,847 | Capital One Financial Corp. | 16,526,113 | ||||
730,115 | Synchrony Financial | 21,545,694 | ||||
50,053,238 | ||||||
Containers & Packaging — 6.9% | ||||||
717,581 | Amcor PLC | 7,871,863 | ||||
74,087 | Ball Corp. | 3,939,947 | ||||
277,288 | Berry Global Group, Inc. | 16,030,019 | ||||
49,364 | Crown Holdings, Inc. | 4,234,444 | ||||
832,942 | Graphic Packaging Holding Co. | 20,540,350 | ||||
117,637 | Packaging Corp. of America | 15,911,581 | ||||
152,149 | Silgan Holdings, Inc. | 7,494,860 | ||||
200,809 | Sonoco Products Co. | 12,173,041 | ||||
696,808 | Westrock Co. | 20,855,463 | ||||
109,051,568 | ||||||
Diversified Consumer Services — 0.7% | ||||||
1,694,212 | ADT, Inc. | 11,351,220 | ||||
Electrical Equipment — 3.1% | ||||||
67,029 | Acuity Brands, Inc. | 10,549,024 | ||||
285,263 | nVent Electric PLC | 11,961,078 | ||||
87,045 | Regal Rexnord Corp. | 11,329,777 | ||||
41,737 | Rockwell Automation, Inc. | 11,828,683 | ||||
81,628 | Sensata Technologies Holding PLC | 3,546,737 | ||||
49,215,299 | ||||||
Electronic Equipment, Instruments & Components — 2.3% | ||||||
45,694 | Littelfuse, Inc. | 11,068,915 | ||||
9,126 | Teledyne Technologies, Inc. (a) | 3,781,814 | ||||
776,579 | Vontier Corp. | 21,068,588 | ||||
35,919,317 | ||||||
First Trust Industrials/Producer Durables AlphaDEX® Fund (FXR) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Financial Services — 6.4% | ||||||
145,952 | Euronet Worldwide, Inc. (a) | $ | 16,162,725 | |||
72,243 | Fiserv, Inc. (a) | 8,822,315 | ||||
38,734 | FleetCor Technologies, Inc. (a) | 8,285,977 | ||||
38,801 | Global Payments, Inc. | 4,373,261 | ||||
11,230 | Mastercard, Inc., Class A | 4,267,737 | ||||
280,103 | Shift4 Payments, Inc., Class A (a) | 18,982,580 | ||||
36,219 | Visa, Inc., Class A | 8,429,248 | ||||
1,098,572 | Western Union (The) Co. | 12,007,392 | ||||
115,457 | WEX, Inc. (a) | 20,476,299 | ||||
101,807,534 | ||||||
Ground Transportation — 8.3% | ||||||
272,751 | CSX Corp. | 8,357,091 | ||||
69,814 | J.B. Hunt Transport Services, Inc. | 12,237,696 | ||||
375,249 | Knight-Swift Transportation Holdings, Inc. | 21,134,024 | ||||
118,442 | Landstar System, Inc. | 20,849,345 | ||||
38,519 | Norfolk Southern Corp. | 7,820,513 | ||||
47,921 | Old Dominion Freight Line, Inc. | 15,353,409 | ||||
237,916 | Ryder System, Inc. | 18,833,430 | ||||
793,717 | Schneider National, Inc., Class B | 20,771,574 | ||||
127,990 | XPO, Inc. (a) | 5,654,598 | ||||
131,011,680 | ||||||
Household Durables — 2.0% | ||||||
81,479 | Mohawk Industries, Inc. (a) | 8,628,626 | ||||
102,010 | TopBuild Corp. (a) | 23,001,215 | ||||
31,629,841 | ||||||
Industrial Conglomerates — 2.1% | ||||||
155,385 | 3M Co. | 16,504,994 | ||||
170,840 | General Electric Co. | 16,908,035 | ||||
33,413,029 | ||||||
Leisure Products — 1.4% | ||||||
258,927 | Brunswick Corp. | 21,954,420 | ||||
Life Sciences Tools & Services — 0.5% | ||||||
5,340 | Mettler-Toledo International, Inc. (a) | 7,964,610 | ||||
Machinery — 16.8% | ||||||
120,802 | AGCO Corp. | 14,972,200 | ||||
469,317 | Allison Transmission Holdings, Inc. | 22,897,976 | ||||
53,528 | Caterpillar, Inc. | 11,711,926 | ||||
209,927 | Crane NXT Co. | 9,942,143 | ||||
34,190 | Cummins, Inc. | 8,036,018 | ||||
19,783 | Deere & Co. | 7,478,370 | ||||
249,954 | Donaldson Co., Inc. | 15,884,577 | ||||
26,870 | Dover Corp. | 3,927,319 | ||||
138,247 | Esab Corp. | 8,068,095 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Machinery (Continued) | ||||||
120,088 | Flowserve Corp. | $ | 4,009,738 | |||
59,897 | Fortive Corp. | 3,778,902 | ||||
55,928 | Graco, Inc. | 4,434,531 | ||||
17,670 | IDEX Corp. | 3,645,674 | ||||
50,311 | Illinois Tool Works, Inc. | 12,172,243 | ||||
94,620 | ITT, Inc. | 7,989,713 | ||||
125,560 | Lincoln Electric Holdings, Inc. | 21,068,968 | ||||
83,553 | Middleby (The) Corp. (a) | 11,770,947 | ||||
18,370 | Nordson Corp. | 3,973,615 | ||||
96,758 | Otis Worldwide Corp. | 8,253,457 | ||||
223,118 | PACCAR, Inc. | 16,664,683 | ||||
48,586 | Parker-Hannifin Corp. | 15,784,620 | ||||
147,749 | Pentair PLC | 8,581,262 | ||||
66,153 | Snap-on, Inc. | 17,160,750 | ||||
50,672 | Stanley Black & Decker, Inc. | 4,375,020 | ||||
146,920 | Toro (The) Co. | 15,317,879 | ||||
40,406 | Westinghouse Air Brake Technologies Corp. | 3,946,454 | ||||
265,847,080 | ||||||
Marine Transportation — 0.5% | ||||||
117,158 | Kirby Corp. (a) | 8,416,631 | ||||
Paper & Forest Products — 1.5% | ||||||
391,659 | Louisiana-Pacific Corp. | 23,397,709 | ||||
Professional Services — 2.9% | ||||||
82,757 | FTI Consulting, Inc. (a) | 14,937,638 | ||||
88,335 | Genpact Ltd. | 3,935,324 | ||||
34,752 | Jacobs Solutions, Inc. | 4,012,466 | ||||
148,422 | ManpowerGroup, Inc. | 11,237,030 | ||||
152,034 | Robert Half International, Inc. | 11,098,482 | ||||
45,220,940 | ||||||
Semiconductors & Semiconductor Equipment — 1.0% | ||||||
184,286 | MKS Instruments, Inc. | 15,456,067 | ||||
Software — 0.8% | ||||||
17,436 | Fair Isaac Corp. (a) | 12,692,536 | ||||
Trading Companies & Distributors — 8.6% | ||||||
414,842 | Air Lease Corp. | 16,684,945 | ||||
707,015 | Core & Main, Inc., Class A (a) | 18,424,811 | ||||
194,433 | MSC Industrial Direct Co., Inc., Class A | 17,640,906 | ||||
53,652 | United Rentals, Inc. | 19,374,274 | ||||
30,819 | W.W. Grainger, Inc. | 21,436,772 | ||||
66,734 | Watsco, Inc. | 23,115,323 | ||||
137,387 | WESCO International, Inc. | 19,783,728 | ||||
136,460,759 |
First Trust Industrials/Producer Durables AlphaDEX® Fund (FXR) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Total Common Stocks — 99.9% | $ | 1,580,062,333 | ||||
(Cost $1,481,750,169) | ||||||
Money Market Funds — 0.1% | ||||||
1,661,605 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 4.71% (b) | 1,661,605 | ||||
(Cost $1,661,605) | ||||||
Total Investments — 100.0% | 1,581,723,938 | |||||
(Cost $1,483,411,774) | ||||||
Net Other Assets and Liabilities — (0.0)% | (767,741 | ) | ||||
Net Assets — 100.0% | $ | 1,580,956,197 |
(a) | Non-income producing security. |
(b) | Rate shown reflects yield as of April 30, 2023. |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,580,062,333 | $ | 1,580,062,333 | $ | — | $ | — | ||||||||
Money Market Funds | 1,661,605 | 1,661,605 | — | — | ||||||||||||
Total Investments | $ | 1,581,723,938 | $ | 1,581,723,938 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Materials AlphaDEX® Fund (FXZ) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.8% | ||||||
Aerospace & Defense — 0.9% | ||||||
208,649 | Hexcel Corp. | $ | 15,039,420 | |||
Chemicals — 53.0% | ||||||
49,580 | Air Products and Chemicals, Inc. | 14,594,369 | ||||
257,693 | Albemarle Corp. | 47,791,744 | ||||
277,293 | Ashland, Inc. | 28,175,742 | ||||
523,107 | Celanese Corp. | 55,574,888 | ||||
196,441 | CF Industries Holdings, Inc. | 14,061,247 | ||||
1,630,720 | Chemours (The) Co. | 47,405,030 | ||||
1,039,055 | Dow, Inc. | 56,524,592 | ||||
578,891 | Eastman Chemical Co. | 48,783,144 | ||||
172,057 | Ecolab, Inc. | 28,878,047 | ||||
1,474,911 | Element Solutions, Inc. | 26,769,634 | ||||
233,197 | FMC Corp. | 28,818,485 | ||||
2,081,906 | Huntsman Corp. | 55,774,262 | ||||
154,854 | International Flavors & Fragrances, Inc. | 15,014,644 | ||||
137,358 | Linde PLC | 50,746,913 | ||||
606,679 | LyondellBasell Industries N.V., Class A | 57,397,900 | ||||
1,773,605 | Mosaic (The) Co. | 75,998,974 | ||||
133,768 | NewMarket Corp. | 53,453,693 | ||||
1,026,327 | Olin Corp. | 56,858,516 | ||||
408,380 | Scotts Miracle-Gro (The) Co. | 27,283,868 | ||||
701,608 | Westlake Corp. | 79,828,958 | ||||
869,734,650 | ||||||
Containers & Packaging — 4.9% | ||||||
159,174 | Avery Dennison Corp. | 27,772,680 | ||||
1,579,620 | International Paper Co. | 52,301,218 | ||||
80,073,898 | ||||||
Machinery — 2.8% | ||||||
597,454 | Timken (The) Co. | 45,914,340 | ||||
Metals & Mining — 33.5% | ||||||
334,591 | Alcoa Corp. | 12,426,710 | ||||
4,439,330 | Cleveland-Cliffs, Inc. (a) | 68,276,895 | ||||
1,193,441 | Freeport-McMoRan, Inc. | 45,243,348 | ||||
505,152 | MP Materials Corp. (a) | 10,946,644 | ||||
290,502 | Newmont Corp. | 13,769,795 | ||||
526,789 | Nucor Corp. | 78,059,594 | ||||
316,946 | Reliance Steel & Aluminum Co. | 78,539,219 | ||||
109,785 | Royal Gold, Inc. | 14,539,925 | ||||
373,515 | Southern Copper Corp. | 28,697,157 | ||||
3,767,264 | SSR Mining, Inc. | 53,947,221 | ||||
719,734 | Steel Dynamics, Inc. | 74,816,349 | ||||
3,117,737 | United States Steel Corp. | 71,333,823 | ||||
550,596,680 | ||||||
Trading Companies & Distributors — 4.7% | ||||||
528,000 | Fastenal Co. | 28,427,520 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Trading Companies & Distributors (Continued) | ||||||
1,393,769 | Univar Solutions, Inc. (a) | $ | 49,478,799 | |||
77,906,319 | ||||||
Total Common Stocks — 99.8% | 1,639,265,307 | |||||
(Cost $1,738,422,748) | ||||||
Money Market Funds — 0.2% | ||||||
2,534,633 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 4.71% (b) | 2,534,633 | ||||
(Cost $2,534,633) | ||||||
Total Investments — 100.0% | 1,641,799,940 | |||||
(Cost $1,740,957,381) | ||||||
Net Other Assets and Liabilities — (0.0)% | (105,156 | ) | ||||
Net Assets — 100.0% | $ | 1,641,694,784 |
(a) | Non-income producing security. |
(b) | Rate shown reflects yield as of April 30, 2023. |
First Trust Materials AlphaDEX® Fund (FXZ) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,639,265,307 | $ | 1,639,265,307 | $ | — | $ | — | ||||||||
Money Market Funds | 2,534,633 | 2,534,633 | — | — | ||||||||||||
Total Investments | $ | 1,641,799,940 | $ | 1,641,799,940 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Technology AlphaDEX® Fund (FXL) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 100.0% | ||||||
Communications Equipment — 0.3% | ||||||
24,857 | F5, Inc. (a) | $ | 3,339,786 | |||
Electrical Equipment — 1.9% | ||||||
1,331,955 | Vertiv Holdings Co. | 19,872,769 | ||||
Electronic Equipment, Instruments & Components — 12.8% | ||||||
132,946 | Amphenol Corp., Class A | 10,033,435 | ||||
152,641 | Arrow Electronics, Inc. (a) | 17,466,710 | ||||
421,688 | Avnet, Inc. | 17,398,847 | ||||
97,800 | CDW Corp. | 16,585,902 | ||||
190,203 | Coherent Corp. (a) | 6,493,530 | ||||
307,947 | Corning, Inc. | 10,229,999 | ||||
216,201 | Jabil, Inc. | 16,896,108 | ||||
363,676 | National Instruments Corp. | 21,176,854 | ||||
149,662 | TD SYNNEX Corp. | 13,325,904 | ||||
129,607,289 | ||||||
Financial Services — 0.4% | ||||||
204,026 | Toast, Inc., Class A (a) | 3,713,273 | ||||
Hotels, Restaurants & Leisure — 1.0% | ||||||
170,931 | DoorDash, Inc., Class A (a) | 10,459,268 | ||||
Interactive Media & Services — 2.5% | ||||||
69,824 | Alphabet, Inc., Class A (a) | 7,494,908 | ||||
51,261 | Meta Platforms, Inc., Class A (a) | 12,319,044 | ||||
265,600 | Pinterest, Inc., Class A (a) | 6,108,800 | ||||
25,922,752 | ||||||
IT Services — 9.8% | ||||||
138,753 | Akamai Technologies, Inc. (a) | 11,373,583 | ||||
113,135 | Amdocs Ltd. | 10,323,569 | ||||
58,733 | Cloudflare, Inc., Class A (a) | 2,763,388 | ||||
312,823 | Cognizant Technology Solutions Corp., Class A | 18,678,661 | ||||
745,707 | DXC Technology Co. (a) | 17,785,112 | ||||
11,117 | Gartner, Inc. (a) | 3,362,448 | ||||
46,596 | GoDaddy, Inc., Class A (a) | 3,526,385 | ||||
27,626 | International Business Machines Corp. | 3,492,203 | ||||
15,535 | MongoDB, Inc. (a) | 3,727,779 | ||||
125,978 | Okta, Inc. (a) | 8,633,272 | ||||
54,352 | Twilio, Inc., Class A (a) | 2,859,459 | ||||
145,148 | Wix.com Ltd. (a) | 12,661,260 | ||||
99,187,119 | ||||||
Professional Services — 7.1% | ||||||
36,669 | CACI International, Inc., Class A (a) | 11,489,131 | ||||
197,840 | Ceridian HCM Holding, Inc. (a) | 12,558,883 | ||||
119,176 | Concentrix Corp. | 11,501,676 | ||||
616,943 | Dun & Bradstreet Holdings, Inc. | 6,891,253 | ||||
131,569 | KBR, Inc. | 7,463,909 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Professional Services (Continued) | ||||||
78,676 | Leidos Holdings, Inc. | $ | 7,337,324 | |||
33,701 | Science Applications International Corp. | 3,438,513 | ||||
192,392 | SS&C Technologies Holdings, Inc. | 11,262,628 | ||||
71,943,317 | ||||||
Semiconductors & Semiconductor Equipment — 29.2% | ||||||
194,473 | Advanced Micro Devices, Inc. (a) | 17,380,052 | ||||
397,172 | Allegro MicroSystems, Inc. (a) | 14,206,842 | ||||
96,645 | Analog Devices, Inc. | 17,384,503 | ||||
117,934 | Applied Materials, Inc. | 13,330,080 | ||||
22,580 | Broadcom, Inc. | 14,146,370 | ||||
99,327 | Cirrus Logic, Inc. (a) | 8,521,263 | ||||
44,159 | Entegris, Inc. | 3,308,392 | ||||
264,066 | GLOBALFOUNDRIES, Inc. (a) (b) | 15,527,081 | ||||
583,419 | Intel Corp. | 18,120,994 | ||||
36,290 | KLA Corp. | 14,027,537 | ||||
35,955 | Lam Research Corp. | 18,843,296 | ||||
199,584 | Lattice Semiconductor Corp. (a) | 15,906,845 | ||||
227,504 | Microchip Technology, Inc. | 16,605,517 | ||||
240,070 | Micron Technology, Inc. | 15,450,905 | ||||
38,079 | Monolithic Power Systems, Inc. | 17,591,356 | ||||
39,113 | NVIDIA Corp. | 10,853,466 | ||||
231,539 | ON Semiconductor Corp. (a) | 16,661,546 | ||||
106,964 | Qorvo, Inc. (a) | 9,849,245 | ||||
56,771 | QUALCOMM, Inc. | 6,630,853 | ||||
122,782 | Skyworks Solutions, Inc. | 13,002,614 | ||||
33,685 | Teradyne, Inc. | 3,078,135 | ||||
38,938 | Texas Instruments, Inc. | 6,510,434 | ||||
70,034 | Universal Display Corp. | 9,346,738 | ||||
296,284,064 | ||||||
Software — 31.9% | ||||||
18,795 | Adobe, Inc. (a) | 7,096,240 | ||||
123,095 | Alteryx, Inc., Class A (a) | 5,062,897 | ||||
32,645 | ANSYS, Inc. (a) | 10,247,918 | ||||
17,397 | Autodesk, Inc. (a) | 3,388,762 | ||||
252,718 | Bentley Systems, Inc., Class B | 10,755,678 | ||||
188,749 | Black Knight, Inc. (a) | 10,313,245 | ||||
68,950 | Cadence Design Systems, Inc. (a) | 14,441,578 | ||||
42,396 | Dolby Laboratories, Inc., Class A | 3,548,121 | ||||
480,458 | DoubleVerify Holdings, Inc. (a) | 14,135,074 | ||||
335,009 | Dropbox, Inc., Class A (a) | 6,814,083 | ||||
171,227 | Dynatrace, Inc. (a) | 7,239,478 | ||||
217,963 | Fortinet, Inc. (a) | 13,742,567 | ||||
211,040 | Gen Digital, Inc. | 3,729,077 | ||||
33,786 | HubSpot, Inc. (a) | 14,222,217 | ||||
16,246 | Intuit, Inc. | 7,212,412 | ||||
70,161 | Manhattan Associates, Inc. (a) | 11,624,275 | ||||
25,123 | Microsoft Corp. | 7,719,293 | ||||
First Trust Technology AlphaDEX® Fund (FXL) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Software (Continued) | ||||||
307,033 | NCR Corp. (a) | $ | 6,843,766 | |||
253,158 | New Relic, Inc. (a) | 18,093,202 | ||||
278,680 | Nutanix, Inc., Class A (a) | 6,682,746 | ||||
155,895 | Oracle Corp. | 14,766,374 | ||||
428,574 | Palantir Technologies, Inc., Class A (a) | 3,321,449 | ||||
72,523 | Palo Alto Networks, Inc. (a) | 13,232,547 | ||||
224,100 | Pegasystems, Inc. | 10,223,442 | ||||
231,292 | Procore Technologies, Inc. (a) | 12,353,306 | ||||
56,484 | PTC, Inc. (a) | 7,105,122 | ||||
72,509 | Salesforce, Inc. (a) | 14,383,610 | ||||
15,585 | ServiceNow, Inc. (a) | 7,160,061 | ||||
303,051 | Smartsheet, Inc., Class A (a) | 12,385,694 | ||||
75,541 | Splunk, Inc. (a) | 6,514,656 | ||||
37,504 | Synopsys, Inc. (a) | 13,925,985 | ||||
89,907 | Teradata Corp. (a) | 3,480,300 | ||||
618,699 | UiPath, Inc., Class A (a) | 8,711,282 | ||||
29,006 | VMware, Inc., Class A (a) | 3,626,620 | ||||
52,602 | Workday, Inc., Class A (a) | 9,791,336 | ||||
323,894,413 | ||||||
Technology Hardware, Storage & Peripherals — 3.1% | ||||||
21,962 | Apple, Inc. | 3,726,512 | ||||
180,127 | Dell Technologies, Inc., Class C | 7,833,723 | ||||
909,342 | Hewlett Packard Enterprise Co. | 13,021,778 | ||||
123,389 | HP, Inc. | 3,665,887 | ||||
96,136 | Western Digital Corp. (a) | 3,310,924 | ||||
31,558,824 | ||||||
Total Common Stocks — 100.0% | 1,015,782,874 | |||||
(Cost $988,397,677) | ||||||
Money Market Funds — 1.3% | ||||||
12,649,477 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 4.67% (c) (d) | 12,649,477 | ||||
308,427 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class 4.71% (c) | 308,427 | ||||
Total Money Market Funds — 1.3% | 12,957,904 | |||||
(Cost $12,957,904) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.2% | |||||||
$ | 2,197,644 | BNP Paribas S.A., 4.70% (c), dated 04/28/23, due 05/01/23, with a maturity value of $2,198,505. Collateralized by U.S. Treasury Securities, interest rates of 1.13% to 2.25%, due 01/15/25 to 08/15/27. The value of the collateral including accrued interest is $2,246,544. (d) | $ | 2,197,644 | |||
(Cost $2,197,644) | |||||||
Total Investments — 101.5% | 1,030,938,422 | ||||||
(Cost $1,003,553,225) | |||||||
Net Other Assets and Liabilities — (1.5)% | (15,505,783 | ) | |||||
Net Assets — 100.0% | $ | 1,015,432,639 |
(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, including those sold and pending settlement, is $14,750,687 and the total value of the collateral held by the Fund is $14,847,121. |
(c) | Rate shown reflects yield as of April 30, 2023. |
(d) | This security serves as collateral for securities on loan. |
First Trust Technology AlphaDEX® Fund (FXL) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,015,782,874 | $ | 1,015,782,874 | $ | — | $ | — | ||||||||
Money Market Funds | 12,957,904 | 12,957,904 | — | — | ||||||||||||
Repurchase Agreements | 2,197,644 | — | 2,197,644 | — | ||||||||||||
Total Investments | $ | 1,030,938,422 | $ | 1,028,740,778 | $ | 2,197,644 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Utilities AlphaDEX® Fund (FXU) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.8% | ||||||
Commercial Services & Supplies — 4.2% | ||||||
36,642 | Clean Harbors, Inc. (a) | $ | 5,318,953 | |||
19,315 | Republic Services, Inc. | 2,793,336 | ||||
59,888 | Stericycle, Inc. (a) | 2,733,887 | ||||
16,005 | Waste Management, Inc. | 2,657,630 | ||||
13,503,806 | ||||||
Electric Utilities — 53.5% | ||||||
146,728 | Alliant Energy Corp. | 8,090,582 | ||||
86,111 | American Electric Power Co., Inc. | 7,958,379 | ||||
327,454 | Avangrid, Inc. | 13,183,298 | ||||
108,293 | Duke Energy Corp. | 10,708,012 | ||||
73,998 | Edison International | 5,446,253 | ||||
96,963 | Entergy Corp. | 10,431,279 | ||||
170,927 | Evergy, Inc. | 10,616,276 | ||||
100,120 | Eversource Energy | 7,770,313 | ||||
249,392 | Exelon Corp. | 10,584,196 | ||||
204,046 | Hawaiian Electric Industries, Inc. | 8,000,644 | ||||
48,220 | IDACORP, Inc. | 5,358,206 | ||||
380,834 | NRG Energy, Inc. | 13,013,098 | ||||
346,757 | OGE Energy Corp. | 13,017,258 | ||||
807,600 | PG&E Corp. (a) | 13,818,036 | ||||
131,841 | Pinnacle West Capital Corp. | 10,344,245 | ||||
281,948 | PPL Corp. | 8,097,547 | ||||
75,073 | Southern (The) Co. | 5,521,619 | ||||
116,183 | Xcel Energy, Inc. | 8,122,353 | ||||
170,081,594 | ||||||
Electrical Equipment — 4.3% | ||||||
648,082 | Sunrun, Inc. (a) | 13,635,645 | ||||
Gas Utilities — 8.9% | ||||||
69,735 | Atmos Energy Corp. | 7,959,553 | ||||
226,166 | National Fuel Gas Co. | 12,642,679 | ||||
225,411 | UGI Corp. | 7,636,925 | ||||
28,239,157 | ||||||
Independent Power and Renewable Electricity Producers — 8.8% | ||||||
108,461 | AES (The) Corp. | 2,566,187 | ||||
373,645 | Brookfield Renewable Corp., Class A | 12,483,479 | ||||
544,118 | Vistra Corp. | 12,982,656 | ||||
28,032,322 | ||||||
Multi-Utilities — 19.3% | ||||||
60,463 | Ameren Corp. | 5,379,393 | ||||
354,617 | CenterPoint Energy, Inc. | 10,805,180 | ||||
85,099 | CMS Energy Corp. | 5,298,264 | ||||
109,200 | Consolidated Edison, Inc. | 10,752,924 | ||||
46,713 | Dominion Energy, Inc. | 2,669,181 | ||||
47,686 | DTE Energy Co. | 5,360,383 | ||||
373,645 | NiSource, Inc. | 10,633,937 | ||||
41,823 | Public Service Enterprise Group, Inc. | 2,643,213 | ||||
34,555 | Sempra Energy | 5,372,957 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Multi-Utilities (Continued) | ||||||
27,554 | WEC Energy Group, Inc. | $ | 2,649,868 | |||
61,565,300 | ||||||
Water Utilities — 0.8% | ||||||
59,834 | Essential Utilities, Inc. | 2,554,912 | ||||
Total Common Stocks — 99.8% | 317,612,736 | |||||
(Cost $320,697,164) | ||||||
Money Market Funds — 0.1% | ||||||
175,166 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class 4.71% (b) | 175,166 | ||||
(Cost $175,166) | ||||||
Total Investments — 99.9% | 317,787,902 | |||||
(Cost $320,872,330) | ||||||
Net Other Assets and Liabilities — 0.1% | 262,014 | |||||
Net Assets — 100.0% | $ | 318,049,916 |
(a) | Non-income producing security. |
(b) | Rate shown reflects yield as of April 30, 2023. |
First Trust Utilities AlphaDEX® Fund (FXU) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 317,612,736 | $ | 317,612,736 | $ | — | $ | — | ||||||||
Money Market Funds | 175,166 | 175,166 | — | — | ||||||||||||
Total Investments | $ | 317,787,902 | $ | 317,787,902 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
Additional Information
First Trust Exchange-Traded AlphaDEX® Fund
Sector Funds
April 30, 2023 (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 |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Aerospace & Defense — 3.4% | ||||||
22,021 | Axon Enterprise, Inc. (a) | $ | 4,640,045 | |||
23,315 | Boeing (The) Co. (a) | 4,821,076 | ||||
8,683 | General Dynamics Corp. | 1,895,846 | ||||
17,370 | HEICO Corp. | 2,929,277 | ||||
116,876 | Howmet Aerospace, Inc. | 5,176,438 | ||||
10,089 | L3Harris Technologies, Inc. | 1,968,868 | ||||
2,091 | Lockheed Martin Corp. | 971,165 | ||||
8,581 | Northrop Grumman Corp. | 3,958,158 | ||||
20,229 | Raytheon Technologies Corp. | 2,020,877 | ||||
56,090 | Textron, Inc. | 3,754,665 | ||||
6,722 | TransDigm Group, Inc. | 5,142,330 | ||||
37,278,745 | ||||||
Air Freight & Logistics — 0.9% | ||||||
35,977 | Expeditors International of Washington, Inc. | 4,095,622 | ||||
13,005 | FedEx Corp. | 2,962,279 | ||||
15,318 | United Parcel Service, Inc., Class B | 2,754,329 | ||||
9,812,230 | ||||||
Automobiles — 0.7% | ||||||
235,807 | Ford Motor Co. | 2,801,387 | ||||
135,003 | General Motors Co. | 4,460,499 | ||||
4,777 | Tesla, Inc. (a) | 784,909 | ||||
8,046,795 | ||||||
Banks — 4.6% | ||||||
138,513 | Bank of America Corp. | 4,055,661 | ||||
84,486 | Citigroup, Inc. | 3,976,756 | ||||
130,438 | Citizens Financial Group, Inc. | 4,035,752 | ||||
148,703 | Fifth Third Bancorp | 3,896,018 | ||||
353,962 | First Republic Bank (b) | 1,242,407 | ||||
353,701 | Huntington Bancshares, Inc. | 3,961,451 | ||||
22,797 | JPMorgan Chase & Co. | 3,151,457 | ||||
316,417 | KeyCorp | 3,562,855 | ||||
33,131 | M&T Bank Corp. | 4,167,880 | ||||
31,167 | PNC Financial Services Group (The), Inc. | 4,059,502 | ||||
213,446 | Regions Financial Corp. | 3,897,524 | ||||
116,172 | Truist Financial Corp. | 3,784,884 | ||||
82,413 | U.S. Bancorp | 2,825,118 | ||||
105,979 | Wells Fargo & Co. | 4,212,665 | ||||
50,829,930 | ||||||
Beverages — 0.7% | ||||||
15,965 | Coca-Cola (The) Co. | 1,024,155 | ||||
28,069 | Keurig Dr Pepper, Inc. | 917,856 | ||||
73,345 | Monster Beverage Corp. (a) | 4,107,320 | ||||
10,869 | PepsiCo, Inc. | 2,074,784 | ||||
8,124,115 | ||||||
Biotechnology — 1.2% | ||||||
6,211 | AbbVie, Inc. | 938,606 | ||||
17,806 | Biogen, Inc. (a) | 5,417,120 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Biotechnology (Continued) | ||||||
23,874 | Gilead Sciences, Inc. | $ | 1,962,682 | |||
6,452 | Moderna, Inc. (a) | 857,406 | ||||
2,409 | Regeneron Pharmaceuticals, Inc. (a) | 1,931,512 | ||||
6,284 | Vertex Pharmaceuticals, Inc. (a) | 2,141,147 | ||||
13,248,473 | ||||||
Building Products — 0.9% | ||||||
4,380 | Carlisle Cos., Inc. | 945,423 | ||||
86,588 | Carrier Global Corp. | 3,621,110 | ||||
16,443 | Johnson Controls International PLC | 983,949 | ||||
26,911 | Trane Technologies PLC | 5,000,333 | ||||
10,550,815 | ||||||
Capital Markets — 4.1% | ||||||
12,924 | Ameriprise Financial, Inc. | 3,943,371 | ||||
23,739 | Ares Management Corp., Class A | 2,079,299 | ||||
65,384 | Bank of New York Mellon (The) Corp. | 2,784,704 | ||||
2,958 | BlackRock, Inc. | 1,985,410 | ||||
159,426 | Carlyle Group (The), Inc. | 4,835,390 | ||||
2,382 | FactSet Research Systems, Inc. | 980,646 | ||||
147,048 | Franklin Resources, Inc. | 3,952,650 | ||||
12,110 | Goldman Sachs Group (The), Inc. | 4,159,058 | ||||
18,860 | KKR & Co., Inc. | 1,000,900 | ||||
4,891 | LPL Financial Holdings, Inc. | 1,021,436 | ||||
7,591 | MarketAxess Holdings, Inc. | 2,416,747 | ||||
3,234 | Moody’s Corp. | 1,012,630 | ||||
33,836 | Morgan Stanley | 3,044,225 | ||||
7,075 | MSCI, Inc. | 3,413,334 | ||||
11,235 | Northern Trust Corp. | 878,128 | ||||
52,335 | State Street Corp. | 3,781,727 | ||||
35,090 | T. Rowe Price Group, Inc. | 3,941,660 | ||||
45,231,315 | ||||||
Chemicals — 3.8% | ||||||
6,897 | Air Products and Chemicals, Inc. | 2,030,201 | ||||
8,965 | Albemarle Corp. | 1,662,649 | ||||
45,474 | Celanese Corp. | 4,831,158 | ||||
32,842 | Corteva, Inc. | 2,007,303 | ||||
90,332 | Dow, Inc. | 4,914,061 | ||||
68,996 | DuPont de Nemours, Inc. | 4,810,401 | ||||
17,950 | Ecolab, Inc. | 3,012,728 | ||||
16,216 | FMC Corp. | 2,003,973 | ||||
52,742 | LyondellBasell Industries N.V., Class A | 4,989,921 | ||||
107,931 | Mosaic (The) Co. | 4,624,843 | ||||
7,412 | PPG Industries, Inc. | 1,039,607 | ||||
4,406 | Sherwin-Williams (The) Co. | 1,046,601 | ||||
42,693 | Westlake Corp. | 4,857,610 | ||||
41,831,056 | ||||||
First Trust Large Cap Core AlphaDEX® Fund (FEX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Commercial Services & Supplies — 1.0% | ||||||
4,278 | Cintas Corp. | $ | 1,949,784 | |||
65,837 | Copart, Inc. (a) | 5,204,415 | ||||
14,649 | Republic Services, Inc. | 2,118,538 | ||||
26,386 | Rollins, Inc. | 1,114,808 | ||||
6,070 | Waste Management, Inc. | 1,007,924 | ||||
11,395,469 | ||||||
Communications Equipment — 0.9% | ||||||
29,499 | Arista Networks, Inc. (a) | 4,724,560 | ||||
37,893 | Cisco Systems, Inc. | 1,790,444 | ||||
13,846 | Motorola Solutions, Inc. | 4,034,725 | ||||
10,549,729 | ||||||
Construction & Engineering — 0.5% | ||||||
29,713 | Quanta Services, Inc. | 5,040,513 | ||||
Construction Materials — 0.3% | ||||||
5,581 | Martin Marietta Materials, Inc. | 2,027,019 | ||||
5,772 | Vulcan Materials Co. | 1,010,793 | ||||
3,037,812 | ||||||
Consumer Finance — 1.4% | ||||||
6,002 | American Express Co. | 968,363 | ||||
51,492 | Capital One Financial Corp. | 5,010,172 | ||||
40,082 | Discover Financial Services | 4,147,284 | ||||
170,284 | Synchrony Financial | 5,025,081 | ||||
15,150,900 | ||||||
Consumer Staples Distribution & Retail — 1.0% | ||||||
4,707 | Dollar General Corp. | 1,042,412 | ||||
20,698 | Dollar Tree, Inc. (a) | 3,181,490 | ||||
60,181 | Kroger (The) Co. | 2,926,602 | ||||
25,646 | Sysco Corp. | 1,968,074 | ||||
5,977 | Target Corp. | 942,872 | ||||
6,719 | Walmart, Inc. | 1,014,367 | ||||
11,075,817 | ||||||
Containers & Packaging — 1.1% | ||||||
11,071 | Avery Dennison Corp. | 1,931,668 | ||||
17,971 | Ball Corp. | 955,698 | ||||
137,319 | International Paper Co. | 4,546,632 | ||||
35,671 | Packaging Corp. of America | 4,824,859 | ||||
12,258,857 | ||||||
Distributors — 0.9% | ||||||
23,675 | Genuine Parts Co. | 3,984,739 | ||||
69,793 | LKQ Corp. | 4,029,150 | ||||
5,784 | Pool Corp. | 2,032,035 | ||||
10,045,924 | ||||||
Diversified Telecommunication Services — 0.6% | ||||||
102,894 | AT&T, Inc. | 1,818,137 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Diversified Telecommunication Services (Continued) | ||||||
127,333 | Verizon Communications, Inc. | $ | 4,944,340 | |||
6,762,477 | ||||||
Electric Utilities — 4.1% | ||||||
55,636 | Alliant Energy Corp. | 3,067,769 | ||||
32,656 | American Electric Power Co., Inc. | 3,018,068 | ||||
37,850 | Constellation Energy Corp. | 2,929,590 | ||||
30,794 | Duke Energy Corp. | 3,044,911 | ||||
42,090 | Edison International | 3,097,824 | ||||
36,771 | Entergy Corp. | 3,955,824 | ||||
64,813 | Evergy, Inc. | 4,025,535 | ||||
50,624 | Eversource Energy | 3,928,929 | ||||
94,565 | Exelon Corp. | 4,013,339 | ||||
24,719 | FirstEnergy Corp. | 983,816 | ||||
244,988 | PG&E Corp. (a) | 4,191,745 | ||||
106,917 | PPL Corp. | 3,070,656 | ||||
42,698 | Southern (The) Co. | 3,140,438 | ||||
44,052 | Xcel Energy, Inc. | 3,079,675 | ||||
45,548,119 | ||||||
Electrical Equipment — 0.9% | ||||||
20,445 | AMETEK, Inc. | 2,819,979 | ||||
17,339 | Eaton Corp. PLC | 2,897,694 | ||||
11,367 | Emerson Electric Co. | 946,416 | ||||
12,214 | Hubbell, Inc. | 3,289,474 | ||||
9,953,563 | ||||||
Electronic Equipment, Instruments & Components — 1.4% | ||||||
48,473 | Amphenol Corp., Class A | 3,658,257 | ||||
5,085 | CDW Corp. | 862,365 | ||||
84,217 | Corning, Inc. | 2,797,689 | ||||
22,655 | TE Connectivity Ltd. | 2,772,292 | ||||
8,856 | Teledyne Technologies, Inc. (a) | 3,669,927 | ||||
37,785 | Trimble, Inc. (a) | 1,779,674 | ||||
15,540,204 | ||||||
Energy Equipment & Services — 0.6% | ||||||
93,907 | Halliburton Co. | 3,075,454 | ||||
80,686 | Schlumberger Ltd. | 3,981,854 | ||||
7,057,308 | ||||||
Entertainment — 1.1% | ||||||
8,221 | Electronic Arts, Inc. | 1,046,369 | ||||
52,938 | Liberty Media Corp.-Liberty Formula One, Class C (a) | 3,821,594 | ||||
14,150 | Live Nation Entertainment, Inc. (a) | 959,087 | ||||
8,602 | Netflix, Inc. (a) | 2,838,058 | ||||
66,058 | ROBLOX Corp., Class A (a) | 2,351,665 | ||||
9,889 | Walt Disney (The) Co. (a) | 1,013,622 | ||||
12,030,395 | ||||||
First Trust Large Cap Core AlphaDEX® Fund (FEX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Financial Services — 1.9% | ||||||
15,679 | Apollo Global Management, Inc. | $ | 993,892 | |||
309,105 | Corebridge Financial, Inc. | 5,211,510 | ||||
35,048 | Fiserv, Inc. (a) | 4,280,062 | ||||
9,394 | FleetCor Technologies, Inc. (a) | 2,009,565 | ||||
18,823 | Global Payments, Inc. | 2,121,540 | ||||
8,172 | Mastercard, Inc., Class A | 3,105,605 | ||||
13,176 | Visa, Inc., Class A | 3,066,450 | ||||
20,788,624 | ||||||
Food Products — 3.6% | ||||||
62,165 | Archer-Daniels-Midland Co. | 4,853,843 | ||||
51,840 | Bunge Ltd. | 4,852,224 | ||||
36,023 | Campbell Soup Co. | 1,956,049 | ||||
52,737 | Conagra Brands, Inc. | 2,001,897 | ||||
23,177 | General Mills, Inc. | 2,054,178 | ||||
15,575 | Hershey (The) Co. | 4,252,909 | ||||
49,667 | Hormel Foods Corp. | 2,008,533 | ||||
18,883 | J.M. Smucker (The) Co. | 2,915,724 | ||||
14,787 | Kellogg Co. | 1,031,689 | ||||
76,837 | Kraft Heinz (The) Co. | 3,017,389 | ||||
47,374 | Lamb Weston Holdings, Inc. | 5,296,887 | ||||
14,209 | Mondelez International, Inc., Class A | 1,090,114 | ||||
83,481 | Tyson Foods, Inc., Class A | 5,216,728 | ||||
40,548,164 | ||||||
Gas Utilities — 0.4% | ||||||
35,255 | Atmos Energy Corp. | 4,024,006 | ||||
Ground Transportation — 1.8% | ||||||
33,077 | CSX Corp. | 1,013,479 | ||||
22,576 | J.B. Hunt Transport Services, Inc. | 3,957,347 | ||||
14,526 | Old Dominion Freight Line, Inc. | 4,653,985 | ||||
156,210 | Uber Technologies, Inc. (a) | 4,850,321 | ||||
83,014 | U-Haul Holding Co. | 5,068,835 | ||||
19,543,967 | ||||||
Health Care Equipment & Supplies — 2.1% | ||||||
4,002 | Becton, Dickinson and Co. | 1,057,769 | ||||
59,388 | Boston Scientific Corp. (a) | 3,095,303 | ||||
2,649 | Cooper (The) Cos., Inc. | 1,010,461 | ||||
17,047 | Dexcom, Inc. (a) | 2,068,483 | ||||
36,820 | Hologic, Inc. (a) | 3,166,888 | ||||
3,964 | IDEXX Laboratories, Inc. (a) | 1,950,922 | ||||
12,420 | Insulet Corp. (a) | 3,950,057 | ||||
24,569 | Medtronic PLC | 2,234,550 | ||||
13,880 | Stryker Corp. | 4,159,142 | ||||
7,663 | Zimmer Biomet Holdings, Inc. | 1,060,866 | ||||
23,754,441 | ||||||
Health Care Providers & Services — 3.1% | ||||||
52,471 | Cardinal Health, Inc. | 4,307,869 | ||||
47,006 | Centene Corp. (a) | 3,240,124 | ||||
19,381 | Cigna Group (The) | 4,909,014 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Providers & Services (Continued) | ||||||
39,982 | CVS Health Corp. | $ | 2,931,080 | |||
4,304 | Elevance Health, Inc. | 2,017,070 | ||||
18,780 | HCA Healthcare, Inc. | 5,396,057 | ||||
4,078 | Humana, Inc. | 2,163,338 | ||||
17,264 | Laboratory Corp. of America Holdings | 3,913,922 | ||||
3,706 | Molina Healthcare, Inc. (a) | 1,103,980 | ||||
28,004 | Quest Diagnostics, Inc. | 3,887,235 | ||||
2,092 | UnitedHealth Group, Inc. | 1,029,452 | ||||
34,899,141 | ||||||
Health Care REITs — 0.3% | ||||||
45,688 | Ventas, Inc. | 2,195,309 | ||||
13,815 | Welltower, Inc. | 1,094,424 | ||||
3,289,733 | ||||||
Health Care Technology — 0.1% | ||||||
5,384 | Veeva Systems, Inc., Class A (a) | 964,167 | ||||
Hotel & Resort REITs — 0.2% | ||||||
120,120 | Host Hotels & Resorts, Inc. | 1,942,340 | ||||
Hotels, Restaurants & Leisure — 4.1% | ||||||
15,920 | Airbnb, Inc., Class A (a) | 1,905,146 | ||||
1,865 | Booking Holdings, Inc. (a) | 5,009,968 | ||||
2,322 | Chipotle Mexican Grill, Inc. (a) | 4,801,014 | ||||
31,911 | Darden Restaurants, Inc. | 4,848,238 | ||||
28,121 | Hilton Worldwide Holdings, Inc. | 4,049,987 | ||||
51,720 | Las Vegas Sands Corp. (a) | 3,302,322 | ||||
29,824 | Marriott International, Inc., Class A | 5,050,396 | ||||
3,540 | McDonald’s Corp. | 1,046,955 | ||||
111,478 | MGM Resorts International | 5,007,592 | ||||
75,831 | Royal Caribbean Cruises Ltd. (a) | 4,961,622 | ||||
28,536 | Starbucks Corp. | 3,261,380 | ||||
15,000 | Yum! Brands, Inc. | 2,108,700 | ||||
45,353,320 | ||||||
Household Durables — 2.2% | ||||||
50,686 | D.R. Horton, Inc. | 5,566,337 | ||||
29,438 | Garmin Ltd. | 2,889,928 | ||||
47,109 | Lennar Corp., Class A | 5,314,366 | ||||
891 | NVR, Inc. (a) | 5,203,440 | ||||
84,965 | PulteGroup, Inc. | 5,705,400 | ||||
24,679,471 | ||||||
Household Products — 0.3% | ||||||
7,377 | Kimberly-Clark Corp. | 1,068,853 | ||||
13,323 | Procter & Gamble (The) Co. | 2,083,451 | ||||
3,152,304 | ||||||
Independent Power and Renewable Electricity Producers — 0.1% | ||||||
41,129 | AES (The) Corp. | 973,112 |
First Trust Large Cap Core AlphaDEX® Fund (FEX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Industrial Conglomerates — 0.4% | ||||||
47,109 | 3M Co. | $ | 5,003,918 | |||
Insurance — 3.3% | ||||||
61,404 | Aflac, Inc. | 4,289,069 | ||||
98,331 | American International Group, Inc. | 5,215,476 | ||||
3,144 | Aon PLC, Class A | 1,022,366 | ||||
29,182 | Arch Capital Group Ltd. (a) | 2,190,693 | ||||
5,174 | Arthur J. Gallagher & Co. | 1,076,502 | ||||
17,250 | Brown & Brown, Inc. | 1,110,727 | ||||
15,305 | Chubb Ltd. | 3,084,876 | ||||
2,767 | Everest Re Group Ltd. | 1,045,926 | ||||
56,845 | Hartford Financial Services Group (The), Inc. | 4,035,427 | ||||
51,204 | Loews Corp. | 2,947,814 | ||||
5,942 | Marsh & McLennan Cos., Inc. | 1,070,689 | ||||
17,093 | MetLife, Inc. | 1,048,314 | ||||
53,304 | Principal Financial Group, Inc. | 3,981,276 | ||||
17,331 | Travelers (The) Cos., Inc. | 3,139,337 | ||||
15,904 | W.R. Berkley Corp. | 937,064 | ||||
36,195,556 | ||||||
Interactive Media & Services — 0.7% | ||||||
28,641 | Alphabet, Inc., Class A (a) | 3,074,325 | ||||
14,017 | Meta Platforms, Inc., Class A (a) | 3,368,565 | ||||
72,637 | Pinterest, Inc., Class A (a) | 1,670,651 | ||||
8,113,541 | ||||||
IT Services — 1.6% | ||||||
6,931 | Accenture PLC, Class A | 1,942,690 | ||||
37,950 | Akamai Technologies, Inc. (a) | 3,110,761 | ||||
16,064 | Cloudflare, Inc., Class A (a) | 755,811 | ||||
81,275 | Cognizant Technology Solutions Corp., Class A | 4,852,930 | ||||
3,312 | EPAM Systems, Inc. (a) | 935,441 | ||||
6,080 | Gartner, Inc. (a) | 1,838,957 | ||||
25,489 | GoDaddy, Inc., Class A (a) | 1,929,008 | ||||
4,252 | MongoDB, Inc. (a) | 1,020,310 | ||||
4,686 | VeriSign, Inc. (a) | 1,039,355 | ||||
17,425,263 | ||||||
Life Sciences Tools & Services — 0.9% | ||||||
14,725 | Charles River Laboratories International, Inc. (a) | 2,799,517 | ||||
1,942 | Mettler-Toledo International, Inc. (a) | 2,896,493 | ||||
14,863 | PerkinElmer, Inc. | 1,939,473 | ||||
3,440 | Thermo Fisher Scientific, Inc. | 1,908,856 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Life Sciences Tools & Services (Continued) | ||||||
2,862 | West Pharmaceutical Services, Inc. | $ | 1,033,869 | |||
10,578,208 | ||||||
Machinery — 4.1% | ||||||
17,308 | Caterpillar, Inc. | 3,786,990 | ||||
12,438 | Cummins, Inc. | 2,923,427 | ||||
9,593 | Deere & Co. | 3,626,346 | ||||
13,039 | Dover Corp. | 1,905,780 | ||||
29,059 | Fortive Corp. | 1,833,332 | ||||
12,857 | IDEX Corp. | 2,652,656 | ||||
16,272 | Illinois Tool Works, Inc. | 3,936,848 | ||||
68,088 | Ingersoll Rand, Inc. | 3,882,378 | ||||
35,199 | Otis Worldwide Corp. | 3,002,475 | ||||
54,119 | PACCAR, Inc. | 4,042,148 | ||||
2,944 | Parker-Hannifin Corp. | 956,447 | ||||
16,046 | Snap-on, Inc. | 4,162,493 | ||||
61,450 | Stanley Black & Decker, Inc. | 5,305,593 | ||||
19,600 | Westinghouse Air Brake Technologies Corp. | 1,914,332 | ||||
18,915 | Xylem, Inc. | 1,964,134 | ||||
45,895,379 | ||||||
Media — 1.6% | ||||||
5,539 | Charter Communications, Inc., Class A (a) | 2,042,229 | ||||
78,373 | Comcast Corp., Class A | 3,242,291 | ||||
145,429 | Fox Corp., Class A | 4,836,968 | ||||
53,186 | Interpublic Group of (The) Cos., Inc. | 1,900,336 | ||||
20,996 | Omnicom Group, Inc. | 1,901,608 | ||||
177,569 | Paramount Global, Class B | 4,142,685 | ||||
18,066,117 | ||||||
Metals & Mining — 1.5% | ||||||
48,421 | Freeport-McMoRan, Inc. | 1,835,640 | ||||
20,205 | Newmont Corp. | 957,717 | ||||
32,058 | Nucor Corp. | 4,750,355 | ||||
19,286 | Reliance Steel & Aluminum Co. | 4,779,071 | ||||
43,795 | Steel Dynamics, Inc. | 4,552,490 | ||||
16,875,273 | ||||||
Multi-Utilities — 2.4% | ||||||
34,389 | Ameren Corp. | 3,059,589 | ||||
134,472 | CenterPoint Energy, Inc. | 4,097,362 | ||||
48,409 | CMS Energy Corp. | 3,013,944 | ||||
41,408 | Consolidated Edison, Inc. | 4,077,446 | ||||
35,431 | Dominion Energy, Inc. | 2,024,527 | ||||
27,126 | DTE Energy Co. | 3,049,234 | ||||
31,716 | Public Service Enterprise Group, Inc. | 2,004,451 | ||||
19,657 | Sempra Energy | 3,056,467 | ||||
20,894 | WEC Energy Group, Inc. | 2,009,376 | ||||
26,392,396 |
First Trust Large Cap Core AlphaDEX® Fund (FEX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Office REITs — 0.3% | ||||||
23,655 | Alexandria Real Estate Equities, Inc. | $ | 2,937,478 | |||
Oil, Gas & Consumable Fuels — 6.2% | ||||||
54,930 | APA Corp. | 2,024,171 | ||||
31,419 | Cheniere Energy, Inc. | 4,807,107 | ||||
18,210 | Chevron Corp. | 3,069,842 | ||||
19,968 | ConocoPhillips | 2,054,508 | ||||
80,719 | Coterra Energy, Inc. | 2,066,406 | ||||
19,568 | Devon Energy Corp. | 1,045,518 | ||||
21,977 | Diamondback Energy, Inc. | 3,125,129 | ||||
17,276 | EOG Resources, Inc. | 2,063,964 | ||||
45,153 | Exxon Mobil Corp. | 5,343,406 | ||||
29,939 | Hess Corp. | 4,342,951 | ||||
56,560 | Kinder Morgan, Inc. | 970,004 | ||||
206,670 | Marathon Oil Corp. | 4,993,147 | ||||
36,727 | Marathon Petroleum Corp. | 4,480,694 | ||||
63,455 | Occidental Petroleum Corp. | 3,904,386 | ||||
62,346 | ONEOK, Inc. | 4,078,052 | ||||
137,249 | Ovintiv, Inc. | 4,951,944 | ||||
48,844 | Phillips 66 | 4,835,556 | ||||
4,845 | Pioneer Natural Resources Co. | 1,054,030 | ||||
67,880 | Targa Resources Corp. | 5,126,976 | ||||
35,468 | Valero Energy Corp. | 4,067,116 | ||||
68,404,907 | ||||||
Passenger Airlines — 0.9% | ||||||
141,804 | Delta Air Lines, Inc. (a) | 4,865,295 | ||||
91,305 | Southwest Airlines Co. | 2,765,628 | ||||
67,147 | United Airlines Holdings, Inc. (a) | 2,941,039 | ||||
10,571,962 | ||||||
Personal Care Products — 0.1% | ||||||
4,015 | Estee Lauder (The) Cos., Inc., Class A | 990,581 | ||||
Pharmaceuticals — 0.8% | ||||||
27,928 | Merck & Co., Inc. | 3,224,846 | ||||
514,748 | Viatris, Inc. | 4,802,599 | ||||
5,947 | Zoetis, Inc. | 1,045,364 | ||||
9,072,809 | ||||||
Professional Services — 0.9% | ||||||
10,682 | Booz Allen Hamilton Holding Corp. | 1,022,481 | ||||
16,857 | Jacobs Solutions, Inc. | 1,946,309 | ||||
32,274 | Leidos Holdings, Inc. | 3,009,874 | ||||
52,611 | SS&C Technologies Holdings, Inc. | 3,079,848 | ||||
15,936 | TransUnion | 1,096,556 | ||||
10,155,068 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Real Estate Management & Development — 0.3% | ||||||
40,805 | CBRE Group, Inc., Class A (a) | $ | 3,128,111 | |||
Residential REITs — 0.7% | ||||||
23,575 | AvalonBay Communities, Inc. | 4,252,223 | ||||
49,522 | Equity Residential | 3,132,266 | ||||
7,384,489 | ||||||
Retail REITs — 0.2% | ||||||
50,708 | Kimco Realty Corp. | 973,086 | ||||
15,638 | Realty Income Corp. | 982,692 | ||||
1,955,778 | ||||||
Semiconductors & Semiconductor Equipment — 5.9% | ||||||
25,108 | Analog Devices, Inc. | 4,516,427 | ||||
32,251 | Applied Materials, Inc. | 3,645,331 | ||||
7,719 | Broadcom, Inc. | 4,835,953 | ||||
18,213 | First Solar, Inc. (a) | 3,325,330 | ||||
151,575 | Intel Corp. | 4,707,919 | ||||
9,924 | KLA Corp. | 3,836,023 | ||||
7,473 | Lam Research Corp. | 3,916,450 | ||||
59,107 | Microchip Technology, Inc. | 4,314,220 | ||||
65,651 | Micron Technology, Inc. | 4,225,298 | ||||
9,891 | Monolithic Power Systems, Inc. | 4,569,345 | ||||
10,694 | NVIDIA Corp. | 2,967,478 | ||||
26,557 | NXP Semiconductors N.V. | 4,348,443 | ||||
60,154 | ON Semiconductor Corp. (a) | 4,328,682 | ||||
31,050 | QUALCOMM, Inc. | 3,626,640 | ||||
41,973 | Skyworks Solutions, Inc. | 4,444,941 | ||||
18,422 | Teradyne, Inc. | 1,683,402 | ||||
10,644 | Texas Instruments, Inc. | 1,779,677 | ||||
65,071,559 | ||||||
Software — 4.6% | ||||||
5,136 | Adobe, Inc. (a) | 1,939,148 | ||||
8,931 | ANSYS, Inc. (a) | 2,803,620 | ||||
9,519 | Autodesk, Inc. (a) | 1,854,206 | ||||
23,574 | Cadence Design Systems, Inc. (a) | 4,937,574 | ||||
5,642 | Fair Isaac Corp. (a) | 4,107,094 | ||||
74,509 | Fortinet, Inc. (a) | 4,697,792 | ||||
9,244 | HubSpot, Inc. (a) | 3,891,262 | ||||
4,444 | Intuit, Inc. | 1,972,914 | ||||
3,439 | Microsoft Corp. | 1,056,667 | ||||
53,293 | Oracle Corp. | 5,047,913 | ||||
117,201 | Palantir Technologies, Inc., Class A (a) | 908,308 | ||||
19,832 | Palo Alto Networks, Inc. (a) | 3,618,547 | ||||
15,447 | PTC, Inc. (a) | 1,943,078 | ||||
2,249 | Roper Technologies, Inc. | 1,022,800 | ||||
4,266 | ServiceNow, Inc. (a) | 1,959,886 | ||||
30,991 | Splunk, Inc. (a) | 2,672,664 | ||||
10,257 | Synopsys, Inc. (a) | 3,808,629 |
First Trust Large Cap Core AlphaDEX® Fund (FEX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Software (Continued) | ||||||
14,386 | Workday, Inc., Class A (a) | $ | 2,677,810 | |||
50,919,912 | ||||||
Specialized REITs — 1.3% | ||||||
20,148 | Digital Realty Trust, Inc. | 1,997,674 | ||||
2,747 | Equinix, Inc. | 1,989,048 | ||||
19,023 | Gaming and Leisure Properties, Inc. | 989,196 | ||||
56,158 | Iron Mountain, Inc. | 3,102,168 | ||||
30,361 | VICI Properties, Inc. | 1,030,452 | ||||
164,355 | Weyerhaeuser Co. | 4,915,858 | ||||
14,024,396 | ||||||
Specialty Retail — 2.4% | ||||||
1,212 | AutoZone, Inc. (a) | 3,227,932 | ||||
37,956 | Best Buy Co., Inc. | 2,828,481 | ||||
19,602 | Burlington Stores, Inc. (a) | 3,779,462 | ||||
3,357 | Home Depot (The), Inc. | 1,008,913 | ||||
4,952 | Lowe’s Cos., Inc. | 1,029,174 | ||||
4,665 | O’Reilly Automotive, Inc. (a) | 4,279,251 | ||||
18,660 | Ross Stores, Inc. | 1,991,582 | ||||
37,920 | TJX (The) Cos., Inc. | 2,988,854 | ||||
4,216 | Tractor Supply Co. | 1,005,094 | ||||
9,074 | Ulta Beauty, Inc. (a) | 5,003,676 | ||||
27,142,419 | ||||||
Technology Hardware, Storage & Peripherals — 1.0% | ||||||
12,008 | Apple, Inc. | 2,037,517 | ||||
248,682 | Hewlett Packard Enterprise Co. | 3,561,126 | ||||
33,746 | HP, Inc. | 1,002,594 | ||||
46,530 | NetApp, Inc. | 2,926,272 | ||||
52,579 | Western Digital Corp. (a) | 1,810,821 | ||||
11,338,330 | ||||||
Textiles, Apparel & Luxury Goods — 0.2% | ||||||
16,147 | NIKE, Inc., Class B | 2,046,148 | ||||
Trading Companies & Distributors — 1.1% | ||||||
55,079 | Fastenal Co. | 2,965,453 | ||||
12,515 | United Rentals, Inc. | 4,519,292 | ||||
7,189 | W.W. Grainger, Inc. | 5,000,453 | ||||
12,485,198 | ||||||
Wireless Telecommunication Services — 0.2% | ||||||
13,671 | T-Mobile US, Inc. (a) | 1,967,257 | ||||
Total Common Stocks — 99.9% | 1,108,455,404 | |||||
(Cost $1,020,380,141) |
Shares | Description | Value | ||||
Money Market Funds — 0.3% | ||||||
1,845,569 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 4.67% (c) (d) | $ | 1,845,569 | |||
953,723 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 4.71% (c) | 953,723 | ||||
Total Money Market Funds — 0.3% | 2,799,292 | |||||
(Cost $2,799,292) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.0% | |||||||
$ | 320,638 | BNP Paribas S.A., 4.70% (c), dated 04/28/23, due 05/01/23, with a maturity value of $320,764. Collateralized by U.S. Treasury Securities, interest rates of 1.13% to 2.25%, due 01/15/25 to 08/15/27. The value of the collateral including accrued interest is $327,773. (d) | 320,638 | ||||
(Cost $320,638) | |||||||
Total Investments — 100.2% | 1,111,575,334 | ||||||
(Cost $1,023,500,071) | |||||||
Net Other Assets and Liabilities — (0.2)% | (1,906,637 | ) | |||||
Net Assets — 100.0% | $ | 1,109,668,697 |
(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, including those sold and pending settlement, is $1,197,384 and the total value of the collateral held by the Fund is $2,166,207. |
(c) | Rate shown reflects yield as of April 30, 2023. |
(d) | This security serves as collateral for securities on loan. |
First Trust Large Cap Core AlphaDEX® Fund (FEX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,108,455,404 | $ | 1,108,455,404 | $ | — | $ | — | ||||||||
Money Market Funds | 2,799,292 | 2,799,292 | — | — | ||||||||||||
Repurchase Agreements | 320,638 | — | 320,638 | — | ||||||||||||
Total Investments | $ | 1,111,575,334 | $ | 1,111,254,696 | $ | 320,638 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Mid Cap Core AlphaDEX® Fund (FNX) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.8% | ||||||
Aerospace & Defense — 1.5% | ||||||
22,975 | BWX Technologies, Inc. | $ | 1,483,725 | |||
8,217 | Curtiss-Wright Corp. | 1,395,493 | ||||
31,832 | Hexcel Corp. | 2,294,450 | ||||
10,494 | Huntington Ingalls Industries, Inc. | 2,116,220 | ||||
279,173 | Leonardo DRS, Inc. (a) | 4,201,554 | ||||
83,889 | Spirit AeroSystems Holdings, Inc., Class A | 2,496,537 | ||||
7,437 | Woodward, Inc. | 714,101 | ||||
14,702,080 | ||||||
Air Freight & Logistics — 0.3% | ||||||
14,576 | C.H. Robinson Worldwide, Inc. | 1,470,281 | ||||
28,703 | GXO Logistics, Inc. (a) | 1,524,990 | ||||
2,995,271 | ||||||
Automobile Components — 1.4% | ||||||
17,680 | Adient PLC (a) | 653,099 | ||||
58,984 | BorgWarner, Inc. | 2,838,900 | ||||
29,834 | Fox Factory Holding Corp. (a) | 3,307,696 | ||||
51,671 | Gentex Corp. | 1,425,603 | ||||
15,575 | Lear Corp. | 1,988,304 | ||||
23,088 | Visteon Corp. (a) | 3,241,324 | ||||
13,454,926 | ||||||
Automobiles — 0.4% | ||||||
19,073 | Harley-Davidson, Inc. | 707,608 | ||||
45,466 | Thor Industries, Inc. | 3,592,724 | ||||
4,300,332 | ||||||
Banks — 6.7% | ||||||
84,699 | Bank OZK | 3,025,448 | ||||
25,738 | BOK Financial Corp. | 2,158,646 | ||||
139,533 | Cadence Bank | 2,821,357 | ||||
66,714 | Comerica, Inc. | 2,893,386 | ||||
52,193 | East West Bancorp, Inc. | 2,697,856 | ||||
187,287 | F.N.B. Corp. | 2,150,055 | ||||
1,488 | First Citizens BancShares, Inc., Class A | 1,498,684 | ||||
105,309 | First Hawaiian, Inc. | 2,012,455 | ||||
48,504 | First Interstate BancSystem, Inc., Class A | 1,241,217 | ||||
17,238 | Glacier Bancorp, Inc. | 572,819 | ||||
79,580 | Hancock Whitney Corp. | 2,906,262 | ||||
66,714 | Home BancShares, Inc. | 1,452,364 | ||||
33,108 | Independent Bank Corp. | 1,854,048 | ||||
240,324 | New York Community Bancorp, Inc. | 2,569,064 | ||||
150,661 | Old National Bancorp | 2,020,364 | ||||
52,515 | Pinnacle Financial Partners, Inc. | 2,847,888 | ||||
50,457 | Popular, Inc. | 3,027,925 | ||||
35,314 | Prosperity Bancshares, Inc. | 2,211,363 | ||||
30,488 | SouthState Corp. | 2,103,062 | ||||
93,957 | Synovus Financial Corp. | 2,893,876 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Banks (Continued) | ||||||
50,185 | UMB Financial Corp. | $ | 3,192,268 | |||
41,147 | United Bankshares, Inc. | 1,363,200 | ||||
51,506 | United Community Banks, Inc. | 1,282,499 | ||||
313,496 | Valley National Bancorp | 2,940,592 | ||||
55,112 | Webster Financial Corp. | 2,055,678 | ||||
101,882 | Western Alliance Bancorp | 3,781,860 | ||||
39,708 | Wintrust Financial Corp. | 2,714,836 | ||||
96,782 | Zions Bancorp N.A. | 2,696,346 | ||||
64,985,418 | ||||||
Beverages — 0.7% | ||||||
15,584 | Celsius Holdings, Inc. (a) | 1,489,363 | ||||
4,060 | Coca-Cola Consolidated, Inc. | 2,393,207 | ||||
14,012 | Molson Coors Beverage Co., Class B | 833,434 | ||||
41,208 | National Beverage Corp. (a) | 2,048,038 | ||||
6,764,042 | ||||||
Biotechnology — 1.8% | ||||||
25,689 | Alkermes PLC (a) | 733,421 | ||||
10,979 | Apellis Pharmaceuticals, Inc. (a) | 915,978 | ||||
42,718 | Exact Sciences Corp. (a) | 2,736,942 | ||||
74,619 | Exelixis, Inc. (a) | 1,365,528 | ||||
39,131 | Natera, Inc. (a) | 1,984,724 | ||||
26,992 | Prometheus Biosciences, Inc. (a) | 5,235,099 | ||||
98,126 | Roivant Sciences Ltd. (a) | 838,977 | ||||
15,762 | Sarepta Therapeutics, Inc. (a) | 1,935,101 | ||||
62,241 | Vir Biotechnology, Inc. (a) | 1,565,361 | ||||
17,311,131 | ||||||
Broadline Retail — 0.9% | ||||||
7,061 | Dillard’s, Inc., Class A | 2,106,932 | ||||
123,054 | Kohl’s Corp. | 2,710,880 | ||||
207,025 | Macy’s, Inc. | 3,382,788 | ||||
12,499 | Ollie’s Bargain Outlet Holdings, Inc. (a) | 815,560 | ||||
9,016,160 | ||||||
Building Products — 2.9% | ||||||
37,448 | AAON, Inc. | 3,669,904 | ||||
13,571 | Allegion PLC | 1,499,324 | ||||
92,291 | AZEK (The) Co., Inc. (a) | 2,504,778 | ||||
40,785 | Builders FirstSource, Inc. (a) | 3,865,194 | ||||
36,992 | Fortune Brands Innovations, Inc. | 2,393,012 | ||||
5,764 | Lennox International, Inc. | 1,624,929 | ||||
29,130 | Masco Corp. | 1,558,746 | ||||
37,796 | Owens Corning | 4,036,991 | ||||
19,815 | Simpson Manufacturing Co., Inc. | 2,492,331 | ||||
14,880 | Trex Co., Inc. (a) | 813,341 | ||||
45,563 | UFP Industries, Inc. | 3,577,607 | ||||
28,036,157 | ||||||
Capital Markets — 1.9% | ||||||
5,085 | Affiliated Managers Group, Inc. | 734,172 |
First Trust Mid Cap Core AlphaDEX® Fund (FNX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Capital Markets (Continued) | ||||||
25,106 | Evercore, Inc., Class A | $ | 2,863,842 | |||
36,083 | Federated Hermes, Inc. | 1,493,475 | ||||
8,278 | Houlihan Lokey, Inc. | 756,444 | ||||
35,086 | Interactive Brokers Group, Inc., Class A | 2,731,445 | ||||
220,786 | Invesco Ltd. | 3,782,064 | ||||
68,447 | Jefferies Financial Group, Inc. | 2,192,357 | ||||
21,872 | Lazard Ltd., Class A | 684,594 | ||||
36,766 | Stifel Financial Corp. | 2,204,857 | ||||
18,329 | Tradeweb Markets, Inc., Class A | 1,290,545 | ||||
18,733,795 | ||||||
Chemicals — 2.7% | ||||||
52,783 | Avient Corp. | 2,032,673 | ||||
119,541 | Axalta Coating Systems Ltd. (a) | 3,773,909 | ||||
37,796 | Cabot Corp. | 2,712,241 | ||||
72,563 | Chemours (The) Co. | 2,109,407 | ||||
34,345 | Eastman Chemical Co. | 2,894,253 | ||||
75,005 | Element Solutions, Inc. | 1,361,341 | ||||
21,159 | H.B. Fuller Co. | 1,400,091 | ||||
105,873 | Huntsman Corp. | 2,836,338 | ||||
33,341 | Livent Corp. (a) | 728,501 | ||||
5,953 | NewMarket Corp. | 2,378,819 | ||||
65,241 | Olin Corp. | 3,614,351 | ||||
8,301 | RPM International, Inc. | 680,931 | ||||
26,522,855 | ||||||
Commercial Services & Supplies — 0.8% | ||||||
8,761 | Casella Waste Systems, Inc., Class A (a) | 779,729 | ||||
25,399 | Clean Harbors, Inc. (a) | 3,686,919 | ||||
71,676 | Driven Brands Holdings, Inc. (a) | 2,200,453 | ||||
16,606 | Stericycle, Inc. (a) | 758,064 | ||||
7,425,165 | ||||||
Communications Equipment — 0.2% | ||||||
4,970 | F5, Inc. (a) | 667,769 | ||||
42,078 | Juniper Networks, Inc. | 1,268,652 | ||||
1,936,421 | ||||||
Construction & Engineering — 1.9% | ||||||
17,177 | AECOM | 1,426,550 | ||||
161,072 | API Group Corp. (a) | 3,665,999 | ||||
24,808 | Comfort Systems USA, Inc. | 3,708,548 | ||||
22,270 | EMCOR Group, Inc. | 3,808,170 | ||||
71,278 | MDU Resources Group, Inc. | 2,082,743 | ||||
6,804 | Valmont Industries, Inc. | 1,976,970 | ||||
46,342 | WillScot Mobile Mini Holdings Corp. (a) | 2,103,927 | ||||
18,772,907 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Construction Materials — 0.6% | ||||||
19,739 | Eagle Materials, Inc. | $ | 2,925,517 | |||
101,674 | Summit Materials, Inc., Class A (b) | 2,786,884 | ||||
5,712,401 | ||||||
Consumer Finance — 1.8% | ||||||
113,641 | Ally Financial, Inc. | 2,997,850 | ||||
3,322 | Credit Acceptance Corp. (a) | 1,626,119 | ||||
37,967 | FirstCash Holdings, Inc. | 3,911,740 | ||||
97,650 | OneMain Holdings, Inc. | 3,746,830 | ||||
175,345 | SLM Corp. | 2,633,682 | ||||
357,912 | SoFi Technologies, Inc. (a) | 2,229,792 | ||||
17,146,013 | ||||||
Consumer Staples Distribution & Retail — 0.6% | ||||||
10,036 | Casey’s General Stores, Inc. | 2,296,437 | ||||
12,001 | Performance Food Group Co. (a) | 752,343 | ||||
62,019 | Sprouts Farmers Market, Inc. (a) | 2,149,579 | ||||
19,605 | US Foods Holding Corp. (a) | 752,832 | ||||
5,951,191 | ||||||
Containers & Packaging — 1.8% | ||||||
6,127 | AptarGroup, Inc. | 726,111 | ||||
49,180 | Berry Global Group, Inc. | 2,843,096 | ||||
17,511 | Crown Holdings, Inc. | 1,502,093 | ||||
142,051 | Graphic Packaging Holding Co. | 3,502,978 | ||||
11,428 | Greif, Inc., Class A | 717,564 | ||||
15,774 | Sealed Air Corp. | 756,994 | ||||
26,987 | Silgan Holdings, Inc. | 1,329,380 | ||||
35,615 | Sonoco Products Co. | 2,158,981 | ||||
118,834 | Westrock Co. | 3,556,702 | ||||
17,093,899 | ||||||
Diversified Consumer Services — 0.4% | ||||||
25,432 | Grand Canyon Education, Inc. (a) | 3,018,778 | ||||
10,529 | Service Corp. International | 739,031 | ||||
3,757,809 | ||||||
Diversified REITs — 0.1% | ||||||
29,141 | Essential Properties Realty Trust, Inc. | 721,240 | ||||
Diversified Telecommunication Services — 0.9% | ||||||
159,020 | Frontier Communications Parent, Inc. (a) | 3,584,311 | ||||
46,774 | Iridium Communications, Inc. | 2,968,746 | ||||
1,093,095 | Lumen Technologies, Inc. | 2,590,635 | ||||
9,143,692 | ||||||
Electric Utilities — 1.3% | ||||||
33,751 | ALLETE, Inc. | 2,105,387 | ||||
37,717 | Hawaiian Electric Industries, Inc. | 1,478,884 |
First Trust Mid Cap Core AlphaDEX® Fund (FNX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Electric Utilities (Continued) | ||||||
13,370 | IDACORP, Inc. | $ | 1,485,674 | |||
84,477 | NRG Energy, Inc. | 2,886,579 | ||||
27,417 | Pinnacle West Capital Corp. | 2,151,138 | ||||
44,438 | Portland General Electric Co. | 2,249,452 | ||||
12,357,114 | ||||||
Electrical Equipment — 1.0% | ||||||
11,889 | Acuity Brands, Inc. | 1,871,091 | ||||
25,775 | Atkore, Inc. (a) | 3,256,156 | ||||
8,335 | EnerSys | 691,555 | ||||
13,409 | Generac Holdings, Inc. (a) | 1,370,668 | ||||
15,438 | Regal Rexnord Corp. | 2,009,410 | ||||
9,198,880 | ||||||
Electronic Equipment, Instruments & Components — 3.1% | ||||||
14,779 | Advanced Energy Industries, Inc. | 1,278,384 | ||||
28,997 | Arrow Electronics, Inc. (a) | 3,318,127 | ||||
80,108 | Avnet, Inc. | 3,305,256 | ||||
17,834 | Badger Meter, Inc. | 2,359,973 | ||||
41,729 | Belden, Inc. | 3,292,001 | ||||
38,034 | Coherent Corp. (a) | 1,298,481 | ||||
10,131 | Insight Enterprises, Inc. (a) | 1,225,344 | ||||
16,428 | Jabil, Inc. | 1,283,848 | ||||
10,805 | Littelfuse, Inc. | 2,617,403 | ||||
55,270 | National Instruments Corp. | 3,218,372 | ||||
47,495 | Sanmina Corp. (a) | 2,482,089 | ||||
29,927 | TD SYNNEX Corp. | 2,664,700 | ||||
52,975 | Vontier Corp. | 1,437,212 | ||||
29,781,190 | ||||||
Energy Equipment & Services — 1.1% | ||||||
106,772 | ChampionX Corp. | 2,891,386 | ||||
39,123 | NOV, Inc. | 655,310 | ||||
61,895 | Patterson-UTI Energy, Inc. | 692,605 | ||||
113,864 | Transocean Ltd. (a) | 671,798 | ||||
33,393 | Valaris Ltd. (a) | 2,003,580 | ||||
61,008 | Weatherford International PLC (a) | 3,942,947 | ||||
10,857,626 | ||||||
Entertainment — 0.7% | ||||||
14,866 | Madison Square Garden Sports Corp. | 2,980,633 | ||||
31,741 | World Wrestling Entertainment, Inc., Class A | 3,401,683 | ||||
6,382,316 | ||||||
Financial Services — 2.6% | ||||||
90,409 | Essent Group Ltd. | 3,839,670 | ||||
96,789 | Jackson Financial, Inc., Class A | 3,485,372 | ||||
269,812 | MGIC Investment Corp. | 4,012,104 | ||||
163,840 | Radian Group, Inc. | 3,976,397 | ||||
47,769 | Shift4 Payments, Inc., Class A (a) | 3,237,305 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Financial Services (Continued) | ||||||
40,799 | Toast, Inc., Class A (a) | $ | 742,542 | |||
10,134 | Voya Financial, Inc. | 775,048 | ||||
194,845 | Western Union (The) Co. | 2,129,656 | ||||
15,753 | WEX, Inc. (a) | 2,793,795 | ||||
24,991,889 | ||||||
Food Products — 1.5% | ||||||
26,420 | Flowers Foods, Inc. | 726,814 | ||||
28,475 | Ingredion, Inc. | 3,023,191 | ||||
10,708 | Lancaster Colony Corp. | 2,239,257 | ||||
40,290 | Post Holdings, Inc. (a) | 3,645,842 | ||||
960 | Seaboard Corp. | 3,783,427 | ||||
36,418 | Simply Good Foods (The) Co. (a) | 1,324,523 | ||||
14,743,054 | ||||||
Gas Utilities — 1.0% | ||||||
12,542 | National Fuel Gas Co. | 701,098 | ||||
54,449 | New Jersey Resources Corp. | 2,811,746 | ||||
27,421 | ONE Gas, Inc. | 2,110,046 | ||||
41,299 | Spire, Inc. | 2,797,181 | ||||
41,667 | UGI Corp. | 1,411,678 | ||||
9,831,749 | ||||||
Ground Transportation — 2.5% | ||||||
18,588 | Avis Budget Group, Inc. (a) | 3,283,942 | ||||
222,277 | Hertz Global Holdings, Inc. (a) | 3,707,580 | ||||
63,996 | Knight-Swift Transportation Holdings, Inc. | 3,604,255 | ||||
16,159 | Landstar System, Inc. | 2,844,469 | ||||
40,575 | Ryder System, Inc. | 3,211,917 | ||||
13,309 | Saia, Inc. (a) | 3,963,021 | ||||
90,806 | XPO, Inc. (a) | 4,011,809 | ||||
24,626,993 | ||||||
Health Care Equipment & Supplies — 2.0% | ||||||
27,077 | Enovis Corp. (a) | 1,577,235 | ||||
35,430 | Envista Holdings Corp. (a) | 1,363,701 | ||||
17,503 | Haemonetics Corp. (a) | 1,465,176 | ||||
3,094 | Inspire Medical Systems, Inc. (a) | 828,047 | ||||
12,614 | Integra LifeSciences Holdings Corp. (a) | 697,806 | ||||
43,858 | Lantheus Holdings, Inc. (a) | 3,747,666 | ||||
19,586 | Merit Medical Systems, Inc. (a) | 1,592,146 | ||||
7,796 | Penumbra, Inc. (a) | 2,215,000 | ||||
40,643 | QuidelOrtho Corp. (a) | 3,655,838 | ||||
3,340 | Shockwave Medical, Inc. (a) | 969,134 | ||||
2,859 | Teleflex, Inc. | 779,135 | ||||
18,890,884 | ||||||
Health Care Providers & Services — 1.8% | ||||||
91,475 | agilon health, Inc. (a) | 2,220,098 | ||||
8,729 | AMN Healthcare Services, Inc. (a) | 753,749 |
First Trust Mid Cap Core AlphaDEX® Fund (FNX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Providers & Services (Continued) | ||||||
1,346 | Chemed Corp. | $ | 741,983 | |||
8,929 | DaVita, Inc. (a) | 806,824 | ||||
13,386 | Encompass Health Corp. | 858,712 | ||||
15,159 | Ensign Group (The), Inc. | 1,471,787 | ||||
17,763 | Henry Schein, Inc. (a) | 1,435,428 | ||||
45,588 | Option Care Health, Inc. (a) | 1,465,654 | ||||
89,487 | Premier, Inc., Class A | 2,982,602 | ||||
28,014 | Select Medical Holdings Corp. | 854,427 | ||||
12,187 | Tenet Healthcare Corp. (a) | 893,551 | ||||
22,791 | Universal Health Services, Inc., Class B | 3,426,627 | ||||
17,911,442 | ||||||
Health Care REITs — 0.7% | ||||||
74,928 | Healthcare Realty Trust, Inc. | 1,482,076 | ||||
440,496 | Medical Properties Trust, Inc. (c) | 3,863,150 | ||||
97,009 | Physicians Realty Trust | 1,398,869 | ||||
6,744,095 | ||||||
Hotel & Resort REITs — 0.4% | ||||||
46,661 | Apple Hospitality REIT, Inc. | 694,782 | ||||
32,283 | Ryman Hospitality Properties, Inc. | 2,894,494 | ||||
3,589,276 | ||||||
Hotels, Restaurants & Leisure — 5.3% | ||||||
40,457 | Aramark | 1,403,858 | ||||
45,177 | Boyd Gaming Corp. | 3,135,284 | ||||
44,510 | Caesars Entertainment, Inc. (a) | 2,015,858 | ||||
356,737 | Carnival Corp. (a) | 3,285,548 | ||||
6,180 | Choice Hotels International, Inc. | 788,074 | ||||
11,269 | Churchill Downs, Inc. | 3,296,520 | ||||
149,623 | DraftKings, Inc., Class A (a) | 3,278,240 | ||||
65,197 | Hilton Grand Vacations, Inc. (a) | 2,790,432 | ||||
32,390 | Hyatt Hotels Corp., Class A (a) | 3,702,177 | ||||
226,872 | Life Time Group Holdings, Inc. (a) | 4,716,669 | ||||
24,119 | Light & Wonder, Inc. (a) | 1,454,134 | ||||
10,739 | Marriott Vacations Worldwide Corp. | 1,445,040 | ||||
161,526 | Norwegian Cruise Line Holdings Ltd. (a) | 2,156,372 | ||||
97,664 | Penn Entertainment, Inc. (a) | 2,909,410 | ||||
18,647 | Planet Fitness, Inc., Class A (a) | 1,550,312 | ||||
35,435 | SeaWorld Entertainment, Inc. (a) | 1,901,442 | ||||
26,807 | Texas Roadhouse, Inc. | 2,965,390 | ||||
36,948 | Travel + Leisure Co. | 1,414,000 | ||||
3,099 | Vail Resorts, Inc. | 745,371 | ||||
33,249 | Wendy’s (The) Co. | 734,803 | ||||
15,779 | Wingstop, Inc. | 3,157,536 | ||||
25,884 | Wynn Resorts Ltd. (a) | 2,958,023 | ||||
51,804,493 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Household Durables — 2.4% | ||||||
68,147 | Leggett & Platt, Inc. | $ | 2,201,830 | |||
31,012 | Meritage Homes Corp. | 3,971,087 | ||||
21,677 | Mohawk Industries, Inc. (a) | 2,295,594 | ||||
116,427 | Newell Brands, Inc. | 1,414,588 | ||||
94,639 | Taylor Morrison Home Corp. (a) | 4,077,994 | ||||
91,691 | Tempur Sealy International, Inc. | 3,435,662 | ||||
60,318 | Toll Brothers, Inc. | 3,854,923 | ||||
10,438 | TopBuild Corp. (a) | 2,353,560 | ||||
23,605,238 | ||||||
Household Products — 0.1% | ||||||
26,334 | Reynolds Consumer Products, Inc. | 738,142 | ||||
Independent Power and Renewable Electricity Producers — 0.3% | ||||||
120,696 | Vistra Corp. | 2,879,807 | ||||
Industrial REITs — 0.3% | ||||||
25,455 | Americold Realty Trust, Inc. | 753,213 | ||||
42,825 | STAG Industrial, Inc. | 1,450,483 | ||||
11,211 | Terreno Realty Corp. | 690,486 | ||||
2,894,182 | ||||||
Insurance — 2.4% | ||||||
99,229 | American Equity Investment Life Holding Co. | 3,824,286 | ||||
11,920 | American Financial Group, Inc. | 1,462,941 | ||||
6,031 | Assurant, Inc. | 742,597 | ||||
14,405 | Assured Guaranty Ltd. | 775,997 | ||||
13,283 | Axis Capital Holdings Ltd. | 751,021 | ||||
62,196 | Fidelity National Financial, Inc. | 2,207,336 | ||||
26,022 | First American Financial Corp. | 1,499,127 | ||||
6,582 | Globe Life, Inc. | 714,279 | ||||
7,238 | Kinsale Capital Group, Inc. | 2,364,727 | ||||
87,006 | Old Republic International Corp. | 2,198,642 | ||||
10,844 | RenaissanceRe Holdings Ltd. | 2,335,906 | ||||
5,448 | RLI Corp. | 757,544 | ||||
91,528 | Unum Group | 3,862,482 | ||||
23,496,885 | ||||||
Interactive Media & Services — 0.1% | ||||||
18,557 | Ziff Davis, Inc. (a) | 1,357,259 | ||||
IT Services — 0.5% | ||||||
141,662 | DXC Technology Co. (a) | 3,378,638 | ||||
25,192 | Okta, Inc. (a) | 1,726,408 | ||||
5,105,046 | ||||||
Leisure Products — 1.2% | ||||||
35,326 | Brunswick Corp. | 2,995,291 | ||||
26,976 | Hasbro, Inc. | 1,597,519 | ||||
78,672 | Mattel, Inc. (a) | 1,416,096 | ||||
127,720 | Peloton Interactive, Inc., Class A (a) | 1,134,153 | ||||
19,638 | Polaris, Inc. | 2,133,669 |
First Trust Mid Cap Core AlphaDEX® Fund (FNX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Leisure Products (Continued) | ||||||
100,486 | Topgolf Callaway Brands Corp. (a) | $ | 2,227,775 | |||
11,504,503 | ||||||
Life Sciences Tools & Services — 0.8% | ||||||
12,980 | 10X Genomics, Inc., Class A (a) | 680,542 | ||||
27,556 | Bruker Corp. | 2,180,506 | ||||
7,702 | Medpace Holdings, Inc. (a) | 1,541,478 | ||||
81,323 | Syneos Health, Inc. (a) | 3,192,741 | ||||
7,595,267 | ||||||
Machinery — 4.1% | ||||||
21,425 | AGCO Corp. | 2,655,414 | ||||
8,104 | Albany International Corp., Class A | 739,166 | ||||
64,029 | Allison Transmission Holdings, Inc. | 3,123,975 | ||||
12,761 | Crane NXT Co. | 604,361 | ||||
44,333 | Donaldson Co., Inc. | 2,817,362 | ||||
49,038 | Esab Corp. | 2,861,858 | ||||
21,299 | Flowserve Corp. | 711,174 | ||||
30,783 | Franklin Electric Co., Inc. | 2,754,155 | ||||
9,919 | Graco, Inc. | 786,478 | ||||
25,174 | ITT, Inc. | 2,125,693 | ||||
6,626 | John Bean Technologies Corp. | 720,312 | ||||
17,130 | Lincoln Electric Holdings, Inc. | 2,874,414 | ||||
9,879 | Middleby (The) Corp. (a) | 1,391,754 | ||||
49,277 | Mueller Industries, Inc. | 3,540,552 | ||||
8,706 | Oshkosh Corp. | 666,183 | ||||
9,334 | RBC Bearings, Inc. (a) | 2,118,911 | ||||
74,842 | Terex Corp. | 3,337,205 | ||||
26,585 | Timken (The) Co. | 2,043,057 | ||||
19,544 | Toro (The) Co. | 2,037,657 | ||||
12,907 | Watts Water Technologies, Inc., Class A | 2,087,449 | ||||
39,997,130 | ||||||
Marine Transportation — 0.2% | ||||||
20,780 | Kirby Corp. (a) | 1,492,835 | ||||
Media — 1.1% | ||||||
3,095 | Cable One, Inc. | 2,347,279 | ||||
388,090 | DISH Network Corp., Class A (a) | 2,914,556 | ||||
125,797 | News Corp., Class A | 2,215,285 | ||||
20,971 | Nexstar Media Group, Inc. | 3,637,420 | ||||
11,114,540 | ||||||
Metals & Mining — 1.5% | ||||||
17,016 | Alcoa Corp. | 631,974 | ||||
91,761 | ATI, Inc. (a) | 3,543,810 | ||||
197,538 | Cleveland-Cliffs, Inc. (a) | 3,038,134 | ||||
74,046 | Commercial Metals Co. | 3,457,208 | ||||
5,583 | Royal Gold, Inc. | 739,413 | ||||
138,731 | United States Steel Corp. | 3,174,165 | ||||
14,584,704 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Mortgage Real Estate Investment Trusts — 1.1% | ||||||
143,685 | AGNC Investment Corp. (c) | $ | 1,423,918 | |||
37,895 | Annaly Capital Management, Inc. | 757,142 | ||||
121,710 | Blackstone Mortgage Trust, Inc., Class A (c) | 2,219,990 | ||||
452,610 | Rithm Capital Corp. | 3,693,298 | ||||
163,748 | Starwood Property Trust, Inc. | 2,929,452 | ||||
11,023,800 | ||||||
Multi-Utilities — 0.4% | ||||||
45,907 | Black Hills Corp. | 2,997,268 | ||||
25,901 | NiSource, Inc. | 737,142 | ||||
3,734,410 | ||||||
Office REITs — 0.9% | ||||||
53,524 | Boston Properties, Inc. | 2,856,041 | ||||
135,487 | Cousins Properties, Inc. | 2,954,971 | ||||
89,404 | Kilroy Realty Corp. | 2,614,173 | ||||
47,116 | Vornado Realty Trust | 707,211 | ||||
9,132,396 | ||||||
Oil, Gas & Consumable Fuels — 4.5% | ||||||
47,618 | Chesapeake Energy Corp. | 3,937,056 | ||||
26,901 | Chord Energy Corp. | 3,828,819 | ||||
31,790 | Civitas Resources, Inc. | 2,195,099 | ||||
16,528 | Denbury, Inc. (a) | 1,543,385 | ||||
58,673 | DT Midstream, Inc. | 2,890,819 | ||||
45,389 | EQT Corp. | 1,581,353 | ||||
74,842 | HF Sinclair Corp. | 3,301,280 | ||||
486,677 | Kosmos Energy Ltd. (a) | 3,114,733 | ||||
33,098 | Magnolia Oil & Gas Corp., Class A | 699,030 | ||||
15,197 | Matador Resources Co. | 745,109 | ||||
19,583 | Murphy Oil Corp. | 718,892 | ||||
83,508 | PBF Energy, Inc., Class A | 2,911,089 | ||||
56,417 | PDC Energy, Inc. | 3,669,926 | ||||
141,441 | Peabody Energy Corp. (a) | 3,397,413 | ||||
82,075 | Range Resources Corp. | 2,170,884 | ||||
128,583 | SM Energy Co. | 3,610,611 | ||||
724,176 | Southwestern Energy Co. (a) | 3,758,473 | ||||
44,073,971 | ||||||
Paper & Forest Products — 0.4% | ||||||
66,793 | Louisiana-Pacific Corp. | 3,990,214 | ||||
Passenger Airlines — 0.5% | ||||||
34,517 | Alaska Air Group, Inc. (a) | 1,500,109 | ||||
245,484 | American Airlines Group, Inc. (a) | 3,348,402 | ||||
4,848,511 | ||||||
Personal Care Products — 0.7% | ||||||
85,197 | BellRing Brands, Inc. (a) | 3,066,240 | ||||
25,456 | Inter Parfums, Inc. | 3,863,966 | ||||
6,930,206 | ||||||
First Trust Mid Cap Core AlphaDEX® Fund (FNX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Pharmaceuticals — 0.6% | ||||||
11,021 | Catalent, Inc. (a) | $ | 552,372 | |||
231,120 | Elanco Animal Health, Inc. (a) | 2,188,706 | ||||
13,373 | Intra-Cellular Therapies, Inc. (a) | 831,132 | ||||
61,579 | Organon & Co. | 1,516,691 | ||||
20,189 | Perrigo Co. PLC | 750,829 | ||||
5,839,730 | ||||||
Professional Services — 2.4% | ||||||
78,629 | Alight, Inc., Class A (a) | 727,318 | ||||
26,280 | ASGN, Inc. (a) | 1,881,385 | ||||
7,332 | CACI International, Inc., Class A (a) | 2,297,262 | ||||
29,671 | Ceridian HCM Holding, Inc. (a) | 1,883,515 | ||||
17,873 | Concentrix Corp. | 1,724,923 | ||||
123,369 | Dun & Bradstreet Holdings, Inc. | 1,378,032 | ||||
4,475 | ExlService Holdings, Inc. (a) | 798,251 | ||||
3,669 | FTI Consulting, Inc. (a) | 662,255 | ||||
15,668 | Genpact Ltd. | 698,010 | ||||
23,831 | Insperity, Inc. | 2,918,344 | ||||
26,310 | KBR, Inc. | 1,492,566 | ||||
26,324 | ManpowerGroup, Inc. | 1,992,990 | ||||
9,202 | Maximus, Inc. | 769,747 | ||||
26,964 | Robert Half International, Inc. | 1,968,372 | ||||
6,739 | Science Applications International Corp. | 687,580 | ||||
17,967 | TriNet Group, Inc. (a) | 1,666,978 | ||||
23,547,528 | ||||||
Real Estate Management & Development — 0.4% | ||||||
18,105 | Howard Hughes (The) Corp. (a) | 1,400,784 | ||||
19,910 | Jones Lang LaSalle, Inc. (a) | 2,768,286 | ||||
4,169,070 | ||||||
Residential REITs — 0.4% | ||||||
101,114 | Apartment Income REIT Corp. | 3,739,196 | ||||
Retail REITs — 0.2% | ||||||
69,233 | Kite Realty Group Trust | 1,434,508 | ||||
Semiconductors & Semiconductor Equipment — 3.7% | ||||||
75,451 | Allegro MicroSystems, Inc. (a) | 2,698,882 | ||||
139,158 | Amkor Technology, Inc. | 3,112,964 | ||||
27,173 | Axcelis Technologies, Inc. (a) | 3,214,566 | ||||
33,104 | Cirrus Logic, Inc. (a) | 2,839,992 | ||||
31,228 | Diodes, Inc. (a) | 2,488,872 | ||||
37,915 | Lattice Semiconductor Corp. (a) | 3,021,825 | ||||
30,668 | MACOM Technology Solutions Holdings, Inc. (a) | 1,789,171 | ||||
32,686 | MKS Instruments, Inc. | 2,741,375 | ||||
32,962 | Onto Innovation, Inc. (a) | 2,669,263 | ||||
8,556 | Power Integrations, Inc. | 622,706 | ||||
14,260 | Qorvo, Inc. (a) | 1,313,061 | ||||
70,637 | Rambus, Inc. (a) | 3,132,045 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Semiconductors & Semiconductor Equipment (Continued) | ||||||
20,680 | Silicon Laboratories, Inc. (a) | $ | 2,880,724 | |||
19,546 | Synaptics, Inc. (a) | 1,730,994 | ||||
14,005 | Universal Display Corp. | 1,869,107 | ||||
36,125,547 | ||||||
Software — 2.4% | ||||||
24,615 | Alteryx, Inc., Class A (a) | 1,012,415 | ||||
33,690 | Bentley Systems, Inc., Class B | 1,433,846 | ||||
72,058 | DoubleVerify Holdings, Inc. (a) | 2,119,946 | ||||
34,240 | Dynatrace, Inc. (a) | 1,447,667 | ||||
17,652 | Guidewire Software, Inc. (a) | 1,344,906 | ||||
9,353 | Manhattan Associates, Inc. (a) | 1,549,605 | ||||
61,397 | NCR Corp. (a) | 1,368,539 | ||||
28,856 | New Relic, Inc. (a) | 2,062,338 | ||||
27,864 | Nutanix, Inc., Class A (a) | 668,179 | ||||
46,251 | Procore Technologies, Inc. (a) | 2,470,266 | ||||
5,570 | Qualys, Inc. (a) | 629,076 | ||||
45,450 | Smartsheet, Inc., Class A (a) | 1,857,542 | ||||
14,265 | SPS Commerce, Inc. (a) | 2,101,235 | ||||
30,486 | Tenable Holdings, Inc. (a) | 1,127,677 | ||||
82,480 | UiPath, Inc., Class A (a) | 1,161,318 | ||||
14,142 | Workiva, Inc. (a) | 1,321,146 | ||||
23,675,701 | ||||||
Specialized REITs — 0.6% | ||||||
15,668 | CubeSmart | 712,737 | ||||
7,250 | Lamar Advertising Co., Class A | 766,180 | ||||
16,573 | Life Storage, Inc. | 2,227,080 | ||||
17,334 | National Storage Affiliates Trust | 668,226 | ||||
14,629 | PotlatchDeltic Corp. | 676,299 | ||||
21,773 | Rayonier, Inc. | 682,801 | ||||
5,733,323 | ||||||
Specialty Retail — 5.0% | ||||||
55,493 | Academy Sports & Outdoors, Inc. | 3,524,915 | ||||
11,910 | Advance Auto Parts, Inc. | 1,495,062 | ||||
17,243 | Asbury Automotive Group, Inc. (a) | 3,335,831 | ||||
26,950 | AutoNation, Inc. (a) | 3,549,315 | ||||
39,594 | Bath & Body Works, Inc. | 1,389,750 | ||||
22,532 | CarMax, Inc. (a) | 1,577,916 | ||||
38,747 | Chewy, Inc., Class A (a) | 1,201,545 | ||||
20,415 | Dick’s Sporting Goods, Inc. | 2,960,379 | ||||
14,063 | Five Below, Inc. (a) | 2,775,474 | ||||
36,865 | Floor & Decor Holdings, Inc., Class A (a) | 3,662,169 | ||||
72,984 | Foot Locker, Inc. | 3,064,598 | ||||
72,129 | Gap (The), Inc. | 692,439 | ||||
15,816 | Lithia Motors, Inc. | 3,493,596 | ||||
8,419 | Murphy USA, Inc. | 2,317,161 | ||||
20,427 | Penske Automotive Group, Inc. | 2,830,774 | ||||
5,947 | RH (a) | 1,517,258 | ||||
37,242 | Signet Jewelers Ltd. | 2,740,266 | ||||
41,453 | Valvoline, Inc. | 1,432,201 |
First Trust Mid Cap Core AlphaDEX® Fund (FNX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Specialty Retail (Continued) | ||||||
63,617 | Victoria’s Secret & Co. (a) | $ | 1,972,763 | |||
23,809 | Williams-Sonoma, Inc. | 2,881,841 | ||||
48,415,253 | ||||||
Technology Hardware, Storage & Peripherals — 0.4% | ||||||
33,983 | Super Micro Computer, Inc. (a) | 3,582,828 | ||||
Textiles, Apparel & Luxury Goods — 2.2% | ||||||
24,075 | Columbia Sportswear Co. | 2,011,225 | ||||
28,637 | Crocs, Inc. (a) | 3,541,538 | ||||
6,444 | Deckers Outdoor Corp. (a) | 3,088,867 | ||||
24,367 | PVH Corp. | 2,090,932 | ||||
12,414 | Ralph Lauren Corp. | 1,425,003 | ||||
30,479 | Skechers U.S.A., Inc., Class A (a) | 1,621,178 | ||||
83,992 | Tapestry, Inc. | 3,427,714 | ||||
305,237 | Under Armour, Inc., Class A (a) | 2,707,452 | ||||
63,219 | VF Corp. | 1,486,279 | ||||
21,400,188 | ||||||
Trading Companies & Distributors — 2.7% | ||||||
73,576 | Air Lease Corp. | 2,959,227 | ||||
20,381 | Applied Industrial Technologies, Inc. | 2,764,886 | ||||
49,222 | Beacon Roofing Supply, Inc. (a) | 2,962,180 | ||||
125,399 | Core & Main, Inc., Class A (a) | 3,267,898 | ||||
19,746 | GATX Corp. | 2,249,267 | ||||
6,358 | Herc Holdings, Inc. | 635,927 | ||||
34,484 | MSC Industrial Direct Co., Inc., Class A | 3,128,733 | ||||
5,291 | SiteOne Landscape Supply, Inc. (a) | 781,692 | ||||
11,455 | Triton International Ltd. | 946,985 | ||||
9,105 | Watsco, Inc. | 3,153,790 | ||||
23,430 | WESCO International, Inc. | 3,373,920 | ||||
26,224,505 | ||||||
Total Common Stocks — 99.8% | 970,180,329 | |||||
(Cost $910,013,484) | ||||||
Money Market Funds — 0.4% | ||||||
1,763,986 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 4.67% (d) (e) | 1,763,986 | ||||
2,022,635 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class 4.71% (d) | 2,022,635 | ||||
Total Money Market Funds — 0.4% | 3,786,621 | |||||
(Cost $3,786,621) |
Principal Values | Description | Value | |||||
Repurchase Agreements — 0.0% | |||||||
$ | 306,464 | BNP Paribas S.A., 4.70% (d), dated 04/28/23, due 05/01/23, with a maturity value of $306,584. Collateralized by U.S. Treasury Securities, interest rates of 1.13% to 2.25%, due 01/15/25 to 08/15/27. The value of the collateral including accrued interest is $313,283. (e) | $ | 306,464 | |||
(Cost $306,464) | |||||||
Total Investments — 100.2% | 974,273,414 | ||||||
(Cost $914,106,569) | |||||||
Net Other Assets and Liabilities — (0.2)% | (2,409,821 | ) | |||||
Net Assets — 100.0% | $ | 971,863,593 |
(a) | Non-income producing security. |
(b) | Non-income producing security which makes payment-in-kind (“PIK”) distributions. There were no in-kind distributions received for the fiscal year-to-date period (August 1, 2022 to April 30, 2023). |
(c) | 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, including those sold and pending settlement, is $2,040,503 and the total value of the collateral held by the Fund is $2,070,450. |
(d) | Rate shown reflects yield as of April 30, 2023. |
(e) | This security serves as collateral for securities on loan. |
First Trust Mid Cap Core AlphaDEX® Fund (FNX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 970,180,329 | $ | 970,180,329 | $ | — | $ | — | ||||||||
Money Market Funds | 3,786,621 | 3,786,621 | — | — | ||||||||||||
Repurchase Agreements | 306,464 | — | 306,464 | — | ||||||||||||
Total Investments | $ | 974,273,414 | $ | 973,966,950 | $ | 306,464 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 100.0% | ||||||
Aerospace & Defense — 0.5% | ||||||
18,475 | AAR Corp. (a) | $ | 975,111 | |||
5,498 | AeroVironment, Inc. (a) | 553,594 | ||||
9,857 | Mercury Systems, Inc. (a) | 469,883 | ||||
10,003 | Moog, Inc., Class A | 901,370 | ||||
124,731 | Rocket Lab USA, Inc. (a) | 488,946 | ||||
12,687 | V2X, Inc. (a) | 548,078 | ||||
3,936,982 | ||||||
Air Freight & Logistics — 0.9% | ||||||
120,958 | Air Transport Services Group, Inc. (a) | 2,456,657 | ||||
18,705 | Forward Air Corp. | 1,973,564 | ||||
30,017 | Hub Group, Inc., Class A (a) | 2,263,282 | ||||
6,693,503 | ||||||
Automobile Components — 1.7% | ||||||
33,482 | Dana, Inc. | 495,199 | ||||
11,684 | Dorman Products, Inc. (a) | 1,006,693 | ||||
8,340 | Gentherm, Inc. (a) | 497,481 | ||||
228,634 | Goodyear Tire & Rubber (The) Co. (a) | 2,439,525 | ||||
22,932 | LCI Industries | 2,590,399 | ||||
109,308 | Modine Manufacturing Co. (a) | 2,285,630 | ||||
36,616 | Patrick Industries, Inc. | 2,512,956 | ||||
22,248 | XPEL, Inc. (a) (b) | 1,625,439 | ||||
13,453,322 | ||||||
Automobiles — 0.3% | ||||||
43,666 | Winnebago Industries, Inc. | 2,538,741 | ||||
Banks — 11.8% | ||||||
35,034 | 1st Source Corp. | 1,460,217 | ||||
55,102 | Ameris Bancorp | 1,845,917 | ||||
112,104 | Associated Banc-Corp. | 1,998,814 | ||||
43,131 | Atlantic Union Bankshares Corp. | 1,234,409 | ||||
40,946 | Axos Financial, Inc. (a) | 1,665,274 | ||||
6,063 | BancFirst Corp. | 484,373 | ||||
36,187 | Bancorp (The), Inc. (a) | 1,154,727 | ||||
19,352 | Bank of Hawaii Corp. | 937,217 | ||||
89,267 | BankUnited, Inc. | 2,012,971 | ||||
27,804 | Banner Corp. | 1,387,976 | ||||
40,216 | Berkshire Hills Bancorp, Inc. | 855,394 | ||||
191,967 | Brookline Bancorp, Inc. | 1,831,365 | ||||
224,626 | Capitol Federal Financial, Inc. | 1,392,681 | ||||
58,391 | Cathay General Bancorp | 1,860,921 | ||||
5,545 | City Holding Co. | 505,649 | ||||
23,525 | Columbia Banking System, Inc. | 502,494 | ||||
19,201 | Community Bank System, Inc. | 959,282 | ||||
88,717 | Dime Community Bancshares, Inc. | 1,827,570 | ||||
60,222 | Eagle Bancorp, Inc. | 1,511,572 | ||||
45,204 | Enterprise Financial Services Corp. | 1,932,923 | ||||
48,640 | FB Financial Corp. | 1,431,475 | ||||
42,560 | First Bancorp | 1,309,997 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Banks (Continued) | ||||||
176,501 | First BanCorp | $ | 2,073,887 | |||
99,097 | First Busey Corp. | 1,801,583 | ||||
121,620 | First Commonwealth Financial Corp. | 1,517,818 | ||||
92,588 | First Financial Bancorp | 1,916,572 | ||||
61,172 | First Merchants Corp. | 1,784,999 | ||||
145,850 | Fulton Financial Corp. | 1,739,991 | ||||
52,545 | Heartland Financial USA, Inc. | 1,710,865 | ||||
33,968 | Hilltop Holdings, Inc. | 1,053,687 | ||||
256,573 | Hope Bancorp, Inc. | 2,334,814 | ||||
43,487 | Independent Bank Group, Inc. | 1,582,057 | ||||
35,305 | International Bancshares Corp. | 1,506,464 | ||||
82,709 | Live Oak Bancshares, Inc. | 1,948,624 | ||||
30,120 | National Bank Holdings Corp., Class A | 957,816 | ||||
44,845 | NBT Bancorp, Inc. | 1,445,803 | ||||
125,663 | Northwest Bancshares, Inc. | 1,469,001 | ||||
109,071 | OceanFirst Financial Corp. | 1,745,136 | ||||
80,820 | OFG Bancorp | 2,066,567 | ||||
47,021 | Origin Bancorp, Inc. | 1,383,828 | ||||
83,915 | Pacific Premier Bancorp, Inc. | 1,866,270 | ||||
258,947 | PacWest Bancorp (c) | 2,628,312 | ||||
8,500 | Park National Corp. | 920,720 | ||||
36,436 | Pathward Financial, Inc. | 1,622,495 | ||||
105,091 | Provident Financial Services, Inc. | 1,836,991 | ||||
65,913 | Renasant Corp. | 1,853,474 | ||||
16,023 | S&T Bancorp, Inc. | 441,113 | ||||
77,584 | Sandy Spring Bancorp, Inc. | 1,744,088 | ||||
42,524 | Seacoast Banking Corp. of Florida | 943,608 | ||||
115,246 | Simmons First National Corp., Class A | 1,925,761 | ||||
45,534 | Southside Bancshares, Inc. | 1,444,794 | ||||
40,952 | Stellar Bancorp, Inc. | 939,439 | ||||
9,139 | Stock Yards Bancorp, Inc. | 444,155 | ||||
41,169 | Texas Capital Bancshares, Inc. (a) | 2,068,742 | ||||
56,725 | TowneBank | 1,343,815 | ||||
17,358 | Triumph Financial, Inc. (a) | 901,922 | ||||
40,803 | Trustmark Corp. | 974,784 | ||||
110,386 | Veritex Holdings, Inc. | 1,899,743 | ||||
66,920 | Washington Federal, Inc. | 1,876,437 | ||||
65,656 | WesBanco, Inc. | 1,747,763 | ||||
40,195 | WSFS Financial Corp. | 1,413,658 | ||||
90,980,814 | ||||||
Beverages — 0.1% | ||||||
5,211 | MGP Ingredients, Inc. | 514,221 | ||||
Biotechnology — 2.2% | ||||||
26,775 | ACADIA Pharmaceuticals, Inc. (a) | 571,111 | ||||
121,570 | Bridgebio Pharma, Inc. (a) | 1,765,197 | ||||
91,178 | Catalyst Pharmaceuticals, Inc. (a) | 1,451,554 | ||||
32,615 | Deciphera Pharmaceuticals, Inc. (a) | 463,459 | ||||
102,735 | Dynavax Technologies Corp. (a) | 1,069,471 |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Biotechnology (Continued) | ||||||
54,010 | FibroGen, Inc. (a) | $ | 924,651 | |||
17,007 | Kymera Therapeutics, Inc. (a) | 536,401 | ||||
122,905 | MannKind Corp. (a) | 473,184 | ||||
53,550 | Morphic Holding, Inc. (a) | 2,530,773 | ||||
31,209 | PTC Therapeutics, Inc. (a) | 1,720,864 | ||||
28,247 | Rhythm Pharmaceuticals, Inc. (a) | 569,742 | ||||
24,018 | Sage Therapeutics, Inc. (a) | 1,173,279 | ||||
100,514 | TG Therapeutics, Inc. (a) | 2,495,763 | ||||
45,194 | Veracyte, Inc. (a) | 1,023,192 | ||||
17,187 | Vericel Corp. (a) | 541,562 | ||||
17,310,203 | ||||||
Broadline Retail — 0.2% | ||||||
92,915 | Nordstrom, Inc. (c) | 1,436,466 | ||||
Building Products — 1.5% | ||||||
14,508 | CSW Industrials, Inc. | 1,953,792 | ||||
31,170 | Gibraltar Industries, Inc. (a) | 1,559,747 | ||||
47,226 | Griffon Corp. | 1,343,580 | ||||
85,991 | Hayward Holdings, Inc. (a) | 1,035,331 | ||||
204,425 | Janus International Group, Inc. (a) | 1,839,825 | ||||
60,204 | PGT Innovations, Inc. (a) | 1,544,835 | ||||
137,830 | Resideo Technologies, Inc. (a) | 2,453,374 | ||||
11,730,484 | ||||||
Capital Markets — 2.3% | ||||||
31,514 | Artisan Partners Asset Management, Inc., Class A | 1,092,590 | ||||
80,112 | AssetMark Financial Holdings, Inc. (a) | 2,457,836 | ||||
96,350 | BGC Partners, Inc., Class A | 436,466 | ||||
36,998 | Donnelley Financial Solutions, Inc. (a) | 1,600,164 | ||||
111,484 | Golub Capital BDC, Inc. (c) | 1,502,804 | ||||
20,434 | Hamilton Lane, Inc., Class A | 1,505,577 | ||||
13,108 | Moelis & Co., Class A | 496,531 | ||||
7,271 | Piper Sandler Cos. | 984,784 | ||||
13,960 | PJT Partners, Inc., Class A | 960,029 | ||||
14,602 | StoneX Group, Inc. (a) | 1,432,018 | ||||
86,079 | Victory Capital Holdings, Inc., Class A | 2,628,853 | ||||
53,323 | Virtu Financial, Inc., Class A | 1,069,126 | ||||
10,586 | Virtus Investment Partners, Inc. | 1,928,875 | ||||
18,095,653 | ||||||
Chemicals — 2.2% | ||||||
65,837 | AdvanSix, Inc. | 2,480,738 | ||||
136,809 | Ecovyst, Inc. (a) | 1,552,782 | ||||
28,183 | Ingevity Corp. (a) | 2,021,848 | ||||
19,632 | Innospec, Inc. | 1,995,200 | ||||
46,941 | Mativ Holdings, Inc. | 909,247 | ||||
33,361 | Minerals Technologies, Inc. | 1,976,973 | ||||
96,572 | Orion Engineered Carbons S.A. | 2,338,008 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Chemicals (Continued) | ||||||
187,095 | Perimeter Solutions S.A. (a) | $ | 1,399,471 | |||
13,163 | Sensient Technologies Corp. | 980,117 | ||||
14,673 | Stepan Co. | 1,352,851 | ||||
17,007,235 | ||||||
Commercial Services & Supplies — 1.9% | ||||||
44,852 | ABM Industries, Inc. | 1,909,798 | ||||
18,758 | Brady Corp., Class A | 957,221 | ||||
30,174 | Brink’s (The) Co. | 1,896,436 | ||||
273,865 | CoreCivic, Inc. (a) | 2,407,273 | ||||
319,335 | GEO Group (The), Inc. (a) | 2,404,593 | ||||
72,400 | HNI Corp. | 1,880,952 | ||||
98,565 | MillerKnoll, Inc. | 1,676,591 | ||||
8,577 | UniFirst Corp. | 1,403,883 | ||||
14,536,747 | ||||||
Communications Equipment — 1.3% | ||||||
31,773 | ADTRAN Holdings, Inc. | 289,770 | ||||
79,107 | CommScope Holding Co., Inc. (a) | 389,997 | ||||
29,923 | Digi International, Inc. (a) | 902,478 | ||||
105,421 | Extreme Networks, Inc. (a) | 1,874,385 | ||||
103,614 | Harmonic, Inc. (a) | 1,459,921 | ||||
259,747 | Infinera Corp. (a) | 1,644,199 | ||||
52,765 | NetScout Systems, Inc. (a) | 1,435,736 | ||||
44,672 | Viasat, Inc. (a) | 1,564,860 | ||||
46,529 | Viavi Solutions, Inc. (a) | 416,900 | ||||
9,978,246 | ||||||
Construction & Engineering — 1.2% | ||||||
10,238 | Ameresco, Inc., Class A (a) | 425,901 | ||||
39,923 | Arcosa, Inc. | 2,696,399 | ||||
18,705 | Construction Partners, Inc., Class A (a) | 485,208 | ||||
16,142 | Dycom Industries, Inc. (a) | 1,495,072 | ||||
36,799 | Granite Construction, Inc. | 1,403,146 | ||||
4,000 | MYR Group, Inc. (a) | 511,960 | ||||
102,171 | Primoris Services Corp. | 2,584,926 | ||||
9,602,612 | ||||||
Consumer Finance — 1.7% | ||||||
66,480 | Bread Financial Holdings, Inc. | 1,834,848 | ||||
49,941 | Encore Capital Group, Inc. (a) | 2,565,969 | ||||
56,708 | Enova International, Inc. (a) | 2,490,615 | ||||
157,570 | Navient Corp. | 2,606,208 | ||||
21,935 | Nelnet, Inc., Class A | 2,112,340 | ||||
38,802 | PRA Group, Inc. (a) | 1,407,349 | ||||
13,017,329 | ||||||
Consumer Staples Distribution & Retail — 1.7% | ||||||
48,781 | Andersons (The), Inc. | 2,180,511 |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Consumer Staples Distribution & Retail (Continued) | ||||||
73,996 | Chefs’ Warehouse (The), Inc. (a) | $ | 2,461,107 | |||
17,831 | Grocery Outlet Holding Corp. (a) | 531,007 | ||||
28,405 | Ingles Markets, Inc., Class A | 2,614,396 | ||||
14,099 | PriceSmart, Inc. | 1,038,814 | ||||
95,619 | United Natural Foods, Inc. (a) | 2,607,530 | ||||
23,806 | Weis Markets, Inc. | 1,963,757 | ||||
13,397,122 | ||||||
Containers & Packaging — 0.8% | ||||||
88,755 | O-I Glass, Inc. (a) | 1,994,325 | ||||
314,943 | Pactiv Evergreen, Inc. | 2,488,050 | ||||
54,262 | TriMas Corp. | 1,378,797 | ||||
5,861,172 | ||||||
Diversified Consumer Services — 1.7% | ||||||
52,192 | Adtalem Global Education, Inc. (a) | 2,117,429 | ||||
154,573 | Chegg, Inc. (a) | 2,779,222 | ||||
17,670 | Duolingo, Inc. (a) | 2,405,947 | ||||
18,074 | Frontdoor, Inc. (a) | 494,505 | ||||
2,537 | Graham Holdings Co., Class B | 1,460,221 | ||||
85,699 | Laureate Education, Inc. | 1,061,811 | ||||
11,219 | Strategic Education, Inc. | 987,272 | ||||
51,353 | Stride, Inc. (a) | 2,206,125 | ||||
13,512,532 | ||||||
Diversified REITs — 0.9% | ||||||
26,648 | Alexander & Baldwin, Inc. | 512,441 | ||||
108,427 | American Assets Trust, Inc. | 1,973,371 | ||||
88,873 | Broadstone Net Lease, Inc. | 1,437,077 | ||||
310,576 | Empire State Realty Trust, Inc., Class A | 1,897,619 | ||||
117,552 | Global Net Lease, Inc. | 1,323,636 | ||||
7,144,144 | ||||||
Diversified Telecommunication Services — 0.4% | ||||||
7,908 | Cogent Communications Holdings, Inc. | 545,968 | ||||
244,024 | Liberty Latin America Ltd., Class C (a) | 2,166,933 | ||||
2,712,901 | ||||||
Electric Utilities — 0.4% | ||||||
12,975 | MGE Energy, Inc. | 994,015 | ||||
27,890 | Otter Tail Corp. | 2,006,685 | ||||
3,000,700 | ||||||
Electrical Equipment — 1.1% | ||||||
115,153 | Array Technologies, Inc. (a) | 2,354,879 | ||||
13,595 | Encore Wire Corp. | 2,125,306 | ||||
74,653 | Fluence Energy, Inc. (a) | 1,348,233 | ||||
414,741 | GrafTech International Ltd. | 1,953,430 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Electrical Equipment (Continued) | ||||||
22,112 | Shoals Technologies Group, Inc., Class A (a) | $ | 461,920 | |||
36,410 | SunPower Corp. (a) | 481,340 | ||||
8,725,108 | ||||||
Electronic Equipment, Instruments & Components — 1.7% | ||||||
40,753 | CTS Corp. | 1,597,925 | ||||
41,102 | ePlus, Inc. (a) | 1,789,581 | ||||
29,642 | Knowles Corp. (a) | 500,357 | ||||
34,451 | Methode Electronics, Inc. | 1,412,147 | ||||
9,846 | OSI Systems, Inc. (a) | 1,112,204 | ||||
10,330 | Plexus Corp. (a) | 903,565 | ||||
6,167 | Rogers Corp. (a) | 992,579 | ||||
186,772 | TTM Technologies, Inc. (a) | 2,205,777 | ||||
111,386 | Vishay Intertechnology, Inc. | 2,371,408 | ||||
12,885,543 | ||||||
Energy Equipment & Services — 2.4% | ||||||
154,732 | Archrock, Inc. | 1,592,192 | ||||
209,265 | Diamond Offshore Drilling, Inc. (a) | 2,404,455 | ||||
137,230 | Expro Group Holdings N.V. (a) | 2,729,505 | ||||
325,523 | Helix Energy Solutions Group, Inc. (a) | 2,360,042 | ||||
78,675 | Liberty Energy, Inc. | 1,007,827 | ||||
8,267 | Nabors Industries Ltd. (a) | 824,550 | ||||
190,155 | NexTier Oilfield Solutions, Inc. (a) | 1,536,452 | ||||
28,583 | Oceaneering International, Inc. (a) | 506,776 | ||||
280,339 | ProPetro Holding Corp. (a) | 1,945,553 | ||||
131,056 | RPC, Inc. | 968,504 | ||||
57,159 | Tidewater, Inc. (a) | 2,573,870 | ||||
18,449,726 | ||||||
Entertainment — 0.7% | ||||||
170,355 | Cinemark Holdings, Inc. (a) | 2,875,592 | ||||
217 | Madison Square Garden Entertainment Corp. (a) | 7,003 | ||||
83,870 | Sphere Entertainment Co. (a) | 2,360,102 | ||||
5,242,697 | ||||||
Financial Services — 2.8% | ||||||
52,821 | Compass Diversified Holdings | 1,006,768 | ||||
44,792 | EVERTEC, Inc. | 1,553,835 | ||||
15,133 | Federal Agricultural Mortgage Corp., Class C | 2,017,078 | ||||
51,490 | Flywire Corp. (a) | 1,501,963 | ||||
77,405 | Merchants Bancorp | 1,795,796 | ||||
61,498 | Mr. Cooper Group, Inc. (a) | 2,847,357 | ||||
112,833 | NMI Holdings, Inc., Class A (a) | 2,640,292 | ||||
320,962 | Payoneer Global, Inc. (a) | 1,752,453 | ||||
42,267 | PennyMac Financial Services, Inc. | 2,641,265 | ||||
148,645 | Remitly Global, Inc. (a) | 2,497,236 |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Financial Services (Continued) | ||||||
26,462 | Walker & Dunlop, Inc. | $ | 1,781,157 | |||
22,035,200 | ||||||
Food Products — 2.0% | ||||||
41,379 | Cal-Maine Foods, Inc. | 1,965,503 | ||||
83,678 | Fresh Del Monte Produce, Inc. | 2,402,395 | ||||
15,227 | Freshpet, Inc. (a) | 1,050,206 | ||||
58,765 | Hain Celestial Group (The), Inc. (a) | 1,053,657 | ||||
60,761 | Hostess Brands, Inc. (a) | 1,565,203 | ||||
6,799 | J & J Snack Foods Corp. | 1,041,607 | ||||
120,842 | Sovos Brands, Inc. (a) | 2,072,440 | ||||
44,881 | Tootsie Roll Industries, Inc. | 1,834,735 | ||||
9,992 | TreeHouse Foods, Inc. (a) | 532,074 | ||||
91,787 | Utz Brands, Inc. | 1,735,692 | ||||
15,253,512 | ||||||
Gas Utilities — 0.3% | ||||||
7,874 | Chesapeake Utilities Corp. | 972,439 | ||||
31,786 | Northwest Natural Holding Co. | 1,492,671 | ||||
2,465,110 | ||||||
Ground Transportation — 1.5% | ||||||
27,263 | ArcBest Corp. | 2,573,627 | ||||
158,264 | Heartland Express, Inc. | 2,291,663 | ||||
96,212 | Marten Transport Ltd. | 1,942,520 | ||||
25,658 | RXO, Inc. (a) | 464,153 | ||||
94,189 | Schneider National, Inc., Class B | 2,464,926 | ||||
44,309 | Werner Enterprises, Inc. | 2,001,438 | ||||
11,738,327 | ||||||
Health Care Equipment & Supplies — 1.5% | ||||||
161,509 | Alphatec Holdings, Inc. (a) | 2,332,190 | ||||
802 | Atrion Corp. | 493,471 | ||||
50,831 | Avanos Medical, Inc. (a) | 1,501,548 | ||||
17,920 | Embecta Corp. | 497,280 | ||||
81,407 | Figs, Inc., Class A (a) | 586,131 | ||||
13,004 | Integer Holdings Corp. (a) | 1,070,879 | ||||
4,062 | iRhythm Technologies, Inc. (a) | 533,747 | ||||
29,520 | Paragon 28, Inc. (a) | 543,758 | ||||
33,270 | TransMedics Group, Inc. (a) | 2,631,657 | ||||
60,013 | Treace Medical Concepts, Inc. (a) | 1,469,718 | ||||
11,660,379 | ||||||
Health Care Providers & Services — 2.7% | ||||||
14,160 | Addus HomeCare Corp. (a) | 1,157,438 | ||||
31,534 | Agiliti, Inc. (a) | 527,249 | ||||
13,702 | Amedisys, Inc. (a) | 1,100,271 | ||||
13,817 | Apollo Medical Holdings, Inc. (a) | 490,365 | ||||
10,593 | CorVel Corp. (a) | 2,140,104 | ||||
253,987 | Hims & Hers Health, Inc. (a) | 2,943,709 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Providers & Services (Continued) | ||||||
203,463 | LifeStance Health Group, Inc. (a) (c) | $ | 1,658,223 | |||
23,162 | National Research Corp. | 1,008,242 | ||||
138,532 | Owens & Minor, Inc. (a) | 2,152,787 | ||||
56,471 | Patterson Cos., Inc. | 1,530,929 | ||||
101,390 | Pediatrix Medical Group, Inc. (a) | 1,452,919 | ||||
54,753 | Privia Health Group, Inc. (a) | 1,512,825 | ||||
15,688 | Progyny, Inc. (a) | 521,469 | ||||
80,529 | RadNet, Inc. (a) | 2,227,432 | ||||
5,147 | US Physical Therapy, Inc. | 547,950 | ||||
20,971,912 | ||||||
Health Care REITs — 0.3% | ||||||
25,736 | CareTrust REIT, Inc. | 501,595 | ||||
19,539 | National Health Investors, Inc. | 972,456 | ||||
87,636 | Sabra Health Care REIT, Inc. | 999,050 | ||||
2,473,101 | ||||||
Health Care Technology — 1.0% | ||||||
83,602 | Certara, Inc. (a) | 2,020,660 | ||||
31,057 | Evolent Health, Inc., Class A (a) | 1,130,785 | ||||
28,944 | NextGen Healthcare, Inc. (a) | 484,523 | ||||
46,817 | Phreesia, Inc. (a) | 1,481,290 | ||||
38,277 | Schrodinger, Inc. (a) | 1,129,937 | ||||
115,842 | Veradigm, Inc. (a) | 1,446,867 | ||||
7,694,062 | ||||||
Hotel & Resort REITs — 1.2% | ||||||
123,963 | DiamondRock Hospitality Co. | 1,005,340 | ||||
203,847 | Park Hotels & Resorts, Inc. | 2,456,356 | ||||
71,783 | Pebblebrook Hotel Trust | 1,021,472 | ||||
95,077 | RLJ Lodging Trust | 960,278 | ||||
252,967 | Service Properties Trust | 2,218,521 | ||||
102,006 | Sunstone Hotel Investors, Inc. | 972,117 | ||||
76,992 | Xenia Hotels & Resorts, Inc. | 974,719 | ||||
9,608,803 | ||||||
Hotels, Restaurants & Leisure — 3.3% | ||||||
98,228 | Bloomin’ Brands, Inc. | 2,433,107 | ||||
148,645 | Bowlero Corp. (a) | 2,174,676 | ||||
66,303 | Brinker International, Inc. (a) | 2,646,816 | ||||
57,508 | Cheesecake Factory (The), Inc. | 1,937,444 | ||||
4,435 | Cracker Barrel Old Country Store, Inc. | 470,820 | ||||
41,090 | Dave & Buster’s Entertainment, Inc. (a) | 1,457,051 | ||||
14,900 | Dine Brands Global, Inc. | 967,457 | ||||
15,931 | Dutch Bros, Inc., Class A (a) (c) | 496,251 | ||||
58,765 | Everi Holdings, Inc. (a) | 893,228 | ||||
28,765 | Jack in the Box, Inc. | 2,666,228 | ||||
13,591 | Monarch Casino & Resort, Inc. | 942,672 |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Hotels, Restaurants & Leisure (Continued) | ||||||
6,726 | Papa John’s International, Inc. | $ | 503,037 | |||
262,454 | Playa Hotels & Resorts N.V. (a) | 2,443,447 | ||||
22,612 | Red Rock Resorts, Inc., Class A | 1,103,466 | ||||
117,462 | Sabre Corp. (a) | 469,848 | ||||
27,243 | Shake Shack, Inc., Class A (a) | 1,493,189 | ||||
37,732 | Six Flags Entertainment Corp. (a) | 915,756 | ||||
115,048 | Target Hospitality Corp. (a) | 1,450,755 | ||||
25,465,248 | ||||||
Household Durables — 3.8% | ||||||
4,758 | Cavco Industries, Inc. (a) | 1,428,447 | ||||
39,417 | Century Communities, Inc. | 2,654,341 | ||||
71,864 | Green Brick Partners, Inc. (a) | 2,678,371 | ||||
15,884 | Helen of Troy Ltd. (a) | 1,593,800 | ||||
22,096 | Installed Building Products, Inc. | 2,745,870 | ||||
62,707 | KB Home | 2,747,821 | ||||
86,642 | La-Z-Boy, Inc. | 2,489,225 | ||||
22,096 | LGI Homes, Inc. (a) | 2,625,005 | ||||
64,820 | M.D.C. Holdings, Inc. | 2,655,675 | ||||
39,936 | M/I Homes, Inc. (a) | 2,701,271 | ||||
33,492 | Skyline Champion Corp. (a) | 2,484,102 | ||||
99,508 | Tri Pointe Homes, Inc. (a) | 2,853,889 | ||||
29,657,817 | ||||||
Household Products — 0.6% | ||||||
51,590 | Central Garden & Pet Co., Class A (a) | 1,822,675 | ||||
43,566 | Energizer Holdings, Inc. | 1,456,411 | ||||
7,609 | Spectrum Brands Holdings, Inc. | 505,999 | ||||
2,831 | WD-40 Co. | 539,022 | ||||
4,324,107 | ||||||
Industrial REITs — 0.2% | ||||||
146,628 | LXP Industrial Trust | 1,378,303 | ||||
Insurance — 1.5% | ||||||
39,584 | BRP Group, Inc., Class A (a) | 997,121 | ||||
68,127 | CNO Financial Group, Inc. | 1,528,770 | ||||
36,262 | Employers Holdings, Inc. | 1,435,613 | ||||
501,902 | Genworth Financial, Inc., Class A (a) | 2,916,051 | ||||
15,051 | Horace Mann Educators Corp. | 470,795 | ||||
9,129 | Palomar Holdings, Inc. (a) | 458,823 | ||||
13,524 | Safety Insurance Group, Inc. | 988,469 | ||||
62,443 | Stewart Information Services Corp. | 2,600,751 | ||||
11,396,393 | ||||||
Interactive Media & Services — 0.9% | ||||||
107,903 | Cargurus, Inc. (a) | 1,773,925 | ||||
130,546 | Cars.com, Inc. (a) | 2,554,785 | ||||
6,941 | Shutterstock, Inc. | 465,047 | ||||
50,746 | TripAdvisor, Inc. (a) | 899,727 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Interactive Media & Services (Continued) | ||||||
16,414 | Yelp, Inc. (a) | $ | 491,107 | |||
31,613 | ZipRecruiter, Inc., Class A (a) | 535,524 | ||||
6,720,115 | ||||||
IT Services — 0.5% | ||||||
25,729 | DigitalOcean Holdings, Inc. (a) | 811,493 | ||||
68,280 | Kyndryl Holdings, Inc. (a) | 987,329 | ||||
6,981 | Perficient, Inc. (a) | 453,206 | ||||
63,445 | Squarespace, Inc., Class A (a) | 1,973,139 | ||||
4,225,167 | ||||||
Leisure Products — 0.9% | ||||||
39,568 | Acushnet Holdings Corp. | 1,983,544 | ||||
44,633 | Malibu Boats, Inc., Class A (a) | 2,532,923 | ||||
90,925 | Vista Outdoor, Inc. (a) | 2,191,292 | ||||
6,707,759 | ||||||
Life Sciences Tools & Services — 0.2% | ||||||
57,068 | Adaptive Biotechnologies Corp. (a) | 407,465 | ||||
130,546 | Pacific Biosciences of California, Inc. (a) | 1,383,788 | ||||
1,791,253 | ||||||
Machinery — 3.2% | ||||||
5,472 | Alamo Group, Inc. | 967,067 | ||||
12,510 | Barnes Group, Inc. | 525,795 | ||||
43,723 | Energy Recovery, Inc. (a) | 985,079 | ||||
59,284 | Enerpac Tool Group Corp. | 1,408,588 | ||||
24,252 | EnPro Industries, Inc. | 2,286,236 | ||||
21,117 | ESCO Technologies, Inc. | 1,975,918 | ||||
46,477 | Federal Signal Corp. | 2,387,988 | ||||
15,411 | Helios Technologies, Inc. | 926,818 | ||||
31,806 | Hillenbrand, Inc. | 1,450,990 | ||||
59,846 | Hillman Solutions Corp. (a) | 502,706 | ||||
7,250 | Kadant, Inc. | 1,347,267 | ||||
54,813 | Kennametal, Inc. | 1,422,945 | ||||
6,668 | Lindsay Corp. | 805,094 | ||||
36,149 | Mueller Water Products, Inc., Class A | 484,397 | ||||
44,300 | Shyft Group (The), Inc. | 1,111,044 | ||||
16,462 | Standex International Corp. | 2,021,698 | ||||
14,706 | Tennant Co. | 1,123,832 | ||||
20,686 | Trinity Industries, Inc. | 495,430 | ||||
102,462 | Wabash National Corp. | 2,630,200 | ||||
24,859,092 | ||||||
Marine Transportation — 0.4% | ||||||
42,225 | Matson, Inc. | 2,872,567 | ||||
Media — 0.6% | ||||||
147,342 | Altice USA, Inc., Class A (a) | 515,697 | ||||
12,998 | John Wiley & Sons, Inc., Class A | 501,333 |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Media (Continued) | ||||||
108,836 | Magnite, Inc. (a) | $ | 1,023,058 | |||
58,902 | Scholastic Corp. | 2,265,960 | ||||
4,306,048 | ||||||
Metals & Mining — 1.6% | ||||||
16,151 | Alpha Metallurgical Resources, Inc. | 2,367,091 | ||||
11,258 | Carpenter Technology Corp. | 593,747 | ||||
6,753 | Kaiser Aluminum Corp. | 443,807 | ||||
21,720 | Materion Corp. | 2,352,493 | ||||
69,256 | Ryerson Holding Corp. | 2,615,799 | ||||
68,634 | Warrior Met Coal, Inc. | 2,372,678 | ||||
23,383 | Worthington Industries, Inc. | 1,388,716 | ||||
12,134,331 | ||||||
Mortgage Real Estate Investment Trusts — 1.6% | ||||||
54,126 | Apollo Commercial Real Estate Finance, Inc. | 547,755 | ||||
175,426 | Arbor Realty Trust, Inc. (c) | 2,012,136 | ||||
129,762 | Claros Mortgage Trust, Inc. | 1,551,954 | ||||
17,620 | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 500,056 | ||||
266,620 | Ladder Capital Corp. | 2,492,897 | ||||
152,391 | MFA Financial, Inc. | 1,629,060 | ||||
101,186 | New York Mortgage Trust, Inc. | 1,040,192 | ||||
247,743 | Ready Capital Corp. | 2,658,282 | ||||
12,432,332 | ||||||
Multi-Utilities — 0.5% | ||||||
47,483 | Avista Corp. | 2,092,576 | ||||
26,127 | NorthWestern Corp. | 1,531,565 | ||||
3,624,141 | ||||||
Office REITs — 2.1% | ||||||
163,474 | Douglas Emmett, Inc. | 2,105,545 | ||||
110,025 | Easterly Government Properties, Inc. | 1,548,052 | ||||
48,663 | Equity Commonwealth | 1,008,297 | ||||
108,647 | Highwoods Properties, Inc. | 2,490,189 | ||||
303,103 | Hudson Pacific Properties, Inc. | 1,685,253 | ||||
133,841 | JBG SMITH Properties | 1,909,911 | ||||
442,026 | Paramount Group, Inc. | 1,913,973 | ||||
345,144 | Piedmont Office Realty Trust, Inc., Class A | 2,246,887 | ||||
64,275 | SL Green Realty Corp. (c) | 1,521,389 | ||||
16,429,496 | ||||||
Oil, Gas & Consumable Fuels — 4.1% | ||||||
19,166 | Arch Resources, Inc. | 2,343,043 | ||||
65,443 | California Resources Corp. | 2,650,442 | ||||
75,346 | Callon Petroleum Co. (a) | 2,496,966 | ||||
94,365 | CNX Resources Corp. (a) | 1,465,488 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Oil, Gas & Consumable Fuels (Continued) | ||||||
46,701 | Comstock Resources, Inc. | $ | 537,062 | |||
25,944 | CONSOL Energy, Inc. | 1,539,517 | ||||
76,863 | CVR Energy, Inc. | 2,024,571 | ||||
87,828 | Delek US Holdings, Inc. | 1,910,259 | ||||
116,198 | Earthstone Energy, Inc., Class A (a) | 1,575,645 | ||||
32,521 | Green Plains, Inc. (a) | 1,111,243 | ||||
31,495 | Gulfport Energy Corp. (a) | 2,849,038 | ||||
60,450 | International Seaways, Inc. | 2,407,119 | ||||
16,099 | Kinetik Holdings, Inc. | 495,849 | ||||
66,413 | Northern Oil and Gas, Inc. | 2,202,919 | ||||
69,029 | Par Pacific Holdings, Inc. (a) | 1,617,349 | ||||
239,957 | Permian Resources Corp. | 2,507,551 | ||||
33,956 | Talos Energy, Inc. (a) | 462,820 | ||||
78,890 | World Fuel Services Corp. | 1,864,960 | ||||
32,061,841 | ||||||
Paper & Forest Products — 0.1% | ||||||
21,786 | Sylvamo Corp. | 998,235 | ||||
Passenger Airlines — 0.3% | ||||||
10,957 | Allegiant Travel Co. (a) | 1,138,542 | ||||
207,655 | JetBlue Airways Corp. (a) | 1,482,657 | ||||
2,621,199 | ||||||
Personal Care Products — 1.2% | ||||||
119,694 | Beauty Health (The) Co. (a) | 1,371,693 | ||||
35,637 | Edgewell Personal Care Co. | 1,556,268 | ||||
30,596 | elf Beauty, Inc. (a) | 2,838,085 | ||||
62,597 | Herbalife Ltd. (a) | 930,192 | ||||
14,582 | Medifast, Inc. | 1,336,440 | ||||
38,457 | Nu Skin Enterprises, Inc., Class A | 1,517,513 | ||||
9,550,191 | ||||||
Pharmaceuticals — 1.4% | ||||||
40,313 | Amphastar Pharmaceuticals, Inc. (a) | 1,441,996 | ||||
34,350 | Amylyx Pharmaceuticals, Inc. (a) | 975,540 | ||||
17,589 | DICE Therapeutics, Inc. (a) | 571,642 | ||||
12,347 | Pacira BioSciences, Inc. (a) | 559,442 | ||||
37,888 | Pliant Therapeutics, Inc. (a) | 1,070,336 | ||||
24,137 | Prestige Consumer Healthcare, Inc. (a) | 1,485,150 | ||||
16,628 | Reata Pharmaceuticals, Inc., Class A (a) | 1,643,844 | ||||
62,578 | Revance Therapeutics, Inc. (a) | 1,991,858 | ||||
27,817 | Supernus Pharmaceuticals, Inc. (a) | 1,025,335 | ||||
10,765,143 | ||||||
Professional Services — 1.5% | ||||||
40,728 | CBIZ, Inc. (a) | 2,145,958 | ||||
9,383 | CSG Systems International, Inc. | 494,296 | ||||
108,290 | First Advantage Corp. (a) | 1,392,609 | ||||
31,350 | Huron Consulting Group, Inc. (a) | 2,658,167 | ||||
4,594 | ICF International, Inc. | 523,716 |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Professional Services (Continued) | ||||||
7,969 | Kforce, Inc. | $ | 471,287 | |||
19,479 | Korn Ferry | 935,382 | ||||
27,071 | TTEC Holdings, Inc. | 922,309 | ||||
119,127 | Verra Mobility Corp. (a) | 2,019,203 | ||||
11,562,927 | ||||||
Real Estate Management & Development — 0.7% | ||||||
30,374 | Kennedy-Wilson Holdings, Inc. | 509,676 | ||||
62,772 | Marcus & Millichap, Inc. | 1,975,435 | ||||
284,695 | Newmark Group, Inc., Class A | 1,804,966 | ||||
858,938 | Opendoor Technologies, Inc. (a) | 1,185,334 | ||||
5,475,411 | ||||||
Residential REITs — 0.3% | ||||||
65,527 | Apartment Investment and Management Co., Class A | 513,076 | ||||
28,215 | Elme Communities | 486,145 | ||||
11,539 | NexPoint Residential Trust, Inc. | 495,369 | ||||
34,420 | Veris Residential, Inc. (a) | 562,767 | ||||
2,057,357 | ||||||
Retail REITs — 0.8% | ||||||
72,245 | Acadia Realty Trust | 976,030 | ||||
27,972 | Getty Realty Corp. | 932,307 | ||||
64,604 | InvenTrust Properties Corp. | 1,456,820 | ||||
47,539 | Macerich (The) Co. | 474,915 | ||||
36,097 | Retail Opportunity Investments Corp. | 470,344 | ||||
51,341 | Tanger Factory Outlet Centers, Inc. | 1,006,797 | ||||
66,920 | Urban Edge Properties | 981,716 | ||||
6,298,929 | ||||||
Semiconductors & Semiconductor Equipment — 1.1% | ||||||
39,378 | Cohu, Inc. (a) | 1,332,552 | ||||
15,822 | FormFactor, Inc. (a) | 432,099 | ||||
18,592 | Impinj, Inc. (a) | 1,643,719 | ||||
14,311 | MaxLinear, Inc. (a) | 345,324 | ||||
59,423 | PDF Solutions, Inc. (a) | 2,142,199 | ||||
41,749 | Semtech Corp. (a) | 813,688 | ||||
7,086 | SiTime Corp. (a) | 768,618 | ||||
30,393 | Ultra Clean Holdings, Inc. (a) | 867,416 | ||||
8,345,615 | ||||||
Software — 4.2% | ||||||
37,354 | ACI Worldwide, Inc. (a) | 946,177 | ||||
18,322 | Agilysys, Inc. (a) | 1,429,849 | ||||
10,022 | Alarm.com Holdings, Inc. (a) | 477,949 | ||||
20,965 | Altair Engineering, Inc., Class A (a) | 1,447,633 | ||||
12,144 | Appfolio, Inc., Class A (a) | 1,695,545 | ||||
22,709 | Appian Corp., Class A (a) | 852,723 | ||||
23,848 | Asana, Inc., Class A (a) | 385,861 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Software (Continued) | ||||||
29,086 | Blackbaud, Inc. (a) | $ | 2,017,260 | |||
29,153 | Braze, Inc., Class A (a) | 857,098 | ||||
38,511 | Clear Secure, Inc., Class A | 931,581 | ||||
29,564 | Consensus Cloud Solutions, Inc. (a) | 1,103,624 | ||||
122,308 | Digital Turbine, Inc. (a) | 1,434,673 | ||||
86,582 | E2open Parent Holdings, Inc. (a) | 544,601 | ||||
29,069 | Everbridge, Inc. (a) | 763,933 | ||||
65,613 | Freshworks, Inc., Class A (a) | 876,590 | ||||
56,190 | Intapp, Inc. (a) | 2,265,581 | ||||
13,825 | InterDigital, Inc. | 936,506 | ||||
29,128 | MeridianLink, Inc. (a) | 435,172 | ||||
1,724 | MicroStrategy, Inc., Class A (a) (c) | 566,127 | ||||
114,525 | N-able, Inc. (a) | 1,460,194 | ||||
57,623 | PagerDuty, Inc. (a) | 1,732,147 | ||||
35,085 | Progress Software Corp. | 1,925,465 | ||||
18,391 | PROS Holdings, Inc. (a) | 521,753 | ||||
10,976 | Rapid7, Inc. (a) | 533,543 | ||||
127,766 | Samsara, Inc., Class A (a) | 2,306,176 | ||||
155,528 | Sprinklr, Inc., Class A (a) | 1,860,115 | ||||
8,277 | Sprout Social, Inc., Class A (a) | 407,725 | ||||
186,116 | Zeta Global Holdings Corp., Class A (a) | 1,807,186 | ||||
32,522,787 | ||||||
Specialized REITs — 0.2% | ||||||
13,226 | EPR Properties | 554,963 | ||||
18,761 | Four Corners Property Trust, Inc. | 478,593 | ||||
31,048 | Outfront Media, Inc. | 517,260 | ||||
1,550,816 | ||||||
Specialty Retail — 2.4% | ||||||
18,159 | Abercrombie & Fitch Co., Class A (a) | 427,463 | ||||
149,973 | American Eagle Outfitters, Inc. | 2,008,138 | ||||
26,300 | Boot Barn Holdings, Inc. (a) | 1,905,961 | ||||
14,119 | Buckle (The), Inc. | 473,410 | ||||
11,128 | Group 1 Automotive, Inc. | 2,498,013 | ||||
103,579 | Guess?, Inc. | 1,952,464 | ||||
30,584 | Monro, Inc. | 1,494,946 | ||||
53,493 | National Vision Holdings, Inc. (a) | 1,125,493 | ||||
44,812 | ODP (The) Corp. (a) | 1,936,327 | ||||
19,160 | Revolve Group, Inc. (a) | 395,654 | ||||
64,687 | Sally Beauty Holdings, Inc. (a) | 920,496 | ||||
18,546 | Sonic Automotive, Inc., Class A | 825,668 | ||||
20,560 | Upbound Group, Inc. | 548,130 | ||||
72,714 | Urban Outfitters, Inc. (a) | 1,967,641 | ||||
18,479,804 | ||||||
Technology Hardware, Storage & Peripherals — 0.2% | ||||||
31,514 | Avid Technology, Inc. (a) | 929,978 | ||||
32,722 | Xerox Holdings Corp. | 512,754 | ||||
1,442,732 |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Textiles, Apparel & Luxury Goods — 1.1% | ||||||
21,019 | Carter’s, Inc. | $ | 1,466,496 | |||
52,068 | Kontoor Brands, Inc. | 2,351,911 | ||||
55,283 | Levi Strauss & Co., Class A | 799,392 | ||||
23,861 | Oxford Industries, Inc. | 2,462,217 | ||||
41,993 | Steven Madden Ltd. | 1,471,435 | ||||
8,551,451 | ||||||
Tobacco — 0.4% | ||||||
38,110 | Universal Corp. | 2,091,858 | ||||
83,915 | Vector Group Ltd. | 1,069,077 | ||||
3,160,935 | ||||||
Trading Companies & Distributors — 2.3% | ||||||
39,835 | Boise Cascade Co. | 2,721,129 | ||||
222,641 | Custom Truck One Source, Inc. (a) | 1,398,185 | ||||
90,113 | FTAI Aviation Ltd. | 2,563,715 | ||||
43,523 | GMS, Inc. (a) | 2,526,945 | ||||
34,179 | H&E Equipment Services, Inc. | 1,247,534 | ||||
10,801 | McGrath RentCorp | 959,993 | ||||
180,774 | NOW, Inc. (a) | 1,928,859 | ||||
46,146 | Rush Enterprises, Inc., Class A | 2,450,814 | ||||
14,915 | Veritiv Corp. | 1,713,286 | ||||
17,510,460 | ||||||
Water Utilities — 0.2% | ||||||
8,658 | California Water Service Group | 485,541 | ||||
13,238 | SJW Group | 1,005,029 | ||||
1,490,570 | ||||||
Wireless Telecommunication Services — 0.7% | ||||||
34,753 | Gogo, Inc. (a) | 466,038 | ||||
239,728 | Telephone and Data Systems, Inc. | 2,397,280 | ||||
121,542 | United States Cellular Corp. (a) | 2,581,552 | ||||
5,444,870 | ||||||
Total Common Stocks — 100.0% | 773,880,051 | |||||
(Cost $760,243,372) | ||||||
Money Market Funds — 1.1% | ||||||
8,645,222 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 4.67% (d) (e) | 8,645,222 | ||||
(Cost $8,645,222) | ||||||
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.2% | |||||||
$ | 1,501,969 | BNP Paribas S.A., 4.70% (d), dated 04/28/23, due 05/01/23, with a maturity value of $1,502,557. Collateralized by U.S. Treasury Securities, interest rates of 1.13% to 2.25%, due 01/15/25 to 08/15/27. The value of the collateral including accrued interest is $1,535,389. (e) | $ | 1,501,969 | |||
(Cost $1,501,969) | |||||||
Total Investments — 101.3% | 784,027,242 | ||||||
(Cost $770,390,563) | |||||||
Net Other Assets and Liabilities — (1.3)% | (10,070,712 | ) | |||||
Net Assets — 100.0% | $ | 773,956,530 |
(a) | Non-income producing security. |
(b) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended. |
(c) | 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, including those sold and pending settlement, is $9,923,182 and the total value of the collateral held by the Fund is $10,147,191. |
(d) | Rate shown reflects yield as of April 30, 2023. |
(e) | This security serves as collateral for securities on loan. |
First Trust Small Cap Core AlphaDEX® Fund (FYX) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 773,880,051 | $ | 773,880,051 | $ | — | $ | — | ||||||||
Money Market Funds | 8,645,222 | 8,645,222 | — | — | ||||||||||||
Repurchase Agreements | 1,501,969 | — | 1,501,969 | — | ||||||||||||
Total Investments | $ | 784,027,242 | $ | 782,525,273 | $ | 1,501,969 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Large Cap Value AlphaDEX® Fund (FTA) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.8% | ||||||
Aerospace & Defense — 2.3% | ||||||
19,285 | General Dynamics Corp. | $ | 4,210,687 | |||
10,917 | L3Harris Technologies, Inc. | 2,130,452 | ||||
4,533 | Lockheed Martin Corp. | 2,105,352 | ||||
13,920 | Northrop Grumman Corp. | 6,420,878 | ||||
44,942 | Raytheon Technologies Corp. | 4,489,706 | ||||
124,620 | Textron, Inc. | 8,342,063 | ||||
27,699,138 | ||||||
Air Freight & Logistics — 1.1% | ||||||
58,370 | Expeditors International of Washington, Inc. | 6,644,841 | ||||
28,132 | FedEx Corp. | 6,407,907 | ||||
13,052,748 | ||||||
Automobiles — 1.1% | ||||||
349,283 | Ford Motor Co. | 4,149,482 | ||||
299,956 | General Motors Co. | 9,910,546 | ||||
14,060,028 | ||||||
Banks — 9.8% | ||||||
307,759 | Bank of America Corp. | 9,011,184 | ||||
187,716 | Citigroup, Inc. | 8,835,792 | ||||
362,280 | Citizens Financial Group, Inc. | 11,208,943 | ||||
413,005 | Fifth Third Bancorp | 10,820,731 | ||||
786,448 | First Republic Bank (a) | 2,760,432 | ||||
785,888 | Huntington Bancshares, Inc. | 8,801,946 | ||||
49,328 | JPMorgan Chase & Co. | 6,819,103 | ||||
703,031 | KeyCorp | 7,916,129 | ||||
73,613 | M&T Bank Corp. | 9,260,515 | ||||
69,253 | PNC Financial Services Group (The), Inc. | 9,020,203 | ||||
474,241 | Regions Financial Corp. | 8,659,641 | ||||
322,652 | Truist Financial Corp. | 10,512,002 | ||||
178,300 | U.S. Bancorp | 6,112,124 | ||||
235,473 | Wells Fargo & Co. | 9,360,052 | ||||
119,098,797 | ||||||
Beverages — 0.2% | ||||||
60,730 | Keurig Dr Pepper, Inc. | 1,985,871 | ||||
Biotechnology — 0.8% | ||||||
31,656 | Biogen, Inc. (b) | 9,630,705 | ||||
Building Products — 0.7% | ||||||
192,393 | Carrier Global Corp. | 8,045,875 | ||||
Capital Markets — 5.1% | ||||||
193,703 | Bank of New York Mellon (The) Corp. | 8,249,811 | ||||
3,201 | BlackRock, Inc. | 2,148,511 | ||||
354,233 | Carlyle Group (The), Inc. | 10,743,887 | ||||
408,404 | Franklin Resources, Inc. | 10,977,900 | ||||
26,907 | Goldman Sachs Group (The), Inc. | 9,240,940 | ||||
73,209 | Morgan Stanley | 6,586,614 | ||||
116,290 | State Street Corp. | 8,403,115 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Capital Markets (Continued) | ||||||
56,933 | T. Rowe Price Group, Inc. | $ | 6,395,284 | |||
62,746,062 | ||||||
Chemicals — 5.6% | ||||||
101,042 | Celanese Corp. | 10,734,702 | ||||
35,526 | Corteva, Inc. | 2,171,349 | ||||
200,702 | Dow, Inc. | 10,918,189 | ||||
153,302 | DuPont de Nemours, Inc. | 10,688,215 | ||||
17,545 | FMC Corp. | 2,168,211 | ||||
117,184 | LyondellBasell Industries N.V., Class A | 11,086,778 | ||||
239,809 | Mosaic (The) Co. | 10,275,816 | ||||
94,866 | Westlake Corp. | 10,793,854 | ||||
68,837,114 | ||||||
Communications Equipment — 0.3% | ||||||
84,188 | Cisco Systems, Inc. | 3,977,883 | ||||
Construction Materials — 0.5% | ||||||
12,396 | Martin Marietta Materials, Inc. | 4,502,227 | ||||
12,488 | Vulcan Materials Co. | 2,186,899 | ||||
6,689,126 | ||||||
Consumer Finance — 2.7% | ||||||
12,990 | American Express Co. | 2,095,807 | ||||
114,419 | Capital One Financial Corp. | 11,132,969 | ||||
89,052 | Discover Financial Services | 9,214,210 | ||||
378,349 | Synchrony Financial | 11,165,079 | ||||
33,608,065 | ||||||
Consumer Staples Distribution & Retail — 1.3% | ||||||
10,179 | Dollar General Corp. | 2,254,241 | ||||
30,657 | Dollar Tree, Inc. (b) | 4,712,288 | ||||
130,194 | Kroger (The) Co. | 6,331,334 | ||||
12,936 | Target Corp. | 2,040,654 | ||||
15,338,517 | ||||||
Containers & Packaging — 2.0% | ||||||
24,598 | Avery Dennison Corp. | 4,291,859 | ||||
38,878 | Ball Corp. | 2,067,532 | ||||
305,113 | International Paper Co. | 10,102,291 | ||||
63,402 | Packaging Corp. of America | 8,575,755 | ||||
25,037,437 | ||||||
Distributors — 0.9% | ||||||
155,073 | LKQ Corp. | 8,952,364 | ||||
6,256 | Pool Corp. | 2,197,858 | ||||
11,150,222 | ||||||
Diversified Telecommunication Services — 1.1% | ||||||
111,302 | AT&T, Inc. | 1,966,706 | ||||
282,911 | Verizon Communications, Inc. | 10,985,434 | ||||
12,952,140 | ||||||
First Trust Large Cap Value AlphaDEX® Fund (FTA) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Electric Utilities — 6.4% | ||||||
120,370 | Alliant Energy Corp. | $ | 6,637,202 | |||
70,642 | American Electric Power Co., Inc. | 6,528,734 | ||||
66,629 | Duke Energy Corp. | 6,588,276 | ||||
62,344 | Edison International | 4,588,518 | ||||
81,695 | Entergy Corp. | 8,788,748 | ||||
144,011 | Evergy, Inc. | 8,944,523 | ||||
112,470 | Eversource Energy | 8,728,797 | ||||
210,120 | Exelon Corp. | 8,917,493 | ||||
231,296 | PPL Corp. | 6,642,821 | ||||
63,251 | Southern (The) Co. | 4,652,111 | ||||
95,309 | Xcel Energy, Inc. | 6,663,052 | ||||
77,680,275 | ||||||
Electrical Equipment — 0.2% | ||||||
24,589 | Emerson Electric Co. | 2,047,280 | ||||
Electronic Equipment, Instruments & Components — 0.6% | ||||||
182,193 | Corning, Inc. | 6,052,451 | ||||
40,875 | Trimble, Inc. (b) | 1,925,213 | ||||
7,977,664 | ||||||
Entertainment — 0.7% | ||||||
17,788 | Electronic Arts, Inc. | 2,264,057 | ||||
18,606 | Netflix, Inc. (b) | 6,138,677 | ||||
8,402,734 | ||||||
Financial Services — 1.7% | ||||||
686,793 | Corebridge Financial, Inc. | 11,579,330 | ||||
20,874 | FleetCor Technologies, Inc. (b) | 4,465,366 | ||||
41,819 | Global Payments, Inc. | 4,713,420 | ||||
20,758,116 | ||||||
Food Products — 5.2% | ||||||
138,118 | Archer-Daniels-Midland Co. | 10,784,254 | ||||
115,185 | Bunge Ltd. | 10,781,316 | ||||
80,048 | Campbell Soup Co. | 4,346,606 | ||||
57,045 | Conagra Brands, Inc. | 2,165,428 | ||||
51,498 | General Mills, Inc. | 4,564,268 | ||||
110,356 | Hormel Foods Corp. | 4,462,797 | ||||
40,845 | J.M. Smucker (The) Co. | 6,306,877 | ||||
32,000 | Kellogg Co. | 2,232,640 | ||||
166,220 | Kraft Heinz (The) Co. | 6,527,459 | ||||
185,476 | Tyson Foods, Inc., Class A | 11,590,395 | ||||
63,762,040 | ||||||
Gas Utilities — 0.7% | ||||||
78,336 | Atmos Energy Corp. | 8,941,271 | ||||
Ground Transportation — 1.4% | ||||||
36,633 | J.B. Hunt Transport Services, Inc. | 6,421,398 | ||||
184,448 | U-Haul Holding Co. | 11,262,395 | ||||
17,683,793 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Equipment & Supplies — 0.8% | ||||||
54,536 | Hologic, Inc. (b) | $ | 4,690,641 | |||
54,588 | Medtronic PLC | 4,964,779 | ||||
9,655,420 | ||||||
Health Care Providers & Services — 4.0% | ||||||
69,625 | Centene Corp. (b) | 4,799,251 | ||||
43,058 | Cigna Group (The) | 10,906,161 | ||||
86,498 | CVS Health Corp. | 6,341,169 | ||||
9,571 | Elevance Health, Inc. | 4,485,449 | ||||
4,413 | Humana, Inc. | 2,341,052 | ||||
38,365 | Laboratory Corp. of America Holdings | 8,697,729 | ||||
8,009 | Molina Healthcare, Inc. (b) | 2,385,801 | ||||
45,432 | Quest Diagnostics, Inc. | 6,306,416 | ||||
4,534 | UnitedHealth Group, Inc. | 2,231,136 | ||||
48,494,164 | ||||||
Health Care REITs — 0.4% | ||||||
101,523 | Ventas, Inc. | 4,878,180 | ||||
Household Durables — 4.1% | ||||||
112,627 | D.R. Horton, Inc. | 12,368,697 | ||||
43,609 | Garmin Ltd. | 4,281,095 | ||||
104,675 | Lennar Corp., Class A | 11,808,387 | ||||
1,580 | NVR, Inc. (b) | 9,227,200 | ||||
188,786 | PulteGroup, Inc. | 12,676,980 | ||||
50,362,359 | ||||||
Household Products — 0.4% | ||||||
15,964 | Kimberly-Clark Corp. | 2,313,024 | ||||
14,410 | Procter & Gamble (The) Co. | 2,253,436 | ||||
4,566,460 | ||||||
Industrial Conglomerates — 0.7% | ||||||
83,741 | 3M Co. | 8,894,969 | ||||
Insurance — 5.6% | ||||||
136,421 | Aflac, Inc. | 9,529,007 | ||||
218,477 | American International Group, Inc. | 11,588,020 | ||||
64,845 | Arch Capital Group Ltd. (b) | 4,867,914 | ||||
37,314 | Brown & Brown, Inc. | 2,402,649 | ||||
33,104 | Chubb Ltd. | 6,672,442 | ||||
5,985 | Everest Re Group Ltd. | 2,262,330 | ||||
126,302 | Hartford Financial Services Group (The), Inc. | 8,966,179 | ||||
110,786 | Loews Corp. | 6,377,950 | ||||
118,433 | Principal Financial Group, Inc. | 8,845,761 | ||||
37,500 | Travelers (The) Cos., Inc. | 6,792,750 | ||||
68,305,002 | ||||||
Interactive Media & Services — 0.8% | ||||||
42,426 | Alphabet, Inc., Class A (b) | 4,554,007 |
First Trust Large Cap Value AlphaDEX® Fund (FTA) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Interactive Media & Services (Continued) | ||||||
20,766 | Meta Platforms, Inc., Class A (b) | $ | 4,990,485 | |||
9,544,492 | ||||||
IT Services — 1.4% | ||||||
7,497 | Accenture PLC, Class A | 2,101,334 | ||||
82,091 | Akamai Technologies, Inc. (b) | 6,728,999 | ||||
144,462 | Cognizant Technology Solutions Corp., Class A | 8,625,826 | ||||
17,456,159 | ||||||
Life Sciences Tools & Services — 0.7% | ||||||
21,807 | Charles River Laboratories International, Inc. (b) | 4,145,947 | ||||
16,079 | PerkinElmer, Inc. | 2,098,149 | ||||
6,184 | West Pharmaceutical Services, Inc. | 2,233,908 | ||||
8,478,004 | ||||||
Machinery — 4.0% | ||||||
26,907 | Cummins, Inc. | 6,324,221 | ||||
28,966 | Dover Corp. | 4,233,671 | ||||
31,429 | Fortive Corp. | 1,982,856 | ||||
120,245 | PACCAR, Inc. | 8,981,099 | ||||
6,376 | Parker-Hannifin Corp. | 2,071,435 | ||||
35,652 | Snap-on, Inc. | 9,248,485 | ||||
136,540 | Stanley Black & Decker, Inc. | 11,788,864 | ||||
43,547 | Westinghouse Air Brake Technologies Corp. | 4,253,235 | ||||
48,883,866 | ||||||
Media — 3.1% | ||||||
17,973 | Charter Communications, Inc., Class A (b) | 6,626,645 | ||||
169,553 | Comcast Corp., Class A | 7,014,408 | ||||
258,499 | Fox Corp., Class A | 8,597,677 | ||||
118,180 | Interpublic Group of (The) Cos., Inc. | 4,222,571 | ||||
22,712 | Omnicom Group, Inc. | 2,057,026 | ||||
394,529 | Paramount Global, Class B (a) | 9,204,361 | ||||
37,722,688 | ||||||
Multi-Utilities — 4.4% | ||||||
74,404 | Ameren Corp. | 6,619,724 | ||||
298,775 | CenterPoint Energy, Inc. | 9,103,674 | ||||
71,700 | CMS Energy Corp. | 4,464,042 | ||||
92,002 | Consolidated Edison, Inc. | 9,059,437 | ||||
78,715 | Dominion Energy, Inc. | 4,497,775 | ||||
58,678 | DTE Energy Co. | 6,595,994 | ||||
34,308 | Public Service Enterprise Group, Inc. | 2,168,266 | ||||
42,522 | Sempra Energy | 6,611,746 | ||||
46,430 | WEC Energy Group, Inc. | 4,465,173 | ||||
53,585,831 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Office REITs — 0.5% | ||||||
51,181 | Alexandria Real Estate Equities, Inc. | $ | 6,355,657 | |||
Oil, Gas & Consumable Fuels — 4.2% | ||||||
459,200 | Marathon Oil Corp. | 11,094,272 | ||||
81,601 | Marathon Petroleum Corp. | 9,955,322 | ||||
304,945 | Ovintiv, Inc. | 11,002,415 | ||||
108,528 | Phillips 66 | 10,744,272 | ||||
78,813 | Valero Energy Corp. | 9,037,487 | ||||
51,833,768 | ||||||
Passenger Airlines — 0.9% | ||||||
135,247 | Southwest Airlines Co. | 4,096,632 | ||||
145,258 | United Airlines Holdings, Inc. (b) | 6,362,300 | ||||
10,458,932 | ||||||
Pharmaceuticals — 0.9% | ||||||
1,143,703 | Viatris, Inc. | 10,670,749 | ||||
Professional Services — 1.3% | ||||||
37,452 | Jacobs Solutions, Inc. | 4,324,208 | ||||
47,806 | Leidos Holdings, Inc. | 4,458,388 | ||||
113,825 | SS&C Technologies Holdings, Inc. | 6,663,315 | ||||
15,445,911 | ||||||
Real Estate Management & Development — 0.6% | ||||||
88,279 | CBRE Group, Inc., Class A (b) | 6,767,468 | ||||
Residential REITs — 0.9% | ||||||
38,248 | AvalonBay Communities, Inc. | 6,898,792 | ||||
73,350 | Equity Residential | 4,639,387 | ||||
11,538,179 | ||||||
Retail REITs — 0.2% | ||||||
109,705 | Kimco Realty Corp. | 2,105,239 | ||||
Semiconductors & Semiconductor Equipment — 2.9% | ||||||
336,775 | Intel Corp. | 10,460,231 | ||||
145,873 | Micron Technology, Inc. | 9,388,386 | ||||
50,383 | QUALCOMM, Inc. | 5,884,734 | ||||
74,604 | Skyworks Solutions, Inc. | 7,900,564 | ||||
19,928 | Teradyne, Inc. | 1,821,021 | ||||
35,454,936 | ||||||
Software — 0.2% | ||||||
4,862 | Roper Technologies, Inc. | 2,211,140 | ||||
Specialized REITs — 1.1% | ||||||
21,793 | Digital Realty Trust, Inc. | 2,160,776 | ||||
365,165 | Weyerhaeuser Co. | 10,922,085 | ||||
13,082,861 | ||||||
First Trust Large Cap Value AlphaDEX® Fund (FTA) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Specialty Retail — 1.1% | ||||||
82,123 | Best Buy Co., Inc. | $ | 6,119,806 | |||
22,010 | Lowe’s Cos., Inc. | 4,574,338 | ||||
9,114 | Tractor Supply Co. | 2,172,778 | ||||
12,866,922 | ||||||
Technology Hardware, Storage & Peripherals — 2.0% | ||||||
690,672 | Hewlett Packard Enterprise Co. | 9,890,423 | ||||
149,948 | HP, Inc. | 4,454,955 | ||||
100,669 | NetApp, Inc. | 6,331,074 | ||||
116,828 | Western Digital Corp. (b) | 4,023,556 | ||||
24,700,008 | ||||||
Wireless Telecommunication Services — 0.2% | ||||||
14,793 | T-Mobile US, Inc. (b) | 2,128,713 | ||||
Total Common Stocks — 99.8% | 1,217,610,978 | |||||
(Cost $1,202,513,358) | ||||||
Money Market Funds — 1.1% | ||||||
11,427,867 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 4.67% (c) (d) | 11,427,867 | ||||
2,049,851 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 4.71% (c) | 2,049,851 | ||||
Total Money Market Funds — 1.1% | 13,477,718 | |||||
(Cost $13,477,718) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.2% | |||||||
$ | 1,985,409 | BNP Paribas S.A., 4.70% (c), dated 04/28/23, due 05/01/23, with a maturity value of $1,986,187. Collateralized by U.S. Treasury Securities, interest rates of 1.13% to 2.25%, due 01/15/25 to 08/15/27. The value of the collateral including accrued interest is $2,029,587. (d) | 1,985,409 | ||||
(Cost $1,985,409) | |||||||
Total Investments — 101.1% | 1,233,074,105 | ||||||
(Cost $1,217,976,485) | |||||||
Net Other Assets and Liabilities — (1.1)% | (12,889,577 | ) | |||||
Net Assets — 100.0% | $ | 1,220,184,528 |
(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, including those sold and pending settlement, is $11,209,838 and the total value of the collateral held by the Fund is $13,413,276. |
(b) | Non-income producing security. |
(c) | Rate shown reflects yield as of April 30, 2023. |
(d) | This security serves as collateral for securities on loan. |
First Trust Large Cap Value AlphaDEX® Fund (FTA) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 1,217,610,978 | $ | 1,217,610,978 | $ | — | $ | — | ||||||||
Money Market Funds | 13,477,718 | 13,477,718 | — | — | ||||||||||||
Repurchase Agreements | 1,985,409 | — | 1,985,409 | — | ||||||||||||
Total Investments | $ | 1,233,074,105 | $ | 1,231,088,696 | $ | 1,985,409 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Large Cap Growth AlphaDEX® Fund (FTC) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Aerospace & Defense — 4.1% | ||||||
37,335 | Axon Enterprise, Inc. (a) | $ | 7,866,858 | |||
39,517 | Boeing (The) Co. (a) | 8,171,325 | ||||
28,674 | HEICO Corp. | 4,835,583 | ||||
198,133 | Howmet Aerospace, Inc. | 8,775,311 | ||||
11,389 | TransDigm Group, Inc. | 8,712,585 | ||||
38,361,662 | ||||||
Air Freight & Logistics — 0.5% | ||||||
25,281 | United Parcel Service, Inc., Class B | 4,545,777 | ||||
Automobiles — 0.3% | ||||||
16,186 | Tesla, Inc. (a) | 2,659,522 | ||||
Beverages — 1.3% | ||||||
26,355 | Coca-Cola (The) Co. | 1,690,673 | ||||
124,346 | Monster Beverage Corp. (a) | 6,963,376 | ||||
18,420 | PepsiCo, Inc. | 3,516,194 | ||||
12,170,243 | ||||||
Biotechnology — 1.6% | ||||||
10,257 | AbbVie, Inc. | 1,550,038 | ||||
59,109 | Gilead Sciences, Inc. | 4,859,351 | ||||
10,644 | Moderna, Inc. (a) | 1,414,481 | ||||
4,086 | Regeneron Pharmaceuticals, Inc. (a) | 3,276,114 | ||||
10,657 | Vertex Pharmaceuticals, Inc. (a) | 3,631,159 | ||||
14,731,143 | ||||||
Building Products — 1.3% | ||||||
14,854 | Carlisle Cos., Inc. | 3,206,236 | ||||
45,630 | Trane Technologies PLC | 8,478,510 | ||||
11,684,746 | ||||||
Capital Markets — 3.2% | ||||||
21,912 | Ameriprise Financial, Inc. | 6,685,789 | ||||
58,777 | Ares Management Corp., Class A | 5,148,277 | ||||
3,939 | FactSet Research Systems, Inc. | 1,621,647 | ||||
31,128 | KKR & Co., Inc. | 1,651,963 | ||||
16,590 | LPL Financial Holdings, Inc. | 3,464,656 | ||||
12,535 | MarketAxess Holdings, Inc. | 3,990,768 | ||||
5,342 | Moody’s Corp. | 1,672,687 | ||||
8,764 | MSCI, Inc. | 4,228,192 | ||||
18,549 | Northern Trust Corp. | 1,449,790 | ||||
29,913,769 | ||||||
Chemicals — 1.7% | ||||||
17,076 | Air Products and Chemicals, Inc. | 5,026,491 | ||||
22,188 | Albemarle Corp. | 4,114,986 | ||||
22,552 | CF Industries Holdings, Inc. | 1,614,272 | ||||
29,628 | Ecolab, Inc. | 4,972,764 | ||||
15,728,513 | ||||||
Commercial Services & Supplies — 2.6% | ||||||
10,599 | Cintas Corp. | 4,830,706 | ||||
111,620 | Copart, Inc. (a) | 8,823,561 | ||||
36,270 | Republic Services, Inc. | 5,245,368 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Commercial Services & Supplies (Continued) | ||||||
43,560 | Rollins, Inc. | $ | 1,840,410 | |||
20,580 | Waste Management, Inc. | 3,417,309 | ||||
24,157,354 | ||||||
Communications Equipment — 1.6% | ||||||
50,011 | Arista Networks, Inc. (a) | 8,009,762 | ||||
23,471 | Motorola Solutions, Inc. | 6,839,449 | ||||
14,849,211 | ||||||
Construction & Engineering — 0.9% | ||||||
50,379 | Quanta Services, Inc. | 8,546,294 | ||||
Consumer Staples Distribution & Retail — 0.3% | ||||||
43,480 | Sysco Corp. | 3,336,655 | ||||
Distributors — 0.7% | ||||||
40,140 | Genuine Parts Co. | 6,755,963 | ||||
Electric Utilities — 1.3% | ||||||
62,476 | Constellation Energy Corp. | 4,835,642 | ||||
415,333 | PG&E Corp. (a) | 7,106,348 | ||||
11,941,990 | ||||||
Electrical Equipment — 1.8% | ||||||
33,747 | AMETEK, Inc. | 4,654,724 | ||||
39,197 | Eaton Corp. PLC | 6,550,602 | ||||
20,156 | Hubbell, Inc. | 5,428,414 | ||||
16,633,740 | ||||||
Electronic Equipment, Instruments & Components — 2.2% | ||||||
82,183 | Amphenol Corp., Class A | 6,202,351 | ||||
10,124 | Keysight Technologies, Inc. (a) | 1,464,335 | ||||
51,207 | TE Connectivity Ltd. | 6,266,201 | ||||
15,012 | Teledyne Technologies, Inc. (a) | 6,220,973 | ||||
20,153,860 | ||||||
Energy Equipment & Services — 1.4% | ||||||
155,006 | Halliburton Co. | 5,076,447 | ||||
170,975 | Schlumberger Ltd. | 8,437,616 | ||||
13,514,063 | ||||||
Entertainment — 1.5% | ||||||
89,750 | Liberty Media Corp.-Liberty Formula One, Class C (a) | 6,479,053 | ||||
47,972 | Live Nation Entertainment, Inc. (a) | 3,251,542 | ||||
109,035 | ROBLOX Corp., Class A (a) | 3,881,646 | ||||
13,612,241 | ||||||
Financial Services — 2.1% | ||||||
53,165 | Apollo Global Management, Inc. | 3,370,129 | ||||
59,418 | Fiserv, Inc. (a) | 7,256,126 | ||||
9,239 | Mastercard, Inc., Class A | 3,511,097 |
First Trust Large Cap Growth AlphaDEX® Fund (FTC) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Financial Services (Continued) | ||||||
21,753 | Visa, Inc., Class A | $ | 5,062,576 | |||
19,199,928 | ||||||
Food Products — 1.7% | ||||||
26,399 | Hershey (The) Co. | 7,208,511 | ||||
80,318 | Lamb Weston Holdings, Inc. | 8,980,356 | ||||
16,188,867 | ||||||
Ground Transportation — 2.1% | ||||||
112,158 | CSX Corp. | 3,436,521 | ||||
24,631 | Old Dominion Freight Line, Inc. | 7,891,526 | ||||
264,826 | Uber Technologies, Inc. (a) | 8,222,847 | ||||
19,550,894 | ||||||
Health Care Equipment & Supplies — 3.2% | ||||||
98,030 | Boston Scientific Corp. (a) | 5,109,324 | ||||
28,903 | Dexcom, Inc. (a) | 3,507,090 | ||||
6,715 | IDEXX Laboratories, Inc. (a) | 3,304,854 | ||||
21,056 | Insulet Corp. (a) | 6,696,650 | ||||
23,526 | Stryker Corp. | 7,049,566 | ||||
25,991 | Zimmer Biomet Holdings, Inc. | 3,598,194 | ||||
29,265,678 | ||||||
Health Care Providers & Services — 1.8% | ||||||
88,954 | Cardinal Health, Inc. | 7,303,124 | ||||
31,837 | HCA Healthcare, Inc. | 9,147,725 | ||||
16,450,849 | ||||||
Health Care REITs — 0.2% | ||||||
22,804 | Welltower, Inc. | 1,806,533 | ||||
Health Care Technology — 0.2% | ||||||
8,895 | Veeva Systems, Inc., Class A (a) | 1,592,917 | ||||
Hotel & Resort REITs — 0.5% | ||||||
297,418 | Host Hotels & Resorts, Inc. | 4,809,249 | ||||
Hotels, Restaurants & Leisure — 9.0% | ||||||
39,424 | Airbnb, Inc., Class A (a) | 4,717,870 | ||||
3,165 | Booking Holdings, Inc. (a) | 8,502,171 | ||||
3,931 | Chipotle Mexican Grill, Inc. (a) | 8,127,814 | ||||
54,106 | Darden Restaurants, Inc. | 8,220,324 | ||||
47,674 | Hilton Worldwide Holdings, Inc. | 6,866,009 | ||||
116,902 | Las Vegas Sands Corp. (a) | 7,464,193 | ||||
50,560 | Marriott International, Inc., Class A | 8,561,830 | ||||
12,009 | McDonald’s Corp. | 3,551,662 | ||||
188,992 | MGM Resorts International | 8,489,521 | ||||
128,560 | Royal Caribbean Cruises Ltd. (a) | 8,411,681 | ||||
47,099 | Starbucks Corp. | 5,382,945 | ||||
37,131 | Yum! Brands, Inc. | 5,219,876 | ||||
83,515,896 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Independent Power and Renewable Electricity Producers — 0.2% | ||||||
67,891 | AES (The) Corp. | $ | 1,606,301 | |||
Industrial Conglomerates — 0.2% | ||||||
8,554 | Honeywell International, Inc. | 1,709,431 | ||||
Insurance — 0.9% | ||||||
10,650 | Aon PLC, Class A | 3,463,167 | ||||
8,545 | Arthur J. Gallagher & Co. | 1,777,873 | ||||
9,815 | Marsh & McLennan Cos., Inc. | 1,768,565 | ||||
26,257 | W.R. Berkley Corp. | 1,547,062 | ||||
8,556,667 | ||||||
Interactive Media & Services — 0.3% | ||||||
123,138 | Pinterest, Inc., Class A (a) | 2,832,174 | ||||
IT Services — 1.8% | ||||||
54,459 | Cloudflare, Inc., Class A (a) | 2,562,296 | ||||
5,467 | EPAM Systems, Inc. (a) | 1,544,099 | ||||
15,055 | Gartner, Inc. (a) | 4,553,535 | ||||
43,206 | GoDaddy, Inc., Class A (a) | 3,269,830 | ||||
14,404 | MongoDB, Inc. (a) | 3,456,384 | ||||
7,736 | VeriSign, Inc. (a) | 1,715,845 | ||||
17,101,989 | ||||||
Life Sciences Tools & Services — 1.4% | ||||||
11,817 | Agilent Technologies, Inc. | 1,600,376 | ||||
7,030 | Illumina, Inc. (a) | 1,445,087 | ||||
8,219 | IQVIA Holdings, Inc. (a) | 1,547,063 | ||||
3,206 | Mettler-Toledo International, Inc. (a) | 4,781,749 | ||||
5,827 | Thermo Fisher Scientific, Inc. | 3,233,402 | ||||
12,607,677 | ||||||
Machinery — 4.2% | ||||||
29,349 | Caterpillar, Inc. | 6,421,561 | ||||
16,266 | Deere & Co. | 6,148,873 | ||||
21,229 | IDEX Corp. | 4,379,967 | ||||
27,587 | Illinois Tool Works, Inc. | 6,674,399 | ||||
115,434 | Ingersoll Rand, Inc. | 6,582,047 | ||||
58,110 | Otis Worldwide Corp. | 4,956,783 | ||||
32,072 | Xylem, Inc. | 3,330,357 | ||||
38,493,987 | ||||||
Metals & Mining — 3.1% | ||||||
119,884 | Freeport-McMoRan, Inc. | 4,544,803 | ||||
54,348 | Nucor Corp. | 8,053,287 | ||||
32,698 | Reliance Steel & Aluminum Co. | 8,102,564 | ||||
74,252 | Steel Dynamics, Inc. | 7,718,495 | ||||
28,419,149 | ||||||
Oil, Gas & Consumable Fuels — 8.6% | ||||||
93,123 | APA Corp. | 3,431,583 | ||||
53,268 | Cheniere Energy, Inc. | 8,150,004 |
First Trust Large Cap Growth AlphaDEX® Fund (FTC) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Oil, Gas & Consumable Fuels (Continued) | ||||||
30,059 | Chevron Corp. | $ | 5,067,346 | |||
33,847 | ConocoPhillips | 3,482,518 | ||||
199,855 | Coterra Energy, Inc. | 5,116,288 | ||||
32,302 | Devon Energy Corp. | 1,725,896 | ||||
36,283 | Diamondback Energy, Inc. | 5,159,443 | ||||
29,294 | EOG Resources, Inc. | 3,499,754 | ||||
76,553 | Exxon Mobil Corp. | 9,059,282 | ||||
63,436 | Hess Corp. | 9,202,026 | ||||
93,363 | Kinder Morgan, Inc. | 1,601,175 | ||||
107,577 | Occidental Petroleum Corp. | 6,619,213 | ||||
105,696 | ONEOK, Inc. | 6,913,575 | ||||
8,005 | Pioneer Natural Resources Co. | 1,741,488 | ||||
92,063 | Targa Resources Corp. | 6,953,518 | ||||
960 | Texas Pacific Land Corp. | 1,418,544 | ||||
79,141,653 | ||||||
Passenger Airlines — 0.9% | ||||||
240,405 | Delta Air Lines, Inc. (a) | 8,248,296 | ||||
Personal Care Products — 0.4% | ||||||
13,624 | Estee Lauder (The) Cos., Inc., Class A | 3,361,313 | ||||
Pharmaceuticals — 0.7% | ||||||
46,098 | Merck & Co., Inc. | 5,322,936 | ||||
9,822 | Zoetis, Inc. | 1,726,511 | ||||
7,049,447 | ||||||
Professional Services — 0.2% | ||||||
8,059 | Equifax, Inc. | 1,679,334 | ||||
Residential REITs — 0.2% | ||||||
11,603 | Sun Communities, Inc. | 1,612,005 | ||||
Retail REITs — 0.2% | ||||||
25,819 | Realty Income Corp. | 1,622,466 | ||||
Semiconductors & Semiconductor Equipment — 8.7% | ||||||
42,566 | Analog Devices, Inc. | 7,656,772 | ||||
68,346 | Applied Materials, Inc. | 7,725,148 | ||||
10,468 | Broadcom, Inc. | 6,558,202 | ||||
30,878 | First Solar, Inc. (a) | 5,637,705 | ||||
16,824 | KLA Corp. | 6,503,149 | ||||
15,836 | Lam Research Corp. | 8,299,331 | ||||
100,203 | Microchip Technology, Inc. | 7,313,817 | ||||
16,772 | Monolithic Power Systems, Inc. | 7,748,161 | ||||
17,657 | NVIDIA Corp. | 4,899,641 | ||||
45,020 | NXP Semiconductors N.V. | 7,371,575 | ||||
101,979 | ON Semiconductor Corp. (a) | 7,338,409 | ||||
18,053 | Texas Instruments, Inc. | 3,018,461 | ||||
80,070,371 | ||||||
Software — 9.6% | ||||||
8,714 | Adobe, Inc. (a) | 3,290,058 | ||||
14,738 | ANSYS, Inc. (a) | 4,626,553 | ||||
16,133 | Autodesk, Inc. (a) | 3,142,547 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Software (Continued) | ||||||
39,959 | Cadence Design Systems, Inc. (a) | $ | 8,369,413 | |||
11,910 | Crowdstrike Holdings, Inc., Class A (a) | 1,429,795 | ||||
28,040 | DocuSign, Inc. (a) | 1,386,298 | ||||
9,558 | Fair Isaac Corp. (a) | 6,957,746 | ||||
101,053 | Fortinet, Inc. (a) | 6,371,392 | ||||
15,664 | HubSpot, Inc. (a) | 6,593,761 | ||||
7,532 | Intuit, Inc. | 3,343,831 | ||||
11,647 | Microsoft Corp. | 3,578,657 | ||||
90,346 | Oracle Corp. | 8,557,573 | ||||
193,468 | Palantir Technologies, Inc., Class A (a) | 1,499,377 | ||||
33,623 | Palo Alto Networks, Inc. (a) | 6,134,853 | ||||
26,188 | PTC, Inc. (a) | 3,294,189 | ||||
7,226 | ServiceNow, Inc. (a) | 3,319,769 | ||||
51,152 | Splunk, Inc. (a) | 4,411,348 | ||||
17,387 | Synopsys, Inc. (a) | 6,456,141 | ||||
4,610 | Tyler Technologies, Inc. (a) | 1,747,328 | ||||
23,746 | Workday, Inc., Class A (a) | 4,420,080 | ||||
88,930,709 | ||||||
Specialized REITs — 1.3% | ||||||
4,656 | Equinix, Inc. | 3,371,316 | ||||
31,401 | Gaming and Leisure Properties, Inc. | 1,632,852 | ||||
92,694 | Iron Mountain, Inc. | 5,120,417 | ||||
50,117 | VICI Properties, Inc. | 1,700,971 | ||||
11,825,556 | ||||||
Specialty Retail — 4.5% | ||||||
2,732 | AutoZone, Inc. (a) | 7,276,163 | ||||
33,231 | Burlington Stores, Inc. (a) | 6,407,269 | ||||
5,540 | Home Depot (The), Inc. | 1,664,992 | ||||
7,910 | O’Reilly Automotive, Inc. (a) | 7,255,922 | ||||
31,640 | Ross Stores, Inc. | 3,376,937 | ||||
85,706 | TJX (The) Cos., Inc. | 6,755,347 | ||||
15,384 | Ulta Beauty, Inc. (a) | 8,483,199 | ||||
41,219,829 | ||||||
Technology Hardware, Storage & Peripherals — 0.4% | ||||||
20,363 | Apple, Inc. | 3,455,194 | ||||
Textiles, Apparel & Luxury Goods — 0.5% | ||||||
39,991 | NIKE, Inc., Class B | 5,067,660 | ||||
Tobacco — 0.2% | ||||||
16,810 | Philip Morris International, Inc. | 1,680,496 | ||||
Trading Companies & Distributors — 2.3% | ||||||
90,924 | Fastenal Co. | 4,895,348 | ||||
21,213 | United Rentals, Inc. | 7,660,226 | ||||
12,187 | W.W. Grainger, Inc. | 8,476,912 | ||||
21,032,486 |
First Trust Large Cap Growth AlphaDEX® Fund (FTC) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Total Common Stocks — 99.9% | $ | 923,001,747 | ||||
(Cost $837,135,559) | ||||||
Money Market Funds — 0.1% | ||||||
549,188 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 4.71% (b) | 549,188 | ||||
(Cost $549,188) | ||||||
Total Investments — 100.0% | 923,550,935 | |||||
(Cost $837,684,747) | ||||||
Net Other Assets and Liabilities — (0.0)% | (54,436 | ) | ||||
Net Assets — 100.0% | $ | 923,496,499 |
(a) | Non-income producing security. |
(b) | Rate shown reflects yield as of April 30, 2023. |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 923,001,747 | $ | 923,001,747 | $ | — | $ | — | ||||||||
Money Market Funds | 549,188 | 549,188 | — | — | ||||||||||||
Total Investments | $ | 923,550,935 | $ | 923,550,935 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.8% | ||||||
Aerospace & Defense — 1.6% | ||||||
2,021 | AAR Corp. (a) | $ | 106,668 | |||
1,696 | General Dynamics Corp. | 370,305 | ||||
1,384 | Huntington Ingalls Industries, Inc. | 279,097 | ||||
960 | L3Harris Technologies, Inc. | 187,344 | ||||
36,819 | Leonardo DRS, Inc. (a) | 554,126 | ||||
398 | Lockheed Martin Corp. | 184,851 | ||||
537 | Moog, Inc., Class A | 48,389 | ||||
1,225 | Northrop Grumman Corp. | 565,056 | ||||
3,954 | Raytheon Technologies Corp. | 395,005 | ||||
10,964 | Textron, Inc. | 733,930 | ||||
3,424,771 | ||||||
Air Freight & Logistics — 0.9% | ||||||
13,226 | Air Transport Services Group, Inc. (a) | 268,620 | ||||
1,922 | C.H. Robinson Worldwide, Inc. | 193,872 | ||||
5,135 | Expeditors International of Washington, Inc. | 584,568 | ||||
2,475 | FedEx Corp. | 563,756 | ||||
1,893 | GXO Logistics, Inc. (a) | 100,575 | ||||
3,282 | Hub Group, Inc., Class A (a) | 247,463 | ||||
1,958,854 | ||||||
Automobile Components — 0.7% | ||||||
7,779 | BorgWarner, Inc. | 374,403 | ||||
627 | Dorman Products, Inc. (a) | 54,022 | ||||
6,815 | Gentex Corp. | 188,026 | ||||
25,000 | Goodyear Tire & Rubber (The) Co. (a) | 266,750 | ||||
2,006 | LCI Industries | 226,598 | ||||
1,369 | Lear Corp. | 174,767 | ||||
4,004 | Patrick Industries, Inc. | 274,794 | ||||
1,559,360 | ||||||
Automobiles — 0.9% | ||||||
30,730 | Ford Motor Co. | 365,072 | ||||
26,390 | General Motors Co. | 871,926 | ||||
5,996 | Thor Industries, Inc. | 473,804 | ||||
4,775 | Winnebago Industries, Inc. | 277,618 | ||||
1,988,420 | ||||||
Banks — 12.6% | ||||||
3,759 | 1st Source Corp. | 156,675 | ||||
6,025 | Ameris Bancorp | 201,837 | ||||
12,258 | Associated Banc-Corp. | 218,560 | ||||
3,144 | Atlantic Union Bankshares Corp. | 89,981 | ||||
4,393 | Axos Financial, Inc. (a) | 178,663 | ||||
1,941 | Bancorp (The), Inc. (a) | 61,937 | ||||
27,077 | Bank of America Corp. | 792,815 | ||||
1,038 | Bank of Hawaii Corp. | 50,270 | ||||
11,170 | Bank OZK | 398,992 | ||||
9,761 | BankUnited, Inc. | 220,111 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Banks (Continued) | ||||||
2,027 | Banner Corp. | $ | 101,188 | |||
2,157 | Berkshire Hills Bancorp, Inc. | 45,879 | ||||
2,264 | BOK Financial Corp. | 189,882 | ||||
15,446 | Brookline Bancorp, Inc. | 147,355 | ||||
18,402 | Cadence Bank | 372,088 | ||||
16,374 | Capitol Federal Financial, Inc. | 101,519 | ||||
6,385 | Cathay General Bancorp | 203,490 | ||||
16,514 | Citigroup, Inc. | 777,314 | ||||
31,873 | Citizens Financial Group, Inc. | 986,151 | ||||
8,799 | Comerica, Inc. | 381,613 | ||||
1,030 | Community Bank System, Inc. | 51,459 | ||||
9,700 | Dime Community Bancshares, Inc. | 199,820 | ||||
6,585 | Eagle Bancorp, Inc. | 165,283 | ||||
6,883 | East West Bancorp, Inc. | 355,782 | ||||
3,638 | Enterprise Financial Services Corp. | 155,561 | ||||
24,700 | F.N.B. Corp. | 283,556 | ||||
3,546 | FB Financial Corp. | 104,359 | ||||
36,335 | Fifth Third Bancorp | 951,977 | ||||
3,103 | First Bancorp | 95,510 | ||||
14,201 | First BanCorp | 166,862 | ||||
7,974 | First Busey Corp. | 144,967 | ||||
196 | First Citizens BancShares, Inc., Class A | 197,407 | ||||
8,866 | First Commonwealth Financial Corp. | 110,648 | ||||
7,450 | First Financial Bancorp | 154,215 | ||||
13,889 | First Hawaiian, Inc. | 265,419 | ||||
6,397 | First Interstate BancSystem, Inc., Class A | 163,699 | ||||
4,922 | First Merchants Corp. | 143,624 | ||||
69,191 | First Republic Bank (b) | 242,860 | ||||
11,735 | Fulton Financial Corp. | 139,999 | ||||
2,274 | Glacier Bancorp, Inc. | 75,565 | ||||
10,495 | Hancock Whitney Corp. | 383,277 | ||||
4,228 | Heartland Financial USA, Inc. | 137,664 | ||||
1,822 | Hilltop Holdings, Inc. | 56,518 | ||||
8,799 | Home BancShares, Inc. | 191,554 | ||||
28,056 | Hope Bancorp, Inc. | 255,310 | ||||
69,141 | Huntington Bancshares, Inc. | 774,379 | ||||
4,366 | Independent Bank Corp. | 244,496 | ||||
3,499 | Independent Bank Group, Inc. | 127,294 | ||||
3,787 | International Bancshares Corp. | 161,591 | ||||
4,340 | JPMorgan Chase & Co. | 599,962 | ||||
61,852 | KeyCorp | 696,454 | ||||
9,044 | Live Oak Bancshares, Inc. | 213,077 | ||||
6,476 | M&T Bank Corp. | 814,681 | ||||
1,616 | National Bank Holdings Corp., Class A | 51,389 | ||||
3,269 | NBT Bancorp, Inc. | 105,393 | ||||
31,695 | New York Community Bancorp, Inc. | 338,820 | ||||
9,161 | Northwest Bancshares, Inc. | 107,092 |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Banks (Continued) | ||||||
11,926 | OceanFirst Financial Corp. | $ | 190,816 | |||
8,838 | OFG Bancorp | 225,988 | ||||
19,869 | Old National Bancorp | 266,443 | ||||
3,427 | Origin Bancorp, Inc. | 100,857 | ||||
9,176 | Pacific Premier Bancorp, Inc. | 204,074 | ||||
28,315 | PacWest Bancorp (b) | 287,397 | ||||
456 | Park National Corp. | 49,394 | ||||
3,909 | Pathward Financial, Inc. | 174,068 | ||||
6,926 | Pinnacle Financial Partners, Inc. | 375,597 | ||||
6,093 | PNC Financial Services Group (The), Inc. | 793,613 | ||||
6,654 | Popular, Inc. | 399,307 | ||||
4,657 | Prosperity Bancshares, Inc. | 291,621 | ||||
11,491 | Provident Financial Services, Inc. | 200,863 | ||||
41,723 | Regions Financial Corp. | 761,862 | ||||
5,304 | Renasant Corp. | 149,148 | ||||
8,484 | Sandy Spring Bancorp, Inc. | 190,720 | ||||
2,281 | Seacoast Banking Corp. of Florida | 50,615 | ||||
12,601 | Simmons First National Corp., Class A | 210,563 | ||||
3,320 | Southside Bancshares, Inc. | 105,344 | ||||
4,021 | SouthState Corp. | 277,369 | ||||
2,196 | Stellar Bancorp, Inc. | 50,376 | ||||
12,392 | Synovus Financial Corp. | 381,674 | ||||
4,502 | Texas Capital Bancshares, Inc. (a) | 226,226 | ||||
6,086 | TowneBank | 144,177 | ||||
1,899 | Triumph Financial, Inc. (a) | 98,672 | ||||
28,387 | Truist Financial Corp. | 924,848 | ||||
2,188 | Trustmark Corp. | 52,271 | ||||
15,687 | U.S. Bancorp | 537,750 | ||||
6,619 | UMB Financial Corp. | 421,035 | ||||
5,427 | United Bankshares, Inc. | 179,797 | ||||
6,793 | United Community Banks, Inc. | 169,146 | ||||
41,345 | Valley National Bancorp | 387,816 | ||||
12,071 | Veritex Holdings, Inc. | 207,742 | ||||
7,317 | Washington Federal, Inc. | 205,169 | ||||
7,268 | Webster Financial Corp. | 271,096 | ||||
20,716 | Wells Fargo & Co. | 823,461 | ||||
5,283 | WesBanco, Inc. | 140,633 | ||||
13,437 | Western Alliance Bancorp | 498,781 | ||||
5,236 | Wintrust Financial Corp. | 357,985 | ||||
4,313 | WSFS Financial Corp. | 151,688 | ||||
12,764 | Zions Bancorp N.A. | 355,605 | ||||
26,995,450 | ||||||
Beverages — 0.3% | ||||||
536 | Coca-Cola Consolidated, Inc. | 315,951 | ||||
5,343 | Keurig Dr Pepper, Inc. | 174,716 | ||||
1,848 | Molson Coors Beverage Co., Class B | 109,919 | ||||
600,586 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Biotechnology — 0.4% | ||||||
2,785 | Biogen, Inc. (a) | $ | 847,281 | |||
Broadline Retail — 0.5% | ||||||
16,229 | Kohl’s Corp. | 357,525 | ||||
27,303 | Macy’s, Inc. | 446,131 | ||||
9,968 | Nordstrom, Inc. (b) | 154,105 | ||||
957,761 | ||||||
Building Products — 1.4% | ||||||
16,926 | Carrier Global Corp. | 707,845 | ||||
4,879 | Fortune Brands Innovations, Inc. | 315,622 | ||||
2,273 | Gibraltar Industries, Inc. (a) | 113,741 | ||||
4,984 | Owens Corning | 532,341 | ||||
4,389 | PGT Innovations, Inc. (a) | 112,622 | ||||
12,056 | Resideo Technologies, Inc. (a) | 214,597 | ||||
2,613 | Simpson Manufacturing Co., Inc. | 328,663 | ||||
1,963 | Trex Co., Inc. (a) | 107,298 | ||||
6,009 | UFP Industries, Inc. | 471,827 | ||||
2,904,556 | ||||||
Capital Markets — 4.0% | ||||||
1,690 | Artisan Partners Asset Management, Inc., Class A | 58,592 | ||||
17,042 | Bank of New York Mellon (The) Corp. | 725,819 | ||||
282 | BlackRock, Inc. | 189,278 | ||||
31,165 | Carlyle Group (The), Inc. | 945,234 | ||||
3,969 | Donnelley Financial Solutions, Inc. (a) | 171,659 | ||||
3,311 | Evercore, Inc., Class A | 377,686 | ||||
4,759 | Federated Hermes, Inc. | 196,975 | ||||
35,931 | Franklin Resources, Inc. | 965,825 | ||||
2,367 | Goldman Sachs Group (The), Inc. | 812,923 | ||||
8,127 | Golub Capital BDC, Inc. | 109,552 | ||||
1,092 | Houlihan Lokey, Inc. | 99,787 | ||||
29,118 | Invesco Ltd. | 498,791 | ||||
9,028 | Jefferies Financial Group, Inc. | 289,167 | ||||
5,769 | Lazard Ltd., Class A | 180,570 | ||||
1,407 | Moelis & Co., Class A | 53,297 | ||||
6,441 | Morgan Stanley | 579,497 | ||||
390 | Piper Sandler Cos. | 52,822 | ||||
10,231 | State Street Corp. | 739,292 | ||||
4,849 | Stifel Financial Corp. | 290,795 | ||||
1,064 | StoneX Group, Inc. (a) | 104,346 | ||||
5,009 | T. Rowe Price Group, Inc. | 562,661 | ||||
7,530 | Victory Capital Holdings, Inc., Class A | 229,966 | ||||
2,860 | Virtu Financial, Inc., Class A | 57,343 | ||||
852 | Virtus Investment Partners, Inc. | 155,243 | ||||
8,447,120 | ||||||
Chemicals — 4.1% | ||||||
7,199 | AdvanSix, Inc. | 271,258 |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Chemicals (Continued) | ||||||
4,641 | Avient Corp. | $ | 178,725 | |||
8,889 | Celanese Corp. | 944,367 | ||||
3,125 | Corteva, Inc. | 191,000 | ||||
17,658 | Dow, Inc. | 960,595 | ||||
13,488 | DuPont de Nemours, Inc. | 940,383 | ||||
3,397 | Eastman Chemical Co. | 286,265 | ||||
9,973 | Ecovyst, Inc. (a) | 113,194 | ||||
4,946 | Element Solutions, Inc. | 89,770 | ||||
1,543 | FMC Corp. | 190,684 | ||||
1,396 | H.B. Fuller Co. | 92,373 | ||||
13,963 | Huntsman Corp. | 374,069 | ||||
10,309 | LyondellBasell Industries N.V., Class A | 975,334 | ||||
5,133 | Mativ Holdings, Inc. | 99,426 | ||||
2,684 | Minerals Technologies, Inc. | 159,054 | ||||
21,098 | Mosaic (The) Co. | 904,049 | ||||
523 | NewMarket Corp. | 208,991 | ||||
8,604 | Olin Corp. | 476,662 | ||||
20,072 | Perimeter Solutions S.A. (a) | 150,139 | ||||
706 | Sensient Technologies Corp. | 52,569 | ||||
1,574 | Stepan Co. | 145,123 | ||||
8,347 | Westlake Corp. | 949,722 | ||||
8,753,752 | ||||||
Commercial Services & Supplies — 0.5% | ||||||
2,051 | Brady Corp., Class A | 104,662 | ||||
29,946 | CoreCivic, Inc. (a) | 263,225 | ||||
34,918 | GEO Group (The), Inc. (a) | 262,933 | ||||
7,917 | HNI Corp. | 205,684 | ||||
7,931 | MillerKnoll, Inc. | 134,906 | ||||
625 | UniFirst Corp. | 102,300 | ||||
1,073,710 | ||||||
Communications Equipment — 0.3% | ||||||
7,406 | Cisco Systems, Inc. | 349,933 | ||||
2,775 | Juniper Networks, Inc. | 83,666 | ||||
3,846 | NetScout Systems, Inc. (a) | 104,650 | ||||
3,257 | Viasat, Inc. (a) | 114,093 | ||||
652,342 | ||||||
Construction & Engineering — 0.4% | ||||||
3,492 | Arcosa, Inc. | 235,850 | ||||
2,682 | Granite Construction, Inc. | 102,265 | ||||
9,401 | MDU Resources Group, Inc. | 274,697 | ||||
429 | MYR Group, Inc. (a) | 54,908 | ||||
11,172 | Primoris Services Corp. | 282,651 | ||||
950,371 | ||||||
Construction Materials — 0.4% | ||||||
1,091 | Martin Marietta Materials, Inc. | 396,251 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Construction Materials (Continued) | ||||||
13,409 | Summit Materials, Inc., Class A (c) | $ | 367,541 | |||
1,099 | Vulcan Materials Co. | 192,457 | ||||
956,249 | ||||||
Consumer Finance — 2.6% | ||||||
14,988 | Ally Financial, Inc. | 395,384 | ||||
1,142 | American Express Co. | 184,250 | ||||
7,269 | Bread Financial Holdings, Inc. | 200,625 | ||||
10,066 | Capital One Financial Corp. | 979,422 | ||||
438 | Credit Acceptance Corp. (a) | 214,401 | ||||
7,834 | Discover Financial Services | 810,584 | ||||
5,461 | Encore Capital Group, Inc. (a) | 280,586 | ||||
6,201 | Enova International, Inc. (a) | 272,348 | ||||
17,230 | Navient Corp. | 284,984 | ||||
2,399 | Nelnet, Inc., Class A | 231,024 | ||||
10,303 | OneMain Holdings, Inc. | 395,326 | ||||
4,163 | PRA Group, Inc. (a) | 150,992 | ||||
15,417 | SLM Corp. | 231,563 | ||||
33,287 | Synchrony Financial | 982,299 | ||||
5,613,788 | ||||||
Consumer Staples Distribution & Retail — 1.4% | ||||||
5,334 | Andersons (The), Inc. | 238,430 | ||||
1,255 | BJ’s Wholesale Club Holdings, Inc. (a) | 95,844 | ||||
895 | Dollar General Corp. | 198,207 | ||||
2,698 | Dollar Tree, Inc. (a) | 414,710 | ||||
3,106 | Ingles Markets, Inc., Class A | 285,876 | ||||
11,455 | Kroger (The) Co. | 557,057 | ||||
1,542 | PriceSmart, Inc. | 113,615 | ||||
8,179 | Sprouts Farmers Market, Inc. (a) | 283,484 | ||||
1,138 | Target Corp. | 179,519 | ||||
10,456 | United Natural Foods, Inc. (a) | 285,135 | ||||
2,586 | US Foods Holding Corp. (a) | 99,302 | ||||
1,916 | Weis Markets, Inc. | 158,051 | ||||
2,909,230 | ||||||
Containers & Packaging — 2.0% | ||||||
2,164 | Avery Dennison Corp. | 377,575 | ||||
3,420 | Ball Corp. | 181,875 | ||||
6,486 | Berry Global Group, Inc. | 374,956 | ||||
1,155 | Crown Holdings, Inc. | 99,076 | ||||
26,844 | International Paper Co. | 888,805 | ||||
9,706 | O-I Glass, Inc. (a) | 218,094 | ||||
5,578 | Packaging Corp. of America | 754,480 | ||||
34,437 | Pactiv Evergreen, Inc. | 272,052 | ||||
2,081 | Sealed Air Corp. | 99,867 | ||||
1,780 | Silgan Holdings, Inc. | 87,683 | ||||
4,697 | Sonoco Products Co. | 284,732 | ||||
5,822 | TriMas Corp. | 147,937 |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Containers & Packaging (Continued) | ||||||
15,672 | Westrock Co. | $ | 469,063 | |||
4,256,195 | ||||||
Distributors — 0.5% | ||||||
13,643 | LKQ Corp. | 787,611 | ||||
551 | Pool Corp. | 193,577 | ||||
981,188 | ||||||
Diversified Consumer Services — 0.3% | ||||||
13,521 | Chegg, Inc. (a) | 243,108 | ||||
185 | Graham Holdings Co., Class B | 106,480 | ||||
4,597 | Laureate Education, Inc. | 56,957 | ||||
602 | Strategic Education, Inc. | 52,976 | ||||
4,132 | Stride, Inc. (a) | 177,511 | ||||
637,032 | ||||||
Diversified REITs — 0.3% | ||||||
11,856 | American Assets Trust, Inc. | 215,779 | ||||
9,535 | Broadstone Net Lease, Inc. | 154,181 | ||||
24,989 | Empire State Realty Trust, Inc., Class A | 152,683 | ||||
12,611 | Global Net Lease, Inc. | 142,000 | ||||
664,643 | ||||||
Diversified Telecommunication Services — 1.0% | ||||||
9,792 | AT&T, Inc. | 173,024 | ||||
20,972 | Frontier Communications Parent, Inc. (a) | 472,709 | ||||
26,683 | Liberty Latin America Ltd., Class C (a) | 236,945 | ||||
144,162 | Lumen Technologies, Inc. | 341,664 | ||||
24,890 | Verizon Communications, Inc. | 966,479 | ||||
2,190,821 | ||||||
Electric Utilities — 3.9% | ||||||
4,451 | ALLETE, Inc. | 277,653 | ||||
10,590 | Alliant Energy Corp. | 583,933 | ||||
6,215 | American Electric Power Co., Inc. | 574,390 | ||||
5,862 | Duke Energy Corp. | 579,635 | ||||
5,485 | Edison International | 403,696 | ||||
7,188 | Entergy Corp. | 773,285 | ||||
12,669 | Evergy, Inc. | 786,872 | ||||
9,895 | Eversource Energy | 767,951 | ||||
18,486 | Exelon Corp. | 784,546 | ||||
4,974 | Hawaiian Electric Industries, Inc. | 195,030 | ||||
881 | IDACORP, Inc. | 97,897 | ||||
11,141 | NRG Energy, Inc. | 380,688 | ||||
3,616 | Pinnacle West Capital Corp. | 283,711 | ||||
5,861 | Portland General Electric Co. | 296,684 | ||||
20,349 | PPL Corp. | 584,423 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Electric Utilities (Continued) | ||||||
5,565 | Southern (The) Co. | $ | 409,306 | |||
8,385 | Xcel Energy, Inc. | 586,195 | ||||
8,365,895 | ||||||
Electrical Equipment — 0.5% | ||||||
1,045 | Acuity Brands, Inc. | 164,462 | ||||
2,163 | Emerson Electric Co. | 180,091 | ||||
1,100 | EnerSys | 91,267 | ||||
884 | Generac Holdings, Inc. (a) | 90,363 | ||||
45,349 | GrafTech International Ltd. | 213,594 | ||||
2,036 | Regal Rexnord Corp. | 265,006 | ||||
1,004,783 | ||||||
Electronic Equipment, Instruments & Components — 1.9% | ||||||
1,949 | Advanced Energy Industries, Inc. | 168,588 | ||||
3,825 | Arrow Electronics, Inc. (a) | 437,695 | ||||
10,564 | Avnet, Inc. | 435,871 | ||||
5,016 | Coherent Corp. (a) | 171,246 | ||||
16,029 | Corning, Inc. | 532,483 | ||||
3,307 | ePlus, Inc. (a) | 143,987 | ||||
668 | Insight Enterprises, Inc. (a) | 80,795 | ||||
2,167 | Jabil, Inc. | 169,351 | ||||
3,697 | Methode Electronics, Inc. | 151,540 | ||||
1,076 | OSI Systems, Inc. (a) | 121,545 | ||||
554 | Plexus Corp. (a) | 48,458 | ||||
330 | Rogers Corp. (a) | 53,114 | ||||
4,698 | Sanmina Corp. (a) | 245,517 | ||||
3,947 | TD SYNNEX Corp. | 351,441 | ||||
3,596 | Trimble, Inc. (a) | 169,372 | ||||
20,422 | TTM Technologies, Inc. (a) | 241,184 | ||||
12,179 | Vishay Intertechnology, Inc. | 259,291 | ||||
6,987 | Vontier Corp. | 189,557 | ||||
3,971,035 | ||||||
Energy Equipment & Services — 0.2% | ||||||
11,279 | Archrock, Inc. | 116,061 | ||||
5,160 | NOV, Inc. | 86,430 | ||||
22,557 | ProPetro Holding Corp. (a) | 156,546 | ||||
15,017 | Transocean Ltd. (a) | 88,600 | ||||
447,637 | ||||||
Entertainment — 0.3% | ||||||
1,565 | Electronic Arts, Inc. | 199,193 | ||||
1,636 | Netflix, Inc. (a) | 539,766 | ||||
738,959 | ||||||
Financial Services — 2.7% | ||||||
2,834 | Compass Diversified Holdings | 54,016 | ||||
60,423 | Corebridge Financial, Inc. | 1,018,732 | ||||
11,923 | Essent Group Ltd. | 506,370 | ||||
4,806 | EVERTEC, Inc. | 166,720 |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Financial Services (Continued) | ||||||
1,837 | FleetCor Technologies, Inc. (a) | $ | 392,971 | |||
3,679 | Global Payments, Inc. | 414,660 | ||||
12,765 | Jackson Financial, Inc., Class A | 459,668 | ||||
8,464 | Merchants Bancorp | 196,365 | ||||
35,584 | MGIC Investment Corp. | 529,134 | ||||
6,724 | Mr. Cooper Group, Inc. (a) | 311,321 | ||||
12,338 | NMI Holdings, Inc., Class A (a) | 288,709 | ||||
4,622 | PennyMac Financial Services, Inc. | 288,829 | ||||
21,608 | Radian Group, Inc. | 524,426 | ||||
2,894 | Walker & Dunlop, Inc. | 194,795 | ||||
34,263 | Western Union (The) Co. | 374,494 | ||||
5,721,210 | ||||||
Food Products — 3.4% | ||||||
12,151 | Archer-Daniels-Midland Co. | 948,750 | ||||
10,133 | Bunge Ltd. | 948,449 | ||||
7,043 | Campbell Soup Co. | 382,435 | ||||
5,019 | Conagra Brands, Inc. | 190,521 | ||||
9,150 | Fresh Del Monte Produce, Inc. | 262,696 | ||||
4,531 | General Mills, Inc. | 401,583 | ||||
3,152 | Hain Celestial Group (The), Inc. (a) | 56,515 | ||||
9,709 | Hormel Foods Corp. | 392,632 | ||||
2,816 | Ingredion, Inc. | 298,975 | ||||
3,593 | J.M. Smucker (The) Co. | 554,795 | ||||
2,815 | Kellogg Co. | 196,403 | ||||
14,624 | Kraft Heinz (The) Co. | 574,284 | ||||
5,314 | Post Holdings, Inc. (a) | 480,864 | ||||
127 | Seaboard Corp. | 500,516 | ||||
16,318 | Tyson Foods, Inc., Class A | 1,019,712 | ||||
7,209,130 | ||||||
Gas Utilities — 0.7% | ||||||
6,892 | Atmos Energy Corp. | 786,653 | ||||
3,410 | Northwest Natural Holding Co. | 160,134 | ||||
2,411 | ONE Gas, Inc. | 185,526 | ||||
4,085 | Spire, Inc. | 276,677 | ||||
5,496 | UGI Corp. | 186,204 | ||||
1,595,194 | ||||||
Ground Transportation — 2.1% | ||||||
2,384 | ArcBest Corp. | 225,049 | ||||
17,305 | Heartland Express, Inc. | 250,576 | ||||
29,315 | Hertz Global Holdings, Inc. (a) | 488,974 | ||||
3,223 | J.B. Hunt Transport Services, Inc. | 564,960 | ||||
8,440 | Knight-Swift Transportation Holdings, Inc. | 475,341 | ||||
2,752 | RXO, Inc. (a) | 49,784 | ||||
5,351 | Ryder System, Inc. | 423,585 | ||||
8,239 | Schneider National, Inc., Class B | 215,614 | ||||
16,228 | U-Haul Holding Co. (b) | 990,882 | ||||
4,845 | Werner Enterprises, Inc. | 218,849 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Ground Transportation (Continued) | ||||||
11,976 | XPO, Inc. (a) | $ | 529,100 | |||
4,432,714 | ||||||
Health Care Equipment & Supplies — 0.9% | ||||||
5,453 | Avanos Medical, Inc. (a) | 161,082 | ||||
1,786 | Enovis Corp. (a) | 104,035 | ||||
2,337 | Envista Holdings Corp. (a) | 89,951 | ||||
4,797 | Hologic, Inc. (a) | 412,590 | ||||
697 | Integer Holdings Corp. (a) | 57,398 | ||||
1,664 | Integra LifeSciences Holdings Corp. (a) | 92,052 | ||||
4,802 | Medtronic PLC | 436,742 | ||||
5,360 | QuidelOrtho Corp. (a) | 482,132 | ||||
1,835,982 | ||||||
Health Care Providers & Services — 2.9% | ||||||
735 | Amedisys, Inc. (a) | 59,020 | ||||
6,126 | Centene Corp. (a) | 422,265 | ||||
3,788 | Cigna Group (The) | 959,463 | ||||
7,610 | CVS Health Corp. | 557,889 | ||||
1,178 | DaVita, Inc. (a) | 106,444 | ||||
843 | Elevance Health, Inc. | 395,072 | ||||
1,765 | Encompass Health Corp. | 113,225 | ||||
1,171 | Henry Schein, Inc. (a) | 94,628 | ||||
388 | Humana, Inc. | 205,830 | ||||
3,375 | Laboratory Corp. of America Holdings | 765,146 | ||||
704 | Molina Healthcare, Inc. (a) | 209,715 | ||||
11,147 | Owens & Minor, Inc. (a) | 173,224 | ||||
4,116 | Patterson Cos., Inc. | 111,585 | ||||
7,391 | Pediatrix Medical Group, Inc. (a) | 105,913 | ||||
11,802 | Premier, Inc., Class A | 393,361 | ||||
3,997 | Quest Diagnostics, Inc. | 554,824 | ||||
3,695 | Select Medical Holdings Corp. | 112,697 | ||||
1,607 | Tenet Healthcare Corp. (a) | 117,825 | ||||
398 | UnitedHealth Group, Inc. | 195,852 | ||||
3,005 | Universal Health Services, Inc., Class B | 451,802 | ||||
6,105,780 | ||||||
Health Care REITs — 0.6% | ||||||
4,941 | Healthcare Realty Trust, Inc. | 97,733 | ||||
58,094 | Medical Properties Trust, Inc. | 509,484 | ||||
1,048 | National Health Investors, Inc. | 52,159 | ||||
12,794 | Physicians Realty Trust | 184,490 | ||||
4,701 | Sabra Health Care REIT, Inc. | 53,591 | ||||
8,932 | Ventas, Inc. | 429,183 | ||||
1,326,640 | ||||||
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Technology — 0.1% | ||||||
12,427 | Veradigm, Inc. (a) | $ | 155,213 | |||
Hotel & Resort REITs — 0.1% | ||||||
22,290 | Park Hotels & Resorts, Inc. | 268,594 | ||||
Hotels, Restaurants & Leisure — 0.2% | ||||||
476 | Cracker Barrel Old Country Store, Inc. | 50,532 | ||||
12,881 | Penn Entertainment, Inc. (a) | 383,725 | ||||
434,257 | ||||||
Household Durables — 4.5% | ||||||
347 | Cavco Industries, Inc. (a) | 104,176 | ||||
4,311 | Century Communities, Inc. | 290,303 | ||||
9,909 | D.R. Horton, Inc. | 1,088,206 | ||||
3,837 | Garmin Ltd. | 376,678 | ||||
7,858 | Green Brick Partners, Inc. (a) | 292,868 | ||||
1,704 | Helen of Troy Ltd. (a) | 170,979 | ||||
6,857 | KB Home | 300,474 | ||||
9,474 | La-Z-Boy, Inc. | 272,188 | ||||
8,988 | Leggett & Platt, Inc. | 290,402 | ||||
9,210 | Lennar Corp., Class A | 1,038,980 | ||||
1,933 | LGI Homes, Inc. (a) | 229,641 | ||||
7,087 | M.D.C. Holdings, Inc. | 290,354 | ||||
4,366 | M/I Homes, Inc. (a) | 295,316 | ||||
4,090 | Meritage Homes Corp. | 523,725 | ||||
2,859 | Mohawk Industries, Inc. (a) | 302,768 | ||||
15,355 | Newell Brands, Inc. | 186,563 | ||||
139 | NVR, Inc. (a) | 811,760 | ||||
16,609 | PulteGroup, Inc. | 1,115,294 | ||||
12,481 | Taylor Morrison Home Corp. (a) | 537,806 | ||||
7,955 | Toll Brothers, Inc. | 508,404 | ||||
1,376 | TopBuild Corp. (a) | 310,261 | ||||
10,880 | Tri Pointe Homes, Inc. (a) | 312,039 | ||||
9,649,185 | ||||||
Household Products — 0.3% | ||||||
4,151 | Central Garden & Pet Co., Class A (a) | 146,655 | ||||
1,405 | Kimberly-Clark Corp. | 203,570 | ||||
1,267 | Procter & Gamble (The) Co. | 198,133 | ||||
304 | WD-40 Co. | 57,882 | ||||
606,240 | ||||||
Industrial Conglomerates — 0.4% | ||||||
7,367 | 3M Co. | 782,523 | ||||
Industrial REITs — 0.2% | ||||||
15,731 | LXP Industrial Trust | 147,871 | ||||
5,648 | STAG Industrial, Inc. | 191,298 | ||||
339,169 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Insurance — 4.3% | ||||||
12,003 | Aflac, Inc. | $ | 838,410 | |||
13,087 | American Equity Investment Life Holding Co. | 504,373 | ||||
786 | American Financial Group, Inc. | 96,466 | ||||
19,221 | American International Group, Inc. | 1,019,482 | ||||
5,705 | Arch Capital Group Ltd. (a) | 428,274 | ||||
796 | Assurant, Inc. | 98,012 | ||||
1,900 | Assured Guaranty Ltd. | 102,353 | ||||
1,752 | Axis Capital Holdings Ltd. | 99,058 | ||||
2,165 | Brighthouse Financial, Inc. (a) | 95,693 | ||||
3,283 | Brown & Brown, Inc. | 211,392 | ||||
2,912 | Chubb Ltd. | 586,943 | ||||
7,309 | CNO Financial Group, Inc. | 164,014 | ||||
2,644 | Employers Holdings, Inc. | 104,676 | ||||
526 | Everest Re Group Ltd. | 198,828 | ||||
8,203 | Fidelity National Financial, Inc. | 291,124 | ||||
3,431 | First American Financial Corp. | 197,660 | ||||
54,881 | Genworth Financial, Inc., Class A (a) | 318,859 | ||||
868 | Globe Life, Inc. | 94,195 | ||||
11,112 | Hartford Financial Services Group (The), Inc. | 788,841 | ||||
9,746 | Loews Corp. | 561,077 | ||||
11,474 | Old Republic International Corp. | 289,948 | ||||
10,420 | Principal Financial Group, Inc. | 778,270 | ||||
726 | Safety Insurance Group, Inc. | 53,063 | ||||
6,828 | Stewart Information Services Corp. | 284,386 | ||||
3,299 | Travelers (The) Cos., Inc. | 597,581 | ||||
9,657 | Unum Group | 407,525 | ||||
9,210,503 | ||||||
Interactive Media & Services — 0.6% | ||||||
3,732 | Alphabet, Inc., Class A (a) | 400,593 | ||||
8,682 | Cargurus, Inc. (a) | 142,732 | ||||
1,826 | Meta Platforms, Inc., Class A (a) | 438,824 | ||||
745 | Shutterstock, Inc. | 49,915 | ||||
1,761 | Yelp, Inc. (a) | 52,689 | ||||
1,224 | Ziff Davis, Inc. (a) | 89,524 | ||||
1,174,277 | ||||||
IT Services — 1.0% | ||||||
660 | Accenture PLC, Class A | 184,992 | ||||
7,222 | Akamai Technologies, Inc. (a) | 591,987 | ||||
12,709 | Cognizant Technology Solutions Corp., Class A | 758,854 | ||||
18,683 | DXC Technology Co. (a) | 445,590 | ||||
7,466 | Kyndryl Holdings, Inc. (a) | 107,958 | ||||
2,089,381 | ||||||
Leisure Products — 0.5% | ||||||
4,659 | Brunswick Corp. | 395,037 |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Leisure Products (Continued) | ||||||
3,557 | Hasbro, Inc. | $ | 210,645 | |||
3,904 | Malibu Boats, Inc., Class A (a) | 221,552 | ||||
5,188 | Mattel, Inc. (a) | 93,384 | ||||
9,942 | Vista Outdoor, Inc. (a) | 239,602 | ||||
1,160,220 | ||||||
Life Sciences Tools & Services — 0.5% | ||||||
1,919 | Charles River Laboratories International, Inc. (a) | 364,840 | ||||
1,415 | PerkinElmer, Inc. | 184,643 | ||||
10,725 | Syneos Health, Inc. (a) | 421,064 | ||||
544 | West Pharmaceutical Services, Inc. | 196,515 | ||||
1,167,062 | ||||||
Machinery — 2.9% | ||||||
2,119 | AGCO Corp. | 262,629 | ||||
294 | Alamo Group, Inc. | 51,959 | ||||
1,683 | Crane NXT Co. | 79,707 | ||||
2,367 | Cummins, Inc. | 556,340 | ||||
2,548 | Dover Corp. | 372,416 | ||||
2,121 | EnPro Industries, Inc. | 199,947 | ||||
2,809 | Flowserve Corp. | 93,792 | ||||
2,766 | Fortive Corp. | 174,507 | ||||
3,995 | Kennametal, Inc. | 103,710 | ||||
652 | Middleby (The) Corp. (a) | 91,854 | ||||
6,499 | Mueller Industries, Inc. | 466,953 | ||||
3,879 | Mueller Water Products, Inc., Class A | 51,978 | ||||
10,579 | PACCAR, Inc. | 790,145 | ||||
561 | Parker-Hannifin Corp. | 182,258 | ||||
2,376 | Shyft Group (The), Inc. | 59,590 | ||||
3,137 | Snap-on, Inc. | 813,769 | ||||
12,013 | Stanley Black & Decker, Inc. | 1,037,202 | ||||
1,608 | Tennant Co. | 122,883 | ||||
3,507 | Timken (The) Co. | 269,513 | ||||
3,831 | Westinghouse Air Brake Technologies Corp. | 374,174 | ||||
6,155,326 | ||||||
Marine Transportation — 0.2% | ||||||
2,740 | Kirby Corp. (a) | 196,842 | ||||
4,617 | Matson, Inc. | 314,094 | ||||
510,936 | ||||||
Media — 2.3% | ||||||
15,807 | Altice USA, Inc., Class A (a) | 55,325 | ||||
408 | Cable One, Inc. | 309,431 | ||||
1,582 | Charter Communications, Inc., Class A (a) | 583,283 | ||||
14,917 | Comcast Corp., Class A | 617,116 | ||||
51,183 | DISH Network Corp., Class A (a) | 384,384 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Media (Continued) | ||||||
22,743 | Fox Corp., Class A | $ | 756,432 | |||
10,398 | Interpublic Group of (The) Cos., Inc. | 371,521 | ||||
11,060 | News Corp., Class A | 194,767 | ||||
2,213 | Nexstar Media Group, Inc. | 383,845 | ||||
1,998 | Omnicom Group, Inc. | 180,959 | ||||
34,710 | Paramount Global, Class B | 809,784 | ||||
6,441 | Scholastic Corp. | 247,785 | ||||
4,894,632 | ||||||
Metals & Mining — 0.8% | ||||||
1,765 | Alpha Metallurgical Resources, Inc. | 258,678 | ||||
26,052 | Cleveland-Cliffs, Inc. (a) | 400,680 | ||||
7,573 | Ryerson Holding Corp. | 286,032 | ||||
18,296 | United States Steel Corp. | 418,612 | ||||
7,505 | Warrior Met Coal, Inc. | 259,448 | ||||
1,704 | Worthington Industries, Inc. | 101,201 | ||||
1,724,651 | ||||||
Mortgage Real Estate Investment Trusts — 0.9% | ||||||
19,182 | Arbor Realty Trust, Inc. (b) | 220,017 | ||||
10,702 | Blackstone Mortgage Trust, Inc., Class A | 195,204 | ||||
13,922 | Claros Mortgage Trust, Inc. | 166,507 | ||||
29,153 | Ladder Capital Corp. | 272,581 | ||||
27,090 | Ready Capital Corp. | 290,676 | ||||
59,692 | Rithm Capital Corp. | 487,087 | ||||
21,595 | Starwood Property Trust, Inc. | 386,335 | ||||
2,018,407 | ||||||
Multi-Utilities — 2.5% | ||||||
6,546 | Ameren Corp. | 582,398 | ||||
3,821 | Avista Corp. | 168,391 | ||||
4,540 | Black Hills Corp. | 296,417 | ||||
26,286 | CenterPoint Energy, Inc. | 800,934 | ||||
6,308 | CMS Energy Corp. | 392,736 | ||||
8,095 | Consolidated Edison, Inc. | 797,115 | ||||
6,926 | Dominion Energy, Inc. | 395,752 | ||||
5,162 | DTE Energy Co. | 580,260 | ||||
2,803 | NorthWestern Corp. | 164,312 | ||||
3,019 | Public Service Enterprise Group, Inc. | 190,801 | ||||
3,741 | Sempra Energy | 581,688 | ||||
4,085 | WEC Energy Group, Inc. | 392,854 | ||||
5,343,658 | ||||||
Office REITs — 1.6% | ||||||
4,503 | Alexandria Real Estate Equities, Inc. | 559,183 | ||||
7,059 | Boston Properties, Inc. | 376,668 | ||||
17,868 | Cousins Properties, Inc. | 389,701 |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Office REITs (Continued) | ||||||
13,153 | Douglas Emmett, Inc. | $ | 169,411 | |||
8,020 | Easterly Government Properties, Inc. | 112,841 | ||||
2,610 | Equity Commonwealth | 54,079 | ||||
11,881 | Highwoods Properties, Inc. | 272,313 | ||||
33,144 | Hudson Pacific Properties, Inc. | 184,281 | ||||
14,635 | JBG SMITH Properties | 208,841 | ||||
11,791 | Kilroy Realty Corp. | 344,769 | ||||
48,334 | Paramount Group, Inc. | 209,286 | ||||
37,740 | Piedmont Office Realty Trust, Inc., Class A | 245,687 | ||||
4,686 | SL Green Realty Corp. (b) | 110,918 | ||||
6,214 | Vornado Realty Trust | 93,272 | ||||
3,331,250 | ||||||
Oil, Gas & Consumable Fuels — 4.9% | ||||||
2,096 | Arch Resources, Inc. | 256,236 | ||||
7,155 | California Resources Corp. | 289,778 | ||||
8,239 | Callon Petroleum Co. (a) | 273,040 | ||||
6,280 | Chesapeake Energy Corp. | 519,230 | ||||
3,548 | Chord Energy Corp. | 504,987 | ||||
9,604 | Delek US Holdings, Inc. | 208,887 | ||||
7,738 | DT Midstream, Inc. | 381,251 | ||||
3,444 | Gulfport Energy Corp. (a) | 311,544 | ||||
9,870 | HF Sinclair Corp. | 435,366 | ||||
40,400 | Marathon Oil Corp. | 976,064 | ||||
7,179 | Marathon Petroleum Corp. | 875,838 | ||||
26,829 | Ovintiv, Inc. | 967,990 | ||||
7,548 | Par Pacific Holdings, Inc. (a) | 176,850 | ||||
11,014 | PBF Energy, Inc., Class A | 383,948 | ||||
7,441 | PDC Energy, Inc. | 484,037 | ||||
18,654 | Peabody Energy Corp. (a) | 448,069 | ||||
9,548 | Phillips 66 | 945,252 | ||||
16,958 | SM Energy Co. | 476,181 | ||||
95,507 | Southwestern Energy Co. (a) | 495,681 | ||||
6,934 | Valero Energy Corp. | 795,122 | ||||
8,626 | World Fuel Services Corp. | 203,919 | ||||
10,409,270 | ||||||
Paper & Forest Products — 0.3% | ||||||
8,809 | Louisiana-Pacific Corp. | 526,250 | ||||
2,382 | Sylvamo Corp. | 109,143 | ||||
635,393 | ||||||
Passenger Airlines — 0.6% | ||||||
2,276 | Alaska Air Group, Inc. (a) | 98,915 | ||||
587 | Allegiant Travel Co. (a) | 60,995 | ||||
15,137 | JetBlue Airways Corp. (a) | 108,078 | ||||
11,899 | Southwest Airlines Co. | 360,421 | ||||
12,780 | United Airlines Holdings, Inc. (a) | 559,764 | ||||
1,188,173 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Personal Care Products — 0.2% | ||||||
2,598 | Edgewell Personal Care Co. | $ | 113,455 | |||
10,073 | Herbalife Ltd. (a) | 149,685 | ||||
1,564 | Medifast, Inc. | 143,340 | ||||
2,803 | Nu Skin Enterprises, Inc., Class A | 110,606 | ||||
517,086 | ||||||
Pharmaceuticals — 0.8% | ||||||
1,453 | Catalent, Inc. (a) | 72,825 | ||||
30,481 | Elanco Animal Health, Inc. (a) | 288,655 | ||||
12,181 | Organon & Co. | 300,018 | ||||
1,759 | Prestige Consumer Healthcare, Inc. (a) | 108,231 | ||||
1,492 | Supernus Pharmaceuticals, Inc. (a) | 54,995 | ||||
100,621 | Viatris, Inc. | 938,794 | ||||
1,763,518 | ||||||
Professional Services — 1.4% | ||||||
3,466 | ASGN, Inc. (a) | 248,131 | ||||
644 | CACI International, Inc., Class A (a) | 201,778 | ||||
2,357 | Concentrix Corp. | 227,474 | ||||
8,135 | Dun & Bradstreet Holdings, Inc. | 90,868 | ||||
7,894 | First Advantage Corp. (a) | 101,517 | ||||
493 | ICF International, Inc. | 56,202 | ||||
3,295 | Jacobs Solutions, Inc. | 380,441 | ||||
855 | Kforce, Inc. | 50,565 | ||||
4,206 | Leidos Holdings, Inc. | 392,251 | ||||
3,472 | ManpowerGroup, Inc. | 262,865 | ||||
2,371 | Robert Half International, Inc. | 173,083 | ||||
10,015 | SS&C Technologies Holdings, Inc. | 586,278 | ||||
2,369 | TriNet Group, Inc. (a) | 219,796 | ||||
2,960 | TTEC Holdings, Inc. | 100,847 | ||||
3,092,096 | ||||||
Real Estate Management & Development — 0.6% | ||||||
7,767 | CBRE Group, Inc., Class A (a) | 595,418 | ||||
2,625 | Jones Lang LaSalle, Inc. (a) | 364,980 | ||||
5,050 | Marcus & Millichap, Inc. | 158,924 | ||||
31,130 | Newmark Group, Inc., Class A | 197,364 | ||||
1,316,686 | ||||||
Residential REITs — 0.7% | ||||||
10,668 | Apartment Income REIT Corp. | 394,503 | ||||
3,365 | AvalonBay Communities, Inc. | 606,945 | ||||
6,453 | Equity Residential | 408,152 | ||||
1,409,600 | ||||||
Retail REITs — 0.2% | ||||||
3,876 | Acadia Realty Trust | 52,365 | ||||
6,931 | InvenTrust Properties Corp. | 156,294 | ||||
9,652 | Kimco Realty Corp. | 185,222 |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Retail REITs (Continued) | ||||||
3,590 | Urban Edge Properties | $ | 52,665 | |||
446,546 | ||||||
Semiconductors & Semiconductor Equipment — 2.0% | ||||||
18,353 | Amkor Technology, Inc. | 410,557 | ||||
2,870 | Cohu, Inc. (a) | 97,121 | ||||
29,629 | Intel Corp. | 920,277 | ||||
12,834 | Micron Technology, Inc. | 825,996 | ||||
3,233 | MKS Instruments, Inc. | 271,152 | ||||
1,880 | Qorvo, Inc. (a) | 173,110 | ||||
4,432 | QUALCOMM, Inc. | 517,657 | ||||
2,239 | Semtech Corp. (a) | 43,638 | ||||
6,564 | Skyworks Solutions, Inc. | 695,128 | ||||
1,719 | Synaptics, Inc. (a) | 152,235 | ||||
1,753 | Teradyne, Inc. | 160,189 | ||||
1,630 | Ultra Clean Holdings, Inc. (a) | 46,520 | ||||
4,313,580 | ||||||
Software — 0.3% | ||||||
2,003 | ACI Worldwide, Inc. (a) | 50,736 | ||||
3,232 | Consensus Cloud Solutions, Inc. (a) | 120,651 | ||||
8,916 | Digital Turbine, Inc. (a) | 104,585 | ||||
742 | InterDigital, Inc. | 50,263 | ||||
8,098 | NCR Corp. (a) | 180,504 | ||||
428 | Roper Technologies, Inc. | 194,646 | ||||
701,385 | ||||||
Specialized REITs — 0.6% | ||||||
1,918 | Digital Realty Trust, Inc. | 190,170 | ||||
3,859 | PotlatchDeltic Corp. | 178,401 | ||||
32,126 | Weyerhaeuser Co. | 960,889 | ||||
1,329,460 | ||||||
Specialty Retail — 3.0% | ||||||
1,570 | Advance Auto Parts, Inc. | 197,082 | ||||
12,068 | American Eagle Outfitters, Inc. | 161,590 | ||||
2,274 | Asbury Automotive Group, Inc. (a) | 439,928 | ||||
2,843 | AutoNation, Inc. (a) | 374,423 | ||||
7,832 | Bath & Body Works, Inc. | 274,903 | ||||
7,226 | Best Buy Co., Inc. | 538,481 | ||||
1,486 | CarMax, Inc. (a) | 104,065 | ||||
9,625 | Foot Locker, Inc. | 404,154 | ||||
1,217 | Group 1 Automotive, Inc. | 273,192 | ||||
11,326 | Guess?, Inc. | 213,495 | ||||
2,086 | Lithia Motors, Inc. | 460,777 | ||||
1,936 | Lowe’s Cos., Inc. | 402,359 | ||||
5,849 | National Vision Holdings, Inc. (a) | 123,063 | ||||
4,900 | ODP (The) Corp. (a) | 211,729 | ||||
2,693 | Penske Automotive Group, Inc. | 373,196 | ||||
2,055 | Revolve Group, Inc. (a) | 42,436 | ||||
785 | RH (a) | 200,277 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Specialty Retail (Continued) | ||||||
7,073 | Sally Beauty Holdings, Inc. (a) | $ | 100,649 | |||
4,911 | Signet Jewelers Ltd. | 361,351 | ||||
995 | Sonic Automotive, Inc., Class A | 44,297 | ||||
802 | Tractor Supply Co. | 191,197 | ||||
7,951 | Urban Outfitters, Inc. (a) | 215,154 | ||||
8,390 | Victoria’s Secret & Co. (a) | 260,174 | ||||
3,141 | Williams-Sonoma, Inc. | 380,187 | ||||
6,348,159 | ||||||
Technology Hardware, Storage & Peripherals — 1.1% | ||||||
2,375 | Dell Technologies, Inc., Class C | 103,289 | ||||
60,764 | Hewlett Packard Enterprise Co. | 870,140 | ||||
13,192 | HP, Inc. | 391,934 | ||||
8,857 | NetApp, Inc. | 557,017 | ||||
10,279 | Western Digital Corp. (a) | 354,009 | ||||
3,511 | Xerox Holdings Corp. | 55,017 | ||||
2,331,406 | ||||||
Textiles, Apparel & Luxury Goods — 0.7% | ||||||
1,532 | Carter’s, Inc. | 106,888 | ||||
6,046 | Levi Strauss & Co., Class A | 87,425 | ||||
3,214 | PVH Corp. | 275,793 | ||||
1,637 | Ralph Lauren Corp. | 187,911 | ||||
4,020 | Skechers U.S.A., Inc., Class A (a) | 213,824 | ||||
3,061 | Steven Madden Ltd. | 107,258 | ||||
30,192 | Under Armour, Inc., Class A (a) | 267,803 | ||||
8,337 | VF Corp. | 196,003 | ||||
1,442,905 | ||||||
Tobacco — 0.1% | ||||||
4,167 | Universal Corp. | 228,727 | ||||
Trading Companies & Distributors — 0.9% | ||||||
9,704 | Air Lease Corp. | 390,295 | ||||
4,356 | Boise Cascade Co. | 297,558 | ||||
1,736 | GATX Corp. | 197,748 | ||||
3,411 | MSC Industrial Direct Co., Inc., Class A | 309,480 | ||||
19,767 | NOW, Inc. (a) | 210,914 | ||||
5,045 | Rush Enterprises, Inc., Class A | 267,940 | ||||
697 | SiteOne Landscape Supply, Inc. (a) | 102,975 | ||||
1,631 | Veritiv Corp. | 187,353 | ||||
1,964,263 | ||||||
Water Utilities — 0.0% | ||||||
929 | California Water Service Group | 52,098 | ||||
Wireless Telecommunication Services — 0.3% | ||||||
26,213 | Telephone and Data Systems, Inc. | 262,130 | ||||
1,301 | T-Mobile US, Inc. (a) | 187,214 |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Wireless Telecommunication Services (Continued) | ||||||
13,290 | United States Cellular Corp. (a) | $ | 282,279 | |||
731,623 | ||||||
Total Common Stocks — 99.8% | 213,315,897 | |||||
(Cost $220,337,699) | ||||||
Money Market Funds — 0.7% | ||||||
1,156,394 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 4.67% (d) (e) | 1,156,394 | ||||
343,982 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class - 4.71% (d) | 343,982 | ||||
Total Money Market Funds — 0.7% | 1,500,376 | |||||
(Cost $1,500,376) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.1% | |||||||
$ | 200,905 | BNP Paribas S.A., 4.70% (d), dated 04/28/23, due 05/01/23, with a maturity value of $200,984. Collateralized by U.S. Treasury Securities, interest rates of 1.13% to 2.25%, due 01/15/25 to 08/15/27. The value of the collateral including accrued interest is $205,375. (e) | 200,905 | ||||
(Cost $200,905) | |||||||
Total Investments — 100.6% | 215,017,178 | ||||||
(Cost $222,038,980) | |||||||
Net Other Assets and Liabilities — (0.6)% | (1,365,702 | ) | |||||
Net Assets — 100.0% | $ | 213,651,476 |
(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, including those sold and pending settlement, is $1,138,282 and the total value of the collateral held by the Fund is $1,357,299. |
(c) | Non-income producing security which makes payment-in-kind (“PIK”) distributions. For the fiscal year-to-date period (August 1, 2022 to April 30, 2023), the Fund received 115 PIK shares of Summit Materials, Inc. |
(d) | Rate shown reflects yield as of April 30, 2023. |
(e) | This security serves as collateral for securities on loan. |
First Trust Multi Cap Value AlphaDEX® Fund (FAB) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 213,315,897 | $ | 213,315,897 | $ | — | $ | — | ||||||||
Money Market Funds | 1,500,376 | 1,500,376 | — | — | ||||||||||||
Repurchase Agreements | 200,905 | — | 200,905 | — | ||||||||||||
Total Investments | $ | 215,017,178 | $ | 214,816,273 | $ | 200,905 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 100.0% | ||||||
Aerospace & Defense — 2.8% | ||||||
939 | AeroVironment, Inc. (a) | $ | 94,548 | |||
3,361 | Axon Enterprise, Inc. (a) | 708,196 | ||||
3,558 | Boeing (The) Co. (a) | 735,723 | ||||
3,549 | BWX Technologies, Inc. | 229,194 | ||||
1,269 | Curtiss-Wright Corp. | 215,514 | ||||
2,581 | HEICO Corp. | 435,260 | ||||
4,370 | Hexcel Corp. | 314,990 | ||||
17,837 | Howmet Aerospace, Inc. | 790,001 | ||||
21,297 | Rocket Lab USA, Inc. (a) | 83,484 | ||||
8,638 | Spirit AeroSystems Holdings, Inc., Class A | 257,067 | ||||
1,025 | TransDigm Group, Inc. | 784,125 | ||||
4,648,102 | ||||||
Air Freight & Logistics — 0.3% | ||||||
1,597 | Forward Air Corp. | 168,499 | ||||
2,276 | United Parcel Service, Inc., Class B | 409,248 | ||||
577,747 | ||||||
Automobile Components — 0.6% | ||||||
3,072 | Fox Factory Holding Corp. (a) | 340,593 | ||||
9,332 | Modine Manufacturing Co. (a) | 195,132 | ||||
2,377 | Visteon Corp. (a) | 333,707 | ||||
1,864 | XPEL, Inc. (a) (b) | 136,184 | ||||
1,005,616 | ||||||
Automobiles — 0.2% | ||||||
1,964 | Harley-Davidson, Inc. | 72,864 | ||||
1,457 | Tesla, Inc. (a) | 239,400 | ||||
312,264 | ||||||
Banks — 0.1% | ||||||
508 | BancFirst Corp. | 40,584 | ||||
464 | City Holding Co. | 42,312 | ||||
2,736 | S&T Bancorp, Inc. | 75,322 | ||||
765 | Stock Yards Bancorp, Inc. | 37,179 | ||||
1,015 | TriCo Bancshares | 36,347 | ||||
231,744 | ||||||
Beverages — 1.0% | ||||||
1,605 | Celsius Holdings, Inc. (a) | 153,390 | ||||
2,373 | Coca-Cola (The) Co. | 152,228 | ||||
2,655 | Duckhorn Portfolio (The), Inc. (a) | 40,090 | ||||
890 | MGP Ingredients, Inc. | 87,825 | ||||
11,195 | Monster Beverage Corp. (a) | 626,920 | ||||
4,243 | National Beverage Corp. (a) | 210,877 | ||||
1,658 | PepsiCo, Inc. | 316,496 | ||||
1,587,826 | ||||||
Biotechnology — 3.2% | ||||||
923 | AbbVie, Inc. | 139,484 | ||||
4,572 | ACADIA Pharmaceuticals, Inc. (a) | 97,521 | ||||
5,290 | Alkermes PLC (a) | 151,029 | ||||
1,131 | Apellis Pharmaceuticals, Inc. (a) | 94,359 | ||||
10,379 | Bridgebio Pharma, Inc. (a) | 150,703 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Biotechnology (Continued) | ||||||
10,379 | Catalyst Pharmaceuticals, Inc. (a) | $ | 165,234 | |||
1,823 | Chinook Therapeutics, Inc. (a) | 36,478 | ||||
5,569 | Deciphera Pharmaceuticals, Inc. (a) | 79,135 | ||||
12,908 | Dynavax Technologies Corp. (a) | 134,372 | ||||
4,399 | Exact Sciences Corp. (a) | 281,844 | ||||
7,684 | Exelixis, Inc. (a) | 140,617 | ||||
6,786 | FibroGen, Inc. (a) | 116,176 | ||||
5,322 | Gilead Sciences, Inc. | 437,522 | ||||
1,424 | Kymera Therapeutics, Inc. (a) | 44,913 | ||||
20,986 | MannKind Corp. (a) | 80,796 | ||||
958 | Moderna, Inc. (a) | 127,309 | ||||
4,572 | Morphic Holding, Inc. (a) | 216,073 | ||||
5,372 | Natera, Inc. (a) | 272,468 | ||||
2,779 | Prometheus Biosciences, Inc. (a) | 538,987 | ||||
2,614 | PTC Therapeutics, Inc. (a) | 144,136 | ||||
6,328 | Recursion Pharmaceuticals, Inc., Class A (a) | 30,185 | ||||
368 | Regeneron Pharmaceuticals, Inc. (a) | 295,059 | ||||
2,366 | Rhythm Pharmaceuticals, Inc. (a) | 47,722 | ||||
10,104 | Roivant Sciences Ltd. (a) | 86,389 | ||||
2,051 | Sage Therapeutics, Inc. (a) | 100,191 | ||||
1,623 | Sarepta Therapeutics, Inc. (a) | 199,256 | ||||
8,419 | TG Therapeutics, Inc. (a) | 209,044 | ||||
1,877 | Travere Therapeutics, Inc. (a) | 40,487 | ||||
5,678 | Veracyte, Inc. (a) | 128,550 | ||||
2,934 | Vericel Corp. (a) | 92,450 | ||||
960 | Vertex Pharmaceuticals, Inc. (a) | 327,101 | ||||
6,409 | Vir Biotechnology, Inc. (a) | 161,186 | ||||
1,659 | Viridian Therapeutics, Inc. (a) | 46,502 | ||||
1,513 | Xencor, Inc. (a) | 40,004 | ||||
5,253,282 | ||||||
Broadline Retail — 0.1% | ||||||
727 | Dillard’s, Inc., Class A | 216,930 | ||||
Building Products — 1.9% | ||||||
3,856 | AAON, Inc. | 377,888 | ||||
1,397 | Allegion PLC | 154,341 | ||||
9,503 | AZEK (The) Co., Inc. (a) | 257,911 | ||||
4,200 | Builders FirstSource, Inc. (a) | 398,034 | ||||
1,337 | Carlisle Cos., Inc. | 288,591 | ||||
1,548 | CSW Industrials, Inc. | 208,469 | ||||
5,376 | Griffon Corp. | 152,947 | ||||
10,804 | Hayward Holdings, Inc. (a) | 130,080 | ||||
17,453 | Janus International Group, Inc. (a) | 157,077 | ||||
593 | Lennox International, Inc. | 167,173 | ||||
3,000 | Masco Corp. | 160,530 | ||||
4,108 | Trane Technologies PLC | 763,308 | ||||
3,216,349 | ||||||
Capital Markets — 2.3% | ||||||
1,047 | Affiliated Managers Group, Inc. | 151,166 | ||||
1,973 | Ameriprise Financial, Inc. | 602,002 | ||||
5,292 | Ares Management Corp., Class A | 463,526 |
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Capital Markets (Continued) | ||||||
6,840 | AssetMark Financial Holdings, Inc. (a) | $ | 209,851 | |||
355 | FactSet Research Systems, Inc. | 146,150 | ||||
1,712 | Hamilton Lane, Inc., Class A | 126,140 | ||||
3,613 | Interactive Brokers Group, Inc., Class A | 281,272 | ||||
2,802 | KKR & Co., Inc. | 148,702 | ||||
1,494 | LPL Financial Holdings, Inc. | 312,007 | ||||
1,128 | MarketAxess Holdings, Inc. | 359,121 | ||||
481 | Moody’s Corp. | 150,611 | ||||
789 | MSCI, Inc. | 380,653 | ||||
1,670 | Northern Trust Corp. | 130,527 | ||||
1,192 | PJT Partners, Inc., Class A | 81,974 | ||||
1,296 | SEI Investments Co. | 76,347 | ||||
1,439 | TPG, Inc. | 41,688 | ||||
1,887 | Tradeweb Markets, Inc., Class A | 132,864 | ||||
3,794,601 | ||||||
Chemicals — 1.9% | ||||||
1,537 | Air Products and Chemicals, Inc. | 452,431 | ||||
1,997 | Albemarle Corp. | 370,364 | ||||
726 | Ashland, Inc. | 73,769 | ||||
12,309 | Axalta Coating Systems Ltd. (a) | 388,595 | ||||
590 | Balchem Corp. | 77,526 | ||||
3,892 | Cabot Corp. | 279,290 | ||||
2,030 | CF Industries Holdings, Inc. | 145,307 | ||||
7,472 | Chemours (The) Co. | 217,211 | ||||
2,667 | Ecolab, Inc. | 447,629 | ||||
2,406 | Ingevity Corp. (a) | 172,606 | ||||
1,676 | Innospec, Inc. | 170,332 | ||||
3,433 | Livent Corp. (a) | 75,011 | ||||
8,245 | Orion Engineered Carbons S.A. | 199,612 | ||||
855 | RPM International, Inc. | 70,136 | ||||
3,139,819 | ||||||
Commercial Services & Supplies — 2.1% | ||||||
3,829 | ABM Industries, Inc. | 163,039 | ||||
3,220 | Brink’s (The) Co. | 202,377 | ||||
902 | Casella Waste Systems, Inc., Class A (a) | 80,278 | ||||
954 | Cintas Corp. | 434,805 | ||||
2,615 | Clean Harbors, Inc. (a) | 379,593 | ||||
10,049 | Copart, Inc. (a) | 794,373 | ||||
9,841 | Driven Brands Holdings, Inc. (a) | 302,119 | ||||
559 | MSA Safety, Inc. | 72,530 | ||||
3,265 | Republic Services, Inc. | 472,184 | ||||
3,922 | Rollins, Inc. | 165,705 | ||||
508 | Tetra Tech, Inc. | 70,292 | ||||
1,853 | Waste Management, Inc. | 307,691 | ||||
3,444,986 | ||||||
Communications Equipment — 1.2% | ||||||
4,502 | Arista Networks, Inc. (a) | 721,040 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Communications Equipment (Continued) | ||||||
1,391 | Calix, Inc. (a) | $ | 63,569 | |||
6,626 | CommScope Holding Co., Inc. (a) | 32,666 | ||||
3,760 | Digi International, Inc. (a) | 113,402 | ||||
9,000 | Extreme Networks, Inc. (a) | 160,020 | ||||
11,795 | Harmonic, Inc. (a) | 166,192 | ||||
22,176 | Infinera Corp. (a) | 140,374 | ||||
2,113 | Motorola Solutions, Inc. | 615,728 | ||||
2,012,991 | ||||||
Construction & Engineering — 1.6% | ||||||
1,769 | AECOM | 146,915 | ||||
858 | Ameresco, Inc., Class A (a) | 35,693 | ||||
16,586 | API Group Corp. (a) | 377,497 | ||||
2,554 | Comfort Systems USA, Inc. | 381,798 | ||||
1,352 | Dycom Industries, Inc. (a) | 125,222 | ||||
2,293 | EMCOR Group, Inc. | 392,103 | ||||
4,535 | Quanta Services, Inc. | 769,317 | ||||
701 | Valmont Industries, Inc. | 203,683 | ||||
4,772 | WillScot Mobile Mini Holdings Corp. (a) | 216,649 | ||||
2,648,877 | ||||||
Construction Materials — 0.2% | ||||||
2,033 | Eagle Materials, Inc. | 301,311 | ||||
Consumer Finance — 0.4% | ||||||
3,909 | FirstCash Holdings, Inc. | 402,744 | ||||
49,140 | SoFi Technologies, Inc. (a) | 306,142 | ||||
708,886 | ||||||
Consumer Staples Distribution & Retail — 0.4% | ||||||
1,034 | Casey’s General Stores, Inc. | 236,600 | ||||
6,317 | Chefs’ Warehouse (The), Inc. (a) | 210,104 | ||||
3,914 | Sysco Corp. | 300,360 | ||||
747,064 | ||||||
Containers & Packaging — 0.3% | ||||||
14,627 | Graphic Packaging Holding Co. | 360,702 | ||||
1,177 | Greif, Inc., Class A | 73,904 | ||||
434,606 | ||||||
Distributors — 0.4% | ||||||
3,614 | Genuine Parts Co. | 608,272 | ||||
Diversified Consumer Services — 0.6% | ||||||
10,314 | ADT, Inc. | 69,104 | ||||
4,456 | Adtalem Global Education, Inc. (a) | 180,780 | ||||
1,509 | Duolingo, Inc. (a) | 205,465 | ||||
2,619 | Grand Canyon Education, Inc. (a) | 310,875 | ||||
4,897 | Mister Car Wash, Inc. (a) | 43,192 | ||||
2,168 | Service Corp. International | 152,172 | ||||
961,588 | ||||||
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Diversified REITs — 0.0% | ||||||
3,001 | Essential Properties Realty Trust, Inc. | $ | 74,275 | |||
Diversified Telecommunication Services — 0.2% | ||||||
1,350 | Cogent Communications Holdings, Inc. | 93,204 | ||||
4,816 | Iridium Communications, Inc. | 305,672 | ||||
398,876 | ||||||
Electric Utilities — 0.8% | ||||||
5,625 | Constellation Energy Corp. | 435,375 | ||||
1,630 | MGE Energy, Inc. | 124,874 | ||||
2,976 | Otter Tail Corp. | 214,123 | ||||
37,391 | PG&E Corp. (a) | 639,760 | ||||
1,414,132 | ||||||
Electrical Equipment — 1.5% | ||||||
3,038 | AMETEK, Inc. | 419,031 | ||||
9,831 | Array Technologies, Inc. (a) | 201,044 | ||||
2,654 | Atkore, Inc. (a) | 335,280 | ||||
3,529 | Eaton Corp. PLC | 589,766 | ||||
1,161 | Encore Wire Corp. | 181,499 | ||||
8,498 | Fluence Energy, Inc. (a) | 153,474 | ||||
14,810 | FuelCell Energy, Inc. (a) | 27,843 | ||||
1,815 | Hubbell, Inc. | 488,816 | ||||
3,775 | Shoals Technologies Group, Inc., Class A (a) | 78,860 | ||||
7,444 | Stem, Inc. (a) (c) | 31,488 | ||||
2,507,101 | ||||||
Electronic Equipment, Instruments & Components — 2.0% | ||||||
7,399 | Amphenol Corp., Class A | 558,403 | ||||
1,836 | Badger Meter, Inc. | 242,958 | ||||
4,297 | Belden, Inc. | 338,990 | ||||
4,349 | CTS Corp. | 170,524 | ||||
911 | Keysight Technologies, Inc. (a) | 131,767 | ||||
5,061 | Knowles Corp. (a) | 85,430 | ||||
1,113 | Littelfuse, Inc. | 269,613 | ||||
5,691 | National Instruments Corp. | 331,387 | ||||
4,610 | TE Connectivity Ltd. | 564,126 | ||||
1,351 | Teledyne Technologies, Inc. (a) | 559,854 | ||||
3,253,052 | ||||||
Energy Equipment & Services — 2.2% | ||||||
10,994 | ChampionX Corp. | 297,718 | ||||
17,866 | Diamond Offshore Drilling, Inc. (a) | 205,280 | ||||
11,716 | Expro Group Holdings N.V. (a) | 233,031 | ||||
13,955 | Halliburton Co. | 457,026 | ||||
27,791 | Helix Energy Solutions Group, Inc. (a) | 201,485 | ||||
2,086 | Helmerich & Payne, Inc. | 69,172 | ||||
9,885 | Liberty Energy, Inc. | 126,627 | ||||
706 | Nabors Industries Ltd. (a) | 70,417 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Energy Equipment & Services (Continued) | ||||||
15,928 | NexTier Oilfield Solutions, Inc. (a) | $ | 128,698 | |||
12,747 | Patterson-UTI Energy, Inc. | 142,639 | ||||
16,467 | RPC, Inc. | 121,691 | ||||
15,392 | Schlumberger Ltd. | 759,595 | ||||
4,880 | Tidewater, Inc. (a) | 219,746 | ||||
3,439 | Valaris Ltd. (a) | 206,340 | ||||
6,282 | Weatherford International PLC (a) | 406,006 | ||||
3,645,471 | ||||||
Entertainment — 1.5% | ||||||
8,425 | AMC Entertainment Holdings, Inc., Class A (a) (c) | 46,337 | ||||
14,544 | Cinemark Holdings, Inc. (a) | 245,503 | ||||
8,080 | Liberty Media Corp.-Liberty Formula One, Class C (a) | 583,295 | ||||
4,319 | Live Nation Entertainment, Inc. (a) | 292,742 | ||||
1,531 | Madison Square Garden Sports Corp. | 306,965 | ||||
9,816 | ROBLOX Corp., Class A (a) | 349,450 | ||||
8,042 | Sphere Entertainment Co. (a) | 226,302 | ||||
2,235 | Warner Music Group Corp., Class A | 68,100 | ||||
3,268 | World Wrestling Entertainment, Inc., Class A | 350,232 | ||||
2,468,926 | ||||||
Financial Services — 2.0% | ||||||
4,786 | Apollo Global Management, Inc. | 303,385 | ||||
5,411 | AvidXchange Holdings, Inc. (a) | 40,204 | ||||
1,615 | Federal Agricultural Mortgage Corp., Class C | 215,263 | ||||
5,349 | Fiserv, Inc. (a) | 653,220 | ||||
4,313 | Flywire Corp. (a) | 125,810 | ||||
832 | Mastercard, Inc., Class A | 316,185 | ||||
27,402 | Payoneer Global, Inc. (a) | 149,615 | ||||
12,690 | Remitly Global, Inc. (a) | 213,192 | ||||
4,919 | Shift4 Payments, Inc., Class A (a) | 333,361 | ||||
8,402 | Toast, Inc., Class A (a) | 152,916 | ||||
1,958 | Visa, Inc., Class A | 455,685 | ||||
1,622 | WEX, Inc. (a) | 287,662 | ||||
3,246,498 | ||||||
Food Products — 1.8% | ||||||
3,533 | Cal-Maine Foods, Inc. | 167,817 | ||||
1,277 | Darling Ingredients, Inc. (a) | 76,071 | ||||
1,913 | Freshpet, Inc. (a) | 131,940 | ||||
2,377 | Hershey (The) Co. | 649,064 | ||||
5,089 | Hostess Brands, Inc. (a) | 131,093 | ||||
854 | J & J Snack Foods Corp. | 130,833 | ||||
7,231 | Lamb Weston Holdings, Inc. | 808,498 | ||||
1,103 | Lancaster Colony Corp. | 230,659 | ||||
3,750 | Simply Good Foods (The) Co. (a) | 136,387 | ||||
10,317 | Sovos Brands, Inc. (a) | 176,937 | ||||
3,832 | Tootsie Roll Industries, Inc. | 156,652 |
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Food Products (Continued) | ||||||
7,688 | Utz Brands, Inc. | $ | 145,380 | |||
2,941,331 | ||||||
Gas Utilities — 0.3% | ||||||
989 | Chesapeake Utilities Corp. | 122,142 | ||||
1,291 | National Fuel Gas Co. | 72,167 | ||||
5,607 | New Jersey Resources Corp. | 289,545 | ||||
483,854 | ||||||
Ground Transportation — 1.8% | ||||||
1,914 | Avis Budget Group, Inc. (a) | 338,146 | ||||
10,097 | CSX Corp. | 309,372 | ||||
1,664 | Landstar System, Inc. | 292,914 | ||||
8,214 | Marten Transport Ltd. | 165,841 | ||||
2,217 | Old Dominion Freight Line, Inc. | 710,305 | ||||
1,370 | Saia, Inc. (a) | 407,945 | ||||
23,841 | Uber Technologies, Inc. (a) | 740,263 | ||||
2,964,786 | ||||||
Health Care Equipment & Supplies — 3.0% | ||||||
13,789 | Alphatec Holdings, Inc. (a) | 199,113 | ||||
1,018 | AtriCure, Inc. (a) | 44,782 | ||||
137 | Atrion Corp. | 84,296 | ||||
774 | Axonics, Inc. (a) | 44,474 | ||||
8,825 | Boston Scientific Corp. (a) | 459,959 | ||||
2,602 | Dexcom, Inc. (a) | 315,727 | ||||
3,060 | Embecta Corp. | 84,915 | ||||
842 | Glaukos Corp. (a) | 40,003 | ||||
2,703 | Haemonetics Corp. (a) | 226,268 | ||||
605 | IDEXX Laboratories, Inc. (a) | 297,757 | ||||
684 | Inari Medical, Inc. (a) | 45,431 | ||||
319 | Inspire Medical Systems, Inc. (a) | 85,374 | ||||
1,896 | Insulet Corp. (a) | 603,004 | ||||
694 | iRhythm Technologies, Inc. (a) | 91,192 | ||||
4,516 | Lantheus Holdings, Inc. (a) | 385,892 | ||||
2,017 | Merit Medical Systems, Inc. (a) | 163,962 | ||||
2,473 | Paragon 28, Inc. (a) | 45,553 | ||||
803 | Penumbra, Inc. (a) | 228,148 | ||||
344 | Shockwave Medical, Inc. (a) | 99,815 | ||||
2,118 | Stryker Corp. | 634,659 | ||||
2,840 | TransMedics Group, Inc. (a) | 224,644 | ||||
6,831 | Treace Medical Concepts, Inc. (a) | 167,291 | ||||
2,340 | Zimmer Biomet Holdings, Inc. | 323,950 | ||||
4,896,209 | ||||||
Health Care Providers & Services — 2.2% | ||||||
3,396 | AdaptHealth Corp. (a) | 40,344 | ||||
1,186 | Addus HomeCare Corp. (a) | 96,944 | ||||
5,384 | Agiliti, Inc. (a) | 90,020 | ||||
9,419 | agilon health, Inc. (a) | 228,599 | ||||
899 | AMN Healthcare Services, Inc. (a) | 77,629 | ||||
8,008 | Cardinal Health, Inc. | 657,457 | ||||
277 | Chemed Corp. | 152,696 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Providers & Services (Continued) | ||||||
904 | CorVel Corp. (a) | $ | 182,635 | |||
2,342 | Ensign Group (The), Inc. | 227,385 | ||||
2,866 | HCA Healthcare, Inc. | 823,488 | ||||
21,684 | Hims & Hers Health, Inc. (a) | 251,318 | ||||
23,161 | LifeStance Health Group, Inc. (a) | 188,762 | ||||
1,977 | National Research Corp. | 86,059 | ||||
4,694 | Option Care Health, Inc. (a) | 150,912 | ||||
4,586 | Privia Health Group, Inc. (a) | 126,711 | ||||
2,679 | Progyny, Inc. (a) | 89,050 | ||||
6,875 | RadNet, Inc. (a) | 190,162 | ||||
3,660,171 | ||||||
Health Care REITs — 0.1% | ||||||
2,156 | CareTrust REIT, Inc. | 42,020 | ||||
1,201 | LTC Properties, Inc. | 40,174 | ||||
2,053 | Welltower, Inc. | 162,639 | ||||
244,833 | ||||||
Health Care Technology — 0.5% | ||||||
7,137 | Certara, Inc. (a) | 172,501 | ||||
3,902 | Evolent Health, Inc., Class A (a) | 142,072 | ||||
2,424 | NextGen Healthcare, Inc. (a) | 40,578 | ||||
3,922 | Phreesia, Inc. (a) | 124,092 | ||||
3,268 | Schrodinger, Inc. (a) | 96,471 | ||||
2,879 | Teladoc Health, Inc. (a) | 76,380 | ||||
801 | Veeva Systems, Inc., Class A (a) | 143,443 | ||||
795,537 | ||||||
Hotel & Resort REITs — 1.0% | ||||||
9,609 | Apple Hospitality REIT, Inc. | 143,078 | ||||
15,575 | DiamondRock Hospitality Co. | 126,313 | ||||
26,776 | Host Hotels & Resorts, Inc. | 432,968 | ||||
9,019 | Pebblebrook Hotel Trust | 128,340 | ||||
11,946 | RLJ Lodging Trust | 120,655 | ||||
3,324 | Ryman Hospitality Properties, Inc. | 298,030 | ||||
21,597 | Service Properties Trust | 189,406 | ||||
12,816 | Sunstone Hotel Investors, Inc. | 122,136 | ||||
6,573 | Xenia Hotels & Resorts, Inc. | 83,214 | ||||
1,644,140 | ||||||
Hotels, Restaurants & Leisure — 9.4% | ||||||
3,549 | Airbnb, Inc., Class A (a) | 424,709 | ||||
4,166 | Aramark | 144,560 | ||||
8,386 | Bloomin’ Brands, Inc. | 207,721 | ||||
285 | Booking Holdings, Inc. (a) | 765,598 | ||||
12,690 | Bowlero Corp. (a) | 185,655 | ||||
4,652 | Boyd Gaming Corp. | 322,849 | ||||
5,661 | Brinker International, Inc. (a) | 225,987 | ||||
4,583 | Caesars Entertainment, Inc. (a) | 207,564 | ||||
36,734 | Carnival Corp. (a) | 338,320 | ||||
4,910 | Cheesecake Factory (The), Inc. | 165,418 | ||||
354 | Chipotle Mexican Grill, Inc. (a) | 731,937 | ||||
636 | Choice Hotels International, Inc. | 81,103 |
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Hotels, Restaurants & Leisure (Continued) | ||||||
1,160 | Churchill Downs, Inc. | $ | 339,335 | |||
4,871 | Darden Restaurants, Inc. | 740,051 | ||||
4,677 | Dave & Buster’s Entertainment, Inc. (a) | 165,846 | ||||
1,872 | Dine Brands Global, Inc. | 121,549 | ||||
15,407 | DraftKings, Inc., Class A (a) | 337,567 | ||||
2,720 | Dutch Bros, Inc., Class A (a) (c) | 84,728 | ||||
7,384 | Everi Holdings, Inc. (a) | 112,237 | ||||
8,392 | Hilton Grand Vacations, Inc. (a) | 359,178 | ||||
4,292 | Hilton Worldwide Holdings, Inc. | 618,134 | ||||
3,335 | Hyatt Hotels Corp., Class A (a) | 381,190 | ||||
2,456 | Jack in the Box, Inc. | 227,647 | ||||
10,524 | Las Vegas Sands Corp. (a) | 671,957 | ||||
23,361 | Life Time Group Holdings, Inc. (a) | 485,675 | ||||
2,483 | Light & Wonder, Inc. (a) | 149,700 | ||||
4,552 | Marriott International, Inc., Class A | 770,836 | ||||
1,106 | Marriott Vacations Worldwide Corp. | 148,823 | ||||
1,081 | McDonald’s Corp. | 319,706 | ||||
17,014 | MGM Resorts International | 764,269 | ||||
1,708 | Monarch Casino & Resort, Inc. | 118,467 | ||||
16,633 | Norwegian Cruise Line Holdings Ltd. (a) | 222,050 | ||||
563 | Papa John’s International, Inc. | 42,107 | ||||
1,920 | Planet Fitness, Inc., Class A (a) | 159,629 | ||||
22,407 | Playa Hotels & Resorts N.V. (a) | 208,609 | ||||
2,841 | Red Rock Resorts, Inc., Class A | 138,641 | ||||
11,574 | Royal Caribbean Cruises Ltd. (a) | 757,287 | ||||
9,839 | Sabre Corp. (a) | 39,356 | ||||
4,865 | SeaWorld Entertainment, Inc. (a) | 261,056 | ||||
3,101 | Shake Shack, Inc., Class A (a) | 169,966 | ||||
4,741 | Six Flags Entertainment Corp. (a) | 115,064 | ||||
4,240 | Starbucks Corp. | 484,590 | ||||
13,096 | Target Hospitality Corp. (a) | 165,140 | ||||
3,450 | Texas Roadhouse, Inc. | 381,639 | ||||
5,707 | Travel + Leisure Co. | 218,407 | ||||
319 | Vail Resorts, Inc. | 76,726 | ||||
6,847 | Wendy’s (The) Co. | 151,319 | ||||
2,031 | Wingstop, Inc. | 406,423 | ||||
3,332 | Wynn Resorts Ltd. (a) | 380,781 | ||||
3,343 | Yum! Brands, Inc. | 469,959 | ||||
15,567,065 | ||||||
Household Durables — 0.5% | ||||||
1,886 | Installed Building Products, Inc. | 234,373 | ||||
2,859 | Skyline Champion Corp. (a) | 212,052 | ||||
9,442 | Tempur Sealy International, Inc. | 353,792 | ||||
800,217 | ||||||
Household Products — 0.1% | ||||||
4,959 | Energizer Holdings, Inc. | 165,779 | ||||
Independent Power and Renewable Electricity Producers — 0.3% | ||||||
6,112 | AES (The) Corp. | 144,610 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Independent Power and Renewable Electricity Producers (Continued) | ||||||
2,702 | Sunnova Energy International, Inc. (a) | $ | 48,528 | |||
12,428 | Vistra Corp. | 296,532 | ||||
489,670 | ||||||
Industrial Conglomerates — 0.1% | ||||||
770 | Honeywell International, Inc. | 153,877 | ||||
Industrial REITs — 0.1% | ||||||
2,621 | Americold Realty Trust, Inc. | 77,555 | ||||
1,154 | Terreno Realty Corp. | 71,075 | ||||
148,630 | ||||||
Insurance — 1.1% | ||||||
959 | Aon PLC, Class A | 311,848 | ||||
769 | Arthur J. Gallagher & Co. | 159,998 | ||||
4,974 | BRP Group, Inc., Class A (a) | 125,295 | ||||
322 | Erie Indemnity Co., Class A | 69,980 | ||||
745 | Kinsale Capital Group, Inc. | 243,399 | ||||
884 | Marsh & McLennan Cos., Inc. | 159,288 | ||||
1,559 | Palomar Holdings, Inc. (a) | 78,355 | ||||
1,489 | RenaissanceRe Holdings Ltd. | 320,746 | ||||
1,122 | RLI Corp. | 156,014 | ||||
2,364 | W.R. Berkley Corp. | 139,287 | ||||
1,764,210 | ||||||
Interactive Media & Services — 0.4% | ||||||
11,145 | Cars.com, Inc. (a) | 218,108 | ||||
11,086 | Pinterest, Inc., Class A (a) | 254,978 | ||||
6,376 | TripAdvisor, Inc. (a) | 113,046 | ||||
5,398 | ZipRecruiter, Inc., Class A (a) | 91,442 | ||||
677,574 | ||||||
IT Services — 1.3% | ||||||
4,903 | Cloudflare, Inc., Class A (a) | 230,686 | ||||
3,233 | DigitalOcean Holdings, Inc. (a) | 101,969 | ||||
492 | EPAM Systems, Inc. (a) | 138,960 | ||||
1,355 | Gartner, Inc. (a) | 409,833 | ||||
3,890 | GoDaddy, Inc., Class A (a) | 294,395 | ||||
1,297 | MongoDB, Inc. (a) | 311,228 | ||||
2,594 | Okta, Inc. (a) | 177,767 | ||||
1,192 | Perficient, Inc. (a) | 77,385 | ||||
6,771 | Squarespace, Inc., Class A (a) | 210,578 | ||||
696 | VeriSign, Inc. (a) | 154,373 | ||||
2,107,174 | ||||||
Leisure Products — 0.5% | ||||||
3,378 | Acushnet Holdings Corp. | 169,339 | ||||
19,727 | Peloton Interactive, Inc., Class A (a) | 175,176 | ||||
2,022 | Polaris, Inc. | 219,690 | ||||
10,347 | Topgolf Callaway Brands Corp. (a) | 229,393 | ||||
793,598 | ||||||
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Life Sciences Tools & Services — 1.2% | ||||||
2,673 | 10X Genomics, Inc., Class A (a) | $ | 140,145 | |||
9,744 | Adaptive Biotechnologies Corp. (a) | 69,572 | ||||
1,064 | Agilent Technologies, Inc. | 144,098 | ||||
2,838 | Bruker Corp. | 224,571 | ||||
633 | Illumina, Inc. (a) | 130,119 | ||||
740 | IQVIA Holdings, Inc. (a) | 139,290 | ||||
1,190 | Medpace Holdings, Inc. (a) | 238,167 | ||||
289 | Mettler-Toledo International, Inc. (a) | 431,043 | ||||
162 | OmniAb, Inc. - 12.5 Earnout Shares (a) (d) (e) (f) (g) | 0 | ||||
162 | OmniAb, Inc. - 15 Earnout Shares (a) (d) (e) (f) (g) | 0 | ||||
10,935 | Pacific Biosciences of California, Inc. (a) | 115,911 | ||||
524 | Thermo Fisher Scientific, Inc. | 290,768 | ||||
1,923,684 | ||||||
Machinery — 5.0% | ||||||
835 | Albany International Corp., Class A | 76,160 | ||||
6,593 | Allison Transmission Holdings, Inc. | 321,672 | ||||
2,642 | Caterpillar, Inc. | 578,070 | ||||
1,464 | Deere & Co. | 553,421 | ||||
4,565 | Donaldson Co., Inc. | 290,106 | ||||
3,733 | Energy Recovery, Inc. (a) | 84,105 | ||||
6,748 | Enerpac Tool Group Corp. | 160,333 | ||||
6,312 | Esab Corp. | 368,368 | ||||
1,803 | ESCO Technologies, Inc. | 168,707 | ||||
3,968 | Federal Signal Corp. | 203,876 | ||||
3,170 | Franklin Electric Co., Inc. | 283,620 | ||||
2,043 | Graco, Inc. | 161,989 | ||||
1,936 | Helios Technologies, Inc. | 116,431 | ||||
3,621 | Hillenbrand, Inc. | 165,190 | ||||
1,911 | IDEX Corp. | 394,278 | ||||
2,483 | Illinois Tool Works, Inc. | 600,737 | ||||
10,392 | Ingersoll Rand, Inc. | 592,552 | ||||
2,592 | ITT, Inc. | 218,868 | ||||
825 | Kadant, Inc. | 153,310 | ||||
1,764 | Lincoln Electric Holdings, Inc. | 295,999 | ||||
569 | Lindsay Corp. | 68,701 | ||||
5,231 | Otis Worldwide Corp. | 446,204 | ||||
1,282 | RBC Bearings, Inc. (a) | 291,027 | ||||
1,406 | Standex International Corp. | 172,671 | ||||
7,707 | Terex Corp. | 343,655 | ||||
2,013 | Toro (The) Co. | 209,875 | ||||
3,532 | Trinity Industries, Inc. | 84,591 | ||||
8,748 | Wabash National Corp. | 224,561 | ||||
1,772 | Watts Water Technologies, Inc., Class A | 286,586 | ||||
2,887 | Xylem, Inc. | 299,786 | ||||
8,215,449 | ||||||
Media — 0.0% | ||||||
9,292 | Magnite, Inc. (a) | 87,345 | ||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Metals & Mining — 2.2% | ||||||
9,449 | ATI, Inc. (a) | $ | 364,920 | |||
7,625 | Commercial Metals Co. | 356,011 | ||||
10,793 | Freeport-McMoRan, Inc. | 409,163 | ||||
1,854 | Materion Corp. | 200,807 | ||||
2,645 | MP Materials Corp. (a) | 57,317 | ||||
4,893 | Nucor Corp. | 725,045 | ||||
2,944 | Reliance Steel & Aluminum Co. | 729,523 | ||||
575 | Royal Gold, Inc. | 76,153 | ||||
6,685 | Steel Dynamics, Inc. | 694,906 | ||||
3,613,845 | ||||||
Mortgage Real Estate Investment Trusts — 0.5% | ||||||
14,795 | AGNC Investment Corp. | 146,619 | ||||
7,804 | Annaly Capital Management, Inc. | 155,924 | ||||
9,242 | Apollo Commercial Real Estate Finance, Inc. | 93,529 | ||||
7,484 | Chimera Investment Corp. | 42,509 | ||||
3,538 | Franklin BSP Realty Trust, Inc. | 44,685 | ||||
17,347 | MFA Financial, Inc. | 185,439 | ||||
12,714 | New York Mortgage Trust, Inc. | 130,700 | ||||
799,405 | ||||||
Multi-Utilities — 0.1% | ||||||
5,334 | NiSource, Inc. | 151,806 | ||||
Oil, Gas & Consumable Fuels — 6.3% | ||||||
3,229 | Antero Resources Corp. (a) | 74,235 | ||||
8,384 | APA Corp. | 308,950 | ||||
4,796 | Cheniere Energy, Inc. | 733,788 | ||||
2,706 | Chevron Corp. | 456,177 | ||||
3,273 | Civitas Resources, Inc. | 226,001 | ||||
7,904 | CNX Resources Corp. (a) | 122,749 | ||||
7,974 | Comstock Resources, Inc. | 91,701 | ||||
3,047 | ConocoPhillips | 313,506 | ||||
2,953 | CONSOL Energy, Inc. | 175,231 | ||||
17,992 | Coterra Energy, Inc. | 460,595 | ||||
6,562 | CVR Energy, Inc. | 172,843 | ||||
2,553 | Denbury, Inc. (a) | 238,399 | ||||
2,908 | Devon Energy Corp. | 155,374 | ||||
3,267 | Diamondback Energy, Inc. | 464,567 | ||||
13,227 | Earthstone Energy, Inc., Class A (a) | 179,358 | ||||
2,637 | EOG Resources, Inc. | 315,042 | ||||
4,674 | EQT Corp. | 162,842 | ||||
6,892 | Exxon Mobil Corp. | 815,599 | ||||
4,086 | Green Plains, Inc. (a) | 139,619 | ||||
5,711 | Hess Corp. | 828,438 | ||||
5,161 | International Seaways, Inc. | 205,511 | ||||
8,405 | Kinder Morgan, Inc. | 144,146 | ||||
2,749 | Kinetik Holdings, Inc. | 84,669 | ||||
50,114 | Kosmos Energy Ltd. (a) | 320,730 | ||||
6,816 | Magnolia Oil & Gas Corp., Class A | 143,954 | ||||
3,130 | Matador Resources Co. | 153,464 | ||||
4,033 | Murphy Oil Corp. | 148,051 | ||||
5,670 | Northern Oil and Gas, Inc. | 188,074 |
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Oil, Gas & Consumable Fuels (Continued) | ||||||
9,685 | Occidental Petroleum Corp. | $ | 595,918 | |||
9,516 | ONEOK, Inc. | 622,442 | ||||
20,486 | Permian Resources Corp. | 214,079 | ||||
721 | Pioneer Natural Resources Co. | 156,854 | ||||
8,451 | Range Resources Corp. | 223,529 | ||||
1,868 | Sitio Royalties Corp., Class A | 47,428 | ||||
5,798 | Talos Energy, Inc. (a) | 79,027 | ||||
8,288 | Targa Resources Corp. | 625,993 | ||||
87 | Texas Pacific Land Corp. | 128,556 | ||||
10,517,439 | ||||||
Passenger Airlines — 0.6% | ||||||
20,222 | American Airlines Group, Inc. (a) | 275,828 | ||||
21,643 | Delta Air Lines, Inc. (a) | 742,571 | ||||
1,018,399 | ||||||
Personal Care Products — 0.8% | ||||||
13,625 | Beauty Health (The) Co. (a) | 156,143 | ||||
8,773 | BellRing Brands, Inc. (a) | 315,740 | ||||
2,612 | elf Beauty, Inc. (a) | 242,289 | ||||
1,227 | Estee Lauder (The) Cos., Inc., Class A | 302,725 | ||||
2,621 | Inter Parfums, Inc. | 397,842 | ||||
1,414,739 | ||||||
Pharmaceuticals — 1.0% | ||||||
4,589 | Amphastar Pharmaceuticals, Inc. (a) | 164,149 | ||||
2,933 | Amylyx Pharmaceuticals, Inc. (a) | 83,297 | ||||
1,949 | Corcept Therapeutics, Inc. (a) | 43,911 | ||||
1,473 | DICE Therapeutics, Inc. (a) | 47,872 | ||||
1,377 | Intra-Cellular Therapies, Inc. (a) | 85,581 | ||||
510 | Jazz Pharmaceuticals PLC (a) | 71,640 | ||||
4,150 | Merck & Co., Inc. | 479,200 | ||||
4,760 | Pliant Therapeutics, Inc. (a) | 134,470 | ||||
1,893 | Reata Pharmaceuticals, Inc., Class A (a) | 187,142 | ||||
6,678 | Revance Therapeutics, Inc. (a) | 212,561 | ||||
884 | Zoetis, Inc. | 155,389 | ||||
1,665,212 | ||||||
Professional Services — 1.1% | ||||||
4,346 | CBIZ, Inc. (a) | 228,991 | ||||
3,055 | Ceridian HCM Holding, Inc. (a) | 193,931 | ||||
726 | Equifax, Inc. | 151,284 | ||||
922 | ExlService Holdings, Inc. (a) | 164,466 | ||||
2,676 | Huron Consulting Group, Inc. (a) | 226,898 | ||||
2,454 | Insperity, Inc. | 300,517 | ||||
2,709 | KBR, Inc. | 153,682 | ||||
2,447 | Korn Ferry | 117,505 | ||||
10,740 | Planet Labs PBC (a) | 43,819 | ||||
10,170 | Verra Mobility Corp. (a) | 172,381 | ||||
1,753,474 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Real Estate Management & Development — 0.3% | ||||||
3,520 | DigitalBridge Group, Inc. | $ | 43,754 | |||
2,796 | Howard Hughes (The) Corp. (a) | 216,326 | ||||
5,186 | Kennedy-Wilson Holdings, Inc. | 87,021 | ||||
71,947 | Opendoor Technologies, Inc. (a) | 99,287 | ||||
1,014 | St. Joe (The) Co. | 41,675 | ||||
488,063 | ||||||
Residential REITs — 0.2% | ||||||
11,189 | Apartment Investment and Management Co., Class A | 87,610 | ||||
1,045 | Sun Communities, Inc. | 145,182 | ||||
5,877 | Veris Residential, Inc. (a) | 96,089 | ||||
328,881 | ||||||
Retail REITs — 0.3% | ||||||
2,388 | Getty Realty Corp. | 79,592 | ||||
7,129 | Kite Realty Group Trust | 147,713 | ||||
2,324 | Realty Income Corp. | 146,040 | ||||
3,437 | SITE Centers Corp. | 42,413 | ||||
6,451 | Tanger Factory Outlet Centers, Inc. | 126,504 | ||||
542,262 | ||||||
Semiconductors & Semiconductor Equipment — 6.3% | ||||||
7,769 | Allegro MicroSystems, Inc. (a) | 277,897 | ||||
3,832 | Analog Devices, Inc. | 689,300 | ||||
6,153 | Applied Materials, Inc. | 695,474 | ||||
2,798 | Axcelis Technologies, Inc. (a) | 331,003 | ||||
942 | Broadcom, Inc. | 590,163 | ||||
3,409 | Cirrus Logic, Inc. (a) | 292,458 | ||||
3,216 | Diodes, Inc. (a) | 256,315 | ||||
2,780 | First Solar, Inc. (a) | 507,572 | ||||
1,587 | Impinj, Inc. (a) | 140,307 | ||||
1,515 | KLA Corp. | 585,608 | ||||
1,426 | Lam Research Corp. | 747,338 | ||||
3,904 | Lattice Semiconductor Corp. (a) | 311,149 | ||||
3,158 | MACOM Technology Solutions Holdings, Inc. (a) | 184,238 | ||||
2,444 | MaxLinear, Inc. (a) | 58,974 | ||||
9,021 | Microchip Technology, Inc. | 658,443 | ||||
1,510 | Monolithic Power Systems, Inc. | 697,575 | ||||
1,590 | NVIDIA Corp. | 441,209 | ||||
4,053 | NXP Semiconductors N.V. | 663,638 | ||||
9,181 | ON Semiconductor Corp. (a) | 660,665 | ||||
3,394 | Onto Innovation, Inc. (a) | 274,846 | ||||
5,073 | PDF Solutions, Inc. (a) | 182,882 | ||||
881 | Power Integrations, Inc. | 64,119 | ||||
7,274 | Rambus, Inc. (a) | 322,529 | ||||
2,129 | Silicon Laboratories, Inc. (a) | 296,570 | ||||
890 | SiTime Corp. (a) | 96,538 | ||||
1,625 | Texas Instruments, Inc. | 271,700 | ||||
1,442 | Universal Display Corp. | 192,449 | ||||
10,490,959 | ||||||
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Software — 8.2% | ||||||
785 | Adobe, Inc. (a) | $ | 296,385 | |||
2,086 | Agilysys, Inc. (a) | 162,791 | ||||
3,334 | Alkami Technology, Inc. (a) | 39,975 | ||||
2,386 | Altair Engineering, Inc., Class A (a) | 164,753 | ||||
2,535 | Alteryx, Inc., Class A (a) | 104,265 | ||||
1,327 | ANSYS, Inc. (a) | 416,572 | ||||
1,017 | Appfolio, Inc., Class A (a) | 141,993 | ||||
1,939 | Appian Corp., Class A (a) | 72,809 | ||||
4,072 | Asana, Inc., Class A (a) | 65,885 | ||||
1,452 | Autodesk, Inc. (a) | 282,835 | ||||
3,469 | Bentley Systems, Inc., Class B | 147,641 | ||||
2,483 | Blackbaud, Inc. (a) | 172,208 | ||||
3,663 | Braze, Inc., Class A (a) | 107,692 | ||||
3,597 | Cadence Design Systems, Inc. (a) | 753,392 | ||||
8,313 | CCC Intelligent Solutions Holdings, Inc. (a) | 72,157 | ||||
3,288 | Clear Secure, Inc., Class A | 79,537 | ||||
744 | CommVault Systems, Inc. (a) | 43,353 | ||||
1,072 | Crowdstrike Holdings, Inc., Class A (a) | 128,694 | ||||
2,524 | DocuSign, Inc. (a) | 124,787 | ||||
7,420 | DoubleVerify Holdings, Inc. (a) | 218,296 | ||||
3,526 | Dynatrace, Inc. (a) | 149,079 | ||||
1,271 | Envestnet, Inc. (a) | 80,556 | ||||
3,652 | Everbridge, Inc. (a) | 95,975 | ||||
860 | Fair Isaac Corp. (a) | 626,037 | ||||
9,097 | Fortinet, Inc. (a) | 573,566 | ||||
5,602 | Freshworks, Inc., Class A (a) | 74,843 | ||||
1,818 | Guidewire Software, Inc. (a) | 138,513 | ||||
1,441 | HashiCorp, Inc., Class A (a) | 38,633 | ||||
1,410 | HubSpot, Inc. (a) | 593,539 | ||||
4,797 | Intapp, Inc. (a) | 193,415 | ||||
678 | Intuit, Inc. | 300,998 | ||||
963 | Manhattan Associates, Inc. (a) | 159,550 | ||||
4,974 | MeridianLink, Inc. (a) | 74,312 | ||||
1,049 | Microsoft Corp. | 322,316 | ||||
294 | MicroStrategy, Inc., Class A (a) (c) | 96,544 | ||||
1,261 | Model N, Inc. (a) | 38,839 | ||||
13,037 | N-able, Inc. (a) | 166,222 | ||||
1,703 | nCino, Inc. (a) | 42,115 | ||||
2,971 | New Relic, Inc. (a) | 212,337 | ||||
2,869 | Nutanix, Inc., Class A (a) | 68,799 | ||||
8,134 | Oracle Corp. | 770,452 | ||||
4,920 | PagerDuty, Inc. (a) | 147,895 | ||||
17,417 | Palantir Technologies, Inc., Class A (a) | 134,982 | ||||
3,027 | Palo Alto Networks, Inc. (a) | 552,306 | ||||
3,762 | PowerSchool Holdings, Inc., Class A (a) | 78,551 | ||||
3,572 | Procore Technologies, Inc. (a) | 190,780 | ||||
2,995 | Progress Software Corp. | 164,366 | ||||
3,140 | PROS Holdings, Inc. (a) | 89,082 | ||||
2,357 | PTC, Inc. (a) | 296,487 | ||||
573 | Qualys, Inc. (a) | 64,715 | ||||
1,874 | Rapid7, Inc. (a) | 91,095 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Software (Continued) | ||||||
10,908 | Samsara, Inc., Class A (a) | $ | 196,889 | |||
2,580 | SentinelOne, Inc., Class A (a) | 41,461 | ||||
650 | ServiceNow, Inc. (a) | 298,623 | ||||
4,680 | Smartsheet, Inc., Class A (a) | 191,272 | ||||
4,605 | Splunk, Inc. (a) | 397,135 | ||||
16,598 | Sprinklr, Inc., Class A (a) | 198,512 | ||||
693 | Sprout Social, Inc., Class A (a) | 34,137 | ||||
1,469 | SPS Commerce, Inc. (a) | 216,384 | ||||
1,565 | Synopsys, Inc. (a) | 581,116 | ||||
4,709 | Tenable Holdings, Inc. (a) | 174,186 | ||||
415 | Tyler Technologies, Inc. (a) | 157,297 | ||||
8,493 | UiPath, Inc., Class A (a) | 119,581 | ||||
1,623 | Varonis Systems, Inc. (a) | 37,589 | ||||
2,138 | Workday, Inc., Class A (a) | 397,967 | ||||
1,456 | Workiva, Inc. (a) | 136,019 | ||||
15,890 | Zeta Global Holdings Corp., Class A (a) | 154,292 | ||||
13,555,379 | ||||||
Specialized REITs — 1.1% | ||||||
1,613 | CubeSmart | 73,375 | ||||
2,258 | EPR Properties | 94,746 | ||||
419 | Equinix, Inc. | 303,389 | ||||
1,571 | Four Corners Property Trust, Inc. | 40,076 | ||||
2,827 | Gaming and Leisure Properties, Inc. | 147,004 | ||||
8,345 | Iron Mountain, Inc. | 460,978 | ||||
746 | Lamar Advertising Co., Class A | 78,837 | ||||
1,707 | Life Storage, Inc. | 229,387 | ||||
1,785 | National Storage Affiliates Trust | 68,812 | ||||
2,601 | Outfront Media, Inc. | 43,333 | ||||
2,242 | Rayonier, Inc. | 70,309 | ||||
4,512 | VICI Properties, Inc. | 153,137 | ||||
1,763,383 | ||||||
Specialty Retail — 3.7% | ||||||
5,714 | Academy Sports & Outdoors, Inc. | 362,953 | ||||
246 | AutoZone, Inc. (a) | 655,174 | ||||
2,245 | Boot Barn Holdings, Inc. (a) | 162,695 | ||||
2,411 | Buckle (The), Inc. | 80,841 | ||||
2,992 | Burlington Stores, Inc. (a) | 576,887 | ||||
3,990 | Chewy, Inc., Class A (a) | 123,730 | ||||
2,102 | Dick’s Sporting Goods, Inc. | 304,811 | ||||
1,448 | Five Below, Inc. (a) | 285,777 | ||||
3,796 | Floor & Decor Holdings, Inc., Class A (a) | 377,095 | ||||
499 | Home Depot (The), Inc. | 149,969 | ||||
3,834 | Leslie’s, Inc. (a) | 41,599 | ||||
3,481 | Monro, Inc. | 170,151 | ||||
1,156 | Murphy USA, Inc. | 318,166 | ||||
712 | O’Reilly Automotive, Inc. (a) | 653,125 | ||||
2,848 | Ross Stores, Inc. | 303,967 | ||||
7,716 | TJX (The) Cos., Inc. | 608,175 | ||||
1,385 | Ulta Beauty, Inc. (a) | 763,731 |
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Specialty Retail (Continued) | ||||||
6,403 | Valvoline, Inc. | $ | 221,224 | |||
6,160,070 | ||||||
Technology Hardware, Storage & Peripherals — 0.5% | ||||||
1,833 | Apple, Inc. | 311,023 | ||||
3,960 | Avid Technology, Inc. (a) | 116,860 | ||||
3,499 | Super Micro Computer, Inc. (a) | 368,900 | ||||
796,783 | ||||||
Textiles, Apparel & Luxury Goods — 1.3% | ||||||
2,479 | Columbia Sportswear Co. | 207,096 | ||||
2,949 | Crocs, Inc. (a) | 364,703 | ||||
829 | Deckers Outdoor Corp. (a) | 397,373 | ||||
4,445 | Kontoor Brands, Inc. | 200,780 | ||||
3,600 | NIKE, Inc., Class B | 456,192 | ||||
2,037 | Oxford Industries, Inc. | 210,198 | ||||
8,649 | Tapestry, Inc. | 352,966 | ||||
2,189,308 | ||||||
Tobacco — 0.2% | ||||||
1,513 | Philip Morris International, Inc. | 151,255 | ||||
10,544 | Vector Group Ltd. | 134,330 | ||||
285,585 | ||||||
Trading Companies & Distributors — 2.8% | ||||||
2,099 | Applied Industrial Technologies, Inc. | 284,750 | ||||
5,069 | Beacon Roofing Supply, Inc. (a) | 305,052 | ||||
12,912 | Core & Main, Inc., Class A (a) | 336,487 | ||||
25,344 | Custom Truck One Source, Inc. (a) | 159,160 | ||||
8,186 | Fastenal Co. | 440,734 | ||||
7,693 | FTAI Aviation Ltd. | 218,866 | ||||
3,716 | GMS, Inc. (a) | 215,751 | ||||
2,863 | H&E Equipment Services, Inc. | 104,500 | ||||
655 | Herc Holdings, Inc. | 65,513 | ||||
1,357 | McGrath RentCorp | 120,610 | ||||
2,359 | Triton International Ltd. | 195,019 | ||||
1,910 | United Rentals, Inc. | 689,720 | ||||
1,097 | W.W. Grainger, Inc. | 763,040 | ||||
938 | Watsco, Inc. | 324,905 | ||||
2,413 | WESCO International, Inc. | 347,472 | ||||
4,571,579 | ||||||
Water Utilities — 0.0% | ||||||
1,130 | SJW Group | 85,790 | ||||
Wireless Telecommunication Services — 0.0% | ||||||
2,911 | Gogo, Inc. (a) | 39,036 |
Shares | Description | Value | ||||
Total Common Stocks — 100.0% | $ | 165,617,722 | ||||
(Cost $148,425,508) | ||||||
Money Market Funds — 0.1% | ||||||
160,472 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 4.67% (h) (i) | 160,472 | ||||
69,438 | Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio - Institutional Class 4.71% (h) | 69,438 | ||||
Total Money Market Funds — 0.1% | 229,910 | |||||
(Cost $229,910) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 0.0% | |||||||
$ | 27,880 | BNP Paribas S.A., 4.70% (h), dated 04/28/23, due 05/01/23, with a maturity value of $27,890. Collateralized by U.S. Treasury Securities, interest rates of 1.13% to 2.25%, due 01/15/25 to 08/15/27. The value of the collateral including accrued interest is $28,500. (i) | 27,880 | ||||
(Cost $27,880) | |||||||
Total Investments — 100.1% | 165,875,512 | ||||||
(Cost $148,683,298) | |||||||
Net Other Assets and Liabilities — (0.1)% | (250,659 | ) | |||||
Net Assets — 100.0% | $ | 165,624,853 |
(a) | Non-income producing security. |
(b) | This security may be resold to qualified foreign investors and foreign institutional buyers under Regulation S of the Securities Act of 1933, as amended. |
(c) | 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, including those sold and pending settlement, is $187,525 and the total value of the collateral held by the Fund is $188,352. |
(d) | This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures approved by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940 and rules thereunder, as amended. At April 30, 2023, securities noted as such are valued at $0 or 0.0% of net assets. |
(e) | This security’s value was determined using significant unobservable inputs (see Valuation Inputs in the Additional Information section). |
First Trust Multi Cap Growth AlphaDEX® Fund (FAD) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
(f) | Restricted security as to resale, excluding Rule 144A securities (see Restricted Securities table). |
(g) | Pursuant to procedures adopted by the Trust’s Board of Trustees, this security has been determined to be illiquid by First Trust Advisors, L.P., the Fund’s Advisor. |
(h) | Rate shown reflects yield as of April 30, 2023. |
(i) | 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 April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks: | ||||||||||||||||
Life Sciences Tools & Services | $ | 1,923,684 | $ | 1,923,684 | $ | — | $ | — | ** | |||||||
Other Industry Categories* | 163,694,038 | 163,694,038 | — | — | ||||||||||||
Money Market Funds | 229,910 | 229,910 | — | — | ||||||||||||
Repurchase Agreements | 27,880 | — | 27,880 | — | ||||||||||||
Total Investments | $ | 165,875,512 | $ | 165,847,632 | $ | 27,880 | $ | — | ** | |||||||
* | See Portfolio of Investments for industry breakout. |
** | Investment is valued at $0. |
Level 3 investments are fair valued by the Advisor’s Pricing Committee and are footnoted in the Portfolio of Investments. | ||||||||||||||||
Level 3 investments values are based on unobservable and non-quantitative inputs. |
Restricted Securities | ||||||||||||||||||||||
As of April 30, 2023, the Fund held restricted securities as shown in the following table that the Advisor has deemed illiquid. | ||||||||||||||||||||||
Security | Acquisition Date | Shares | Current Price | Carrying Cost | Value | % of Net Assets | ||||||||||||||||
OmniAb, Inc. - 12.5 Earnout Shares | 11/02/2022 | 162 | $ | 0.00 | $ | 0 | $ | 0 | 0.00 | % | ||||||||||||
OmniAb, Inc. - 15 Earnout Shares | 11/02/2022 | 162 | 0.00 | 0 | 0 | 0.00 | ||||||||||||||||
$ | 0 | $ | 0 | 0.00 | % |
First Trust Mid Cap Value AlphaDEX® Fund (FNK) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Aerospace & Defense — 1.3% | ||||||
5,384 | Huntington Ingalls Industries, Inc. | $ | 1,085,738 | |||
143,227 | Leonardo DRS, Inc. (a) | 2,155,566 | ||||
3,241,304 | ||||||
Air Freight & Logistics — 0.5% | ||||||
7,478 | C.H. Robinson Worldwide, Inc. | 754,306 | ||||
7,363 | GXO Logistics, Inc. (a) | 391,196 | ||||
1,145,502 | ||||||
Automobile Components — 1.1% | ||||||
30,261 | BorgWarner, Inc. | 1,456,462 | ||||
26,508 | Gentex Corp. | 731,356 | ||||
5,328 | Lear Corp. | 680,172 | ||||
2,867,990 | ||||||
Automobiles — 0.7% | ||||||
23,325 | Thor Industries, Inc. | 1,843,142 | ||||
Banks — 13.2% | ||||||
43,454 | Bank OZK | 1,552,177 | ||||
8,802 | BOK Financial Corp. | 738,224 | ||||
71,587 | Cadence Bank | 1,447,489 | ||||
34,226 | Comerica, Inc. | 1,484,382 | ||||
26,776 | East West Bancorp, Inc. | 1,384,051 | ||||
96,084 | F.N.B. Corp. | 1,103,044 | ||||
763 | First Citizens BancShares, Inc., Class A | 768,478 | ||||
54,027 | First Hawaiian, Inc. | 1,032,456 | ||||
24,885 | First Interstate BancSystem, Inc., Class A | 636,807 | ||||
8,844 | Glacier Bancorp, Inc. | 293,886 | ||||
40,827 | Hancock Whitney Corp. | 1,491,002 | ||||
34,226 | Home BancShares, Inc. | 745,100 | ||||
16,985 | Independent Bank Corp. | 951,160 | ||||
123,295 | New York Community Bancorp, Inc. | 1,318,024 | ||||
77,295 | Old National Bancorp | 1,036,526 | ||||
26,943 | Pinnacle Financial Partners, Inc. | 1,461,119 | ||||
25,886 | Popular, Inc. | 1,553,419 | ||||
18,117 | Prosperity Bancshares, Inc. | 1,134,486 | ||||
15,641 | SouthState Corp. | 1,078,916 | ||||
48,204 | Synovus Financial Corp. | 1,484,683 | ||||
25,747 | UMB Financial Corp. | 1,637,767 | ||||
21,109 | United Bankshares, Inc. | 699,341 | ||||
26,424 | United Community Banks, Inc. | 657,958 | ||||
160,834 | Valley National Bancorp | 1,508,623 | ||||
28,274 | Webster Financial Corp. | 1,054,620 | ||||
52,268 | Western Alliance Bancorp | 1,940,188 | ||||
20,372 | Wintrust Financial Corp. | 1,392,834 | ||||
49,653 | Zions Bancorp N.A. | 1,383,333 | ||||
32,970,093 | ||||||
Beverages — 0.7% | ||||||
2,083 | Coca-Cola Consolidated, Inc. | 1,227,845 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Beverages (Continued) | ||||||
7,188 | Molson Coors Beverage Co., Class B | $ | 427,542 | |||
1,655,387 | ||||||
Broadline Retail — 1.2% | ||||||
63,132 | Kohl’s Corp. | 1,390,798 | ||||
106,211 | Macy’s, Inc. | 1,735,488 | ||||
3,126,286 | ||||||
Building Products — 2.7% | ||||||
18,978 | Fortune Brands Innovations, Inc. | 1,227,687 | ||||
19,390 | Owens Corning | 2,071,046 | ||||
10,167 | Simpson Manufacturing Co., Inc. | 1,278,805 | ||||
7,634 | Trex Co., Inc. (a) | 417,274 | ||||
23,376 | UFP Industries, Inc. | 1,835,484 | ||||
6,830,296 | ||||||
Capital Markets — 3.0% | ||||||
12,880 | Evercore, Inc., Class A | 1,469,222 | ||||
18,512 | Federated Hermes, Inc. | 766,212 | ||||
4,246 | Houlihan Lokey, Inc. | 387,999 | ||||
113,271 | Invesco Ltd. | 1,940,332 | ||||
35,117 | Jefferies Financial Group, Inc. | 1,124,797 | ||||
22,442 | Lazard Ltd., Class A | 702,435 | ||||
18,863 | Stifel Financial Corp. | 1,131,214 | ||||
7,522,211 | ||||||
Chemicals — 2.7% | ||||||
18,053 | Avient Corp. | 695,221 | ||||
13,215 | Eastman Chemical Co. | 1,113,628 | ||||
19,241 | Element Solutions, Inc. | 349,224 | ||||
5,428 | H.B. Fuller Co. | 359,171 | ||||
54,318 | Huntsman Corp. | 1,455,179 | ||||
2,035 | NewMarket Corp. | 813,186 | ||||
33,471 | Olin Corp. | 1,854,294 | ||||
6,639,903 | ||||||
Communications Equipment — 0.1% | ||||||
10,794 | Juniper Networks, Inc. | 325,439 | ||||
Construction & Engineering — 0.4% | ||||||
36,568 | MDU Resources Group, Inc. | 1,068,517 | ||||
Construction Materials — 0.6% | ||||||
52,162 | Summit Materials, Inc., Class A (b) | 1,429,760 | ||||
Consumer Finance — 1.9% | ||||||
58,302 | Ally Financial, Inc. | 1,538,007 | ||||
1,704 | Credit Acceptance Corp. (a) | 834,108 | ||||
40,078 | OneMain Holdings, Inc. | 1,537,793 | ||||
59,973 | SLM Corp. | 900,794 | ||||
4,810,702 | ||||||
First Trust Mid Cap Value AlphaDEX® Fund (FNK) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Consumer Staples Distribution & Retail — 0.7% | ||||||
4,885 | BJ’s Wholesale Club Holdings, Inc. (a) | $ | 373,067 | |||
31,817 | Sprouts Farmers Market, Inc. (a) | 1,102,777 | ||||
10,059 | US Foods Holding Corp. (a) | 386,266 | ||||
1,862,110 | ||||||
Containers & Packaging — 2.2% | ||||||
25,232 | Berry Global Group, Inc. | 1,458,662 | ||||
4,492 | Crown Holdings, Inc. | 385,324 | ||||
8,093 | Sealed Air Corp. | 388,383 | ||||
6,923 | Silgan Holdings, Inc. | 341,027 | ||||
18,272 | Sonoco Products Co. | 1,107,649 | ||||
60,967 | Westrock Co. | 1,824,742 | ||||
5,505,787 | ||||||
Diversified Telecommunication Services — 1.3% | ||||||
81,584 | Frontier Communications Parent, Inc. (a) | 1,838,904 | ||||
560,798 | Lumen Technologies, Inc. | 1,329,091 | ||||
3,167,995 | ||||||
Electric Utilities — 2.4% | ||||||
17,314 | ALLETE, Inc. | 1,080,047 | ||||
19,351 | Hawaiian Electric Industries, Inc. | 758,753 | ||||
3,429 | IDACORP, Inc. | 381,030 | ||||
43,339 | NRG Energy, Inc. | 1,480,894 | ||||
14,066 | Pinnacle West Capital Corp. | 1,103,618 | ||||
22,798 | Portland General Electric Co. | 1,154,035 | ||||
5,958,377 | ||||||
Electrical Equipment — 0.9% | ||||||
4,067 | Acuity Brands, Inc. | 640,064 | ||||
4,277 | EnerSys | 354,863 | ||||
3,440 | Generac Holdings, Inc. (a) | 351,637 | ||||
7,920 | Regal Rexnord Corp. | 1,030,867 | ||||
2,377,431 | ||||||
Electronic Equipment, Instruments & Components — 3.5% | ||||||
7,582 | Advanced Energy Industries, Inc. | 655,843 | ||||
14,877 | Arrow Electronics, Inc. (a) | 1,702,375 | ||||
41,099 | Avnet, Inc. | 1,695,745 | ||||
19,512 | Coherent Corp. (a) | 666,140 | ||||
2,598 | Insight Enterprises, Inc. (a) | 314,228 | ||||
8,429 | Jabil, Inc. | 658,726 | ||||
18,275 | Sanmina Corp. (a) | 955,052 | ||||
15,353 | TD SYNNEX Corp. | 1,367,031 | ||||
27,179 | Vontier Corp. | 737,366 | ||||
8,752,506 | ||||||
Energy Equipment & Services — 0.3% | ||||||
20,071 | NOV, Inc. | 336,189 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Energy Equipment & Services (Continued) | ||||||
58,416 | Transocean Ltd. (a) | $ | 344,655 | |||
680,844 | ||||||
Financial Services — 3.7% | ||||||
46,384 | Essent Group Ltd. | 1,969,928 | ||||
49,656 | Jackson Financial, Inc., Class A | 1,788,113 | ||||
138,423 | MGIC Investment Corp. | 2,058,350 | ||||
84,056 | Radian Group, Inc. | 2,040,039 | ||||
133,284 | Western Union (The) Co. | 1,456,794 | ||||
9,313,224 | ||||||
Food Products — 2.0% | ||||||
10,957 | Ingredion, Inc. | 1,163,305 | ||||
20,670 | Post Holdings, Inc. (a) | 1,870,428 | ||||
493 | Seaboard Corp. | 1,942,948 | ||||
4,976,681 | ||||||
Gas Utilities — 1.0% | ||||||
9,378 | ONE Gas, Inc. | 721,637 | ||||
15,891 | Spire, Inc. | 1,076,297 | ||||
21,377 | UGI Corp. | 724,253 | ||||
2,522,187 | ||||||
Ground Transportation — 3.0% | ||||||
114,035 | Hertz Global Holdings, Inc. (a) | 1,902,104 | ||||
32,833 | Knight-Swift Transportation Holdings, Inc. | 1,849,154 | ||||
20,816 | Ryder System, Inc. | 1,647,795 | ||||
46,587 | XPO, Inc. (a) | 2,058,214 | ||||
7,457,267 | ||||||
Health Care Equipment & Supplies — 1.2% | ||||||
6,946 | Enovis Corp. (a) | 404,605 | ||||
9,088 | Envista Holdings Corp. (a) | 349,797 | ||||
6,472 | Integra LifeSciences Holdings Corp. (a) | 358,031 | ||||
20,852 | QuidelOrtho Corp. (a) | 1,875,637 | ||||
2,988,070 | ||||||
Health Care Providers & Services — 2.2% | ||||||
4,580 | DaVita, Inc. (a) | 413,849 | ||||
6,867 | Encompass Health Corp. | 440,518 | ||||
4,556 | Henry Schein, Inc. (a) | 368,170 | ||||
45,911 | Premier, Inc., Class A | 1,530,214 | ||||
14,373 | Select Medical Holdings Corp. | 438,377 | ||||
6,253 | Tenet Healthcare Corp. (a) | 458,470 | ||||
11,692 | Universal Health Services, Inc., Class B | 1,757,892 | ||||
5,407,490 | ||||||
Health Care REITs — 1.2% | ||||||
19,221 | Healthcare Realty Trust, Inc. | 380,191 | ||||
225,991 | Medical Properties Trust, Inc. | 1,981,941 |
First Trust Mid Cap Value AlphaDEX® Fund (FNK) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care REITs (Continued) | ||||||
49,769 | Physicians Realty Trust | $ | 717,669 | |||
3,079,801 | ||||||
Hotels, Restaurants & Leisure — 0.6% | ||||||
50,104 | Penn Entertainment, Inc. (a) | 1,492,598 | ||||
Household Durables — 4.1% | ||||||
34,962 | Leggett & Platt, Inc. | 1,129,622 | ||||
15,911 | Meritage Homes Corp. | 2,037,403 | ||||
11,121 | Mohawk Industries, Inc. (a) | 1,177,714 | ||||
59,732 | Newell Brands, Inc. | 725,744 | ||||
48,554 | Taylor Morrison Home Corp. (a) | 2,092,192 | ||||
30,945 | Toll Brothers, Inc. | 1,977,695 | ||||
5,354 | TopBuild Corp. (a) | 1,207,220 | ||||
10,347,590 | ||||||
Industrial REITs — 0.3% | ||||||
21,971 | STAG Industrial, Inc. | 744,158 | ||||
Insurance — 3.5% | ||||||
50,908 | American Equity Investment Life Holding Co. | 1,961,994 | ||||
3,057 | American Financial Group, Inc. | 375,186 | ||||
3,094 | Assurant, Inc. | 380,964 | ||||
7,391 | Assured Guaranty Ltd. | 398,153 | ||||
6,815 | Axis Capital Holdings Ltd. | 385,320 | ||||
8,423 | Brighthouse Financial, Inc. (a) | 372,297 | ||||
31,910 | Fidelity National Financial, Inc. | 1,132,486 | ||||
13,350 | First American Financial Corp. | 769,093 | ||||
3,378 | Globe Life, Inc. | 366,581 | ||||
44,637 | Old Republic International Corp. | 1,127,977 | ||||
37,565 | Unum Group | 1,585,243 | ||||
8,855,294 | ||||||
Interactive Media & Services — 0.1% | ||||||
4,761 | Ziff Davis, Inc. (a) | 348,220 | ||||
IT Services — 0.7% | ||||||
72,678 | DXC Technology Co. (a) | 1,733,370 | ||||
Leisure Products — 1.1% | ||||||
18,122 | Brunswick Corp. | 1,536,564 | ||||
13,840 | Hasbro, Inc. | 819,605 | ||||
20,182 | Mattel, Inc. (a) | 363,276 | ||||
2,719,445 | ||||||
Life Sciences Tools & Services — 0.6% | ||||||
41,721 | Syneos Health, Inc. (a) | 1,637,966 | ||||
Machinery — 2.0% | ||||||
8,243 | AGCO Corp. | 1,021,637 | ||||
6,547 | Crane NXT Co. | 310,066 | ||||
10,927 | Flowserve Corp. | 364,853 | ||||
2,534 | Middleby (The) Corp. (a) | 356,990 | ||||
25,281 | Mueller Industries, Inc. | 1,816,440 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Machinery (Continued) | ||||||
13,638 | Timken (The) Co. | $ | 1,048,080 | |||
4,918,066 | ||||||
Marine Transportation — 0.3% | ||||||
10,660 | Kirby Corp. (a) | 765,814 | ||||
Media — 2.0% | ||||||
1,587 | Cable One, Inc. | 1,203,597 | ||||
199,105 | DISH Network Corp., Class A (a) | 1,495,278 | ||||
43,026 | News Corp., Class A | 757,688 | ||||
8,607 | Nexstar Media Group, Inc. | 1,492,884 | ||||
4,949,447 | ||||||
Metals & Mining — 1.3% | ||||||
101,345 | Cleveland-Cliffs, Inc. (a) | 1,558,686 | ||||
71,174 | United States Steel Corp. | 1,628,461 | ||||
3,187,147 | ||||||
Mortgage Real Estate Investment Trusts — 1.7% | ||||||
41,628 | Blackstone Mortgage Trust, Inc., Class A | 759,295 | ||||
232,206 | Rithm Capital Corp. | 1,894,801 | ||||
84,008 | Starwood Property Trust, Inc. | 1,502,903 | ||||
4,156,999 | ||||||
Multi-Utilities — 0.5% | ||||||
17,663 | Black Hills Corp. | 1,153,217 | ||||
Office REITs — 1.9% | ||||||
27,459 | Boston Properties, Inc. | 1,465,212 | ||||
69,510 | Cousins Properties, Inc. | 1,516,013 | ||||
45,868 | Kilroy Realty Corp. | 1,341,180 | ||||
24,173 | Vornado Realty Trust | 362,837 | ||||
4,685,242 | ||||||
Oil, Gas & Consumable Fuels — 6.4% | ||||||
24,431 | Chesapeake Energy Corp. | 2,019,955 | ||||
13,801 | Chord Energy Corp. | 1,964,297 | ||||
30,101 | DT Midstream, Inc. | 1,483,076 | ||||
38,397 | HF Sinclair Corp. | 1,693,692 | ||||
42,841 | PBF Energy, Inc., Class A | 1,493,437 | ||||
28,944 | PDC Energy, Inc. | 1,882,807 | ||||
72,564 | Peabody Energy Corp. (a) | 1,742,987 | ||||
65,967 | SM Energy Co. | 1,852,354 | ||||
371,528 | Southwestern Energy Co. (a) | 1,928,230 | ||||
16,060,835 | ||||||
Paper & Forest Products — 0.8% | ||||||
34,268 | Louisiana-Pacific Corp. | 2,047,170 | ||||
Passenger Airlines — 0.1% | ||||||
8,854 | Alaska Air Group, Inc. (a) | 384,795 | ||||
Pharmaceuticals — 1.0% | ||||||
5,654 | Catalent, Inc. (a) | 283,379 | ||||
118,573 | Elanco Animal Health, Inc. (a) | 1,122,886 |
First Trust Mid Cap Value AlphaDEX® Fund (FNK) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Pharmaceuticals (Continued) | ||||||
47,389 | Organon & Co. | $ | 1,167,191 | |||
2,573,456 | ||||||
Professional Services — 2.2% | ||||||
13,483 | ASGN, Inc. (a) | 965,248 | ||||
2,508 | CACI International, Inc., Class A (a) | 785,807 | ||||
9,169 | Concentrix Corp. | 884,900 | ||||
31,647 | Dun & Bradstreet Holdings, Inc. | 353,497 | ||||
13,506 | ManpowerGroup, Inc. | 1,022,539 | ||||
9,223 | Robert Half International, Inc. | 673,279 | ||||
9,218 | TriNet Group, Inc. (a) | 855,246 | ||||
5,540,516 | ||||||
Real Estate Management & Development — 0.6% | ||||||
10,214 | Jones Lang LaSalle, Inc. (a) | 1,420,155 | ||||
Residential REITs — 0.6% | ||||||
41,500 | Apartment Income REIT Corp. | 1,534,670 | ||||
Semiconductors & Semiconductor Equipment — 1.6% | ||||||
71,393 | Amkor Technology, Inc. | 1,597,061 | ||||
12,578 | MKS Instruments, Inc. | 1,054,917 | ||||
7,315 | Qorvo, Inc. (a) | 673,565 | ||||
6,685 | Synaptics, Inc. (a) | 592,024 | ||||
3,917,567 | ||||||
Software — 0.3% | ||||||
31,499 | NCR Corp. (a) | 702,113 | ||||
Specialized REITs — 0.3% | ||||||
15,010 | PotlatchDeltic Corp. | 693,912 | ||||
Specialty Retail — 6.0% | ||||||
6,110 | Advance Auto Parts, Inc. | 766,988 | ||||
8,846 | Asbury Automotive Group, Inc. (a) | 1,711,347 | ||||
11,061 | AutoNation, Inc. (a) | 1,456,734 | ||||
30,470 | Bath & Body Works, Inc. | 1,069,497 | ||||
5,780 | CarMax, Inc. (a) | 404,773 | ||||
37,442 | Foot Locker, Inc. | 1,572,190 | ||||
8,114 | Lithia Motors, Inc. | 1,792,302 | ||||
10,480 | Penske Automotive Group, Inc. | 1,452,318 | ||||
3,050 | RH (a) | 778,147 | ||||
19,107 | Signet Jewelers Ltd. | 1,405,893 | ||||
32,638 | Victoria’s Secret & Co. (a) | 1,012,104 | ||||
12,216 | Williams-Sonoma, Inc. | 1,478,625 | ||||
14,900,918 | ||||||
Technology Hardware, Storage & Peripherals — 0.2% | ||||||
9,241 | Dell Technologies, Inc., Class C | 401,891 | ||||
Textiles, Apparel & Luxury Goods — 1.8% | ||||||
12,500 | PVH Corp. | 1,072,625 | ||||
6,370 | Ralph Lauren Corp. | 731,212 | ||||
15,637 | Skechers U.S.A., Inc., Class A (a) | 831,732 | ||||
117,449 | Under Armour, Inc., Class A (a) | 1,041,773 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Textiles, Apparel & Luxury Goods (Continued) | ||||||
32,434 | VF Corp. | $ | 762,523 | |||
4,439,865 | ||||||
Trading Companies & Distributors — 1.6% | ||||||
37,748 | Air Lease Corp. | 1,518,225 | ||||
6,753 | GATX Corp. | 769,234 | ||||
13,270 | MSC Industrial Direct Co., Inc., Class A | 1,203,987 | ||||
2,714 | SiteOne Landscape Supply, Inc. (a) | 400,966 | ||||
3,892,412 | ||||||
Total Investments — 99.9% | 249,731,150 | |||||
(Cost $263,111,702) | ||||||
Net Other Assets and Liabilities — 0.1% | 210,770 | |||||
Net Assets — 100.0% | $ | 249,941,920 |
(a) | Non-income producing security. |
(b) | Non-income producing security which makes payment in-kind (“PIK”) distributions. There were no in-kind distributions received for the fiscal year-to-date period (August 1, 2022 to April 30, 2023). |
First Trust Mid Cap Value AlphaDEX® Fund (FNK) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 249,731,150 | $ | 249,731,150 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Mid Cap Growth AlphaDEX® Fund (FNY) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.9% | ||||||
Aerospace & Defense — 2.0% | ||||||
17,711 | BWX Technologies, Inc. | $ | 1,143,777 | |||
6,334 | Curtiss-Wright Corp. | 1,075,703 | ||||
21,812 | Hexcel Corp. | 1,572,209 | ||||
43,112 | Spirit AeroSystems Holdings, Inc., Class A | 1,283,013 | ||||
5,074,702 | ||||||
Automobile Components — 1.4% | ||||||
15,333 | Fox Factory Holding Corp. (a) | 1,699,970 | ||||
11,865 | Visteon Corp. (a) | 1,665,727 | ||||
3,365,697 | ||||||
Automobiles — 0.1% | ||||||
9,802 | Harley-Davidson, Inc. | 363,654 | ||||
Beverages — 0.7% | ||||||
8,008 | Celsius Holdings, Inc. (a) | 765,324 | ||||
21,178 | National Beverage Corp. (a) | 1,052,547 | ||||
1,817,871 | ||||||
Biotechnology — 3.9% | ||||||
26,404 | Alkermes PLC (a) | 753,834 | ||||
5,642 | Apellis Pharmaceuticals, Inc. (a) | 470,712 | ||||
21,953 | Exact Sciences Corp. (a) | 1,406,529 | ||||
38,348 | Exelixis, Inc. (a) | 701,768 | ||||
26,813 | Natera, Inc. (a) | 1,359,955 | ||||
13,871 | Prometheus Biosciences, Inc. (a) | 2,690,281 | ||||
50,429 | Roivant Sciences Ltd. (a) | 431,168 | ||||
8,100 | Sarepta Therapeutics, Inc. (a) | 994,437 | ||||
31,987 | Vir Biotechnology, Inc. (a) | 804,473 | ||||
9,613,157 | ||||||
Broadline Retail — 0.4% | ||||||
3,629 | Dillard’s, Inc., Class A | 1,082,857 | ||||
Building Products — 3.0% | ||||||
19,245 | AAON, Inc. | 1,886,010 | ||||
6,974 | Allegion PLC | 770,488 | ||||
47,430 | AZEK (The) Co., Inc. (a) | 1,287,250 | ||||
20,961 | Builders FirstSource, Inc. (a) | 1,986,474 | ||||
2,962 | Lennox International, Inc. | 835,017 | ||||
14,970 | Masco Corp. | 801,045 | ||||
7,566,284 | ||||||
Capital Markets — 1.3% | ||||||
5,226 | Affiliated Managers Group, Inc. | 754,530 | ||||
18,032 | Interactive Brokers Group, Inc., Class A | 1,403,791 | ||||
6,467 | SEI Investments Co. | 380,971 | ||||
9,419 | Tradeweb Markets, Inc., Class A | 663,192 | ||||
3,202,484 | ||||||
Chemicals — 2.4% | ||||||
3,623 | Ashland, Inc. | 368,133 | ||||
61,434 | Axalta Coating Systems Ltd. (a) | 1,939,472 | ||||
2,942 | Balchem Corp. | 386,579 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Chemicals (Continued) | ||||||
19,424 | Cabot Corp. | $ | 1,393,866 | |||
37,291 | Chemours (The) Co. | 1,084,049 | ||||
17,135 | Livent Corp. (a) | 374,400 | ||||
4,266 | RPM International, Inc. | 349,940 | ||||
5,896,439 | ||||||
Commercial Services & Supplies — 1.8% | ||||||
4,503 | Casella Waste Systems, Inc., Class A (a) | 400,767 | ||||
13,053 | Clean Harbors, Inc. (a) | 1,894,773 | ||||
49,115 | Driven Brands Holdings, Inc. (a) | 1,507,831 | ||||
2,788 | MSA Safety, Inc. | 361,743 | ||||
2,533 | Tetra Tech, Inc. | 350,491 | ||||
4,515,605 | ||||||
Communications Equipment — 0.1% | ||||||
6,945 | Calix, Inc. (a) | 317,387 | ||||
Construction & Engineering — 3.4% | ||||||
8,828 | AECOM | 733,165 | ||||
82,777 | API Group Corp. (a) | 1,884,005 | ||||
12,749 | Comfort Systems USA, Inc. | 1,905,848 | ||||
11,445 | EMCOR Group, Inc. | 1,957,095 | ||||
3,497 | Valmont Industries, Inc. | 1,016,088 | ||||
23,817 | WillScot Mobile Mini Holdings Corp. (a) | 1,081,292 | ||||
8,577,493 | ||||||
Construction Materials — 0.6% | ||||||
10,144 | Eagle Materials, Inc. | 1,503,442 | ||||
Consumer Finance — 1.4% | ||||||
19,511 | FirstCash Holdings, Inc. | 2,010,218 | ||||
245,251 | SoFi Technologies, Inc. (a) | 1,527,914 | ||||
3,538,132 | ||||||
Consumer Staples Distribution & Retail — 0.5% | ||||||
5,158 | Casey’s General Stores, Inc. | 1,180,254 | ||||
Containers & Packaging — 0.9% | ||||||
73,003 | Graphic Packaging Holding Co. | 1,800,254 | ||||
5,873 | Greif, Inc., Class A | 368,766 | ||||
2,169,020 | ||||||
Diversified Consumer Services — 1.1% | ||||||
51,476 | ADT, Inc. | 344,889 | ||||
13,070 | Grand Canyon Education, Inc. (a) | 1,551,409 | ||||
10,822 | Service Corp. International | 759,596 | ||||
2,655,894 | ||||||
Diversified REITs — 0.1% | ||||||
14,976 | Essential Properties Realty Trust, Inc. | 370,656 |
First Trust Mid Cap Growth AlphaDEX® Fund (FNY) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Diversified Telecommunication Services — 0.6% | ||||||
24,038 | Iridium Communications, Inc. | $ | 1,525,692 | |||
Electrical Equipment — 0.7% | ||||||
13,247 | Atkore, Inc. (a) | 1,673,494 | ||||
Electronic Equipment, Instruments & Components — 2.4% | ||||||
9,165 | Badger Meter, Inc. | 1,212,804 | ||||
21,445 | Belden, Inc. | 1,691,796 | ||||
5,553 | Littelfuse, Inc. | 1,345,159 | ||||
28,404 | National Instruments Corp. | 1,653,965 | ||||
5,903,724 | ||||||
Energy Equipment & Services — 2.2% | ||||||
54,871 | ChampionX Corp. | 1,485,907 | ||||
10,410 | Helmerich & Payne, Inc. | 345,196 | ||||
63,618 | Patterson-UTI Energy, Inc. | 711,885 | ||||
17,161 | Valaris Ltd. (a) | 1,029,660 | ||||
31,353 | Weatherford International PLC (a) | 2,026,344 | ||||
5,598,992 | ||||||
Entertainment — 1.5% | ||||||
7,640 | Madison Square Garden Sports Corp. | 1,531,820 | ||||
11,153 | Warner Music Group Corp., Class A | 339,832 | ||||
16,312 | World Wrestling Entertainment, Inc., Class A | 1,748,157 | ||||
3,619,809 | ||||||
Financial Services — 1.6% | ||||||
24,549 | Shift4 Payments, Inc., Class A (a) | 1,663,686 | ||||
41,934 | Toast, Inc., Class A (a) | 763,199 | ||||
8,095 | WEX, Inc. (a) | 1,435,648 | ||||
3,862,533 | ||||||
Food Products — 0.9% | ||||||
6,373 | Darling Ingredients, Inc. (a) | 379,640 | ||||
5,504 | Lancaster Colony Corp. | 1,150,996 | ||||
18,716 | Simply Good Foods (The) Co. (a) | 680,701 | ||||
2,211,337 | ||||||
Gas Utilities — 0.7% | ||||||
6,446 | National Fuel Gas Co. | 360,331 | ||||
27,982 | New Jersey Resources Corp. | 1,444,991 | ||||
1,805,322 | ||||||
Ground Transportation — 2.1% | ||||||
9,553 | Avis Budget Group, Inc. (a) | 1,687,729 | ||||
8,305 | Landstar System, Inc. | 1,461,929 | ||||
6,839 | Saia, Inc. (a) | 2,036,449 | ||||
5,186,107 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Health Care Equipment & Supplies — 2.4% | ||||||
13,493 | Haemonetics Corp. (a) | $ | 1,129,499 | |||
1,590 | Inspire Medical Systems, Inc. (a) | 425,532 | ||||
22,539 | Lantheus Holdings, Inc. (a) | 1,925,957 | ||||
10,066 | Merit Medical Systems, Inc. (a) | 818,265 | ||||
4,007 | Penumbra, Inc. (a) | 1,138,469 | ||||
1,716 | Shockwave Medical, Inc. (a) | 497,915 | ||||
5,935,637 | ||||||
Health Care Providers & Services — 1.7% | ||||||
47,011 | agilon health, Inc. (a) | 1,140,957 | ||||
4,486 | AMN Healthcare Services, Inc. (a) | 387,366 | ||||
1,384 | Chemed Corp. | 762,930 | ||||
11,686 | Ensign Group (The), Inc. | 1,134,594 | ||||
23,429 | Option Care Health, Inc. (a) | 753,242 | ||||
4,179,089 | ||||||
Health Care Technology — 0.2% | ||||||
14,369 | Teladoc Health, Inc. (a) | 381,210 | ||||
Hotel & Resort REITs — 0.9% | ||||||
47,960 | Apple Hospitality REIT, Inc. | 714,124 | ||||
16,591 | Ryman Hospitality Properties, Inc. | 1,487,549 | ||||
2,201,673 | ||||||
Hotels, Restaurants & Leisure — 11.1% | ||||||
20,792 | Aramark | 721,482 | ||||
23,216 | Boyd Gaming Corp. | 1,611,190 | ||||
22,874 | Caesars Entertainment, Inc. (a) | 1,035,964 | ||||
183,334 | Carnival Corp. (a) | 1,688,506 | ||||
3,176 | Choice Hotels International, Inc. | 405,004 | ||||
5,792 | Churchill Downs, Inc. | 1,694,334 | ||||
76,894 | DraftKings, Inc., Class A (a) | 1,684,748 | ||||
41,883 | Hilton Grand Vacations, Inc. (a) | 1,792,592 | ||||
16,646 | Hyatt Hotels Corp., Class A (a) | 1,902,638 | ||||
116,594 | Life Time Group Holdings, Inc. (a) | 2,423,989 | ||||
12,396 | Light & Wonder, Inc. (a) | 747,355 | ||||
5,520 | Marriott Vacations Worldwide Corp. | 742,771 | ||||
83,011 | Norwegian Cruise Line Holdings Ltd. (a) | 1,108,197 | ||||
9,583 | Planet Fitness, Inc., Class A (a) | 796,731 | ||||
24,281 | SeaWorld Entertainment, Inc. (a) | 1,302,918 | ||||
17,220 | Texas Roadhouse, Inc. | 1,904,876 | ||||
28,482 | Travel + Leisure Co. | 1,090,006 | ||||
1,593 | Vail Resorts, Inc. | 383,148 | ||||
34,175 | Wendy’s (The) Co. | 755,268 | ||||
10,137 | Wingstop, Inc. | 2,028,515 | ||||
16,628 | Wynn Resorts Ltd. (a) | 1,900,248 | ||||
27,720,480 | ||||||
Household Durables — 0.7% | ||||||
47,122 | Tempur Sealy International, Inc. | 1,765,661 | ||||
First Trust Mid Cap Growth AlphaDEX® Fund (FNY) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Independent Power and Renewable Electricity Producers — 0.6% | ||||||
62,028 | Vistra Corp. | $ | 1,479,988 | |||
Industrial REITs — 0.3% | ||||||
13,082 | Americold Realty Trust, Inc. | 387,096 | ||||
5,761 | Terreno Realty Corp. | 354,820 | ||||
741,916 | ||||||
Insurance — 1.6% | ||||||
1,606 | Erie Indemnity Co., Class A | 349,032 | ||||
3,719 | Kinsale Capital Group, Inc. | 1,215,035 | ||||
7,430 | RenaissanceRe Holdings Ltd. | 1,600,496 | ||||
5,601 | RLI Corp. | 778,819 | ||||
3,943,382 | ||||||
IT Services — 0.4% | ||||||
12,946 | Okta, Inc. (a) | 887,189 | ||||
Leisure Products — 1.3% | ||||||
98,457 | Peloton Interactive, Inc., Class A (a) | 874,298 | ||||
10,092 | Polaris, Inc. | 1,096,496 | ||||
51,642 | Topgolf Callaway Brands Corp. (a) | 1,144,903 | ||||
3,115,697 | ||||||
Life Sciences Tools & Services — 1.2% | ||||||
13,342 | 10X Genomics, Inc., Class A (a) | 699,521 | ||||
14,162 | Bruker Corp. | 1,120,639 | ||||
5,937 | Medpace Holdings, Inc. (a) | 1,188,231 | ||||
3,008,391 | ||||||
Machinery — 6.3% | ||||||
4,165 | Albany International Corp., Class A | 379,890 | ||||
32,906 | Allison Transmission Holdings, Inc. | 1,605,484 | ||||
22,783 | Donaldson Co., Inc. | 1,447,860 | ||||
31,502 | Esab Corp. | 1,838,457 | ||||
15,820 | Franklin Electric Co., Inc. | 1,415,415 | ||||
10,195 | Graco, Inc. | 808,362 | ||||
12,937 | ITT, Inc. | 1,092,400 | ||||
8,804 | Lincoln Electric Holdings, Inc. | 1,477,311 | ||||
6,396 | RBC Bearings, Inc. (a) | 1,451,956 | ||||
38,463 | Terex Corp. | 1,715,065 | ||||
10,044 | Toro (The) Co. | 1,047,187 | ||||
8,844 | Watts Water Technologies, Inc., Class A | 1,430,340 | ||||
15,709,727 | ||||||
Metals & Mining — 1.7% | ||||||
47,157 | ATI, Inc. (a) | 1,821,203 | ||||
38,054 | Commercial Metals Co. | 1,776,741 | ||||
13,202 | MP Materials Corp. (a) | 286,087 | ||||
2,869 | Royal Gold, Inc. | 379,971 | ||||
4,264,002 | ||||||
Mortgage Real Estate Investment Trusts — 0.6% | ||||||
73,843 | AGNC Investment Corp. | 731,784 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Mortgage Real Estate Investment Trusts (Continued) | ||||||
38,950 | Annaly Capital Management, Inc. | $ | 778,221 | |||
1,510,005 | ||||||
Multi-Utilities — 0.3% | ||||||
26,621 | NiSource, Inc. | 757,634 | ||||
Oil, Gas & Consumable Fuels — 3.4% | ||||||
16,118 | Antero Resources Corp. (a) | 370,553 | ||||
16,337 | Civitas Resources, Inc. | 1,128,070 | ||||
12,741 | Denbury, Inc. (a) | 1,189,754 | ||||
23,326 | EQT Corp. | 812,678 | ||||
250,113 | Kosmos Energy Ltd. (a) | 1,600,723 | ||||
34,019 | Magnolia Oil & Gas Corp., Class A | 718,481 | ||||
15,621 | Matador Resources Co. | 765,898 | ||||
20,128 | Murphy Oil Corp. | 738,899 | ||||
42,180 | Range Resources Corp. | 1,115,661 | ||||
8,440,717 | ||||||
Passenger Airlines — 0.6% | ||||||
100,927 | American Airlines Group, Inc. (a) | 1,376,644 | ||||
Personal Care Products — 1.4% | ||||||
43,784 | BellRing Brands, Inc. (a) | 1,575,786 | ||||
13,083 | Inter Parfums, Inc. | 1,985,869 | ||||
3,561,655 | ||||||
Pharmaceuticals — 0.3% | ||||||
6,873 | Intra-Cellular Therapies, Inc. (a) | 427,157 | ||||
2,543 | Jazz Pharmaceuticals PLC (a) | 357,215 | ||||
784,372 | ||||||
Professional Services — 1.6% | ||||||
15,249 | Ceridian HCM Holding, Inc. (a) | 968,007 | ||||
4,600 | ExlService Holdings, Inc. (a) | 820,548 | ||||
12,248 | Insperity, Inc. | 1,499,890 | ||||
13,521 | KBR, Inc. | 767,046 | ||||
4,055,491 | ||||||
Real Estate Management & Development — 0.4% | ||||||
13,956 | Howard Hughes (The) Corp. (a) | 1,079,776 | ||||
Retail REITs — 0.3% | ||||||
35,580 | Kite Realty Group Trust | 737,218 | ||||
Semiconductors & Semiconductor Equipment — 5.6% | ||||||
38,776 | Allegro MicroSystems, Inc. (a) | 1,387,018 | ||||
13,965 | Axcelis Technologies, Inc. (a) | 1,652,059 | ||||
17,013 | Cirrus Logic, Inc. (a) | 1,459,545 | ||||
16,048 | Diodes, Inc. (a) | 1,279,026 | ||||
19,485 | Lattice Semiconductor Corp. (a) | 1,552,954 | ||||
15,761 | MACOM Technology Solutions Holdings, Inc. (a) | 919,497 | ||||
16,940 | Onto Innovation, Inc. (a) | 1,371,801 | ||||
4,397 | Power Integrations, Inc. | 320,014 |
First Trust Mid Cap Growth AlphaDEX® Fund (FNY) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Semiconductors & Semiconductor Equipment (Continued) | ||||||
36,302 | Rambus, Inc. (a) | $ | 1,609,631 | |||
10,628 | Silicon Laboratories, Inc. (a) | 1,480,480 | ||||
7,198 | Universal Display Corp. | 960,645 | ||||
13,992,670 | ||||||
Software — 5.1% | ||||||
12,650 | Alteryx, Inc., Class A (a) | 520,295 | ||||
17,314 | Bentley Systems, Inc., Class B | 736,884 | ||||
41,490 | CCC Intelligent Solutions Holdings, Inc. (a) | 360,133 | ||||
37,032 | DoubleVerify Holdings, Inc. (a) | 1,089,481 | ||||
17,596 | Dynatrace, Inc. (a) | 743,959 | ||||
6,344 | Envestnet, Inc. (a) | 402,083 | ||||
9,072 | Guidewire Software, Inc. (a) | 691,196 | ||||
4,806 | Manhattan Associates, Inc. (a) | 796,258 | ||||
14,830 | New Relic, Inc. (a) | 1,059,900 | ||||
14,319 | Nutanix, Inc., Class A (a) | 343,370 | ||||
18,778 | PowerSchool Holdings, Inc., Class A (a) | 392,085 | ||||
17,827 | Procore Technologies, Inc. (a) | 952,140 | ||||
2,862 | Qualys, Inc. (a) | 323,234 | ||||
23,358 | Smartsheet, Inc., Class A (a) | 954,641 | ||||
7,331 | SPS Commerce, Inc. (a) | 1,079,856 | ||||
23,501 | Tenable Holdings, Inc. (a) | 869,302 | ||||
42,389 | UiPath, Inc., Class A (a) | 596,837 | ||||
7,269 | Workiva, Inc. (a) | 679,070 | ||||
12,590,724 | ||||||
Specialized REITs — 1.0% | ||||||
8,052 | CubeSmart | 366,286 | ||||
3,725 | Lamar Advertising Co., Class A | 393,658 | ||||
8,517 | Life Storage, Inc. | 1,144,514 | ||||
8,908 | National Storage Affiliates Trust | 343,403 | ||||
11,189 | Rayonier, Inc. | 350,887 | ||||
2,598,748 | ||||||
Specialty Retail — 4.0% | ||||||
28,519 | Academy Sports & Outdoors, Inc. | 1,811,527 | ||||
19,913 | Chewy, Inc., Class A (a) | 617,502 | ||||
10,492 | Dick’s Sporting Goods, Inc. | 1,521,445 | ||||
7,228 | Five Below, Inc. (a) | 1,426,518 | ||||
18,946 | Floor & Decor Holdings, Inc., Class A (a) | 1,882,095 | ||||
5,769 | Murphy USA, Inc. | 1,587,802 | ||||
31,954 | Valvoline, Inc. | 1,104,011 | ||||
9,950,900 | ||||||
Technology Hardware, Storage & Peripherals — 0.7% | ||||||
17,464 | Super Micro Computer, Inc. (a) | 1,841,230 | ||||
Textiles, Apparel & Luxury Goods — 2.7% | ||||||
12,372 | Columbia Sportswear Co. | 1,033,557 | ||||
14,717 | Crocs, Inc. (a) | 1,820,051 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Textiles, Apparel & Luxury Goods (Continued) | ||||||
4,139 | Deckers Outdoor Corp. (a) | $ | 1,983,988 | |||
43,165 | Tapestry, Inc. | 1,761,564 | ||||
6,599,160 | ||||||
Trading Companies & Distributors — 3.7% | ||||||
10,474 | Applied Industrial Technologies, Inc. | 1,420,903 | ||||
25,296 | Beacon Roofing Supply, Inc. (a) | 1,522,313 | ||||
64,444 | Core & Main, Inc., Class A (a) | 1,679,411 | ||||
3,268 | Herc Holdings, Inc. | 326,865 | ||||
11,773 | Triton International Ltd. | 973,274 | ||||
4,679 | Watsco, Inc. | 1,620,712 | ||||
12,041 | WESCO International, Inc. | 1,733,904 | ||||
9,277,382 | ||||||
Total Investments — 99.9% | 248,686,406 | |||||
(Cost $230,585,887) | ||||||
Net Other Assets and Liabilities — 0.1% | 214,747 | |||||
Net Assets — 100.0% | $ | 248,901,153 |
(a) | Non-income producing security. |
First Trust Mid Cap Growth AlphaDEX® Fund (FNY) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 248,686,406 | $ | 248,686,406 | $ | — | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Small Cap Value AlphaDEX® Fund (FYT) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 100.0% | ||||||
Aerospace & Defense — 0.4% | ||||||
8,343 | AAR Corp. (a) | $ | 440,344 | |||
2,218 | Moog, Inc., Class A | 199,864 | ||||
640,208 | ||||||
Air Freight & Logistics — 1.2% | ||||||
54,622 | Air Transport Services Group, Inc. (a) | 1,109,373 | ||||
13,553 | Hub Group, Inc., Class A (a) | 1,021,896 | ||||
2,131,269 | ||||||
Automobile Components — 2.0% | ||||||
2,589 | Dorman Products, Inc. (a) | 223,068 | ||||
103,240 | Goodyear Tire & Rubber (The) Co. (a) | 1,101,571 | ||||
8,285 | LCI Industries | 935,874 | ||||
16,534 | Patrick Industries, Inc. | 1,134,728 | ||||
3,395,241 | ||||||
Automobiles — 0.7% | ||||||
19,717 | Winnebago Industries, Inc. | 1,146,346 | ||||
Banks — 19.1% | ||||||
15,522 | 1st Source Corp. | 646,957 | ||||
24,882 | Ameris Bancorp | 833,547 | ||||
50,622 | Associated Banc-Corp. | 902,590 | ||||
12,987 | Atlantic Union Bankshares Corp. | 371,688 | ||||
18,138 | Axos Financial, Inc. (a) | 737,672 | ||||
8,015 | Bancorp (The), Inc. (a) | 255,759 | ||||
4,286 | Bank of Hawaii Corp. | 207,571 | ||||
40,308 | BankUnited, Inc. | 908,945 | ||||
8,372 | Banner Corp. | 417,930 | ||||
8,910 | Berkshire Hills Bancorp, Inc. | 189,516 | ||||
63,785 | Brookline Bancorp, Inc. | 608,509 | ||||
67,621 | Capitol Federal Financial, Inc. | 419,250 | ||||
26,367 | Cathay General Bancorp | 840,316 | ||||
4,250 | Community Bank System, Inc. | 212,330 | ||||
40,059 | Dime Community Bancshares, Inc. | 825,215 | ||||
27,192 | Eagle Bancorp, Inc. | 682,519 | ||||
15,018 | Enterprise Financial Services Corp. | 642,170 | ||||
14,641 | FB Financial Corp. | 430,885 | ||||
12,814 | First Bancorp | 394,415 | ||||
58,648 | First BanCorp | 689,114 | ||||
32,929 | First Busey Corp. | 598,649 | ||||
36,615 | First Commonwealth Financial Corp. | 456,955 | ||||
30,768 | First Financial Bancorp | 636,898 | ||||
20,324 | First Merchants Corp. | 593,054 | ||||
48,465 | Fulton Financial Corp. | 578,187 | ||||
17,459 | Heartland Financial USA, Inc. | 568,465 | ||||
7,527 | Hilltop Holdings, Inc. | 233,487 | ||||
115,861 | Hope Bancorp, Inc. | 1,054,335 | ||||
14,452 | Independent Bank Group, Inc. | 525,764 | ||||
15,639 | International Bancshares Corp. | 667,316 | ||||
37,348 | Live Oak Bancshares, Inc. | 879,919 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Banks (Continued) | ||||||
6,670 | National Bank Holdings Corp., Class A | $ | 212,106 | |||
13,501 | NBT Bancorp, Inc. | 435,272 | ||||
37,830 | Northwest Bancshares, Inc. | 442,233 | ||||
49,255 | OceanFirst Financial Corp. | 788,080 | ||||
36,494 | OFG Bancorp | 933,152 | ||||
14,158 | Origin Bancorp, Inc. | 416,670 | ||||
37,892 | Pacific Premier Bancorp, Inc. | 842,718 | ||||
116,931 | PacWest Bancorp (b) | 1,186,850 | ||||
1,884 | Park National Corp. | 204,075 | ||||
16,143 | Pathward Financial, Inc. | 718,848 | ||||
47,458 | Provident Financial Services, Inc. | 829,566 | ||||
21,901 | Renasant Corp. | 615,856 | ||||
35,035 | Sandy Spring Bancorp, Inc. | 787,587 | ||||
9,419 | Seacoast Banking Corp. of Florida | 209,008 | ||||
52,042 | Simmons First National Corp., Class A | 869,622 | ||||
13,706 | Southside Bancshares, Inc. | 434,891 | ||||
9,074 | Stellar Bancorp, Inc. | 208,157 | ||||
18,593 | Texas Capital Bancshares, Inc. (a) | 934,298 | ||||
25,133 | TowneBank | 595,401 | ||||
7,841 | Triumph Financial, Inc. (a) | 407,418 | ||||
9,038 | Trustmark Corp. | 215,918 | ||||
49,846 | Veritex Holdings, Inc. | 857,850 | ||||
30,221 | Washington Federal, Inc. | 847,397 | ||||
21,814 | WesBanco, Inc. | 580,689 | ||||
17,810 | WSFS Financial Corp. | 626,378 | ||||
33,209,967 | ||||||
Broadline Retail — 0.4% | ||||||
41,164 | Nordstrom, Inc. (b) | 636,395 | ||||
Building Products — 1.0% | ||||||
9,385 | Gibraltar Industries, Inc. (a) | 469,626 | ||||
18,126 | PGT Innovations, Inc. (a) | 465,113 | ||||
49,793 | Resideo Technologies, Inc. (a) | 886,315 | ||||
1,821,054 | ||||||
Capital Markets — 2.4% | ||||||
6,979 | Artisan Partners Asset Management, Inc., Class A | 241,962 | ||||
16,392 | Donnelley Financial Solutions, Inc. (a) | 708,954 | ||||
33,563 | Golub Capital BDC, Inc. | 452,429 | ||||
5,811 | Moelis & Co., Class A | 220,120 | ||||
1,609 | Piper Sandler Cos. | 217,923 | ||||
4,398 | StoneX Group, Inc. (a) | 431,312 | ||||
31,094 | Victory Capital Holdings, Inc., Class A | 949,611 | ||||
11,815 | Virtu Financial, Inc., Class A | 236,891 | ||||
3,518 | Virtus Investment Partners, Inc. | 641,015 | ||||
4,100,217 | ||||||
Chemicals — 2.4% | ||||||
29,730 | AdvanSix, Inc. | 1,120,226 |
First Trust Small Cap Value AlphaDEX® Fund (FYT) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Chemicals (Continued) | ||||||
41,185 | Ecovyst, Inc. (a) | $ | 467,450 | |||
21,195 | Mativ Holdings, Inc. | 410,547 | ||||
11,086 | Minerals Technologies, Inc. | 656,956 | ||||
82,889 | Perimeter Solutions S.A. (a) | 620,010 | ||||
2,918 | Sensient Technologies Corp. | 217,274 | ||||
6,503 | Stepan Co. | 599,577 | ||||
4,092,040 | ||||||
Commercial Services & Supplies — 2.6% | ||||||
8,468 | Brady Corp., Class A | 432,122 | ||||
123,670 | CoreCivic, Inc. (a) | 1,087,059 | ||||
144,198 | GEO Group (The), Inc. (a) | 1,085,811 | ||||
32,694 | HNI Corp. | 849,390 | ||||
32,750 | MillerKnoll, Inc. | 557,078 | ||||
2,583 | UniFirst Corp. | 422,785 | ||||
4,434,245 | ||||||
Communications Equipment — 0.5% | ||||||
15,882 | NetScout Systems, Inc. (a) | 432,149 | ||||
13,451 | Viasat, Inc. (a) | 471,189 | ||||
903,338 | ||||||
Construction & Engineering — 1.6% | ||||||
14,422 | Arcosa, Inc. | 974,062 | ||||
11,078 | Granite Construction, Inc. | 422,404 | ||||
1,770 | MYR Group, Inc. (a) | 226,542 | ||||
46,135 | Primoris Services Corp. | 1,167,216 | ||||
2,790,224 | ||||||
Consumer Finance — 3.4% | ||||||
30,019 | Bread Financial Holdings, Inc. | 828,525 | ||||
22,553 | Encore Capital Group, Inc. (a) | 1,158,773 | ||||
25,609 | Enova International, Inc. (a) | 1,124,747 | ||||
71,154 | Navient Corp. | 1,176,887 | ||||
9,905 | Nelnet, Inc., Class A | 953,852 | ||||
17,193 | PRA Group, Inc. (a) | 623,590 | ||||
5,866,374 | ||||||
Consumer Staples Distribution & Retail — 2.6% | ||||||
22,030 | Andersons (The), Inc. | 984,741 | ||||
12,829 | Ingles Markets, Inc., Class A | 1,180,781 | ||||
6,365 | PriceSmart, Inc. | 468,973 | ||||
43,175 | United Natural Foods, Inc. (a) | 1,177,382 | ||||
7,913 | Weis Markets, Inc. | 652,744 | ||||
4,464,621 | ||||||
Containers & Packaging — 1.5% | ||||||
40,078 | O-I Glass, Inc. (a) | 900,553 | ||||
142,219 | Pactiv Evergreen, Inc. | 1,123,530 | ||||
24,041 | TriMas Corp. | 610,882 | ||||
2,634,965 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Diversified Consumer Services — 1.5% | ||||||
55,839 | Chegg, Inc. (a) | $ | 1,003,985 | |||
762 | Graham Holdings Co., Class B | 438,584 | ||||
18,986 | Laureate Education, Inc. | 235,237 | ||||
2,485 | Strategic Education, Inc. | 218,680 | ||||
17,063 | Stride, Inc. (a) | 733,027 | ||||
2,629,513 | ||||||
Diversified REITs — 1.6% | ||||||
48,959 | American Assets Trust, Inc. | 891,054 | ||||
39,373 | Broadstone Net Lease, Inc. | 636,661 | ||||
103,199 | Empire State Realty Trust, Inc., Class A | 630,546 | ||||
52,079 | Global Net Lease, Inc. | 586,410 | ||||
2,744,671 | ||||||
Diversified Telecommunication Services — 0.6% | ||||||
110,191 | Liberty Latin America Ltd., Class C (a) | 978,496 | ||||
Electrical Equipment — 0.5% | ||||||
187,282 | GrafTech International Ltd. | 882,098 | ||||
Electronic Equipment, Instruments & Components — 2.4% | ||||||
13,658 | ePlus, Inc. (a) | 594,669 | ||||
15,262 | Methode Electronics, Inc. | 625,590 | ||||
4,446 | OSI Systems, Inc. (a) | 502,220 | ||||
2,290 | Plexus Corp. (a) | 200,306 | ||||
1,363 | Rogers Corp. (a) | 219,375 | ||||
84,341 | TTM Technologies, Inc. (a) | 996,067 | ||||
50,297 | Vishay Intertechnology, Inc. | 1,070,823 | ||||
4,209,050 | ||||||
Energy Equipment & Services — 0.6% | ||||||
46,582 | Archrock, Inc. | 479,329 | ||||
93,153 | ProPetro Holding Corp. (a) | 646,482 | ||||
1,125,811 | ||||||
Financial Services — 3.6% | ||||||
11,701 | Compass Diversified Holdings | 223,021 | ||||
19,847 | EVERTEC, Inc. | 688,492 | ||||
34,954 | Merchants Bancorp | 810,933 | ||||
27,770 | Mr. Cooper Group, Inc. (a) | 1,285,751 | ||||
50,952 | NMI Holdings, Inc., Class A (a) | 1,192,277 | ||||
19,085 | PennyMac Financial Services, Inc. | 1,192,622 | ||||
11,951 | Walker & Dunlop, Inc. | 804,422 | ||||
6,197,518 | ||||||
Food Products — 0.8% | ||||||
37,789 | Fresh Del Monte Produce, Inc. | 1,084,922 | ||||
13,017 | Hain Celestial Group (The), Inc. (a) | 233,395 | ||||
1,318,317 | ||||||
First Trust Small Cap Value AlphaDEX® Fund (FYT) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Gas Utilities — 0.4% | ||||||
14,080 | Northwest Natural Holding Co. | $ | 661,197 | |||
Ground Transportation — 2.3% | ||||||
9,850 | ArcBest Corp. | 929,840 | ||||
71,467 | Heartland Express, Inc. | 1,034,842 | ||||
11,366 | RXO, Inc. (a) | 205,611 | ||||
34,027 | Schneider National, Inc., Class B | 890,487 | ||||
20,006 | Werner Enterprises, Inc. | 903,671 | ||||
3,964,451 | ||||||
Health Care Equipment & Supplies — 0.5% | ||||||
22,519 | Avanos Medical, Inc. (a) | 665,211 | ||||
2,880 | Integer Holdings Corp. (a) | 237,168 | ||||
902,379 | ||||||
Health Care Providers & Services — 1.1% | ||||||
3,035 | Amedisys, Inc. (a) | 243,711 | ||||
46,033 | Owens & Minor, Inc. (a) | 715,353 | ||||
17,000 | Patterson Cos., Inc. | 460,870 | ||||
30,525 | Pediatrix Medical Group, Inc. (a) | 437,423 | ||||
1,857,357 | ||||||
Health Care REITs — 0.2% | ||||||
4,331 | National Health Investors, Inc. | 215,554 | ||||
19,413 | Sabra Health Care REIT, Inc. | 221,308 | ||||
436,862 | ||||||
Health Care Technology — 0.4% | ||||||
51,323 | Veradigm, Inc. (a) | 641,024 | ||||
Hotel & Resort REITs — 0.6% | ||||||
92,050 | Park Hotels & Resorts, Inc. | 1,109,203 | ||||
Hotels, Restaurants & Leisure — 0.1% | ||||||
1,966 | Cracker Barrel Old Country Store, Inc. | 208,711 | ||||
Household Durables — 6.1% | ||||||
1,434 | Cavco Industries, Inc. (a) | 430,516 | ||||
17,801 | Century Communities, Inc. | 1,198,719 | ||||
32,451 | Green Brick Partners, Inc. (a) | 1,209,449 | ||||
7,039 | Helen of Troy Ltd. (a) | 706,293 | ||||
28,316 | KB Home | 1,240,807 | ||||
39,122 | La-Z-Boy, Inc. | 1,123,975 | ||||
7,984 | LGI Homes, Inc. (a) | 948,499 | ||||
29,272 | M.D.C. Holdings, Inc. | 1,199,274 | ||||
18,035 | M/I Homes, Inc. (a) | 1,219,887 | ||||
44,935 | Tri Pointe Homes, Inc. (a) | 1,288,736 | ||||
10,566,155 | ||||||
Household Products — 0.5% | ||||||
17,141 | Central Garden & Pet Co., Class A (a) | 605,591 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Household Products (Continued) | ||||||
1,254 | WD-40 Co. | $ | 238,762 | |||
844,353 | ||||||
Industrial REITs — 0.4% | ||||||
64,961 | LXP Industrial Trust | 610,633 | ||||
Insurance — 2.2% | ||||||
30,183 | CNO Financial Group, Inc. | 677,306 | ||||
10,916 | Employers Holdings, Inc. | 432,164 | ||||
226,638 | Genworth Financial, Inc., Class A (a) | 1,316,767 | ||||
2,998 | Safety Insurance Group, Inc. | 219,124 | ||||
28,195 | Stewart Information Services Corp. | 1,174,322 | ||||
3,819,683 | ||||||
Interactive Media & Services — 0.6% | ||||||
35,852 | Cargurus, Inc. (a) | 589,407 | ||||
3,078 | Shutterstock, Inc. | 206,226 | ||||
7,274 | Yelp, Inc. (a) | 217,638 | ||||
1,013,271 | ||||||
IT Services — 0.3% | ||||||
30,835 | Kyndryl Holdings, Inc. (a) | 445,874 | ||||
Leisure Products — 1.1% | ||||||
16,122 | Malibu Boats, Inc., Class A (a) | 914,924 | ||||
41,061 | Vista Outdoor, Inc. (a) | 989,570 | ||||
1,904,494 | ||||||
Machinery — 1.4% | ||||||
1,209 | Alamo Group, Inc. | 213,666 | ||||
8,763 | EnPro Industries, Inc. | 826,088 | ||||
16,498 | Kennametal, Inc. | 428,288 | ||||
16,017 | Mueller Water Products, Inc., Class A | 214,628 | ||||
9,812 | Shyft Group (The), Inc. | 246,085 | ||||
6,642 | Tennant Co. | 507,582 | ||||
2,436,337 | ||||||
Marine Transportation — 0.7% | ||||||
19,070 | Matson, Inc. | 1,297,332 | ||||
Media — 0.7% | ||||||
65,278 | Altice USA, Inc., Class A (a) | 228,473 | ||||
26,598 | Scholastic Corp. | 1,023,225 | ||||
1,251,698 | ||||||
Metals & Mining — 2.2% | ||||||
7,291 | Alpha Metallurgical Resources, Inc. | 1,068,569 | ||||
31,273 | Ryerson Holding Corp. | 1,181,181 | ||||
30,995 | Warrior Met Coal, Inc. | 1,071,497 | ||||
7,041 | Worthington Industries, Inc. | 418,165 | ||||
3,739,412 | ||||||
First Trust Small Cap Value AlphaDEX® Fund (FYT) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Mortgage Real Estate Investment Trusts — 2.3% | ||||||
79,213 | Arbor Realty Trust, Inc. (b) | $ | 908,573 | |||
57,491 | Claros Mortgage Trust, Inc. | 687,593 | ||||
120,392 | Ladder Capital Corp. | 1,125,665 | ||||
111,873 | Ready Capital Corp. | 1,200,397 | ||||
3,922,228 | ||||||
Multi-Utilities — 0.8% | ||||||
15,779 | Avista Corp. | 695,381 | ||||
11,578 | NorthWestern Corp. | 678,702 | ||||
1,374,083 | ||||||
Office REITs — 3.7% | ||||||
54,322 | Douglas Emmett, Inc. | 699,667 | ||||
33,120 | Easterly Government Properties, Inc. | 465,998 | ||||
10,781 | Equity Commonwealth | 223,382 | ||||
49,061 | Highwoods Properties, Inc. | 1,124,478 | ||||
136,869 | Hudson Pacific Properties, Inc. | 760,992 | ||||
60,436 | JBG SMITH Properties | 862,422 | ||||
199,603 | Paramount Group, Inc. | 864,281 | ||||
155,855 | Piedmont Office Realty Trust, Inc., Class A | 1,014,616 | ||||
19,350 | SL Green Realty Corp. (b) | 458,015 | ||||
6,473,851 | ||||||
Oil, Gas & Consumable Fuels — 4.1% | ||||||
8,654 | Arch Resources, Inc. | 1,057,951 | ||||
29,551 | California Resources Corp. | 1,196,816 | ||||
34,024 | Callon Petroleum Co. (a) | 1,127,555 | ||||
39,662 | Delek US Holdings, Inc. | 862,649 | ||||
14,224 | Gulfport Energy Corp. (a) | 1,286,703 | ||||
31,168 | Par Pacific Holdings, Inc. (a) | 730,266 | ||||
35,622 | World Fuel Services Corp. | 842,104 | ||||
7,104,044 | ||||||
Paper & Forest Products — 0.3% | ||||||
9,838 | Sylvamo Corp. | 450,777 | ||||
Passenger Airlines — 0.4% | ||||||
2,428 | Allegiant Travel Co. (a) | 252,294 | ||||
62,516 | JetBlue Airways Corp. (a) | 446,364 | ||||
698,658 | ||||||
Personal Care Products — 1.2% | ||||||
10,726 | Edgewell Personal Care Co. | 468,404 | ||||
41,602 | Herbalife Ltd. (a) | 618,206 | ||||
6,459 | Medifast, Inc. | 591,967 | ||||
11,580 | Nu Skin Enterprises, Inc., Class A | 456,947 | ||||
2,135,524 | ||||||
Pharmaceuticals — 0.4% | ||||||
7,267 | Prestige Consumer Healthcare, Inc. (a) | 447,139 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Pharmaceuticals (Continued) | ||||||
6,162 | Supernus Pharmaceuticals, Inc. (a) | $ | 227,131 | |||
674,270 | ||||||
Professional Services — 0.7% | ||||||
32,600 | First Advantage Corp. (a) | 419,236 | ||||
2,036 | ICF International, Inc. | 232,104 | ||||
3,532 | Kforce, Inc. | 208,882 | ||||
12,222 | TTEC Holdings, Inc. | 416,404 | ||||
1,276,626 | ||||||
Real Estate Management & Development — 0.8% | ||||||
20,861 | Marcus & Millichap, Inc. | 656,496 | ||||
128,559 | Newmark Group, Inc., Class A | 815,064 | ||||
1,471,560 | ||||||
Retail REITs — 0.6% | ||||||
16,005 | Acadia Realty Trust | 216,227 | ||||
28,622 | InvenTrust Properties Corp. | 645,426 | ||||
14,825 | Urban Edge Properties | 217,483 | ||||
1,079,136 | ||||||
Semiconductors & Semiconductor Equipment — 0.4% | ||||||
11,854 | Cohu, Inc. (a) | 401,139 | ||||
9,246 | Semtech Corp. (a) | 180,205 | ||||
6,734 | Ultra Clean Holdings, Inc. (a) | 192,188 | ||||
773,532 | ||||||
Software — 0.8% | ||||||
8,275 | ACI Worldwide, Inc. (a) | 209,606 | ||||
13,351 | Consensus Cloud Solutions, Inc. (a) | 498,393 | ||||
36,820 | Digital Turbine, Inc. (a) | 431,899 | ||||
3,064 | InterDigital, Inc. | 207,555 | ||||
1,347,453 | ||||||
Specialty Retail — 3.3% | ||||||
49,833 | American Eagle Outfitters, Inc. | 667,264 | ||||
5,027 | Group 1 Automotive, Inc. | 1,128,461 | ||||
46,770 | Guess?, Inc. | 881,615 | ||||
24,154 | National Vision Holdings, Inc. (a) | 508,200 | ||||
20,238 | ODP (The) Corp. (a) | 874,484 | ||||
8,488 | Revolve Group, Inc. (a) | 175,277 | ||||
29,213 | Sally Beauty Holdings, Inc. (a) | 415,701 | ||||
4,106 | Sonic Automotive, Inc., Class A | 182,799 | ||||
32,835 | Urban Outfitters, Inc. (a) | 888,515 | ||||
5,722,316 | ||||||
Technology Hardware, Storage & Peripherals — 0.1% | ||||||
14,496 | Xerox Holdings Corp. | 227,152 | ||||
Textiles, Apparel & Luxury Goods — 0.7% | ||||||
6,329 | Carter’s, Inc. | 441,574 | ||||
24,964 | Levi Strauss & Co., Class A | 360,979 |
First Trust Small Cap Value AlphaDEX® Fund (FYT) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Textiles, Apparel & Luxury Goods (Continued) | ||||||
12,642 | Steven Madden Ltd. | $ | 442,976 | |||
1,245,529 | ||||||
Tobacco — 0.5% | ||||||
17,207 | Universal Corp. | 944,492 | ||||
Trading Companies & Distributors — 2.3% | ||||||
17,986 | Boise Cascade Co. | 1,228,624 | ||||
81,629 | NOW, Inc. (a) | 870,982 | ||||
20,839 | Rush Enterprises, Inc., Class A | 1,106,759 | ||||
6,737 | Veritiv Corp. | 773,879 | ||||
3,980,244 | ||||||
Water Utilities — 0.1% | ||||||
3,837 | California Water Service Group | 215,179 | ||||
Wireless Telecommunication Services — 1.3% | ||||||
108,252 | Telephone and Data Systems, Inc. | 1,082,520 | ||||
54,881 | United States Cellular Corp. (a) | 1,165,672 | ||||
2,248,192 | ||||||
Total Common Stocks — 100.0% | 173,427,250 | |||||
(Cost $186,033,471) | ||||||
Money Market Funds — 1.6% | ||||||
2,835,357 | Goldman Sachs Financial Square Treasury Obligations Fund - Institutional Class - 4.67% (c) (d) | 2,835,357 | ||||
(Cost $2,835,357) |
Principal Value | Description | Value | ||||
Repurchase Agreements — 0.3% | ||||||
492,598 | BNP Paribas S.A., 4.70% (c), dated 04/28/23, due 05/01/23, with a maturity value of $492,791. Collateralized by U.S. Treasury Securities, interest rates of 1.13% to 2.25%, due 01/15/25 to 08/15/27. The value of the collateral including accrued interest is $503,559. (d) | 492,598 | ||||
(Cost $492,598) | ||||||
Total Investments — 101.9% | 176,755,205 | |||||
(Cost $189,361,426) | ||||||
Net Other Assets and Liabilities — (1.9)% | (3,249,992 | ) | ||||
Net Assets — 100.0% | $ | 173,505,213 |
(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, including those sold and pending settlement, is $3,216,767 and the total value of the collateral held by the Fund is $3,327,955. |
(c) | Rate shown reflects yield as of April 30, 2023. |
(d) | This security serves as collateral for securities on loan. |
First Trust Small Cap Value AlphaDEX® Fund (FYT) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Valuation Inputs | ||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | ||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks* | $ | 173,427,250 | $ | 173,427,250 | $ | — | $ | — | ||||||||
Money Market Funds | 2,835,357 | 2,835,357 | — | — | ||||||||||||
Repurchase Agreements | 492,598 | — | 492,598 | — | ||||||||||||
Total Investments | $ | 176,755,205 | $ | 176,262,607 | $ | 492,598 | $ | — | ||||||||
* See Portfolio of Investments for industry breakout. |
First Trust Small Cap Growth AlphaDEX® Fund (FYC) |
Portfolio of Investments |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks — 99.8% | ||||||
Aerospace & Defense — 0.5% | ||||||
5,916 | AeroVironment, Inc. (a) | $ | 595,682 | |||
134,233 | Rocket Lab USA, Inc. (a) (b) | 526,193 | ||||
1,121,875 | ||||||
Air Freight & Logistics — 0.5% | ||||||
10,065 | Forward Air Corp. | 1,061,958 | ||||
Automobile Components — 1.0% | ||||||
58,818 | Modine Manufacturing Co. (a) | 1,229,884 | ||||
11,746 | XPEL, Inc. (a) (c) | 858,163 | ||||
2,088,047 | ||||||
Banks — 0.7% | ||||||
3,201 | BancFirst Corp. | 255,728 | ||||
2,927 | City Holding Co. | 266,913 | ||||
17,243 | S&T Bancorp, Inc. | 474,700 | ||||
4,825 | Stock Yards Bancorp, Inc. | 234,495 | ||||
6,397 | TriCo Bancshares | 229,076 | ||||
1,460,912 | ||||||
Beverages — 0.4% | ||||||
16,732 | Duckhorn Portfolio (The), Inc. (a) | 252,653 | ||||
5,607 | MGP Ingredients, Inc. | 553,299 | ||||
805,952 | ||||||
Biotechnology — 6.1% | ||||||
28,815 | ACADIA Pharmaceuticals, Inc. (a) | 614,624 | ||||
65,416 | Bridgebio Pharma, Inc. (a) | 949,840 | ||||
65,416 | Catalyst Pharmaceuticals, Inc. (a) | 1,041,423 | ||||
11,492 | Chinook Therapeutics, Inc. (a) | 229,955 | ||||
35,100 | Deciphera Pharmaceuticals, Inc. (a) | 498,771 | ||||
81,356 | Dynavax Technologies Corp. (a) | 846,916 | ||||
42,771 | FibroGen, Inc. (a) | 732,239 | ||||
8,978 | Kymera Therapeutics, Inc. (a) | 283,166 | ||||
132,269 | MannKind Corp. (a) | 509,236 | ||||
28,815 | Morphic Holding, Inc. (a) | 1,361,797 | ||||
16,476 | PTC Therapeutics, Inc. (a) | 908,487 | ||||
39,885 | Recursion Pharmaceuticals, Inc., Class A (a) | 190,251 | ||||
14,912 | Rhythm Pharmaceuticals, Inc. (a) | 300,775 | ||||
12,924 | Sage Therapeutics, Inc. (a) | 631,337 | ||||
53,065 | TG Therapeutics, Inc. (a) | 1,317,604 | ||||
11,829 | Travere Therapeutics, Inc. (a) | 255,152 | ||||
35,789 | Veracyte, Inc. (a) | 810,263 | ||||
18,496 | Vericel Corp. (a) | 582,809 | ||||
10,457 | Viridian Therapeutics, Inc. (a) | 293,110 | ||||
9,539 | Xencor, Inc. (a) | 252,211 | ||||
12,609,966 | ||||||
Building Products — 2.0% | ||||||
9,758 | CSW Industrials, Inc. | 1,314,110 | ||||
33,883 | Griffon Corp. | 963,971 | ||||
68,097 | Hayward Holdings, Inc. (a) | 819,888 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Building Products (Continued) | ||||||
110,000 | Janus International Group, Inc. (a) | $ | 990,000 | |||
4,087,969 | ||||||
Capital Markets — 1.4% | ||||||
43,108 | AssetMark Financial Holdings, Inc. (a) | 1,322,553 | ||||
10,788 | Hamilton Lane, Inc., Class A | 794,860 | ||||
7,512 | PJT Partners, Inc., Class A | 516,600 | ||||
9,070 | TPG, Inc. | 262,758 | ||||
2,896,771 | ||||||
Chemicals — 1.6% | ||||||
15,165 | Ingevity Corp. (a) | 1,087,937 | ||||
10,564 | Innospec, Inc. | 1,073,619 | ||||
51,964 | Orion Engineered Carbons S.A. | 1,258,049 | ||||
3,419,605 | ||||||
Commercial Services & Supplies — 1.1% | ||||||
24,134 | ABM Industries, Inc. | 1,027,626 | ||||
20,296 | Brink’s (The) Co. | 1,275,603 | ||||
2,303,229 | ||||||
Communications Equipment — 1.9% | ||||||
41,764 | CommScope Holding Co., Inc. (a) | 205,897 | ||||
23,697 | Digi International, Inc. (a) | 714,702 | ||||
56,726 | Extreme Networks, Inc. (a) | 1,008,588 | ||||
74,339 | Harmonic, Inc. (a) | 1,047,436 | ||||
139,768 | Infinera Corp. (a) | 884,731 | ||||
3,861,354 | ||||||
Construction & Engineering — 0.5% | ||||||
5,405 | Ameresco, Inc., Class A (a) | 224,848 | ||||
8,522 | Dycom Industries, Inc. (a) | 789,308 | ||||
1,014,156 | ||||||
Consumer Staples Distribution & Retail — 0.6% | ||||||
39,816 | Chefs’ Warehouse (The), Inc. (a) | 1,324,280 | ||||
Diversified Consumer Services — 1.3% | ||||||
28,084 | Adtalem Global Education, Inc. (a) | 1,139,368 | ||||
9,508 | Duolingo, Inc. (a) | 1,294,609 | ||||
30,863 | Mister Car Wash, Inc. (a) | 272,212 | ||||
2,706,189 | ||||||
Diversified Telecommunication Services — 0.3% | ||||||
8,511 | Cogent Communications Holdings, Inc. | 587,599 | ||||
First Trust Small Cap Growth AlphaDEX® Fund (FYC) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Electric Utilities — 1.0% | ||||||
10,276 | MGE Energy, Inc. | $ | 787,244 | |||
18,760 | Otter Tail Corp. | 1,349,782 | ||||
2,137,026 | ||||||
Electrical Equipment — 2.1% | ||||||
61,963 | Array Technologies, Inc. (a) | 1,267,143 | ||||
7,315 | Encore Wire Corp. | 1,143,554 | ||||
53,561 | Fluence Energy, Inc. (a) (b) | 967,312 | ||||
93,345 | FuelCell Energy, Inc. (a) | 175,489 | ||||
23,796 | Shoals Technologies Group, Inc., Class A (a) | 497,098 | ||||
46,920 | Stem, Inc. (a) (b) | 198,472 | ||||
4,249,068 | ||||||
Electronic Equipment, Instruments & Components — 0.8% | ||||||
27,411 | CTS Corp. | 1,074,785 | ||||
31,900 | Knowles Corp. (a) | 538,472 | ||||
1,613,257 | ||||||
Energy Equipment & Services — 4.0% | ||||||
112,604 | Diamond Offshore Drilling, Inc. (a) | 1,293,820 | ||||
73,843 | Expro Group Holdings N.V. (a) | 1,468,737 | ||||
175,162 | Helix Energy Solutions Group, Inc. (a) | 1,269,925 | ||||
62,303 | Liberty Energy, Inc. | 798,101 | ||||
4,448 | Nabors Industries Ltd. (a) | 443,644 | ||||
100,390 | NexTier Oilfield Solutions, Inc. (a) | 811,151 | ||||
103,785 | RPC, Inc. | 766,971 | ||||
30,757 | Tidewater, Inc. (a) | 1,384,988 | ||||
8,237,337 | ||||||
Entertainment — 1.6% | ||||||
53,101 | AMC Entertainment Holdings, Inc., Class A (a) (b) | 292,056 | ||||
91,667 | Cinemark Holdings, Inc. (a) | 1,547,339 | ||||
50,952 | Sphere Entertainment Co. (a) | 1,433,789 | ||||
3,273,184 | ||||||
Financial Services — 2.3% | ||||||
34,107 | AvidXchange Holdings, Inc. (a) | 253,415 | ||||
10,179 | Federal Agricultural Mortgage Corp., Class C | 1,356,759 | ||||
27,183 | Flywire Corp. (a) | 792,928 | ||||
172,707 | Payoneer Global, Inc. (a) | 942,980 | ||||
79,985 | Remitly Global, Inc. (a) | 1,343,748 | ||||
4,689,830 | ||||||
Food Products — 3.2% | ||||||
22,266 | Cal-Maine Foods, Inc. | 1,057,635 | ||||
12,058 | Freshpet, Inc. (a) | 831,640 | ||||
32,078 | Hostess Brands, Inc. (a) | 826,329 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Food Products (Continued) | ||||||
5,385 | J & J Snack Foods Corp. | $ | 824,982 | |||
65,024 | Sovos Brands, Inc. (a) | 1,115,162 | ||||
24,150 | Tootsie Roll Industries, Inc. | 987,252 | ||||
48,458 | Utz Brands, Inc. | 916,341 | ||||
6,559,341 | ||||||
Gas Utilities — 0.4% | ||||||
6,236 | Chesapeake Utilities Corp. | 770,146 | ||||
Ground Transportation — 0.5% | ||||||
51,771 | Marten Transport Ltd. | 1,045,257 | ||||
Health Care Equipment & Supplies — 3.3% | ||||||
86,906 | Alphatec Holdings, Inc. (a) | 1,254,922 | ||||
6,418 | AtriCure, Inc. (a) | 282,328 | ||||
865 | Atrion Corp. | 532,234 | ||||
4,876 | Axonics, Inc. (a) | 280,175 | ||||
19,285 | Embecta Corp. | 535,159 | ||||
5,310 | Glaukos Corp. (a) | 252,278 | ||||
4,309 | Inari Medical, Inc. (a) | 286,204 | ||||
4,372 | iRhythm Technologies, Inc. (a) | 574,481 | ||||
15,585 | Paragon 28, Inc. (a) | 287,076 | ||||
17,902 | TransMedics Group, Inc. (a) | 1,416,048 | ||||
43,057 | Treace Medical Concepts, Inc. (a) | 1,054,466 | ||||
6,755,371 | ||||||
Health Care Providers & Services — 4.1% | ||||||
21,403 | AdaptHealth Corp. (a) | 254,268 | ||||
7,476 | Addus HomeCare Corp. (a) | 611,088 | ||||
33,936 | Agiliti, Inc. (a) | 567,410 | ||||
5,700 | CorVel Corp. (a) | 1,151,571 | ||||
136,669 | Hims & Hers Health, Inc. (a) | 1,583,994 | ||||
145,976 | LifeStance Health Group, Inc. (a) | 1,189,704 | ||||
12,464 | National Research Corp. | 542,558 | ||||
28,906 | Privia Health Group, Inc. (a) | 798,673 | ||||
16,884 | Progyny, Inc. (a) | 561,224 | ||||
43,332 | RadNet, Inc. (a) | 1,198,563 | ||||
8,459,053 | ||||||
Health Care REITs — 0.2% | ||||||
13,587 | CareTrust REIT, Inc. | 264,810 | ||||
7,573 | LTC Properties, Inc. | 253,317 | ||||
518,127 | ||||||
Health Care Technology — 1.8% | ||||||
44,985 | Certara, Inc. (a) | 1,087,287 | ||||
24,595 | Evolent Health, Inc., Class A (a) | 895,504 | ||||
15,280 | NextGen Healthcare, Inc. (a) | 255,787 | ||||
24,717 | Phreesia, Inc. (a) | 782,046 | ||||
20,596 | Schrodinger, Inc. (a) | 607,994 | ||||
3,628,618 | ||||||
First Trust Small Cap Growth AlphaDEX® Fund (FYC) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Hotel & Resort REITs — 2.3% | ||||||
98,168 | DiamondRock Hospitality Co. | $ | 796,143 | |||
56,845 | Pebblebrook Hotel Trust | 808,904 | ||||
75,293 | RLJ Lodging Trust | 760,459 | ||||
136,120 | Service Properties Trust | 1,193,773 | ||||
80,780 | Sunstone Hotel Investors, Inc. | 769,833 | ||||
41,429 | Xenia Hotels & Resorts, Inc. | 524,491 | ||||
4,853,603 | ||||||
Hotels, Restaurants & Leisure — 7.6% | ||||||
52,856 | Bloomin’ Brands, Inc. | 1,309,243 | ||||
79,985 | Bowlero Corp. (a) | 1,170,181 | ||||
35,678 | Brinker International, Inc. (a) | 1,424,266 | ||||
30,944 | Cheesecake Factory (The), Inc. | 1,042,503 | ||||
29,481 | Dave & Buster’s Entertainment, Inc. (a) | 1,045,396 | ||||
11,799 | Dine Brands Global, Inc. | 766,109 | ||||
17,145 | Dutch Bros, Inc., Class A (a) (b) | 534,067 | ||||
46,537 | Everi Holdings, Inc. (a) | 707,362 | ||||
15,478 | Jack in the Box, Inc. | 1,434,656 | ||||
10,763 | Monarch Casino & Resort, Inc. | 746,522 | ||||
3,550 | Papa John’s International, Inc. | 265,504 | ||||
141,224 | Playa Hotels & Resorts N.V. (a) | 1,314,795 | ||||
17,907 | Red Rock Resorts, Inc., Class A | 873,862 | ||||
62,013 | Sabre Corp. (a) | 248,052 | ||||
19,546 | Shake Shack, Inc., Class A (a) | 1,071,316 | ||||
29,880 | Six Flags Entertainment Corp. (a) | 725,188 | ||||
82,542 | Target Hospitality Corp. (a) | 1,040,855 | ||||
15,719,877 | ||||||
Household Durables — 1.4% | ||||||
11,890 | Installed Building Products, Inc. | 1,477,570 | ||||
18,021 | Skyline Champion Corp. (a) | 1,336,618 | ||||
2,814,188 | ||||||
Household Products — 0.5% | ||||||
31,257 | Energizer Holdings, Inc. | 1,044,922 | ||||
Independent Power and Renewable Electricity Producers — 0.1% | ||||||
17,032 | Sunnova Energy International, Inc. (a) (b) | 305,895 | ||||
Insurance — 0.6% | ||||||
31,347 | BRP Group, Inc., Class A (a) | 789,631 | ||||
9,824 | Palomar Holdings, Inc. (a) | 493,754 | ||||
1,283,385 | ||||||
Interactive Media & Services — 1.3% | ||||||
70,246 | Cars.com, Inc. (a) | 1,374,714 | ||||
40,186 | TripAdvisor, Inc. (a) | 712,498 | ||||
34,021 | ZipRecruiter, Inc., Class A (a) | 576,316 | ||||
2,663,528 |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
IT Services — 1.2% | ||||||
20,375 | DigitalOcean Holdings, Inc. (a) | $ | 642,628 | |||
7,512 | Perficient, Inc. (a) | 487,679 | ||||
42,674 | Squarespace, Inc., Class A (a) | 1,327,161 | ||||
2,457,468 | ||||||
Leisure Products — 0.5% | ||||||
21,292 | Acushnet Holdings Corp. | 1,067,368 | ||||
Life Sciences Tools & Services — 0.6% | ||||||
61,416 | Adaptive Biotechnologies Corp. (a) | 438,510 | ||||
1,080 | OmniAb, Inc. - 12.5 Earnout Shares (a) (d) (e) (f) (g) | 0 | ||||
1,080 | OmniAb, Inc. - 15 Earnout Shares (a) (d) (e) (f) (g) | 0 | ||||
68,921 | Pacific Biosciences of California, Inc. (a) | 730,563 | ||||
1,169,073 | ||||||
Machinery — 4.9% | ||||||
23,527 | Energy Recovery, Inc. (a) | 530,063 | ||||
42,533 | Enerpac Tool Group Corp. | 1,010,584 | ||||
11,363 | ESCO Technologies, Inc. | 1,063,236 | ||||
25,009 | Federal Signal Corp. | 1,284,963 | ||||
12,203 | Helios Technologies, Inc. | 733,888 | ||||
22,819 | Hillenbrand, Inc. | 1,041,003 | ||||
5,201 | Kadant, Inc. | 966,502 | ||||
3,588 | Lindsay Corp. | 433,215 | ||||
8,858 | Standex International Corp. | 1,087,851 | ||||
22,262 | Trinity Industries, Inc. | 533,175 | ||||
55,134 | Wabash National Corp. | 1,415,290 | ||||
10,099,770 | ||||||
Media — 0.3% | ||||||
58,564 | Magnite, Inc. (a) | 550,502 | ||||
Metals & Mining — 0.6% | ||||||
11,688 | Materion Corp. | 1,265,927 | ||||
Mortgage Real Estate Investment Trusts — 1.5% | ||||||
58,249 | Apollo Commercial Real Estate Finance, Inc. | 589,480 | ||||
47,169 | Chimera Investment Corp. | 267,920 | ||||
22,300 | Franklin BSP Realty Trust, Inc. | 281,649 | ||||
109,335 | MFA Financial, Inc. | 1,168,791 | ||||
80,131 | New York Mortgage Trust, Inc. | 823,747 | ||||
3,131,587 | ||||||
Oil, Gas & Consumable Fuels — 5.2% | ||||||
49,819 | CNX Resources Corp. (a) | 773,689 |
First Trust Small Cap Growth AlphaDEX® Fund (FYC) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Oil, Gas & Consumable Fuels (Continued) | ||||||
50,260 | Comstock Resources, Inc. | $ | 577,990 | |||
18,613 | CONSOL Energy, Inc. | 1,104,495 | ||||
41,359 | CVR Energy, Inc. | 1,089,396 | ||||
83,367 | Earthstone Energy, Inc., Class A (a) | 1,130,457 | ||||
25,754 | Green Plains, Inc. (a) | 880,014 | ||||
32,528 | International Seaways, Inc. | 1,295,265 | ||||
17,326 | Kinetik Holdings, Inc. (b) | 533,641 | ||||
35,736 | Northern Oil and Gas, Inc. | 1,185,363 | ||||
129,119 | Permian Resources Corp. | 1,349,294 | ||||
11,772 | Sitio Royalties Corp., Class A | 298,891 | ||||
36,543 | Talos Energy, Inc. (a) | 498,081 | ||||
10,716,576 | ||||||
Personal Care Products — 1.2% | ||||||
85,875 | Beauty Health (The) Co. (a) | 984,127 | ||||
16,463 | elf Beauty, Inc. (a) | 1,527,108 | ||||
2,511,235 | ||||||
Pharmaceuticals — 2.7% | ||||||
28,923 | Amphastar Pharmaceuticals, Inc. (a) | 1,034,576 | ||||
18,483 | Amylyx Pharmaceuticals, Inc. (a) | 524,917 | ||||
12,282 | Corcept Therapeutics, Inc. (a) | 276,713 | ||||
9,286 | DICE Therapeutics, Inc. (a) | 301,795 | ||||
30,004 | Pliant Therapeutics, Inc. (a) | 847,613 | ||||
11,929 | Reata Pharmaceuticals, Inc., Class A (a) | 1,179,301 | ||||
42,091 | Revance Therapeutics, Inc. (a) | 1,339,757 | ||||
5,504,672 | ||||||
Professional Services — 2.4% | ||||||
27,394 | CBIZ, Inc. (a) | 1,443,390 | ||||
16,869 | Huron Consulting Group, Inc. (a) | 1,430,323 | ||||
15,425 | Korn Ferry | 740,708 | ||||
67,693 | Planet Labs PBC (a) | 276,187 | ||||
64,102 | Verra Mobility Corp. (a) | 1,086,529 | ||||
4,977,137 | ||||||
Real Estate Management & Development — 0.8% | ||||||
22,188 | DigitalBridge Group, Inc. | 275,797 | ||||
32,688 | Kennedy-Wilson Holdings, Inc. | 548,505 | ||||
453,468 | Opendoor Technologies, Inc. (a) | 625,786 | ||||
6,394 | St. Joe (The) Co. | 262,793 | ||||
1,712,881 | ||||||
Residential REITs — 0.6% | ||||||
70,520 | Apartment Investment and Management Co., Class A | 552,171 | ||||
37,042 | Veris Residential, Inc. (a) | 605,637 | ||||
1,157,808 | ||||||
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Retail REITs — 0.8% | ||||||
15,051 | Getty Realty Corp. | $ | 501,650 | |||
21,664 | SITE Centers Corp. | 267,333 | ||||
40,657 | Tanger Factory Outlet Centers, Inc. | 797,284 | ||||
1,566,267 | ||||||
Semiconductors & Semiconductor Equipment — 1.5% | ||||||
10,004 | Impinj, Inc. (a) | 884,454 | ||||
15,402 | MaxLinear, Inc. (a) | 371,650 | ||||
31,975 | PDF Solutions, Inc. (a) | 1,152,699 | ||||
5,611 | SiTime Corp. (a) | 608,625 | ||||
3,017,428 | ||||||
Software — 9.2% | ||||||
13,145 | Agilysys, Inc. (a) | 1,025,836 | ||||
21,014 | Alkami Technology, Inc. (a) | 251,958 | ||||
15,041 | Altair Engineering, Inc., Class A (a) | 1,038,581 | ||||
6,412 | Appfolio, Inc., Class A (a) | 895,243 | ||||
12,219 | Appian Corp., Class A (a) | 458,824 | ||||
25,665 | Asana, Inc., Class A (a) | 415,260 | ||||
15,651 | Blackbaud, Inc. (a) | 1,085,475 | ||||
23,087 | Braze, Inc., Class A (a) | 678,758 | ||||
20,722 | Clear Secure, Inc., Class A | 501,265 | ||||
4,689 | CommVault Systems, Inc. (a) | 273,228 | ||||
23,020 | Everbridge, Inc. (a) | 604,966 | ||||
35,306 | Freshworks, Inc., Class A (a) | 471,688 | ||||
9,083 | HashiCorp, Inc., Class A (a) | 243,515 | ||||
30,235 | Intapp, Inc. (a) | 1,219,075 | ||||
31,347 | MeridianLink, Inc. (a) | 468,324 | ||||
1,855 | MicroStrategy, Inc., Class A (a) (b) | 609,145 | ||||
7,948 | Model N, Inc. (a) | 244,798 | ||||
82,167 | N-able, Inc. (a) | 1,047,629 | ||||
10,736 | nCino, Inc. (a) | 265,501 | ||||
31,006 | PagerDuty, Inc. (a) | 932,040 | ||||
18,879 | Progress Software Corp. | 1,036,080 | ||||
19,792 | PROS Holdings, Inc. (a) | 561,499 | ||||
11,812 | Rapid7, Inc. (a) | 574,181 | ||||
68,750 | Samsara, Inc., Class A (a) | 1,240,938 | ||||
16,261 | SentinelOne, Inc., Class A (a) | 261,314 | ||||
104,611 | Sprinklr, Inc., Class A (a) | 1,251,148 | ||||
4,370 | Sprout Social, Inc., Class A (a) | 215,266 | ||||
10,228 | Varonis Systems, Inc. (a) | 236,881 | ||||
100,148 | Zeta Global Holdings Corp., Class A (a) | 972,437 | ||||
19,080,853 | ||||||
Specialized REITs — 0.5% | ||||||
14,234 | EPR Properties | 597,259 | ||||
9,904 | Four Corners Property Trust, Inc. | 252,651 | ||||
16,391 | Outfront Media, Inc. | 273,074 | ||||
1,122,984 | ||||||
First Trust Small Cap Growth AlphaDEX® Fund (FYC) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Shares | Description | Value | ||||
Common Stocks (Continued) | ||||||
Specialty Retail — 1.4% | ||||||
14,152 | Boot Barn Holdings, Inc. (a) | $ | 1,025,595 | |||
15,195 | Buckle (The), Inc. | 509,488 | ||||
24,163 | Leslie’s, Inc. (a) | 262,169 | ||||
21,942 | Monro, Inc. | 1,072,525 | ||||
2,869,777 | ||||||
Technology Hardware, Storage & Peripherals — 0.4% | ||||||
24,956 | Avid Technology, Inc. (a) | 736,452 | ||||
Textiles, Apparel & Luxury Goods — 1.2% | ||||||
28,017 | Kontoor Brands, Inc. | 1,265,528 | ||||
12,840 | Oxford Industries, Inc. | 1,324,960 | ||||
2,590,488 | ||||||
Tobacco — 0.4% | ||||||
66,453 | Vector Group Ltd. | 846,611 | ||||
Trading Companies & Distributors — 2.5% | ||||||
159,735 | Custom Truck One Source, Inc. (a) | 1,003,136 | ||||
48,489 | FTAI Aviation Ltd. | 1,379,512 | ||||
23,420 | GMS, Inc. (a) | 1,359,765 | ||||
18,044 | H&E Equipment Services, Inc. | 658,606 | ||||
8,553 | McGrath RentCorp | 760,191 | ||||
5,161,210 | ||||||
Water Utilities — 0.3% | ||||||
7,123 | SJW Group | 540,778 | ||||
Wireless Telecommunication Services — 0.1% | ||||||
18,347 | Gogo, Inc. (a) | 246,033 | ||||
Total Common Stocks — 99.8% | 206,071,760 | |||||
(Cost $199,778,863) |
Principal Value | Description | Value | |||||
Repurchase Agreements — 1.5% | |||||||
$ | 1,506,871 | Bank of America Corp., 4.80% (h), dated 04/28/23, due 05/01/23, with a maturity value of $1,507,474. Collateralized by U.S. Treasury Securities, interest rates of 2.25% to 4.38%, due 02/15/38 to 02/15/43. The value of the collateral including accrued interest is $1,537,009. (i) | 1,506,871 | ||||
Principal Value | Description | Value | |||||
Repurchase Agreements (Continued) | |||||||
$ | 1,568,673 | JPMorgan Chase & Co., 4.77% (h), dated 04/28/23, due 05/01/23, with a maturity value of $1,569,297. Collateralized by U.S. Treasury Securities, interest rates of 0.75% to 6.88%, due 12/15/24 to 05/15/52. The value of the collateral including accrued interest is $1,600,047. (i) | $ | 1,568,673 | |||
Total Repurchase Agreements — 1.5% | 3,075,544 | ||||||
(Cost $3,075,544) | |||||||
Total Investments — 101.3% | 209,147,304 | ||||||
(Cost $202,854,407) | |||||||
Net Other Assets and Liabilities — (1.3)% | (2,778,560 | ) | |||||
Net Assets — 100.0% | $ | 206,368,744 |
(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, including those sold and pending settlement, is $3,030,900 and the total value of the collateral held by the Fund is $3,075,544. |
(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) | This security is fair valued by the Advisor’s Pricing Committee in accordance with procedures approved by the Trust’s Board of Trustees, and in accordance with provisions of the Investment Company Act of 1940 and rules thereunder, as amended. At April 30, 2023, securities noted as such are valued at $0 or 0.0% of net assets. |
(e) | This security’s value was determined using significant unobservable inputs (see Valuation Inputs in the Additional Information section). |
(f) | Restricted security as to resale, excluding Rule 144A securities (see Restricted Securities table). |
(g) | Pursuant to procedures adopted by the Trust’s Board of Trustees, this security has been determined to be illiquid by First Trust Advisors, L.P., the Fund’s Advisor. |
(h) | Rate shown reflects yield as of April 30, 2023. |
(i) | This security serves as collateral for securities on loan. |
First Trust Small Cap Growth AlphaDEX® Fund (FYC) |
Portfolio of Investments (Continued) |
April 30, 2023 (Unaudited) |
Valuation Inputs | |||||||||||||||||||||
A summary of the inputs used to value the Fund’s investments as of April 30, 2023 is as follows (see Valuation Inputs in the Additional Information section): | |||||||||||||||||||||
Total Value at 4/30/2023 | Level 1 Quoted Prices | Level 2 Significant Observable Inputs | Level 3 Significant Unobservable Inputs | |||||||||||||
Common Stocks: | ||||||||||||||||
Life Sciences Tools & Services | $ | 1,169,073 | $ | 1,169,073 | $ | — | $ | — | ** | |||||||
Other Industry Categories* | 204,902,687 | 204,902,687 | — | — | ||||||||||||
Repurchase Agreements | 3,075,544 | — | 3,075,544 | — | ||||||||||||
Total Investments | $ | 209,147,304 | $ | 206,071,760 | $ | 3,075,544 | $ | — | ** |
* | See Portfolio of Investments for industry breakout. |
** | Investment is valued at $0. |
Level 3 investments are fair valued by the Advisor’s Pricing Committee and are footnoted in the Portfolio of Investments. | |||||||||||||||||
Level 3 investments values are based on unobservable inputs. | |||||||||||||||||
Restricted Securities | ||||||||||||||||||||||
As of April 30, 2023, the Fund held restricted securities as shown in the following table that the Advisor has deemed illiquid. | ||||||||||||||||||||||
Security | Acquisition Date | Shares | Current Price | Carrying Cost | Value | % of Net Assets | ||||||||||||||||
OmniAb, Inc. - 12.5 Earnout Shares | 11/02/2022 | 1,080 | $ | 0.00 | $ | 0 | $ | 0 | 0.00 | % | ||||||||||||
OmniAb, Inc. - 15 Earnout Shares | 11/02/2022 | 1,080 | 0.00 | 0 | 0 | 0.00 | ||||||||||||||||
$ | 0 | $ | 0 | 0.00 | % |
Additional Information
First Trust Exchange-Traded AlphaDEX® Fund
Style Funds
April 30, 2023 (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.