First Trust Consumer Discretionary AlphaDEX® Fund (FXD)
Portfolio of Investments
October 31, 2025 (Unaudited)
Shares
Description
Value
COMMON STOCKS — 100.0%
Automobile Components —
4.2%
40,341
Aptiv PLC (a)
$3,271,655
39,563
BorgWarner, Inc.
1,699,627
122,912
Gentex Corp.
2,882,286
45,096
Lear Corp.
4,719,296
 
12,572,864
Automobiles — 5.8%
290,838
Ford Motor Co.
3,818,703
74,414
General Motors Co.
5,141,263
124,675
Harley-Davidson, Inc.
3,363,732
3,911
Tesla, Inc. (a)
1,785,606
33,544
Thor Industries, Inc.
3,500,316
 
17,609,620
Broadline Retail — 6.0%
7,921
Amazon.com, Inc. (a)
1,934,467
140,900
Coupang, Inc. (a)
4,504,573
4,431
Dillard’s, Inc., Class A
2,658,954
9,561
eBay, Inc.
777,405
52,393
Etsy, Inc. (a)
3,248,366
253,045
Macy’s, Inc.
4,931,847
 
18,055,612
Commercial Services &
Supplies — 1.4%
38,677
Copart, Inc. (a)
1,663,498
16,053
RB Global, Inc.
1,592,779
14,804
Rollins, Inc.
852,858
 
4,109,135
Consumer Staples Distribution
& Retail — 4.1%
18,650
BJ’s Wholesale Club Holdings,
Inc. (a)
1,646,049
941
Costco Wholesale Corp.
857,674
16,828
Dollar General Corp.
1,660,250
9,216
Dollar Tree, Inc. (a)
913,490
50,579
Target Corp.
4,689,685
26,415
Walmart, Inc.
2,672,670
 
12,439,818
Distributors — 1.8%
6,275
Genuine Parts Co.
798,870
148,560
LKQ Corp.
4,747,978
 
5,546,848
Diversified Consumer Services
— 1.7%
12,400
Grand Canyon Education,
Inc. (a)
2,334,920
53,832
H&R Block, Inc.
2,677,604
 
5,012,524
Shares
Description
Value
 
Entertainment — 7.2%
8,325
Liberty Media Corp.-Liberty
Formula One, Class C (a)
$831,251
16,660
Live Nation Entertainment,
Inc. (a)
2,491,170
1,449
Netflix, Inc. (a)
1,621,228
32,754
ROBLOX Corp., Class A (a)
3,724,785
2,492
Spotify Technology S.A. (a)
1,633,057
6,733
Take-Two Interactive Software,
Inc. (a)
1,726,139
17,224
TKO Group Holdings, Inc.
3,245,002
30,380
Walt Disney (The) Co.
3,421,396
139,388
Warner Bros. Discovery, Inc. (a)
3,129,261
 
21,823,289
Ground Transportation —
3.9%
16,954
Avis Budget Group, Inc. (a) (b)
2,306,931
206,134
Lyft, Inc., Class A (a)
4,217,502
27,786
Uber Technologies, Inc. (a)
2,681,349
53,484
U-Haul Holding Co.
2,593,439
 
11,799,221
Hotels, Restaurants & Leisure
— 15.8%
22,647
Aramark
857,868
323
Booking Holdings, Inc.
1,640,110
40,238
Boyd Gaming Corp.
3,133,333
100,730
Caesars Entertainment, Inc. (a)
2,024,673
120,318
Carnival Corp. (a)
3,468,768
8,136
Choice Hotels International,
Inc. (b)
756,323
17,927
Churchill Downs, Inc.
1,778,358
4,566
Darden Restaurants, Inc.
822,565
23,250
DraftKings, Inc., Class A (a)
711,218
16,612
Dutch Bros, Inc., Class A (a)
922,631
21,225
Expedia Group, Inc.
4,669,500
6,849
Flutter Entertainment PLC (a)
1,593,009
3,354
Hilton Worldwide Holdings, Inc.
861,844
50,609
Las Vegas Sands Corp.
3,003,644
50,181
MGM Resorts International (a)
1,607,297
141,227
Norwegian Cruise Line Holdings
Ltd. (a)
3,166,309
141,343
Penn Entertainment, Inc. (a)
2,326,506
8,378
Planet Fitness, Inc., Class A (a)
759,801
13,560
Restaurant Brands International,
Inc.
890,756
8,415
Royal Caribbean Cruises Ltd.
2,413,674
58,468
Travel + Leisure Co.
3,670,621
5,815
Vail Resorts, Inc.
862,539
72,992
Viking Holdings Ltd. (a)
4,441,563
94,934
Wendy’s (The) Co.
810,736
5,722
Yum! Brands, Inc.
790,838
 
47,984,484

First Trust Consumer Discretionary AlphaDEX® Fund (FXD)
Portfolio of Investments (Continued)
October 31, 2025 (Unaudited)
Shares
Description
Value
COMMON STOCKS (Continued)
Household Durables — 8.5%
20,526
D.R. Horton, Inc.
$3,060,016
3,534
Garmin Ltd.
756,064
35,998
Lennar Corp., Class A
4,455,473
337
NVR, Inc. (a)
2,430,046
34,339
PulteGroup, Inc.
4,116,216
26,390
SharkNinja, Inc. (a)
2,256,345
53,800
Somnigroup International, Inc.
4,268,492
32,844
Toll Brothers, Inc.
4,432,298
 
25,774,950
Leisure Products — 2.8%
269,582
Mattel, Inc. (a)
4,954,917
104,835
YETI Holdings, Inc. (a)
3,563,342
 
8,518,259
Media — 3.4%
55,158
Fox Corp., Class A
3,565,965
15,148
New York Times (The) Co.,
Class A
863,284
28,316
News Corp., Class A
750,374
17,592
Nexstar Media Group, Inc.
3,443,282
21,331
Omnicom Group, Inc.
1,600,252
 
10,223,157
Passenger Airlines — 4.8%
69,873
Alaska Air Group, Inc. (a)
2,915,800
154,733
American Airlines Group,
Inc. (a)
2,031,644
79,948
Delta Air Lines, Inc.
4,587,416
54,505
Southwest Airlines Co.
1,651,502
36,045
United Airlines Holdings,
Inc. (a)
3,389,672
 
14,576,034
Specialty Retail — 19.6%
12,445
AutoNation, Inc. (a)
2,487,382
634
AutoZone, Inc. (a)
2,329,589
105,675
Bath & Body Works, Inc.
2,586,924
22,999
Best Buy Co., Inc.
1,889,138
6,835
Burlington Stores, Inc. (a)
1,869,988
77,520
CarMax, Inc. (a)
3,248,863
12,026
Carvana Co. (a)
3,686,450
67,299
Chewy, Inc., Class A (a)
2,269,322
12,251
Dick’s Sporting Goods, Inc.
2,712,984
5,622
Five Below, Inc. (a)
884,172
212,109
Gap (The), Inc.
4,846,691
4,291
Home Depot (The), Inc.
1,628,821
14,358
Lithia Motors, Inc.
4,509,561
3,458
Lowe’s Cos., Inc.
823,454
25,253
O’Reilly Automotive, Inc. (a)
2,384,893
20,003
Penske Automotive Group, Inc.
3,201,880
11,413
Ross Stores, Inc.
1,813,754
18,832
TJX (The) Cos., Inc.
2,639,116
Shares
Description
Value
 
Specialty Retail (Continued)
15,292
Tractor Supply Co.
$827,450
6,363
Ulta Beauty, Inc. (a)
3,307,996
48,434
Valvoline, Inc. (a)
1,598,806
50,790
Wayfair, Inc., Class A (a)
5,257,273
13,930
Williams-Sonoma, Inc.
2,707,156
 
59,511,663
Textiles, Apparel & Luxury
Goods — 8.7%
38,434
Birkenstock Holding PLC (a)
1,533,901
86,750
Columbia Sportswear Co.
4,305,403
20,818
Crocs, Inc. (a)
1,700,622
19,549
Lululemon Athletica, Inc. (a)
3,333,886
54,159
PVH Corp.
4,242,274
14,471
Ralph Lauren Corp.
4,625,800
30,722
Tapestry, Inc.
3,373,890
697,075
Under Armour, Inc.,
Class A (a) (b)
3,213,516
 
26,329,292
Trading Companies &
Distributors — 0.3%
6,754
SiteOne Landscape Supply,
Inc. (a)
876,467
Total Common Stocks
302,763,237
(Cost $295,537,893)
MONEY MARKET FUNDS — 0.1%
361,999
Morgan Stanley Institutional
Liquidity Funds - Treasury
Portfolio - Institutional Class -
3.94% (c)
361,999
(Cost $361,999)
Principal
Value
Description
Value
REPURCHASE AGREEMENTS — 1.7%
$5,234,264
Daiwa Capital Markets America,
Inc., 4.14% (c), dated
10/31/25, due 11/03/25, with a
maturity value of $5,236,070.
Collateralized by
U.S. Treasury Securities,
interest rates of 0.00% to
4.38%, due 02/15/26 to
08/15/54. The value of the
collateral including accrued
interest is $5,338,950. (d)
5,234,264
(Cost $5,234,264)
Total Investments — 101.8%
308,359,500
(Cost $301,134,156)
Net Other Assets and
Liabilities — (1.8)%
(5,459,371
)
Net Assets — 100.0%
$302,900,129

First Trust Consumer Discretionary AlphaDEX® Fund (FXD)
Portfolio of Investments (Continued)
October 31, 2025 (Unaudited)
(a)
Non-income producing security.
(b)
All or a portion of this security is on loan for securities
lending. The remaining contractual maturity of all of the
securities lending transactions is overnight and continuous.
The aggregate value of such securities is $5,094,870 and the
total value of the collateral held by the Fund, including for
securities sold and pending settlement, is $5,234,264.
(c)
Rate shown reflects yield as of October 31, 2025.
(d)
This security serves as collateral for securities on loan.

Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of October 31, 2025 is as follows (see Valuation Inputs in the Additional Information section):
 
Total
Value at
10/31/2025
Level 1
Quoted
Prices
Level 2
Significant
Observable
Inputs
Level 3
Significant
Unobservable
Inputs
Common Stocks*
$302,763,237
$302,763,237
$
$
Money Market Funds
361,999
361,999
Repurchase
Agreements
5,234,264
5,234,264
Total Investments
$308,359,500
$303,125,236
$5,234,264
$
*
See Portfolio of Investments for industry breakout.

First Trust Consumer Staples AlphaDEX® Fund (FXG)
Portfolio of Investments
October 31, 2025 (Unaudited)
Shares
Description
Value
COMMON STOCKS — 99.8%
Beverages — 17.3%
31,874
Boston Beer (The) Co., Inc.,
Class A (a)
$6,597,599
248,851
Brown-Forman Corp., Class B
6,776,213
156,292
Celsius Holdings, Inc. (a)
9,413,467
38,346
Coca-Cola Consolidated, Inc.
4,999,551
176,111
Keurig Dr Pepper, Inc.
4,783,175
248,211
Molson Coors Beverage Co.,
Class B
10,851,785
33,373
Monster Beverage Corp. (a)
2,230,318
 
45,652,108
Chemicals — 1.5%
66,430
Corteva, Inc.
4,081,459
Consumer Staples Distribution
& Retail — 13.5%
384,861
Albertsons Cos., Inc., Class A
6,808,191
15,894
Casey’s General Stores, Inc.
8,156,642
66,646
Kroger (The) Co.
4,240,685
107,954
Performance Food Group Co. (a)
10,443,470
81,842
Sysco Corp.
6,079,224
 
35,728,212
Food Products — 47.0%
75,203
Archer-Daniels-Midland Co.
4,552,038
138,235
Bunge Global S.A.
13,077,031
213,392
Campbell’s (The) Co.
6,429,501
613,408
Conagra Brands, Inc.
10,544,483
218,300
Darling Ingredients, Inc. (a)
6,996,515
688,522
Flowers Foods, Inc.
8,214,067
178,208
General Mills, Inc.
8,306,275
12,008
Hershey (The) Co.
2,036,917
272,390
Hormel Foods Corp.
5,880,900
91,978
Ingredion, Inc.
10,615,181
77,353
Lamb Weston Holdings, Inc.
4,775,001
33,573
McCormick & Co., Inc.
2,154,044
35,958
Mondelez International, Inc.,
Class A
2,066,147
275,824
Pilgrim’s Pride Corp.
10,508,894
83,599
Post Holdings, Inc. (a)
8,688,444
478,344
Smithfield Foods, Inc.
10,600,103
165,474
Tyson Foods, Inc., Class A
8,507,018
 
123,952,559
Health Care Providers &
Services — 10.8%
28,751
Cencora, Inc.
9,712,376
89,388
CVS Health Corp.
6,985,672
14,539
McKesson Corp.
11,796,072
 
28,494,120
Household Products — 6.7%
18,218
Clorox (The) Co.
2,048,796
28,099
Colgate-Palmolive Co.
2,165,028
Shares
Description
Value
 
Household Products
(Continued)
18,066
Kimberly-Clark Corp.
$2,162,681
14,620
Procter & Gamble (The) Co.
2,198,409
367,192
Reynolds Consumer Products,
Inc.
8,974,173
 
17,549,087
Personal Care Products —
1.5%
276,808
Kenvue, Inc.
3,977,731
Tobacco — 1.5%
68,008
Altria Group, Inc.
3,834,291
Total Common Stocks
263,269,567
(Cost $271,491,336)
MONEY MARKET FUNDS — 0.0%
151,792
Morgan Stanley Institutional
Liquidity Funds - Treasury
Portfolio - Institutional Class -
3.94% (b)
151,792
(Cost $151,792)
Principal
Value
Description
Value
REPURCHASE AGREEMENTS — 0.0%
$2,552
Daiwa Capital Markets America,
Inc., 4.14% (b), dated
10/31/25, due 11/03/25, with a
maturity value of $2,553.
Collateralized by
U.S. Treasury Securities,
interest rates of 0.00% to
4.38%, due 02/15/26 to
08/15/54. The value of the
collateral including accrued
interest is $2,603. (c)
2,552
(Cost $2,552)
Total Investments — 99.8%
263,423,911
(Cost $271,645,680)
Net Other Assets and
Liabilities — 0.2%
465,269
Net Assets — 100.0%
$263,889,180
(a)
Non-income producing security.
(b)
Rate shown reflects yield as of October 31, 2025.
(c)
This security serves as collateral for securities on loan.

First Trust Consumer Staples AlphaDEX® Fund (FXG)
Portfolio of Investments (Continued)
October 31, 2025 (Unaudited)

Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of October 31, 2025 is as follows (see Valuation Inputs in the Additional Information section):
 
Total
Value at
10/31/2025
Level 1
Quoted
Prices
Level 2
Significant
Observable
Inputs
Level 3
Significant
Unobservable
Inputs
Common Stocks*
$263,269,567
$263,269,567
$
$
Money Market Funds
151,792
151,792
Repurchase Agreements
2,552
2,552
Total Investments
$263,423,911
$263,421,359
$2,552
$
*
See Portfolio of Investments for industry breakout.

First Trust Energy AlphaDEX® Fund (FXN)
Portfolio of Investments
October 31, 2025 (Unaudited)
Shares
Description
Value
COMMON STOCKS — 99.9%
Energy Equipment & Services
— 18.2%
138,555
Baker Hughes Co.
$6,707,447
365,867
Halliburton Co.
9,819,870
679,270
NOV, Inc.
9,917,342
261,863
SLB Ltd.
9,442,780
114,069
TechnipFMC PLC
4,716,753
98,646
Weatherford International PLC
7,269,224
 
47,873,416
Oil, Gas & Consumable Fuels
— 77.9%
115,741
Antero Midstream Corp.
1,996,532
201,138
Antero Resources Corp. (a)
6,217,176
370,685
APA Corp.
8,396,015
19,148
Cheniere Energy, Inc.
4,059,376
43,468
Chevron Corp.
6,855,773
67,927
Chord Energy Corp.
6,162,337
395,615
Civitas Resources, Inc.
11,405,581
95,147
ConocoPhillips
8,454,762
543,658
Coterra Energy, Inc.
12,862,948
366,728
Devon Energy Corp.
11,914,993
89,847
Diamondback Energy, Inc.
12,865,192
19,901
DT Midstream, Inc.
2,178,961
114,681
EOG Resources, Inc.
12,137,837
82,678
EQT Corp.
4,429,887
42,355
Expand Energy Corp.
4,375,695
79,830
Exxon Mobil Corp.
9,129,359
128,973
HF Sinclair Corp.
6,655,007
158,958
Kinder Morgan, Inc.
4,163,110
11,676
Marathon Petroleum Corp.
2,275,769
286,170
Matador Resources Co.
11,292,268
95,240
Occidental Petroleum Corp.
3,923,888
61,669
ONEOK, Inc.
4,131,823
222,894
Ovintiv, Inc.
8,360,754
1,004,497
Permian Resources Corp.
12,616,482
33,082
Phillips 66
4,503,784
179,338
Range Resources Corp.
6,375,466
13,434
Targa Resources Corp.
2,069,373
2,412
Texas Pacific Land Corp.
2,275,433
13,214
Valero Energy Corp.
2,240,566
235,490
Viper Energy, Inc., Class A
8,845,004
35,518
Williams (The) Cos., Inc.
2,055,427
 
205,226,578
Semiconductors &
Semiconductor Equipment
— 3.8%
63,578
Enphase Energy, Inc. (a)
1,939,765
30,611
First Solar, Inc. (a)
8,171,300
 
10,111,065
Total Common Stocks
263,211,059
(Cost $307,919,886)
Shares
Description
Value
MONEY MARKET FUNDS — 0.1%
401,282
Morgan Stanley Institutional
Liquidity Funds - Treasury
Portfolio - Institutional Class -
3.94% (b)
$401,282
(Cost $401,282)
Total Investments — 100.0%
263,612,341
(Cost $308,321,168)
Net Other Assets and
Liabilities — (0.0)%
(84,502
)
Net Assets — 100.0%
$263,527,839
(a)
Non-income producing security.
(b)
Rate shown reflects yield as of October 31, 2025.

Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of October 31, 2025 is as follows (see Valuation Inputs in the Additional Information section):
 
Total
Value at
10/31/2025
Level 1
Quoted
Prices
Level 2
Significant
Observable
Inputs
Level 3
Significant
Unobservable
Inputs
Common Stocks*
$263,211,059
$263,211,059
$
$
Money Market Funds
401,282
401,282
Total Investments
$263,612,341
$263,612,341
$
$
*
See Portfolio of Investments for industry breakout.

First Trust Financials AlphaDEX® Fund (FXO)
Portfolio of Investments
October 31, 2025 (Unaudited)
Shares
Description
Value
COMMON STOCKS — 99.9%
Banks — 27.3%
404,363
Bank of America Corp.
$21,613,202
716,106
Bank OZK
32,217,609
187,197
BOK Financial Corp.
19,577,062
359,679
Citigroup, Inc.
36,410,305
261,617
Citizens Financial Group, Inc.
13,308,457
1,080,620
Columbia Banking System, Inc.
28,960,616
202,976
Comerica, Inc.
15,527,664
116,359
Commerce Bancshares, Inc.
6,123,974
54,860
Cullen/Frost Bankers, Inc.
6,755,461
130,653
East West Bancorp, Inc.
13,274,345
312,173
Fifth Third Bancorp
12,992,640
11,657
First Citizens BancShares, Inc.,
Class A
21,271,927
560,110
First Hawaiian, Inc.
13,739,498
615,101
First Horizon Corp.
13,138,557
1,294,931
FNB Corp.
20,356,315
805,297
Huntington Bancshares, Inc.
12,433,786
140,750
M&T Bank Corp.
25,879,703
2,280,282
NU Holdings Ltd., Class A (a)
36,735,343
148,286
Pinnacle Financial Partners, Inc.
12,635,450
69,214
PNC Financial Services Group
(The), Inc.
12,635,016
219,000
Popular, Inc.
24,411,930
419,215
Prosperity Bancshares, Inc.
27,592,731
527,394
Regions Financial Corp.
12,762,935
140,662
SouthState Bank Corp.
12,469,686
608,386
Truist Financial Corp.
27,152,267
431,639
U.S. Bancorp
20,148,909
350,968
Webster Financial Corp.
20,019,215
82,956
Wells Fargo & Co.
7,214,683
240,565
Western Alliance Bancorp
18,607,703
105,018
Wintrust Financial Corp.
13,654,440
368,708
Zions Bancorp N.A.
19,213,374
 
578,834,803
Capital Markets — 29.4%
87,490
Affiliated Managers Group, Inc.
20,819,120
335,047
Bank of New York Mellon (The)
Corp.
36,161,623
122,099
Blackstone, Inc.
17,904,597
122,121
Brookfield Asset Management
Ltd., Class A
6,601,861
110,913
Carlyle Group (The), Inc.
5,913,881
145,670
Charles Schwab (The) Corp.
13,768,728
82,414
Coinbase Global, Inc.,
Class A (a)
28,332,285
48,542
FactSet Research Systems, Inc.
12,951,006
601,275
Franklin Resources, Inc.
13,594,828
212,089
Freedom Holding
Corp./N.V. (a) (b)
32,589,596
Shares
Description
Value
 
Capital Markets (Continued)
45,846
Goldman Sachs Group (The),
Inc.
$36,189,457
135,468
Houlihan Lokey, Inc.
24,259,609
530,550
Interactive Brokers Group, Inc.,
Class A
37,329,498
1,212,517
Invesco Ltd.
28,736,653
624,916
Janus Henderson Group PLC
27,221,341
558,048
Jefferies Financial Group, Inc.
29,481,676
395,255
Lazard, Inc.
19,288,444
62,706
LPL Financial Holdings, Inc.
23,659,601
39,909
MarketAxess Holdings, Inc.
6,387,835
59,949
Morningstar, Inc.
12,727,173
51,664
Northern Trust Corp.
6,647,607
254,975
Robinhood Markets, Inc.,
Class A (a)
37,425,231
327,812
SEI Investments Company
26,424,925
179,823
State Street Corp.
20,798,328
355,677
T. Rowe Price Group, Inc.
36,467,563
484,161
TPG, Inc.
26,648,221
783,524
Virtu Financial, Inc., Class A
27,297,976
370,081
XP, Inc., Class A
6,742,876
 
622,371,539
Consumer Finance — 5.2%
709,566
Ally Financial, Inc.
27,651,787
29,792
Credit Acceptance Corp. (a) (b)
13,327,153
492,658
OneMain Holdings, Inc.
29,160,427
1,381,805
SoFi Technologies, Inc. (a)
41,011,973
 
111,151,340
Financial Services — 5.1%
55,328
Berkshire Hathaway, Inc.,
Class B (a)
26,421,333
273,873
Equitable Holdings, Inc.
13,529,326
1,286,829
MGIC Investment Corp.
35,284,851
4,567,341
UWM Holdings Corp.
25,714,130
92,967
Voya Financial, Inc.
6,922,323
 
107,871,963
Insurance — 30.6%
129,580
Allstate (The) Corp.
24,817,162
47,716
American Financial Group, Inc.
6,283,243
464,819
American International Group,
Inc.
36,702,108
402,373
Arch Capital Group Ltd.
34,728,814
32,099
Assurant, Inc.
6,796,000
431,277
Assured Guaranty Ltd.
34,752,301
290,346
Axis Capital Holdings Ltd.
27,193,806
687,782
Brighthouse Financial, Inc. (a)
39,251,719
73,915
Chubb Ltd.
20,470,020
175,930
Cincinnati Financial Corp.
27,197,019
299,346
CNA Financial Corp.
13,335,864
19,854
Everest Group Ltd.
6,244,480
229,915
Fidelity National Financial, Inc.
12,700,505

First Trust Financials AlphaDEX® Fund (FXO)
Portfolio of Investments (Continued)
October 31, 2025 (Unaudited)
Shares
Description
Value
COMMON STOCKS (Continued)
Insurance (Continued)
108,244
First American Financial Corp.
$6,766,332
145,913
Globe Life, Inc.
19,189,019
114,853
Hanover Insurance Group (The),
Inc.
19,626,081
156,396
Hartford Insurance Group (The),
Inc.
19,421,255
708,192
Kemper Corp.
31,861,558
689,685
Lincoln National Corp.
28,966,770
207,801
Loews Corp.
20,688,667
14,548
Markel Group, Inc. (a)
28,725,462
84,416
MetLife, Inc.
6,738,085
491,209
Old Republic International Corp.
19,383,107
50,101
Primerica, Inc.
13,019,747
83,868
Principal Financial Group, Inc.
7,048,267
84,472
Progressive (The) Corp.
17,401,232
36,195
Reinsurance Group of America,
Inc.
6,604,140
143,770
RenaissanceRe Holdings Ltd.
36,530,519
106,616
RLI Corp.
6,286,079
74,719
Travelers (The) Cos., Inc.
20,071,018
469,364
Unum Group
34,460,705
90,758
W.R. Berkley Corp.
6,474,676
4,154
White Mountains Insurance
Group Ltd.
7,911,542
 
647,647,302
Mortgage REITs — 2.3%
344,074
Annaly Capital Management,
Inc.
7,284,046
3,205,208
Rithm Capital Corp.
35,161,132
358,999
Starwood Property Trust, Inc.
6,526,602
 
48,971,780
Total Common Stocks
2,116,848,727
(Cost $1,958,377,807)
MONEY MARKET FUNDS — 0.1%
2,041,945
Morgan Stanley Institutional
Liquidity Funds - Treasury
Portfolio - Institutional Class -
3.94% (c)
2,041,945
(Cost $2,041,945)
Principal
Value
Description
Value
REPURCHASE AGREEMENTS — 0.9%
$18,923,551
Mizuho Financial Group, Inc.,
4.16% (c), dated 10/31/25, due
11/03/25, with a maturity
value of $18,930,111.
Collateralized by
U.S. Treasury Securities,
interest rates of 1.13% to
4.63%, due 06/15/26 to
02/15/35. The value of the
collateral including accrued
interest is $19,302,027. (d)
$18,923,551
(Cost $18,923,551)
Total Investments — 100.9%
2,137,814,223
(Cost $1,979,343,303)
Net Other Assets and
Liabilities — (0.9)%
(19,233,125
)
Net Assets — 100.0%
$2,118,581,098
(a)
Non-income producing security.
(b)
All or a portion of this security is on loan for securities
lending. The remaining contractual maturity of all of the
securities lending transactions is overnight and continuous.
The aggregate value of such securities is $18,425,235 and the
total value of the collateral held by the Fund, including for
securities sold and pending settlement, is $18,923,551.
(c)
Rate shown reflects yield as of October 31, 2025.
(d)
This security serves as collateral for securities on loan.
Abbreviations throughout the Portfolio of Investments:
REITs
Real Estate Investment Trusts

Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of October 31, 2025 is as follows (see Valuation Inputs in the Additional Information section):
 
Total
Value at
10/31/2025
Level 1
Quoted
Prices
Level 2
Significant
Observable
Inputs
Level 3
Significant
Unobservable
Inputs
Common Stocks*
$2,116,848,727
$2,116,848,727
$
$
Money Market
Funds
2,041,945
2,041,945
Repurchase
Agreements
18,923,551
18,923,551
Total Investments
$2,137,814,223
$2,118,890,672
$18,923,551
$
*
See Portfolio of Investments for industry breakout.

First Trust Health Care AlphaDEX® Fund (FXH)
Portfolio of Investments
October 31, 2025 (Unaudited)
Shares
Description
Value
COMMON STOCKS — 100.0%
Biotechnology — 28.0%
34,419
AbbVie, Inc.
$7,504,719
34,954
Alnylam Pharmaceuticals,
Inc. (a)
15,940,422
13,237
Amgen, Inc.
3,950,318
352,160
Apellis Pharmaceuticals, Inc. (a)
7,560,875
142,229
Biogen, Inc. (a)
21,941,668
367,862
BioMarin Pharmaceutical,
Inc. (a)
19,706,367
68,281
Exact Sciences Corp. (a)
4,417,098
289,444
Exelixis, Inc. (a)
11,192,799
71,796
Gilead Sciences, Inc.
8,600,443
217,327
Halozyme Therapeutics, Inc. (a)
14,167,547
234,919
Incyte Corp. (a)
21,960,228
138,347
Insmed, Inc. (a)
26,230,591
304,546
Ionis Pharmaceuticals, Inc. (a)
22,627,768
23,207
Natera, Inc. (a)
4,616,569
113,540
Neurocrine Biosciences, Inc. (a)
16,260,063
35,434
Regeneron Pharmaceuticals, Inc.
23,095,881
193,858
Sarepta Therapeutics, Inc. (a)
4,654,531
47,526
United Therapeutics Corp. (a)
21,169,506
 
255,597,393
Health Care Equipment &
Supplies — 18.1%
118,999
Abbott Laboratories
14,710,656
95,464
Align Technology, Inc. (a)
13,162,576
164,060
Baxter International, Inc.
3,030,188
42,578
Becton Dickinson & Co.
7,609,114
116,239
Cooper (The) Cos., Inc. (a)
8,126,269
48,034
Edwards Lifesciences Corp. (a)
3,960,403
183,390
Envista Holdings Corp. (a)
3,731,987
159,175
GE HealthCare Technologies,
Inc.
11,930,166
278,309
Globus Medical, Inc.,
Class A (a)
16,807,081
118,082
Hologic, Inc. (a)
8,727,441
18,711
IDEXX Laboratories, Inc. (a)
11,778,762
25,814
Insulet Corp. (a)
8,080,040
83,677
Medtronic PLC
7,589,504
14,747
Penumbra, Inc. (a)
3,353,025
29,114
ResMed, Inc.
7,187,664
15,097
STERIS PLC
3,558,363
130,261
Teleflex, Inc.
16,213,587
161,814
Zimmer Biomet Holdings, Inc.
16,272,016
 
165,828,842
Health Care Providers &
Services — 22.3%
804,662
Acadia Healthcare Co., Inc. (a)
17,300,233
50,773
Cardinal Health, Inc.
9,685,965
558,392
Centene Corp. (a)
19,750,325
17,798
Chemed Corp.
7,676,277
Shares
Description
Value
 
Health Care Providers &
Services (Continued)
55,295
Cigna Group (The)
$13,514,651
49,327
Elevance Health, Inc.
15,646,524
29,410
Encompass Health Corp.
3,348,329
37,397
HCA Healthcare, Inc.
17,190,653
180,112
Henry Schein, Inc. (a)
11,383,078
45,947
Humana, Inc.
12,781,996
13,014
Labcorp Holdings, Inc.
3,305,035
104,115
Molina Healthcare, Inc. (a)
15,935,842
62,725
Quest Diagnostics, Inc.
11,036,464
58,875
Tenet Healthcare Corp. (a)
12,157,099
34,619
UnitedHealth Group, Inc.
11,824,466
97,454
Universal Health Services, Inc.,
Class B
21,148,493
 
203,685,430
Health Care Technology —
2.8%
217,891
Doximity, Inc., Class A (a)
14,380,806
40,126
Veeva Systems, Inc., Class A (a)
11,684,691
 
26,065,497
Life Sciences Tools & Services
— 15.4%
29,106
Agilent Technologies, Inc.
4,259,954
1,596,429
Avantor, Inc. (a)
18,869,791
42,634
Bio-Rad Laboratories, Inc.,
Class A (a)
13,623,695
167,829
Illumina, Inc. (a)
20,733,595
19,668
IQVIA Holdings, Inc. (a)
4,257,335
38,750
Medpace Holdings, Inc. (a)
22,665,262
178,365
QIAGEN N.V.
8,356,400
90,923
Revvity, Inc.
8,509,484
506,635
Sotera Health Co. (a)
8,410,141
246,852
Tempus AI, Inc. (a) (b)
22,179,652
7,702
Thermo Fisher Scientific, Inc.
4,370,038
12,460
Waters Corp. (a)
4,356,016
 
140,591,363
Pharmaceuticals — 13.4%
265,057
Bristol-Myers Squibb Co.
12,211,176
95,889
Corcept Therapeutics, Inc. (a)
7,044,965
791,397
Elanco Animal Health, Inc. (a)
17,529,443
64,470
Johnson & Johnson
12,176,449
189,905
Merck & Co., Inc.
16,328,032
1,492,392
Organon & Co.
10,073,646
536,778
Perrigo Co. PLC
11,132,776
781,924
Pfizer, Inc.
19,274,427
338,834
Royalty Pharma PLC, Class A
12,719,828
25,530
Zoetis, Inc.
3,678,618
 
122,169,360
Total Common Stocks
913,937,885
(Cost $854,098,430)

First Trust Health Care AlphaDEX® Fund (FXH)
Portfolio of Investments (Continued)
October 31, 2025 (Unaudited)
Shares
Description
Value
MONEY MARKET FUNDS — 0.1%
531,819
Morgan Stanley Institutional
Liquidity Funds - Treasury
Portfolio - Institutional Class -
3.94% (c)
$531,819
(Cost $531,819)
Principal
Value
Description
Value
REPURCHASE AGREEMENTS — 2.1%
$19,567,673
Mizuho Financial Group, Inc.,
4.16% (c), dated 10/31/25, due
11/03/25, with a maturity
value of $19,574,456.
Collateralized by
U.S. Treasury Securities,
interest rates of 1.13% to
4.63%, due 06/15/26 to
02/15/35. The value of the
collateral including accrued
interest is $19,959,031. (d)
19,567,673
(Cost $19,567,673)
Total Investments — 102.2%
934,037,377
(Cost $874,197,922)
Net Other Assets and
Liabilities — (2.2)%
(19,928,423
)
Net Assets — 100.0%
$914,108,954
(a)
Non-income producing security.
(b)
All or a portion of this security is on loan for securities
lending. The remaining contractual maturity of all of the
securities lending transactions is overnight and continuous.
The aggregate value of such securities is $19,961,615 and the
total value of the collateral held by the Fund, including for
securities sold and pending settlement, is $19,567,673. On
October 31, 2025, the last business day of the period, there
was sufficient collateral based on the end of day market
value from the prior business day; however, as a result of
market movement from October 30 to October 31, the value
of the related securities loaned was above the collateral value
received.
(c)
Rate shown reflects yield as of October 31, 2025.
(d)
This security serves as collateral for securities on loan.

Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of October 31, 2025 is as follows (see Valuation Inputs in the Additional Information section):
 
Total
Value at
10/31/2025
Level 1
Quoted
Prices
Level 2
Significant
Observable
Inputs
Level 3
Significant
Unobservable
Inputs
Common Stocks*
$913,937,885
$913,937,885
$
$
Money Market Funds
531,819
531,819
Repurchase
Agreements
19,567,673
19,567,673
Total Investments
$934,037,377
$914,469,704
$19,567,673
$
*
See Portfolio of Investments for industry breakout.

First Trust Industrials/Producer Durables AlphaDEX® Fund (FXR)
Portfolio of Investments
October 31, 2025 (Unaudited)
Shares
Description
Value
COMMON STOCKS — 99.9%
Aerospace & Defense — 11.3%
51,089
ATI, Inc. (a)
$5,056,278
17,374
Axon Enterprise, Inc. (a)
12,721,764
57,765
Boeing (The) Co. (a)
11,611,920
116,717
BWX Technologies, Inc.
24,931,919
25,246
General Dynamics Corp.
8,707,346
71,538
General Electric Co.
22,101,665
26,668
HEICO Corp.
8,474,290
87,733
Howmet Aerospace, Inc.
18,068,611
43,303
Huntington Ingalls Industries,
Inc.
13,944,432
13,609
L3Harris Technologies, Inc.
3,934,362
379,204
Leonardo DRS, Inc.
13,863,698
51,944
Loar Holdings, Inc. (a)
4,110,329
8,324
Lockheed Martin Corp.
4,094,409
14,130
Northrop Grumman Corp.
8,244,149
449,170
Rocket Lab Corp. (a)
28,288,727
203,762
Textron, Inc.
16,466,007
 
204,619,906
Air Freight & Logistics —
3.6%
101,695
Expeditors International of
Washington, Inc.
12,396,620
91,256
FedEx Corp.
23,162,598
78,572
GXO Logistics, Inc. (a)
4,416,532
257,630
United Parcel Service, Inc.,
Class B
24,840,685
 
64,816,435
Building Products — 9.2%
169,821
A.O. Smith Corp.
11,206,488
92,119
AAON, Inc.
9,063,588
89,880
Advanced Drainage Systems,
Inc.
12,587,694
23,433
Allegion PLC
3,884,488
109,786
Armstrong World Industries, Inc.
20,906,548
141,986
Builders FirstSource, Inc. (a)
16,494,514
37,894
Carlisle Cos., Inc.
12,317,445
322,453
Fortune Brands Innovations, Inc.
16,380,612
569,305
Hayward Holdings, Inc. (a)
9,661,106
59,037
Masco Corp.
3,823,236
121,703
Owens Corning
15,494,009
102,803
Simpson Manufacturing Co., Inc.
18,144,730
20,399
Trane Technologies PLC
9,152,011
166,594
Trex Co., Inc. (a)
8,049,822
 
167,166,291
Chemicals — 3.0%
751,913
Axalta Coating Systems Ltd. (a)
21,406,963
543,679
Dow, Inc.
12,966,744
118,603
PPG Industries, Inc.
11,593,444
73,025
RPM International, Inc.
7,980,172
 
53,947,323
Shares
Description
Value
 
Commercial Services &
Supplies — 0.6%
50,024
MSA Safety, Inc.
$7,855,268
38,979
Veralto Corp.
3,846,448
 
11,701,716
Construction & Engineering
— 5.5%
26,080
Comfort Systems USA, Inc.
25,182,326
33,133
EMCOR Group, Inc.
22,390,619
101,121
MasTec, Inc. (a)
20,644,863
51,927
Quanta Services, Inc.
23,321,974
407,762
WillScot Holdings Corp.
8,868,823
 
100,408,605
Construction Materials —
1.8%
73,876
Eagle Materials, Inc.
15,685,352
648,961
James Hardie Industries PLC (a)
13,582,754
6,594
Martin Marietta Materials, Inc.
4,042,781
 
33,310,887
Consumer Finance — 2.0%
51,827
American Express Co.
18,695,554
242,307
Synchrony Financial
18,022,794
 
36,718,348
Containers & Packaging —
6.4%
1,052,309
Amcor PLC
8,313,241
128,800
AptarGroup, Inc.
14,942,088
247,254
Ball Corp.
11,620,938
89,118
Crown Holdings, Inc.
8,660,487
1,099,627
Graphic Packaging Holding Co.
17,583,036
78,998
Packaging Corp. of America
15,464,648
243,503
Sealed Air Corp.
8,159,785
400,272
Silgan Holdings, Inc.
15,458,505
399,531
Sonoco Products Co.
16,208,973
 
116,411,701
Diversified Consumer Services
— 1.2%
2,470,690
ADT, Inc.
21,840,900
Electrical Equipment — 5.0%
24,993
Acuity, Inc.
9,123,695
45,784
AMETEK, Inc.
9,253,404
31,680
Emerson Electric Co.
4,421,578
35,000
GE Vernova, Inc.
20,479,900
51,420
Generac Holdings, Inc. (a)
8,639,588
9,656
Hubbell, Inc.
4,538,320
86,914
Regal Rexnord Corp.
12,245,314
24,628
Rockwell Automation, Inc.
9,071,970
408,075
Sensata Technologies
Holding PLC
12,989,027
 
90,762,796

First Trust Industrials/Producer Durables AlphaDEX® Fund (FXR)
Portfolio of Investments (Continued)
October 31, 2025 (Unaudited)
Shares
Description
Value
COMMON STOCKS (Continued)
Electronic Equipment,
Instruments & Components
— 1.9%
185,871
Crane NXT Co.
$11,756,341
7,093
Teledyne Technologies, Inc. (a)
3,736,734
410,193
Vontier Corp.
15,792,431
13,985
Zebra Technologies Corp.,
Class A (a)
3,765,461
 
35,050,967
Financial Services — 8.7%
294,465
Affirm Holdings, Inc. (a)
21,166,144
297,767
Block, Inc. (a)
22,612,426
245,073
Euronet Worldwide, Inc. (a)
18,591,238
96,696
Fiserv, Inc. (a)
6,448,656
259,026
Global Payments, Inc.
20,141,862
115,598
Jack Henry & Associates, Inc.
17,217,166
7,304
Mastercard, Inc., Class A
4,031,735
256,724
PayPal Holdings, Inc. (a)
17,783,271
2,693,329
Western Union (The) Co.
25,128,760
26,378
WEX, Inc. (a)
3,848,023
 
156,969,281
Ground Transportation —
8.8%
242,410
CSX Corp.
8,731,608
128,310
J.B. Hunt Transport Services,
Inc.
21,666,426
544,664
Knight-Swift Transportation
Holdings, Inc.
24,575,240
70,236
Landstar System, Inc.
9,020,409
41,502
Norfolk Southern Corp.
11,760,837
61,143
Old Dominion Freight Line, Inc.
8,585,700
91,260
Ryder System, Inc.
15,443,930
57,508
Saia, Inc. (a)
16,821,090
1,016,999
Schneider National, Inc., Class B
21,733,269
36,421
Union Pacific Corp.
8,026,096
96,437
XPO, Inc. (a)
13,874,391
 
160,238,996
Household Durables — 1.8%
166,921
Mohawk Industries, Inc. (a)
18,968,903
31,894
TopBuild Corp. (a)
13,474,577
 
32,443,480
Industrial Conglomerates —
0.3%
26,777
3M Co.
4,458,370
IT Services — 0.7%
50,553
Accenture PLC, Class A
12,643,305
Leisure Products — 0.2%
65,708
Brunswick Corp.
4,343,956
Shares
Description
Value
 
Machinery — 15.3%
253,534
Allison Transmission Holdings,
Inc.
$20,929,232
26,129
Caterpillar, Inc.
15,083,227
1,148,997
CNH Industrial N.V.
12,052,979
29,513
Cummins, Inc.
12,917,250
105,164
Donaldson Co., Inc.
8,860,067
103,196
Dover Corp.
18,725,946
77,035
Esab Corp.
8,999,229
78,196
Flowserve Corp.
5,336,877
351,416
Fortive Corp.
17,690,281
346,816
Gates Industrial Corp. PLC (a)
7,657,697
101,320
Graco, Inc.
8,284,936
76,595
IDEX Corp.
13,132,979
15,938
Illinois Tool Works, Inc.
3,887,597
23,247
ITT, Inc.
4,302,322
17,621
Lincoln Electric Holdings, Inc.
4,131,243
129,511
Middleby (The) Corp. (a)
16,089,151
18,314
Nordson Corp.
4,247,932
165,916
Oshkosh Corp.
20,455,784
175,102
PACCAR, Inc.
17,230,037
5,480
Parker-Hannifin Corp.
4,235,108
37,517
Pentair PLC
3,989,933
49,681
Snap-on, Inc.
16,670,460
231,614
Stanley Black & Decker, Inc.
15,684,900
112,968
Toro (The) Co.
8,442,099
20,727
Westinghouse Air Brake
Technologies Corp.
4,237,428
28,171
Xylem, Inc.
4,249,595
 
277,524,289
Marine Transportation —
1.5%
257,874
Kirby Corp. (a)
26,684,802
Paper & Forest Products —
0.9%
193,781
Louisiana-Pacific Corp.
16,880,263
Professional Services — 3.2%
520,525
Amentum Holdings, Inc. (a)
11,664,965
94,383
ExlService Holdings, Inc. (a)
3,690,376
77,123
FTI Consulting, Inc. (a)
12,726,066
513,721
Genpact Ltd.
19,598,456
366,878
Robert Half, Inc.
9,608,535
 
57,288,398
Semiconductors &
Semiconductor Equipment
— 0.3%
33,577
MKS, Inc.
4,825,351
Trading Companies &
Distributors — 6.7%
338,092
Air Lease Corp.
21,590,555
32,975
Applied Industrial Technologies,
Inc.
8,477,543

First Trust Industrials/Producer Durables AlphaDEX® Fund (FXR)
Portfolio of Investments (Continued)
October 31, 2025 (Unaudited)
Shares
Description
Value
COMMON STOCKS (Continued)
Trading Companies &
Distributors (Continued)
231,593
Core & Main, Inc., Class A (a)
$12,084,523
76,659
Ferguson Enterprises, Inc.
19,049,761
128,968
FTAI Aviation Ltd.
22,298,567
93,424
MSC Industrial Direct Co., Inc.,
Class A
7,932,632
13,060
United Rentals, Inc.
11,377,611
4,364
W.W. Grainger, Inc.
4,272,356
58,944
WESCO International, Inc.
15,297,736
 
122,381,284
Total Common Stocks
1,813,437,650
(Cost $1,654,742,593)
MONEY MARKET FUNDS — 0.1%
2,277,265
Morgan Stanley Institutional
Liquidity Funds - Treasury
Portfolio - Institutional Class -
3.94% (b)
2,277,265
(Cost $2,277,265)
Principal
Value
Description
Value
REPURCHASE AGREEMENTS — 0.0%
$5,309
Daiwa Capital Markets America,
Inc., 4.14% (b), dated
10/31/25, due 11/03/25, with a
maturity value of $5,311.
Collateralized by
U.S. Treasury Securities,
interest rates of 0.00% to
4.38%, due 02/15/26 to
08/15/54. The value of the
collateral including accrued
interest is $5,415. (c)
5,309
(Cost $5,309)
Total Investments — 100.0%
1,815,720,224
(Cost $1,657,025,167)
Net Other Assets and
Liabilities — (0.0)%
(772,984
)
Net Assets — 100.0%
$1,814,947,240
(a)
Non-income producing security.
(b)
Rate shown reflects yield as of October 31, 2025.
(c)
This security serves as collateral for securities on loan.

Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of October 31, 2025 is as follows (see Valuation Inputs in the Additional Information section):
 
Total
Value at
10/31/2025
Level 1
Quoted
Prices
Level 2
Significant
Observable
Inputs
Level 3
Significant
Unobservable
Inputs
Common Stocks*
$1,813,437,650
$1,813,437,650
$
$
Money Market
Funds
2,277,265
2,277,265
Repurchase
Agreements
5,309
5,309
Total Investments
$1,815,720,224
$1,815,714,915
$5,309
$
*
See Portfolio of Investments for industry breakout.

First Trust Materials AlphaDEX® Fund (FXZ)
Portfolio of Investments
October 31, 2025 (Unaudited)
Shares
Description
Value
COMMON STOCKS — 99.9%
Aerospace & Defense — 4.3%
21,691
Carpenter Technology Corp.
$6,852,187
28,315
Hexcel Corp.
2,021,691
 
8,873,878
Chemicals — 41.3%
14,879
Air Products and Chemicals, Inc.
3,609,497
21,896
Albemarle Corp.
2,150,844
37,055
Ashland, Inc.
1,811,989
42,189
Celanese Corp.
1,621,745
113,096
CF Industries Holdings, Inc.
9,419,766
160,900
Eastman Chemical Co.
9,576,768
14,817
Ecolab, Inc.
3,799,079
211,601
Element Solutions, Inc.
5,653,979
158,370
FMC Corp.
2,402,473
197,698
Huntsman Corp.
1,636,939
65,939
International Flavors &
Fragrances, Inc.
4,152,179
8,543
Linde PLC
3,573,537
108,605
LyondellBasell Industries N.V.,
Class A
5,041,444
292,524
Mosaic (The) Co.
8,029,784
9,799
NewMarket Corp.
7,524,652
324,762
Olin Corp.
6,722,573
31,173
Scotts Miracle-Gro (The) Co.
1,668,379
105,318
Westlake Corp.
7,246,932
 
85,642,559
Containers & Packaging —
4.4%
32,842
Avery Dennison Corp.
5,743,737
87,455
International Paper Co.
3,379,261
 
9,122,998
Machinery — 11.3%
80,267
Mueller Industries, Inc.
8,497,867
10,397
RBC Bearings, Inc. (a)
4,455,426
134,939
Timken (The) Co.
10,594,061
 
23,547,354
Metals & Mining — 36.5%
308,445
Alcoa Corp.
11,347,691
144,245
Anglogold Ashanti PLC
9,808,660
145,519
Cleveland-Cliffs, Inc. (a)
1,808,801
135,798
Freeport-McMoRan, Inc.
5,662,777
26,470
MP Materials Corp. (a)
1,669,992
120,327
Newmont Corp.
9,742,877
59,926
Nucor Corp.
8,991,896
28,899
Reliance, Inc.
8,161,945
26,553
Royal Gold, Inc.
4,641,199
33,437
Southern Copper Corp.
4,641,056
58,207
Steel Dynamics, Inc.
9,126,858
 
75,603,752
Shares
Description
Value
 
Trading Companies &
Distributors — 2.1%
108,605
Fastenal Co.
$4,469,096
Total Common Stocks
207,259,637
(Cost $220,439,504)
MONEY MARKET FUNDS — 0.1%
183,622
Morgan Stanley Institutional
Liquidity Funds - Treasury
Portfolio - Institutional Class -
3.94% (b)
183,622
(Cost $183,622)
Principal
Value
Description
Value
REPURCHASE AGREEMENTS — 0.0%
$2,417
Daiwa Capital Markets America,
Inc., 4.14% (b), dated
10/31/25, due 11/03/25, with a
maturity value of $2,418.
Collateralized by
U.S. Treasury Securities,
interest rates of 0.00% to
4.38%, due 02/15/26 to
08/15/54. The value of the
collateral including accrued
interest is $2,465. (c)
2,417
(Cost $2,417)
Total Investments — 100.0%
207,445,676
(Cost $220,625,543)
Net Other Assets and
Liabilities — (0.0)%
(97,144
)
Net Assets — 100.0%
$207,348,532
(a)
Non-income producing security.
(b)
Rate shown reflects yield as of October 31, 2025.
(c)
This security serves as collateral for securities on loan.

Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of October 31, 2025 is as follows (see Valuation Inputs in the Additional Information section):
 
Total
Value at
10/31/2025
Level 1
Quoted
Prices
Level 2
Significant
Observable
Inputs
Level 3
Significant
Unobservable
Inputs
Common Stocks*
$207,259,637
$207,259,637
$
$
Money Market Funds
183,622
183,622
Repurchase Agreements
2,417
2,417
Total Investments
$207,445,676
$207,443,259
$2,417
$
*
See Portfolio of Investments for industry breakout.

First Trust Technology AlphaDEX® Fund (FXL)
Portfolio of Investments
October 31, 2025 (Unaudited)
Shares
Description
Value
COMMON STOCKS — 100.0%
Communications Equipment
— 0.3%
14,664
F5, Inc. (a)
$3,710,725
Consumer Staples Distribution
& Retail — 1.0%
386,795
Maplebear, Inc. (a)
14,257,264
Electrical Equipment — 2.1%
165,351
Vertiv Holdings Co., Class A
31,889,594
Electronic Equipment,
Instruments & Components
— 6.8%
201,575
Amphenol Corp., Class A
28,087,460
156,678
Arrow Electronics, Inc. (a)
17,477,431
271,970
Avnet, Inc.
13,176,946
29,756
CDW Corp.
4,742,214
81,759
Flex Ltd. (a)
5,111,573
87,297
Jabil, Inc.
19,283,034
86,832
TD SYNNEX Corp.
13,588,340
 
101,466,998
Financial Services — 0.6%
259,629
Toast, Inc., Class A (a)
9,382,992
Hotels, Restaurants & Leisure
— 1.2%
69,702
DoorDash, Inc., Class A (a)
17,730,098
Interactive Media & Services
— 6.7%
102,611
Alphabet, Inc., Class A
28,853,187
134,187
Match Group, Inc.
4,339,607
19,362
Meta Platforms, Inc., Class A
12,553,353
775,408
Pinterest, Inc., Class A (a)
25,666,005
108,461
Reddit, Inc., Class A (a)
22,662,926
434,420
ZoomInfo Technologies, Inc. (a)
4,874,192
 
98,949,270
IT Services — 14.6%
187,679
Akamai Technologies, Inc. (a)
14,094,693
231,056
Amdocs Ltd.
19,468,778
88,346
Cloudflare, Inc., Class A (a)
22,378,042
371,923
Cognizant Technology Solutions
Corp., Class A
27,105,748
1,830,143
DXC Technology Co. (a)
25,988,031
125,726
EPAM Systems, Inc. (a)
20,561,230
434,731
Globant S.A. (a)
26,770,735
315,652
Kyndryl Holdings, Inc. (a)
9,128,656
61,081
MongoDB, Inc. (a)
21,978,165
84,053
Snowflake, Inc. (a)
23,104,489
47,353
Twilio, Inc., Class A (a)
6,386,973
 
216,965,540
Media — 0.6%
791,240
DoubleVerify Holdings, Inc. (a)
9,004,311
Shares
Description
Value
 
Professional Services — 7.3%
19,005
CACI International, Inc.,
Class A (a)
$10,685,561
4,949,894
Clarivate PLC (a)
16,829,640
540,518
Concentrix Corp.
21,788,281
300,668
KBR, Inc.
12,880,617
75,246
Leidos Holdings, Inc.
14,332,106
22,770
Paycom Software, Inc.
4,260,039
190,783
Science Applications
International Corp.
17,878,275
106,793
SS&C Technologies Holdings,
Inc.
9,068,861
 
107,723,380
Semiconductors &
Semiconductor Equipment
— 24.8%
87,882
Advanced Micro Devices,
Inc. (a)
22,508,338
878,340
Amkor Technology, Inc.
28,352,815
69,446
Applied Materials, Inc.
16,187,863
127,401
Astera Labs, Inc. (a)
23,783,219
75,611
Broadcom, Inc.
27,948,094
151,313
Cirrus Logic, Inc. (a)
20,071,669
132,241
GLOBALFOUNDRIES, Inc. (a)
4,707,780
23,126
KLA Corp.
27,953,321
186,294
Lam Research Corp.
29,333,853
129,282
Lattice Semiconductor Corp. (a)
9,432,415
38,072
MACOM Technology Solutions
Holdings, Inc. (a)
5,639,605
225,503
Marvell Technology, Inc.
21,138,651
84,977
Micron Technology, Inc.
19,015,303
20,592
Monolithic Power Systems, Inc.
20,694,960
133,694
NVIDIA Corp.
27,071,698
96,118
ON Semiconductor Corp. (a)
4,813,589
73,356
Onto Innovation, Inc. (a)
9,900,126
85,469
QUALCOMM, Inc.
15,461,342
184,705
Skyworks Solutions, Inc.
14,355,273
34,434
Teradyne, Inc.
6,258,724
25,795
Texas Instruments, Inc.
4,164,861
65,997
Universal Display Corp.
9,720,038
 
368,513,537
Software — 25.5%
68,773
Appfolio, Inc., Class A (a)
17,497,914
34,717
AppLovin Corp., Class A (a)
22,126,186
29,840
Autodesk, Inc. (a)
8,991,986
92,066
Bentley Systems, Inc., Class B
4,679,715
53,972
Cadence Design Systems,
Inc. (a)
18,279,777
28,996
Crowdstrike Holdings, Inc.,
Class A (a)
15,745,118
99,850
Datadog, Inc., Class A (a)
16,256,578

First Trust Technology AlphaDEX® Fund (FXL)
Portfolio of Investments (Continued)
October 31, 2025 (Unaudited)
Shares
Description
Value
COMMON STOCKS (Continued)
Software (Continued)
130,980
Dolby Laboratories, Inc.,
Class A
$8,686,594
313,771
Dropbox, Inc., Class A (a)
9,099,359
56,095
Elastic N.V. (a)
5,004,796
166,944
Gen Digital, Inc.
4,400,644
41,238
Guidewire Software, Inc. (a)
9,634,846
6,940
Intuit, Inc.
4,632,797
27,452
Microsoft Corp.
14,214,920
127,423
Nutanix, Inc., Class A (a)
9,077,614
67,408
Oracle Corp.
17,702,015
136,743
Palantir Technologies, Inc.,
Class A (a)
27,412,869
46,553
Palo Alto Networks, Inc. (a)
10,252,833
329,705
Pegasystems, Inc.
20,985,723
129,992
Procore Technologies, Inc. (a)
9,596,009
70,036
PTC, Inc. (a)
13,904,947
334,476
RingCentral, Inc., Class A (a)
10,074,417
9,504
Roper Technologies, Inc.
4,240,210
172,871
Rubrik, Inc., Class A (a)
13,012,000
19,999
Salesforce, Inc.
5,207,940
5,151
ServiceNow, Inc. (a)
4,735,211
58,837
Strategy, Inc. (a)
15,857,160
440,681
Teradata Corp. (a)
9,188,199
355,109
Unity Software, Inc. (a)
13,458,631
19,689
Workday, Inc., Class A (a)
4,723,785
172,347
Zoom Communications, Inc. (a)
15,033,829
47,448
Zscaler, Inc. (a)
15,711,931
 
379,426,553
Technology Hardware, Storage
& Peripherals — 8.5%
37,227
Apple, Inc.
10,065,064
175,952
Dell Technologies, Inc., Class C
28,505,983
771,909
Hewlett Packard Enterprise Co.
18,850,018
348,110
HP, Inc.
9,632,204
80,019
NetApp, Inc.
9,424,638
297,636
Pure Storage, Inc., Class A (a)
29,376,673
395,454
Super Micro Computer, Inc. (a)
20,547,790
 
126,402,370
Total Common Stocks
1,485,422,632
(Cost $1,173,025,011)
MONEY MARKET FUNDS — 0.1%
1,240,681
Morgan Stanley Institutional
Liquidity Funds - Treasury
Portfolio - Institutional Class -
3.94% (b)
1,240,681
(Cost $1,240,681)
Principal
Value
Description
Value
REPURCHASE AGREEMENTS — 0.0%
$9,368
Daiwa Capital Markets America,
Inc., 4.14% (b), dated
10/31/25, due 11/03/25, with a
maturity value of $9,371.
Collateralized by
U.S. Treasury Securities,
interest rates of 0.00% to
4.38%, due 02/15/26 to
08/15/54. The value of the
collateral including accrued
interest is $9,555. (c)
$9,368
(Cost $9,368)
Total Investments — 100.1%
1,486,672,681
(Cost $1,174,275,060)
Net Other Assets and
Liabilities — (0.1)%
(800,540
)
Net Assets — 100.0%
$1,485,872,141
(a)
Non-income producing security.
(b)
Rate shown reflects yield as of October 31, 2025.
(c)
This security serves as collateral for securities on loan.

Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of October 31, 2025 is as follows (see Valuation Inputs in the Additional Information section):
 
Total
Value at
10/31/2025
Level 1
Quoted
Prices
Level 2
Significant
Observable
Inputs
Level 3
Significant
Unobservable
Inputs
Common Stocks*
$1,485,422,632
$1,485,422,632
$
$
Money Market
Funds
1,240,681
1,240,681
Repurchase
Agreements
9,368
9,368
Total Investments
$1,486,672,681
$1,486,663,313
$9,368
$
*
See Portfolio of Investments for industry breakout.

First Trust Utilities AlphaDEX® Fund (FXU)
Portfolio of Investments
October 31, 2025 (Unaudited)
Shares
Description
Value
COMMON STOCKS — 99.8%
Commercial Services &
Supplies — 2.3%
61,992
Clean Harbors, Inc. (a)
$13,049,936
62,733
Republic Services, Inc.
13,063,520
65,188
Waste Management, Inc.
13,022,607
 
39,136,063
Electric Utilities — 50.4%
640,656
Alliant Energy Corp.
42,808,634
511,842
American Electric Power Co.,
Inc.
61,554,119
465,311
Duke Energy Corp.
57,838,157
1,302,057
Edison International
72,107,917
308,951
Entergy Corp.
29,687,102
757,462
Evergy, Inc.
58,180,656
404,710
Eversource Energy
29,871,645
1,599,150
Exelon Corp.
73,752,798
942,529
FirstEnergy Corp.
43,196,104
217,868
IDACORP, Inc.
28,109,329
190,694
NextEra Energy, Inc.
15,522,492
444,444
NRG Energy, Inc.
76,382,146
1,244,482
OGE Energy Corp.
54,931,435
4,773,062
PG&E Corp.
76,178,069
642,228
Pinnacle West Capital Corp.
56,850,023
774,787
PPL Corp.
28,295,221
151,899
Southern (The) Co.
14,284,582
713,976
Xcel Energy, Inc.
57,953,432
 
877,503,861
Gas Utilities — 11.0%
168,615
Atmos Energy Corp.
28,954,568
4,041,425
MDU Resources Group, Inc.
77,514,531
155,846
National Fuel Gas Co.
12,297,808
2,164,094
UGI Corp.
72,345,662
 
191,112,569
Independent Power and
Renewable Electricity
Producers — 10.3%
3,281,662
AES (The) Corp.
45,516,652
2,038,308
Clearway Energy, Inc., Class C
65,083,174
367,382
Vistra Corp.
69,178,031
 
179,777,857
Multi-Utilities — 21.8%
413,743
Ameren Corp.
42,210,061
742,038
CenterPoint Energy, Inc.
28,375,533
393,000
CMS Energy Corp.
28,905,150
716,053
Consolidated Edison, Inc.
69,750,723
706,012
Dominion Energy, Inc.
41,435,844
305,357
DTE Energy Co.
41,388,088
997,383
NiSource, Inc.
41,999,798
344,970
Public Service Enterprise Group,
Inc.
27,790,783
Shares
Description
Value
 
Multi-Utilities (Continued)
479,958
Sempra
$44,127,339
125,626
WEC Energy Group, Inc.
14,036,193
 
380,019,512
Water Utilities — 4.0%
103,423
American Water Works Co., Inc.
13,282,616
1,443,163
Essential Utilities, Inc.
56,326,652
 
69,609,268
Total Common Stocks
1,737,159,130
(Cost $1,626,019,545)
MONEY MARKET FUNDS — 0.2%
3,871,635
Morgan Stanley Institutional
Liquidity Funds - Treasury
Portfolio - Institutional Class -
3.94% (b)
3,871,635
(Cost $3,871,635)
Total Investments — 100.0%
1,741,030,765
(Cost $1,629,891,180)
Net Other Assets and
Liabilities — (0.0)%
(9,541
)
Net Assets — 100.0%
$1,741,021,224
(a)
Non-income producing security.
(b)
Rate shown reflects yield as of October 31, 2025.

Valuation Inputs
A summary of the inputs used to value the Fund’s investments as of October 31, 2025 is as follows (see Valuation Inputs in the Additional Information section):
 
Total
Value at
10/31/2025
Level 1
Quoted
Prices
Level 2
Significant
Observable
Inputs
Level 3
Significant
Unobservable
Inputs
Common Stocks*
$1,737,159,130
$1,737,159,130
$
$
Money Market
Funds
3,871,635
3,871,635
Total Investments
$1,741,030,765
$1,741,030,765
$
$
*
See Portfolio of Investments for industry breakout.

First Trust Exchange-Traded AlphaDEX® Fund
Additional Information
October 31, 2025 (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 including without limitation Frank Russell Company (“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 stock 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.