First Trust Exchange-Traded AlphaDEX Fund - First Trust Mid Cap Core AlphaDEX Fund
US ˙ NasdaqGM ˙ US33735B1089

SecurityFNX / First Trust Exchange-Traded AlphaDEX Fund - First Trust Mid Cap Core AlphaDEX Fund
InstitutionD.a. Davidson & Co.
Latest Disclosed Ownership44,370 shares
Latest Disclosed Value $ 5,690,247
D.a. Davidson & Co. reports 6.15% decrease in ownership of FNX / First Trust Exchange-Traded AlphaDEX Fund - First Trust Mid Cap Core AlphaDEX Fund

On May 5, 2026 - D.a. Davidson & Co. filed a 13F-HR form disclosing ownership of 44,370 shares of First Trust Exchange-Traded AlphaDEX Fund - First Trust Mid Cap Core AlphaDEX Fund (US:FNX) valued at $5,690,124 USD as of March 31, 2026. The entity filed a previous 13F-HR on January 29, 2026 disclosing 47,280 shares of First Trust Exchange-Traded AlphaDEX Fund - First Trust Mid Cap Core AlphaDEX Fund. This represents a change in shares of -6.15% during the quarter. The current value of the position is $6,234,633 USD.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2026-05-05 2026-03-31 13F FIRST TR EXCHANGE-TRADED ALP COM SHS 33735B108 44,370 -2,910 -6.15 5,690 -4.47 0.0345
2026-01-29 2025-12-31 13F FIRST TR EXCHANGE-TRADED AL LP COM SHS 33735B108 47,280 -4,475 -8.65 5,956 -8.23 0.0365
2025-10-22 2025-09-30 13F FIRST TR EXCHANGE-TRADED ALP COM SHS 33735B108 51,755 -2,472 -4.56 6,490 4.21 0.0415
2025-07-30 2025-06-30 13F FIRST TR EXCHANGE-TRADED ALP COM SHS 33735B108 54,227 -2,740 -4.81 6,228 0.32 0.0439
2025-04-28 2025-03-31 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 56,967 -2,444 -4.11 6,208 -9.70 0.0499
2025-01-31 2024-12-31 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 59,411 -3,472 -5.52 6,875 -6.67 0.0559
2024-11-13 2024-09-30 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 62,883 -7,146 -10.20 7,367 -3.08 0.0608
2024-08-01 2024-06-30 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 70,029 -7,066 -9.17 7,600 -13.04 0.0674
2024-05-13 2024-03-31 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 77,095 3,172 4.29 8,740 13.20 0.0787
2024-02-09 2023-12-31 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 73,923 -29,745 -28.69 7,721 -19.13 0.0757
2023-11-08 2023-09-30 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 103,668 47,867 85.78 9,548 77.65 0.1036
2023-08-11 2023-06-30 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 55,801 -771 -1.36 5,375 5.60 0.0567
2023-04-25 2023-03-31 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 56,572 582 1.04 5,089 3.50 0.0572
2023-02-03 2022-12-31 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 55,990 4,393 8.51 4,918 18.71 0.0580
2022-11-07 2022-09-30 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 51,597 9,667 23.06 4,142 18.07 0.0543
2022-07-28 2022-06-30 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 41,930 25,461 154.60 3,508 117.08 0.0441
2022-05-12 2022-03-31 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 16,469 165 1.01 1,616 -3.64 0.0176
2022-01-31 2021-12-31 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 16,304 522 3.31 1,677 8.75 0.0179
2021-11-15 2021-09-30 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 15,782 1,253 8.62 1,542 6.05 0.0179
2021-08-10 2021-06-30 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 14,529 1,755 13.74 1,454 21.27 0.0171
2021-05-07 2021-03-31 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 12,774 -620 -4.63 1,199 7.82 0.0153
2021-02-10 2020-12-31 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 13,394 1 0.01 1,112 25.93 0.0170
2020-11-02 2020-09-30 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 13,393 -548 -3.93 883 1.38 0.0154
2020-08-10 2020-06-30 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 13,941 -1,260 -8.29 871 18.83 0.0163
2020-05-05 2020-03-31 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 15,201 -87 -0.57 733 -33.84 0.0143
2020-02-14 2019-12-31 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 15,288 -21,847 -58.83 1,108 -55.82 0.0179
2019-11-05 2019-09-30 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 37,135 -1,045 -2.74 2,508 -4.53 0.0449
2019-08-13 2019-06-30 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 38,180 -93 -0.24 2,627 4.45 0.0489
2019-05-13 2019-03-31 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 38,273 1,013 2.72 2,515 16.76 0.0432
2019-01-29 2018-12-31 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 37,260 -106 -0.28 2,154 -19.51 0.0420
2018-11-13 2018-09-30 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 37,366 -428 -1.13 2,676 3.44 0.0476
2018-08-02 2018-06-30 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 37,794 3,868 11.40 2,587 16.58 0.0507
2018-05-04 2018-03-31 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 33,926 9,029 36.27 2,219 35.64 0.0459
2018-02-08 2017-12-31 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 24,897 6,858 38.02 1,636 46.59 0.0343
2017-11-08 2017-09-30 13F FIRST TR MID CAP CORE ALPHAD COM SHS 33735B108 18,039 2,257 14.30 1,116 19.49 0.0219
2017-08-11 2017-06-30 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 15,782 2,392 17.86 934 19.44 0.0211
2017-05-12 2017-03-31 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 13,390 -492 -3.54 782 0.00 0.0190
2017-02-15 2016-12-31 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 13,882 -2,896 -17.26 782 -11.74 0.0177
2016-11-18 2016-09-30 13F/A-1 FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 16,778 12,298 274.51 886 292.04 0.0220
2016-11-14 2016-09-30 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 16,778 886
2016-08-13 2016-06-30 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 4,480 -1,629 -26.67 226 -25.41 0.0066
2016-05-13 2016-03-31 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 6,109 -181 -2.88 303 0.33 0.0094
2016-02-12 2015-12-31 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 6,290 445 7.61 302 7.47 0.0098
2015-11-13 2015-09-30 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 5,845 -30,883 -84.09 281 -85.80 0.0098
2015-08-14 2015-06-30 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 36,728 260 0.71 1,979 -0.55 0.0650
2015-05-06 2015-03-31 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 36,468 -566 -1.53 1,990 1.74 0.0653
2015-02-12 2014-12-31 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 37,034 -121 -0.33 1,956 4.88 0.0639
2014-11-12 2014-09-30 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 37,155 706 1.94 1,865 -4.26 0.0632
2014-07-29 2014-06-30 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 36,449 243 0.67 1,948 4.56 0.0660
2014-05-05 2014-03-31 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 36,206 1,323 3.79 1,863 5.85 0.0666
2014-02-13 2013-12-31 13F/A-1 FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 34,883 -924 -2.58 1,760 7.19 0.0657
2014-02-12 2013-12-31 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 34,883 1,760
2013-11-14 2013-09-30 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 35,807 -3,051 -7.85 1,642 0.06 0.0739
2013-08-16 2013-06-30 13F FIRST TRUST MID CAP CORE ALPHADEX FD COM 33735B108 38,858 38,858 1,641 0.0792
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.