The fund aims to achieve investment results that closely mirror the price performance and income yield of the Nasdaq AlphaDEX Mega Cap Index, prior to accounting for its own expenses. Typically, it allocates a minimum of 90% of its total assets, including any borrowed capital, to the equity securities that make up this index. The index itself is crafted to identify mega-capitalization companies from the broader NASDAQ US 500 Large Cap Index, employing the AlphaDEX selection methodology. This approach seeks to pinpoint stocks that have the potential to deliver superior risk-adjusted returns, or "positive alpha," when compared to conventional benchmarks.

The Travelers Companies, Inc.

Microsoft Corporation

Amazon.com Inc

Honeywell International Inc.

The Sherwin-Williams Company

JPMorgan Chase & Co.

Visa Inc.

3M Company

Amgen Inc

The Boeing Company

Technology

Financial Services

Healthcare

Consumer Cyclical

Industrials

Consumer Defensive

Communication Services

Energy

Cash & Others

Basic Materials

First Trust Mega Cap AlphaDEX Fund

FMK Holdings & Sector Breakdown