-National Securities Exchange Report the Removal from listing and reg. of matured,redeemed or retired securities (25)

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM 25

NOTIFICATION OF REMOVAL FROM LISTING AND/OR

REGISTRATION UNDER SECTION 12(b) OF THE
SECURITIES EXCHANGE ACT of 1934.

Commission File Number 333-140895

Issuer: First Trust Exchange-Traded AlphaDEX(R) Fund Exchange: American Stock Exchange LLC -------------------------------------------------------------------------------

(Exact name of Issuer as specified in its charter, and name of
Exchange where security is listed and/or registered)

120 East Liberty Drive, Wheaton, Illinois 60187 800-621-1675
(Address, including zip code, and telephone number, including
area code, of Issuer's principal executive offices)

See Attachment A

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(Description of class of securities)

Please place an X in the box to designate the rule provisions relied upon to strike the class of securities from listing and registration:

[ ] 17 CFR 240.12d2-2(a)(1)

[ ] 17 CFR 240.12d2-2(a)(2)

[ ] 17 CFR 240.12d2-2(a)(3)

[ ] 17 CFR 240.12d2-2(a)(4)

[ ] Pursuant to 17 CFR-240.12d2-2(b), the Exchange has complied with its rules to strike the class of securities from listing and/or withdraw registration on the Exchange.(1)

[X] Pursuant to 17 CFR-240.12d2-2(c), the Issuer has complied with the rules of the Exchange and the requirements of 17 CFR 240.12d2-2(c) governing the voluntary withdrawal of the class of securities from listing and registration on the Exchange.

Pursuant to the requirements of the Securities Exchange Act of 1934, First Trust Exchange-Traded AlphaDEX(R) Fund certifies that it has reasonable grounds to believe that it meets all of the requirements for filing the Form 25 and has caused this notification to be signed on its behalf by the undersigned duly authorized person.

October 27, 2008 By /s/ James A. Bowen Chief Executive Officer ---------------- -------------------------- ----------------------- Date James A. Bowen Title

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(1) Form 25 and attached Notice will be considered compliance with the provisions of 17 CFR 240.19d-1 as applicable. See General Instructions.

Persons who respond to the collection of Information contained SEC 1654(03-06) in this form are not required to respond unless the form displays a currently valid OMB control number.

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ATTACHMENT A

NAME OF CLASS OF SECURITIES DESCRIPTION OF CLASS OF SECURITIES First Trust Consumer Discretionary AlphaDEX(R) Fund Common Shares of Beneficial Interest, $.01 par value per share First Trust Consumer Staples AlphaDEX(R) Fund Common Shares of Beneficial Interest, $.01 par value per share First Trust Energy AlphaDEX(R) Fund Common Shares of Beneficial Interest, $.01 par value per share First Trust Financials AlphaDEX(R) Fund Common Shares of Beneficial Interest, $.01 par value per share First Trust Health Care AlphaDEX(R) Fund Common Shares of Beneficial Interest, $.01 par value per share First Trust Industrials/Producer Durables Common Shares of Beneficial Interest, AlphaDEX(R)Fund $.01 par value per share First Trust Materials AlphaDEX(R) Fund Common Shares of Beneficial Interest, $.01 par value per share First Trust Technology AlphaDEX(R) Fund Common Shares of Beneficial Interest, $.01 par value per share First Trust Utilities AlphaDEX(R) Fund Common Shares of Beneficial Interest, $.01 par value per share First Trust Large Cap Core AlphaDEX(R) Fund Common Shares of Beneficial Interest, $.01 par value per share First Trust Mid Cap Core AlphaDEX(R) Fund Common Shares of Beneficial Interest, $.01 par value per share First Trust Small Cap Core AlphaDEX(R) Fund Common Shares of Beneficial Interest, $.01 par value per share First Trust Large Cap Growth Opportunities Common Shares of Beneficial Interest, AlphaDEX(R) Fund $.01 par value per share First Trust Large Cap Value Opportunities Common Shares of Beneficial Interest, AlphaDEX(R) Fund $.01 par value per share

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NAME OF CLASS OF SECURITIES DESCRIPTION OF CLASS OF SECURITIES First Trust Multi Cap Growth AlphaDEX(R) Fund Common Shares of Beneficial Interest, $.01 par value per share First Trust Multi Cap Value AlphaDEX(R) Fund Common Shares of Beneficial Interest, $.01 par value per share