-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, TrbRljRBkHtdzlJElLve+niVRecL5zrPccp4k+g80TzpPwCYLLjWwNLKlRNaAkec ZjuzkUq3GH3hlnfwPPRJDw== 0000887318-10-000342.txt : 20100928 0000887318-10-000342.hdr.sgml : 20100928 20100928114937 ACCESSION NUMBER: 0000887318-10-000342 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20100731 FILED AS OF DATE: 20100928 DATE AS OF CHANGE: 20100928 EFFECTIVENESS DATE: 20100928 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST TRUST EXCHANGE-TRADED ALPHADEX FUND CENTRAL INDEX KEY: 0001383496 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NSAR-B SEC ACT: 1940 Act SEC FILE NUMBER: 811-22019 FILM NUMBER: 101092725 BUSINESS ADDRESS: STREET 1: 120 EAST LIBERTY DRIVE, SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 BUSINESS PHONE: 630-765-8000 MAIL ADDRESS: STREET 1: 120 EAST LIBERTY DRIVE, SUITE 400 CITY: WHEATON STATE: IL ZIP: 60187 0001383496 S000017337 First Trust Large Cap Core AlphaDEX Fund C000047995 First Trust Large Cap Core AlphaDEX Fund FEX 0001383496 S000017338 First Trust Mid Cap Core AlphaDEX Fund C000047996 First Trust Mid Cap Core AlphaDEX Fund FNX 0001383496 S000017339 First Trust Small Cap Core AlphaDEX Fund C000047997 First Trust Small Cap Core AlphaDEX Fund FYX 0001383496 S000017340 First Trust Large Cap Value Opportunities AlphaDEX Fund C000047998 First Trust Large Cap Value Opportunities AlphaDEX Fund FTA 0001383496 S000017341 First Trust Large Cap Growth Opportunities AlphaDEX Fund C000047999 First Trust Large Cap Growth Opportunities AlphaDEX Fund FTC 0001383496 S000017342 First Trust Multi Cap Value AlphaDEX Fund C000048000 First Trust Multi Cap Value AlphaDEX Fund FAB 0001383496 S000017343 First Trust Multi Cap Growth AlphaDEX Fund C000048001 First Trust Multi Cap Growth AlphaDEX Fund FAD 0001383496 S000017696 First Trust Consumer Discretionary AlphaDEX Fund C000048896 First Trust Consumer Discretionary AlphaDEX Fund FXD 0001383496 S000017697 First Trust Consumer Staples AlphaDEX Fund C000048897 First Trust Consumer Staples AlphaDEX Fund FXG 0001383496 S000017698 First Trust Energy AlphaDEX Fund C000048898 First Trust Energy AlphaDEX Fund FXN 0001383496 S000017699 First Trust Financial AlphaDEX Fund C000048899 First Trust Financial AlphaDEX Fund FXO 0001383496 S000017700 First Trust Health Care AlphaDEX Fund C000048900 First Trust Health Care AlphaDEX Fund FXH 0001383496 S000017701 First Trust Industrials/Producer Durables AlphaDEX Fund C000048901 First Trust Industrials/Producer Durables AlphaDEX Fund FXR 0001383496 S000017702 First Trust Materials AlphaDEX Fund C000048902 First Trust Materials AlphaDEX Fund FXZ 0001383496 S000017703 First Trust Technology AlphaDEX Fund C000048903 First Trust Technology AlphaDEX Fund FXL 0001383496 S000017704 First Trust Utilities AlphaDEX Fund C000048904 First Trust Utilities AlphaDEX Fund FXU NSAR-B 1 answer.fil ANSWER FILE PAGE 1 000 B000000 07/31/2010 000 C000000 0001383496 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 FIRST TRUST EXCHANGE-TRADED ALPHADEX(R) FUND 001 B000000 811-22019 001 C000000 6307658000 002 A000000 120 E. 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PAGE 18 072 U000300 0 072 V000300 0 072 W000300 50 072 X000300 316 072 Y000300 68 072 Z000300 129 072AA000300 1950 072BB000300 0 072CC010300 0 072CC020300 2664 072DD010300 128 072DD020300 0 072EE000300 0 073 A010300 0.0500 073 A020300 0.0000 073 B000300 0.0000 073 C000300 0.0000 074 A000300 0 074 B000300 0 074 C000300 0 074 D000300 0 074 E000300 0 074 F000300 44137 074 G000300 0 074 H000300 0 074 I000300 31 074 J000300 0 074 K000300 0 074 L000300 38 074 M000300 5 074 N000300 44211 074 O000300 0 074 P000300 3 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 59 074 S000300 0 074 T000300 44149 074 U010300 2750 074 U020300 0 074 V010300 16.05 074 V020300 0.00 074 W000300 0.0000 074 X000300 7015 074 Y000300 0 075 A000300 0 075 B000300 35462 076 000300 0.00 024 000400 Y PAGE 19 025 A000401 GOLDMAN SACHS GROUP (THE), INC. 025 B000401 13-5108880 025 C000401 E 025 D000401 1212 025 A000402 CITIGROUP, INC. 025 B000402 13-1919000 025 C000402 E 025 D000402 278 025 A000403 BANK OF AMERICA CORP. 025 B000403 56-2058405 025 C000403 E 025 D000403 516 025 D000404 0 025 D000405 0 025 D000406 0 025 D000407 0 025 D000408 0 025 D000409 0 025 D000410 0 025 D000411 0 025 D000412 0 025 D000413 0 025 D000414 0 025 D000415 0 025 D000416 0 025 D000417 0 025 D000418 0 025 D000419 0 025 D000420 0 025 D000421 0 025 D000422 0 025 D000423 0 025 D000424 0 025 D000425 0 025 D000426 0 025 D000427 0 025 D000428 0 025 D000429 0 025 D000430 0 025 D000431 0 025 D000432 0 025 D000433 0 025 D000434 0 025 D000435 0 025 D000436 0 025 D000437 0 025 D000438 0 025 D000439 0 025 D000440 0 028 A010400 11880 028 A020400 0 PAGE 20 028 A030400 0 028 A040400 0 028 B010400 35458 028 B020400 0 028 B030400 0 028 B040400 0 028 C010400 52120 028 C020400 0 028 C030400 0 028 C040400 23594 028 D010400 7258 028 D020400 0 028 D030400 0 028 D040400 15060 028 E010400 10837 028 E020400 0 028 E030400 0 028 E040400 15321 028 F010400 10955 028 F020400 0 028 F030400 0 028 F040400 0 028 G010400 128508 028 G020400 0 028 G030400 0 028 G040400 53975 028 H000400 0 045 000400 Y 046 000400 N 047 000400 Y 048 000400 0.500 048 A010400 0 048 A020400 0.000 048 B010400 0 048 B020400 0.000 048 C010400 0 048 C020400 0.000 048 D010400 0 048 D020400 0.000 048 E010400 0 048 E020400 0.000 048 F010400 0 048 F020400 0.000 048 G010400 0 048 G020400 0.000 048 H010400 0 048 H020400 0.000 048 I010400 0 048 I020400 0.000 048 J010400 0 048 J020400 0.000 PAGE 21 048 K010400 0 048 K020400 0.000 049 000400 N 050 000400 N 051 000400 N 052 000400 N 053 A000400 Y 053 B000400 Y 053 C000400 N 055 A000400 N 055 B000400 N 056 000400 Y 057 000400 N 062 A000400 N 062 B000400 0.0 062 C000400 0.0 062 D000400 0.0 062 E000400 0.0 062 F000400 0.0 062 G000400 0.0 062 H000400 0.0 062 I000400 0.0 062 J000400 0.0 062 K000400 0.0 062 L000400 0.0 062 M000400 0.0 062 N000400 0.0 062 O000400 0.0 062 P000400 0.0 062 Q000400 0.0 062 R000400 0.0 063 A000400 0 063 B000400 0.0 066 A000400 Y 066 B000400 N 066 C000400 Y 066 D000400 N 066 E000400 N 066 F000400 N 066 G000400 N 067 000400 N 068 A000400 N 068 B000400 N 069 000400 Y 070 A010400 Y 070 A020400 N 070 B010400 Y 070 B020400 N 070 C010400 Y 070 C020400 N 070 D010400 Y PAGE 22 070 D020400 N 070 E010400 Y 070 E020400 N 070 F010400 Y 070 F020400 N 070 G010400 Y 070 G020400 N 070 H010400 Y 070 H020400 N 070 I010400 Y 070 I020400 N 070 J010400 Y 070 J020400 N 070 K010400 Y 070 K020400 N 070 L010400 Y 070 L020400 Y 070 M010400 Y 070 M020400 N 070 N010400 Y 070 N020400 N 070 O010400 Y 070 O020400 N 070 P010400 N 070 P020400 N 070 Q010400 Y 070 Q020400 N 070 R010400 Y 070 R020400 N 071 A000400 57088 071 B000400 56470 071 C000400 63150 071 D000400 89 072 A000400 12 072 B000400 0 072 C000400 1335 072 D000400 0 072 E000400 0 072 F000400 313 072 G000400 22 072 H000400 0 072 I000400 3 072 J000400 10 072 K000400 0 072 L000400 24 072 M000400 4 072 N000400 8 072 O000400 0 072 P000400 0 072 Q000400 13 072 R000400 25 PAGE 23 072 S000400 42 072 T000400 0 072 U000400 0 072 V000400 0 072 W000400 79 072 X000400 543 072 Y000400 104 072 Z000400 896 072AA000400 0 072BB000400 1340 072CC010400 2790 072CC020400 0 072DD010400 694 072DD020400 0 072EE000400 0 073 A010400 0.1100 073 A020400 0.0000 073 B000400 0.0000 073 C000400 0.0000 074 A000400 1 074 B000400 0 074 C000400 0 074 D000400 0 074 E000400 0 074 F000400 126187 074 G000400 0 074 H000400 0 074 I000400 180 074 J000400 1026 074 K000400 0 074 L000400 4662 074 M000400 9 074 N000400 132065 074 O000400 5691 074 P000400 11 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 106 074 S000400 0 074 T000400 126257 074 U010400 9700 074 U020400 0 074 V010400 13.02 074 V020400 0.00 074 W000400 0.0000 074 X000400 17873 074 Y000400 0 075 A000400 0 075 B000400 62641 PAGE 24 076 000400 0.00 024 000500 N 025 D000501 0 025 D000502 0 025 D000503 0 025 D000504 0 025 D000505 0 025 D000506 0 025 D000507 0 025 D000508 0 028 A010500 2173 028 A020500 0 028 A030500 0 028 A040500 1115 028 B010500 14929 028 B020500 0 028 B030500 0 028 B040500 0 028 C010500 15624 028 C020500 0 028 C030500 0 028 C040500 14406 028 D010500 0 028 D020500 0 028 D030500 0 028 D040500 6766 028 E010500 4594 028 E020500 0 028 E030500 0 028 E040500 3328 028 F010500 0 028 F020500 0 028 F030500 0 028 F040500 2190 028 G010500 37320 028 G020500 0 028 G030500 0 028 G040500 27805 028 H000500 0 045 000500 Y 046 000500 N 047 000500 Y 048 000500 0.500 048 A010500 0 048 A020500 0.000 048 B010500 0 048 B020500 0.000 048 C010500 0 048 C020500 0.000 048 D010500 0 048 D020500 0.000 PAGE 25 048 E010500 0 048 E020500 0.000 048 F010500 0 048 F020500 0.000 048 G010500 0 048 G020500 0.000 048 H010500 0 048 H020500 0.000 048 I010500 0 048 I020500 0.000 048 J010500 0 048 J020500 0.000 048 K010500 0 048 K020500 0.000 049 000500 N 050 000500 N 051 000500 N 052 000500 N 053 A000500 Y 053 B000500 Y 053 C000500 N 055 A000500 N 055 B000500 N 056 000500 Y 057 000500 N 062 A000500 N 062 B000500 0.0 062 C000500 0.0 062 D000500 0.0 062 E000500 0.0 062 F000500 0.0 062 G000500 0.0 062 H000500 0.0 062 I000500 0.0 062 J000500 0.0 062 K000500 0.0 062 L000500 0.0 062 M000500 0.0 062 N000500 0.0 062 O000500 0.0 062 P000500 0.0 062 Q000500 0.0 062 R000500 0.0 063 A000500 0 063 B000500 0.0 066 A000500 Y 066 B000500 N 066 C000500 Y 066 D000500 N 066 E000500 N 066 F000500 N PAGE 26 066 G000500 N 067 000500 N 068 A000500 N 068 B000500 N 069 000500 Y 070 A010500 Y 070 A020500 N 070 B010500 Y 070 B020500 N 070 C010500 Y 070 C020500 N 070 D010500 Y 070 D020500 N 070 E010500 Y 070 E020500 N 070 F010500 Y 070 F020500 N 070 G010500 Y 070 G020500 N 070 H010500 Y 070 H020500 N 070 I010500 Y 070 I020500 N 070 J010500 Y 070 J020500 N 070 K010500 Y 070 K020500 N 070 L010500 Y 070 L020500 Y 070 M010500 Y 070 M020500 N 070 N010500 Y 070 N020500 N 070 O010500 Y 070 O020500 N 070 P010500 N 070 P020500 N 070 Q010500 Y 070 Q020500 N 070 R010500 Y 070 R020500 N 071 A000500 32129 071 B000500 32275 071 C000500 36771 071 D000500 87 072 A000500 12 072 B000500 0 072 C000500 194 072 D000500 0 072 E000500 0 072 F000500 189 PAGE 27 072 G000500 13 072 H000500 0 072 I000500 2 072 J000500 4 072 K000500 0 072 L000500 16 072 M000500 3 072 N000500 2 072 O000500 0 072 P000500 0 072 Q000500 7 072 R000500 25 072 S000500 18 072 T000500 0 072 U000500 0 072 V000500 0 072 W000500 52 072 X000500 331 072 Y000500 66 072 Z000500 -71 072AA000500 6212 072BB000500 0 072CC010500 0 072CC020500 2829 072DD010500 0 072DD020500 0 072EE000500 0 073 A010500 0.0000 073 A020500 0.0000 073 B000500 0.0000 073 C000500 0.0000 074 A000500 0 074 B000500 0 074 C000500 0 074 D000500 0 074 E000500 0 074 F000500 47437 074 G000500 0 074 H000500 0 074 I000500 54 074 J000500 0 074 K000500 0 074 L000500 8 074 M000500 5 074 N000500 47504 074 O000500 0 074 P000500 4 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 PAGE 28 074 R040500 61 074 S000500 0 074 T000500 47439 074 U010500 2200 074 U020500 0 074 V010500 21.56 074 V020500 0.00 074 W000500 0.0000 074 X000500 7573 074 Y000500 0 075 A000500 0 075 B000500 37917 076 000500 0.00 024 000600 N 025 D000601 0 025 D000602 0 025 D000603 0 025 D000604 0 025 D000605 0 025 D000606 0 025 D000607 0 025 D000608 0 028 A010600 3708 028 A020600 0 028 A030600 0 028 A040600 0 028 B010600 6477 028 B020600 0 028 B030600 0 028 B040600 800 028 C010600 5908 028 C020600 0 028 C030600 0 028 C040600 5029 028 D010600 1662 028 D020600 0 028 D030600 0 028 D040600 1527 028 E010600 2301 028 E020600 0 028 E030600 0 028 E040600 1552 028 F010600 1458 028 F020600 0 028 F030600 0 028 F040600 0 028 G010600 21514 028 G020600 0 028 G030600 0 028 G040600 8908 028 H000600 0 PAGE 29 045 000600 Y 046 000600 N 047 000600 Y 048 000600 0.500 048 A010600 0 048 A020600 0.000 048 B010600 0 048 B020600 0.000 048 C010600 0 048 C020600 0.000 048 D010600 0 048 D020600 0.000 048 E010600 0 048 E020600 0.000 048 F010600 0 048 F020600 0.000 048 G010600 0 048 G020600 0.000 048 H010600 0 048 H020600 0.000 048 I010600 0 048 I020600 0.000 048 J010600 0 048 J020600 0.000 048 K010600 0 048 K020600 0.000 049 000600 N 050 000600 N 051 000600 N 052 000600 N 053 A000600 Y 053 B000600 Y 053 C000600 N 055 A000600 N 055 B000600 N 056 000600 Y 057 000600 N 062 A000600 N 062 B000600 0.0 062 C000600 0.0 062 D000600 0.0 062 E000600 0.0 062 F000600 0.0 062 G000600 0.0 062 H000600 0.0 062 I000600 0.0 062 J000600 0.0 062 K000600 0.0 062 L000600 0.0 062 M000600 0.0 062 N000600 0.0 PAGE 30 062 O000600 0.0 062 P000600 0.0 062 Q000600 0.0 062 R000600 0.0 063 A000600 0 063 B000600 0.0 066 A000600 Y 066 B000600 N 066 C000600 Y 066 D000600 N 066 E000600 N 066 F000600 N 066 G000600 N 067 000600 N 068 A000600 N 068 B000600 N 069 000600 Y 070 A010600 Y 070 A020600 N 070 B010600 Y 070 B020600 N 070 C010600 Y 070 C020600 N 070 D010600 Y 070 D020600 N 070 E010600 Y 070 E020600 N 070 F010600 Y 070 F020600 N 070 G010600 Y 070 G020600 N 070 H010600 Y 070 H020600 N 070 I010600 Y 070 I020600 N 070 J010600 Y 070 J020600 N 070 K010600 Y 070 K020600 N 070 L010600 Y 070 L020600 Y 070 M010600 Y 070 M020600 N 070 N010600 Y 070 N020600 N 070 O010600 Y 070 O020600 N 070 P010600 N 070 P020600 N 070 Q010600 Y 070 Q020600 N PAGE 31 070 R010600 Y 070 R020600 N 071 A000600 17690 071 B000600 17641 071 C000600 18583 071 D000600 95 072 A000600 12 072 B000600 0 072 C000600 306 072 D000600 0 072 E000600 0 072 F000600 93 072 G000600 8 072 H000600 0 072 I000600 1 072 J000600 3 072 K000600 0 072 L000600 5 072 M000600 1 072 N000600 2 072 O000600 0 072 P000600 0 072 Q000600 4 072 R000600 25 072 S000600 10 072 T000600 0 072 U000600 0 072 V000600 0 072 W000600 31 072 X000600 183 072 Y000600 53 072 Z000600 176 072AA000600 1195 072BB000600 0 072CC010600 1033 072CC020600 0 072DD010600 155 072DD020600 0 072EE000600 0 073 A010600 0.1100 073 A020600 0.0000 073 B000600 0.0000 073 C000600 0.0000 074 A000600 0 074 B000600 0 074 C000600 0 074 D000600 0 074 E000600 0 074 F000600 30840 074 G000600 0 074 H000600 0 PAGE 32 074 I000600 32 074 J000600 0 074 K000600 0 074 L000600 17 074 M000600 3 074 N000600 30892 074 O000600 0 074 P000600 0 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 47 074 S000600 0 074 T000600 30845 074 U010600 2000 074 U020600 0 074 V010600 15.42 074 V020600 0.00 074 W000600 0.0000 074 X000600 5499 074 Y000600 0 075 A000600 0 075 B000600 18570 076 000600 0.00 024 000700 N 025 D000701 0 025 D000702 0 025 D000703 0 025 D000704 0 025 D000705 0 025 D000706 0 025 D000707 0 025 D000708 0 028 A010700 34873 028 A020700 0 028 A030700 0 028 A040700 0 028 B010700 61307 028 B020700 0 028 B030700 0 028 B040700 1044 028 C010700 54453 028 C020700 0 028 C030700 0 028 C040700 30165 028 D010700 9422 028 D020700 0 028 D030700 0 028 D040700 58907 028 E010700 12937 PAGE 33 028 E020700 0 028 E030700 0 028 E040700 3741 028 F010700 15822 028 F020700 0 028 F030700 0 028 F040700 6357 028 G010700 188814 028 G020700 0 028 G030700 0 028 G040700 100214 028 H000700 0 045 000700 Y 046 000700 N 047 000700 Y 048 000700 0.500 048 A010700 0 048 A020700 0.000 048 B010700 0 048 B020700 0.000 048 C010700 0 048 C020700 0.000 048 D010700 0 048 D020700 0.000 048 E010700 0 048 E020700 0.000 048 F010700 0 048 F020700 0.000 048 G010700 0 048 G020700 0.000 048 H010700 0 048 H020700 0.000 048 I010700 0 048 I020700 0.000 048 J010700 0 048 J020700 0.000 048 K010700 0 048 K020700 0.000 049 000700 N 050 000700 N 051 000700 N 052 000700 N 053 A000700 Y 053 B000700 Y 053 C000700 N 055 A000700 Y 055 B000700 N 056 000700 Y 057 000700 N 062 A000700 N 062 B000700 0.0 PAGE 34 062 C000700 0.0 062 D000700 0.0 062 E000700 0.0 062 F000700 0.0 062 G000700 0.0 062 H000700 0.0 062 I000700 0.0 062 J000700 0.0 062 K000700 0.0 062 L000700 0.0 062 M000700 0.0 062 N000700 0.0 062 O000700 0.0 062 P000700 0.0 062 Q000700 0.0 062 R000700 0.0 063 A000700 0 063 B000700 0.0 066 A000700 Y 066 B000700 N 066 C000700 Y 066 D000700 N 066 E000700 N 066 F000700 N 066 G000700 N 067 000700 N 068 A000700 N 068 B000700 N 069 000700 Y 070 A010700 Y 070 A020700 N 070 B010700 Y 070 B020700 N 070 C010700 Y 070 C020700 N 070 D010700 Y 070 D020700 N 070 E010700 Y 070 E020700 N 070 F010700 Y 070 F020700 N 070 G010700 Y 070 G020700 N 070 H010700 Y 070 H020700 N 070 I010700 Y 070 I020700 N 070 J010700 Y 070 J020700 N 070 K010700 Y 070 K020700 N PAGE 35 070 L010700 Y 070 L020700 Y 070 M010700 Y 070 M020700 N 070 N010700 Y 070 N020700 N 070 O010700 Y 070 O020700 N 070 P010700 N 070 P020700 N 070 Q010700 Y 070 Q020700 N 070 R010700 Y 070 R020700 N 071 A000700 73890 071 B000700 72862 071 C000700 81038 071 D000700 90 072 A000700 12 072 B000700 0 072 C000700 1506 072 D000700 0 072 E000700 0 072 F000700 407 072 G000700 26 072 H000700 0 072 I000700 4 072 J000700 13 072 K000700 0 072 L000700 31 072 M000700 5 072 N000700 9 072 O000700 0 072 P000700 0 072 Q000700 16 072 R000700 25 072 S000700 51 072 T000700 0 072 U000700 0 072 V000700 0 072 W000700 98 072 X000700 685 072 Y000700 115 072 Z000700 936 072AA000700 210 072BB000700 0 072CC010700 2902 072CC020700 0 072DD010700 881 072DD020700 0 072EE000700 0 PAGE 36 073 A010700 0.2500 073 A020700 0.0000 073 B000700 0.0000 073 C000700 0.0000 074 A000700 0 074 B000700 0 074 C000700 0 074 D000700 0 074 E000700 0 074 F000700 148897 074 G000700 0 074 H000700 0 074 I000700 0 074 J000700 0 074 K000700 0 074 L000700 6038 074 M000700 10 074 N000700 154945 074 O000700 5960 074 P000700 15 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 0 074 R040700 131 074 S000700 0 074 T000700 148839 074 U010700 7450 074 U020700 0 074 V010700 19.98 074 V020700 0.00 074 W000700 0.0000 074 X000700 20737 074 Y000700 0 075 A000700 0 075 B000700 81440 076 000700 0.00 024 000800 N 025 D000801 0 025 D000802 0 025 D000803 0 025 D000804 0 025 D000805 0 025 D000806 0 025 D000807 0 025 D000808 0 028 A010800 2639 028 A020800 0 028 A030800 0 028 A040800 0 028 B010800 17673 PAGE 37 028 B020800 0 028 B030800 0 028 B040800 0 028 C010800 17289 028 C020800 0 028 C030800 0 028 C040800 15257 028 D010800 890 028 D020800 0 028 D030800 0 028 D040800 5412 028 E010800 11991 028 E020800 0 028 E030800 0 028 E040800 1695 028 F010800 4589 028 F020800 0 028 F030800 0 028 F040800 2540 028 G010800 55071 028 G020800 0 028 G030800 0 028 G040800 24904 028 H000800 0 045 000800 Y 046 000800 N 047 000800 Y 048 000800 0.500 048 A010800 0 048 A020800 0.000 048 B010800 0 048 B020800 0.000 048 C010800 0 048 C020800 0.000 048 D010800 0 048 D020800 0.000 048 E010800 0 048 E020800 0.000 048 F010800 0 048 F020800 0.000 048 G010800 0 048 G020800 0.000 048 H010800 0 048 H020800 0.000 048 I010800 0 048 I020800 0.000 048 J010800 0 048 J020800 0.000 048 K010800 0 048 K020800 0.000 049 000800 N PAGE 38 050 000800 N 051 000800 N 052 000800 N 053 A000800 Y 053 B000800 Y 053 C000800 N 055 A000800 Y 055 B000800 N 056 000800 Y 057 000800 N 062 A000800 N 062 B000800 0.0 062 C000800 0.0 062 D000800 0.0 062 E000800 0.0 062 F000800 0.0 062 G000800 0.0 062 H000800 0.0 062 I000800 0.0 062 J000800 0.0 062 K000800 0.0 062 L000800 0.0 062 M000800 0.0 062 N000800 0.0 062 O000800 0.0 062 P000800 0.0 062 Q000800 0.0 062 R000800 0.0 063 A000800 0 063 B000800 0.0 066 A000800 Y 066 B000800 N 066 C000800 Y 066 D000800 N 066 E000800 N 066 F000800 N 066 G000800 N 067 000800 N 068 A000800 N 068 B000800 N 069 000800 Y 070 A010800 Y 070 A020800 N 070 B010800 Y 070 B020800 N 070 C010800 Y 070 C020800 N 070 D010800 Y 070 D020800 N 070 E010800 Y 070 E020800 N PAGE 39 070 F010800 Y 070 F020800 N 070 G010800 Y 070 G020800 N 070 H010800 Y 070 H020800 N 070 I010800 Y 070 I020800 N 070 J010800 Y 070 J020800 N 070 K010800 Y 070 K020800 N 070 L010800 Y 070 L020800 Y 070 M010800 Y 070 M020800 N 070 N010800 Y 070 N020800 N 070 O010800 Y 070 O020800 N 070 P010800 N 070 P020800 N 070 Q010800 Y 070 Q020800 N 070 R010800 Y 070 R020800 N 071 A000800 37525 071 B000800 37822 071 C000800 33528 071 D000800 112 072 A000800 12 072 B000800 0 072 C000800 101 072 D000800 0 072 E000800 0 072 F000800 167 072 G000800 11 072 H000800 0 072 I000800 2 072 J000800 5 072 K000800 0 072 L000800 14 072 M000800 2 072 N000800 3 072 O000800 0 072 P000800 0 072 Q000800 7 072 R000800 25 072 S000800 17 072 T000800 0 072 U000800 0 PAGE 40 072 V000800 0 072 W000800 48 072 X000800 301 072 Y000800 67 072 Z000800 -133 072AA000800 3400 072BB000800 0 072CC010800 0 072CC020800 95 072DD010800 0 072DD020800 0 072EE000800 0 073 A010800 0.0000 073 A020800 0.0000 073 B000800 0.0000 073 C000800 0.0000 074 A000800 0 074 B000800 0 074 C000800 0 074 D000800 0 074 E000800 0 074 F000800 59835 074 G000800 0 074 H000800 0 074 I000800 875 074 J000800 0 074 K000800 0 074 L000800 4594 074 M000800 5 074 N000800 65309 074 O000800 5366 074 P000800 5 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 63 074 S000800 0 074 T000800 59875 074 U010800 3305 074 U020800 0 074 V010800 18.12 074 V020800 0.00 074 W000800 0.0000 074 X000800 9091 074 Y000800 0 075 A000800 0 075 B000800 33413 076 000800 0.00 024 000900 N 025 D000901 0 PAGE 41 025 D000902 0 025 D000903 0 025 D000904 0 025 D000905 0 025 D000906 0 025 D000907 0 025 D000908 0 028 A010900 0 028 A020900 0 028 A030900 0 028 A040900 0 028 B010900 2279 028 B020900 0 028 B030900 0 028 B040900 0 028 C010900 4683 028 C020900 0 028 C030900 0 028 C040900 4711 028 D010900 0 028 D020900 0 028 D030900 0 028 D040900 2969 028 E010900 776 028 E020900 0 028 E030900 0 028 E040900 0 028 F010900 1574 028 F020900 0 028 F030900 0 028 F040900 0 028 G010900 9312 028 G020900 0 028 G030900 0 028 G040900 7680 028 H000900 0 045 000900 Y 046 000900 N 047 000900 Y 048 000900 0.500 048 A010900 0 048 A020900 0.000 048 B010900 0 048 B020900 0.000 048 C010900 0 048 C020900 0.000 048 D010900 0 048 D020900 0.000 048 E010900 0 048 E020900 0.000 048 F010900 0 PAGE 42 048 F020900 0.000 048 G010900 0 048 G020900 0.000 048 H010900 0 048 H020900 0.000 048 I010900 0 048 I020900 0.000 048 J010900 0 048 J020900 0.000 048 K010900 0 048 K020900 0.000 049 000900 N 050 000900 N 051 000900 N 052 000900 N 053 A000900 Y 053 B000900 Y 053 C000900 N 055 A000900 N 055 B000900 N 056 000900 Y 057 000900 N 062 A000900 N 062 B000900 0.0 062 C000900 0.0 062 D000900 0.0 062 E000900 0.0 062 F000900 0.0 062 G000900 0.0 062 H000900 0.0 062 I000900 0.0 062 J000900 0.0 062 K000900 0.0 062 L000900 0.0 062 M000900 0.0 062 N000900 0.0 062 O000900 0.0 062 P000900 0.0 062 Q000900 0.0 062 R000900 0.0 063 A000900 0 063 B000900 0.0 066 A000900 Y 066 B000900 N 066 C000900 Y 066 D000900 N 066 E000900 N 066 F000900 N 066 G000900 N 067 000900 N 068 A000900 N PAGE 43 068 B000900 N 069 000900 Y 070 A010900 Y 070 A020900 N 070 B010900 Y 070 B020900 N 070 C010900 Y 070 C020900 N 070 D010900 Y 070 D020900 N 070 E010900 Y 070 E020900 N 070 F010900 Y 070 F020900 N 070 G010900 Y 070 G020900 N 070 H010900 Y 070 H020900 N 070 I010900 Y 070 I020900 N 070 J010900 Y 070 J020900 N 070 K010900 Y 070 K020900 N 070 L010900 Y 070 L020900 N 070 M010900 Y 070 M020900 N 070 N010900 Y 070 N020900 N 070 O010900 Y 070 O020900 N 070 P010900 N 070 P020900 N 070 Q010900 Y 070 Q020900 N 070 R010900 Y 070 R020900 N 071 A000900 14672 071 B000900 14521 071 C000900 24239 071 D000900 60 072 A000900 12 072 B000900 0 072 C000900 898 072 D000900 0 072 E000900 0 072 F000900 123 072 G000900 8 072 H000900 0 072 I000900 1 PAGE 44 072 J000900 1 072 K000900 0 072 L000900 10 072 M000900 2 072 N000900 1 072 O000900 0 072 P000900 0 072 Q000900 5 072 R000900 25 072 S000900 10 072 T000900 0 072 U000900 0 072 V000900 0 072 W000900 39 072 X000900 225 072 Y000900 53 072 Z000900 726 072AA000900 1451 072BB000900 0 072CC010900 540 072CC020900 0 072DD010900 697 072DD020900 0 072EE000900 0 073 A010900 0.3800 073 A020900 0.0000 073 B000900 0.0000 073 C000900 0.0000 074 A000900 0 074 B000900 0 074 C000900 0 074 D000900 0 074 E000900 0 074 F000900 30797 074 G000900 0 074 H000900 0 074 I000900 33 074 J000900 0 074 K000900 0 074 L000900 51 074 M000900 3 074 N000900 30884 074 O000900 0 074 P000900 1 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 46 074 S000900 0 074 T000900 30837 PAGE 45 074 U010900 2000 074 U020900 0 074 V010900 15.42 074 V020900 0.00 074 W000900 0.0000 074 X000900 4750 074 Y000900 0 075 A000900 0 075 B000900 24493 076 000900 0.00 024 001000 Y 025 A001001 GOLDMAN SACHS GROUP (THE), INC. 025 B001001 13-5108880 025 C001001 E 025 D001001 280 025 A001002 BANK OF AMERICA CORP. 025 B001002 56-2058405 025 C001002 E 025 D001002 48 025 D001003 0 025 D001004 0 025 D001005 0 025 D001006 0 025 D001007 0 025 D001008 0 025 D001009 0 025 D001010 0 025 D001011 0 025 D001012 0 025 D001013 0 025 D001014 0 025 D001015 0 025 D001016 0 025 D001017 0 025 D001018 0 025 D001019 0 025 D001020 0 025 D001021 0 025 D001022 0 025 D001023 0 025 D001024 0 028 A011000 0 028 A021000 0 028 A031000 0 028 A041000 0 028 B011000 7247 028 B021000 0 028 B031000 0 028 B041000 0 028 C011000 15195 028 C021000 0 PAGE 46 028 C031000 0 028 C041000 10089 028 D011000 3630 028 D021000 0 028 D031000 0 028 D041000 0 028 E011000 4608 028 E021000 0 028 E031000 0 028 E041000 0 028 F011000 4616 028 F021000 0 028 F031000 0 028 F041000 3329 028 G011000 35296 028 G021000 0 028 G031000 0 028 G041000 13418 028 H001000 0 045 001000 Y 046 001000 N 047 001000 Y 048 001000 0.500 048 A011000 0 048 A021000 0.000 048 B011000 0 048 B021000 0.000 048 C011000 0 048 C021000 0.000 048 D011000 0 048 D021000 0.000 048 E011000 0 048 E021000 0.000 048 F011000 0 048 F021000 0.000 048 G011000 0 048 G021000 0.000 048 H011000 0 048 H021000 0.000 048 I011000 0 048 I021000 0.000 048 J011000 0 048 J021000 0.000 048 K011000 0 048 K021000 0.000 049 001000 N 050 001000 N 051 001000 N 052 001000 N 053 A001000 Y 053 B001000 Y PAGE 47 053 C001000 N 055 A001000 N 055 B001000 N 056 001000 Y 057 001000 N 062 A001000 N 062 B001000 0.0 062 C001000 0.0 062 D001000 0.0 062 E001000 0.0 062 F001000 0.0 062 G001000 0.0 062 H001000 0.0 062 I001000 0.0 062 J001000 0.0 062 K001000 0.0 062 L001000 0.0 062 M001000 0.0 062 N001000 0.0 062 O001000 0.0 062 P001000 0.0 062 Q001000 0.0 062 R001000 0.0 063 A001000 0 063 B001000 0.0 066 A001000 Y 066 B001000 N 066 C001000 Y 066 D001000 N 066 E001000 N 066 F001000 N 066 G001000 N 067 001000 N 068 A001000 N 068 B001000 N 069 001000 Y 070 A011000 Y 070 A021000 N 070 B011000 Y 070 B021000 N 070 C011000 Y 070 C021000 N 070 D011000 Y 070 D021000 N 070 E011000 Y 070 E021000 N 070 F011000 Y 070 F021000 N 070 G011000 Y 070 G021000 N 070 H011000 Y PAGE 48 070 H021000 N 070 I011000 Y 070 I021000 N 070 J011000 Y 070 J021000 N 070 K011000 Y 070 K021000 N 070 L011000 Y 070 L021000 Y 070 M011000 Y 070 M021000 N 070 N011000 Y 070 N021000 N 070 O011000 Y 070 O021000 N 070 P011000 N 070 P021000 N 070 Q011000 Y 070 Q021000 N 070 R011000 Y 070 R021000 N 071 A001000 33573 071 B001000 33465 071 C001000 36855 071 D001000 91 072 A001000 12 072 B001000 0 072 C001000 689 072 D001000 0 072 E001000 0 072 F001000 188 072 G001000 18 072 H001000 0 072 I001000 2 072 J001000 2 072 K001000 0 072 L001000 15 072 M001000 2 072 N001000 3 072 O001000 0 072 P001000 0 072 Q001000 8 072 R001000 25 072 S001000 19 072 T001000 0 072 U001000 0 072 V001000 0 072 W001000 55 072 X001000 337 072 Y001000 74 072 Z001000 426 PAGE 49 072AA001000 4197 072BB001000 0 072CC011000 0 072CC021000 529 072DD011000 387 072DD021000 0 072EE001000 0 073 A011000 0.1900 073 A021000 0.0000 073 B001000 0.0000 073 C001000 0.0000 074 A001000 3 074 B001000 0 074 C001000 0 074 D001000 0 074 E001000 0 074 F001000 58174 074 G001000 0 074 H001000 0 074 I001000 43 074 J001000 0 074 K001000 0 074 L001000 51 074 M001000 5 074 N001000 58276 074 O001000 0 074 P001000 5 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 57 074 S001000 0 074 T001000 58214 074 U011000 2450 074 U021000 0 074 V011000 23.76 074 V021000 0.00 074 W001000 0.0000 074 X001000 4119 074 Y001000 0 075 A001000 0 075 B001000 37625 076 001000 0.00 024 001100 N 025 D001101 0 025 D001102 0 025 D001103 0 025 D001104 0 025 D001105 0 025 D001106 0 PAGE 50 025 D001107 0 025 D001108 0 028 A011100 7886 028 A021100 0 028 A031100 0 028 A041100 0 028 B011100 14045 028 B021100 0 028 B031100 0 028 B041100 0 028 C011100 14653 028 C021100 0 028 C031100 0 028 C041100 11637 028 D011100 0 028 D021100 0 028 D031100 0 028 D041100 4084 028 E011100 5473 028 E021100 0 028 E031100 0 028 E041100 0 028 F011100 0 028 F021100 0 028 F031100 0 028 F041100 2607 028 G011100 42057 028 G021100 0 028 G031100 0 028 G041100 18328 028 H001100 0 045 001100 Y 046 001100 N 047 001100 Y 048 001100 0.500 048 A011100 0 048 A021100 0.000 048 B011100 0 048 B021100 0.000 048 C011100 0 048 C021100 0.000 048 D011100 0 048 D021100 0.000 048 E011100 0 048 E021100 0.000 048 F011100 0 048 F021100 0.000 048 G011100 0 048 G021100 0.000 048 H011100 0 048 H021100 0.000 PAGE 51 048 I011100 0 048 I021100 0.000 048 J011100 0 048 J021100 0.000 048 K011100 0 048 K021100 0.000 049 001100 N 050 001100 N 051 001100 N 052 001100 N 053 A001100 Y 053 B001100 Y 053 C001100 N 055 A001100 N 055 B001100 N 056 001100 Y 057 001100 N 062 A001100 N 062 B001100 0.0 062 C001100 0.0 062 D001100 0.0 062 E001100 0.0 062 F001100 0.0 062 G001100 0.0 062 H001100 0.0 062 I001100 0.0 062 J001100 0.0 062 K001100 0.0 062 L001100 0.0 062 M001100 0.0 062 N001100 0.0 062 O001100 0.0 062 P001100 0.0 062 Q001100 0.0 062 R001100 0.0 063 A001100 0 063 B001100 0.0 066 A001100 Y 066 B001100 N 066 C001100 Y 066 D001100 N 066 E001100 N 066 F001100 N 066 G001100 N 067 001100 N 068 A001100 N 068 B001100 N 069 001100 Y 070 A011100 Y 070 A021100 N 070 B011100 Y PAGE 52 070 B021100 N 070 C011100 Y 070 C021100 N 070 D011100 Y 070 D021100 N 070 E011100 Y 070 E021100 N 070 F011100 Y 070 F021100 N 070 G011100 Y 070 G021100 N 070 H011100 Y 070 H021100 N 070 I011100 Y 070 I021100 N 070 J011100 Y 070 J021100 N 070 K011100 Y 070 K021100 N 070 L011100 Y 070 L021100 Y 070 M011100 Y 070 M021100 N 070 N011100 Y 070 N021100 N 070 O011100 Y 070 O021100 N 070 P011100 N 070 P021100 N 070 Q011100 Y 070 Q021100 N 070 R011100 Y 070 R021100 N 071 A001100 35822 071 B001100 35756 071 C001100 35687 071 D001100 100 072 A001100 12 072 B001100 0 072 C001100 518 072 D001100 0 072 E001100 0 072 F001100 181 072 G001100 17 072 H001100 0 072 I001100 2 072 J001100 4 072 K001100 0 072 L001100 14 072 M001100 2 072 N001100 3 PAGE 53 072 O001100 0 072 P001100 0 072 Q001100 7 072 R001100 25 072 S001100 20 072 T001100 0 072 U001100 0 072 V001100 0 072 W001100 52 072 X001100 327 072 Y001100 74 072 Z001100 265 072AA001100 3583 072BB001100 0 072CC011100 0 072CC021100 189 072DD011100 238 072DD021100 0 072EE001100 0 073 A011100 0.1600 073 A021100 0.0000 073 B001100 0.0000 073 C001100 0.0000 074 A001100 0 074 B001100 0 074 C001100 0 074 D001100 0 074 E001100 0 074 F001100 56911 074 G001100 0 074 H001100 0 074 I001100 34 074 J001100 0 074 K001100 0 074 L001100 32 074 M001100 5 074 N001100 56982 074 O001100 0 074 P001100 5 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 59 074 S001100 0 074 T001100 56918 074 U011100 2100 074 U021100 0 074 V011100 27.10 074 V021100 0.00 074 W001100 0.0000 PAGE 54 074 X001100 6558 074 Y001100 0 075 A001100 0 075 B001100 36117 076 001100 0.00 024 001200 N 025 D001201 0 025 D001202 0 025 D001203 0 025 D001204 0 025 D001205 0 025 D001206 0 025 D001207 0 025 D001208 0 028 A011200 0 028 A021200 0 028 A031200 0 028 A041200 0 028 B011200 3852 028 B021200 0 028 B031200 0 028 B041200 0 028 C011200 12100 028 C021200 0 028 C031200 0 028 C041200 6655 028 D011200 1330 028 D021200 0 028 D031200 0 028 D041200 2561 028 E011200 1227 028 E021200 0 028 E031200 0 028 E041200 2368 028 F011200 3747 028 F021200 0 028 F031200 0 028 F041200 1133 028 G011200 22256 028 G021200 0 028 G031200 0 028 G041200 12717 028 H001200 0 045 001200 Y 046 001200 N 047 001200 Y 048 001200 0.500 048 A011200 0 048 A021200 0.000 048 B011200 0 048 B021200 0.000 PAGE 55 048 C011200 0 048 C021200 0.000 048 D011200 0 048 D021200 0.000 048 E011200 0 048 E021200 0.000 048 F011200 0 048 F021200 0.000 048 G011200 0 048 G021200 0.000 048 H011200 0 048 H021200 0.000 048 I011200 0 048 I021200 0.000 048 J011200 0 048 J021200 0.000 048 K011200 0 048 K021200 0.000 049 001200 N 050 001200 N 051 001200 N 052 001200 N 053 A001200 Y 053 B001200 Y 053 C001200 N 055 A001200 N 055 B001200 N 056 001200 Y 057 001200 N 062 A001200 N 062 B001200 0.0 062 C001200 0.0 062 D001200 0.0 062 E001200 0.0 062 F001200 0.0 062 G001200 0.0 062 H001200 0.0 062 I001200 0.0 062 J001200 0.0 062 K001200 0.0 062 L001200 0.0 062 M001200 0.0 062 N001200 0.0 062 O001200 0.0 062 P001200 0.0 062 Q001200 0.0 062 R001200 0.0 063 A001200 0 063 B001200 0.0 066 A001200 Y 066 B001200 N PAGE 56 066 C001200 Y 066 D001200 N 066 E001200 N 066 F001200 N 066 G001200 N 067 001200 N 068 A001200 N 068 B001200 N 069 001200 Y 070 A011200 Y 070 A021200 N 070 B011200 Y 070 B021200 N 070 C011200 Y 070 C021200 N 070 D011200 Y 070 D021200 N 070 E011200 Y 070 E021200 N 070 F011200 Y 070 F021200 N 070 G011200 Y 070 G021200 N 070 H011200 Y 070 H021200 N 070 I011200 Y 070 I021200 N 070 J011200 Y 070 J021200 N 070 K011200 Y 070 K021200 N 070 L011200 Y 070 L021200 Y 070 M011200 Y 070 M021200 N 070 N011200 Y 070 N021200 N 070 O011200 Y 070 O021200 N 070 P011200 N 070 P021200 N 070 Q011200 Y 070 Q021200 N 070 R011200 Y 070 R021200 N 071 A001200 23608 071 B001200 23618 071 C001200 24443 071 D001200 97 072 A001200 12 072 B001200 0 PAGE 57 072 C001200 261 072 D001200 0 072 E001200 0 072 F001200 123 072 G001200 17 072 H001200 0 072 I001200 1 072 J001200 3 072 K001200 0 072 L001200 9 072 M001200 2 072 N001200 2 072 O001200 0 072 P001200 0 072 Q001200 5 072 R001200 25 072 S001200 14 072 T001200 0 072 U001200 0 072 V001200 0 072 W001200 38 072 X001200 239 072 Y001200 66 072 Z001200 88 072AA001200 1991 072BB001200 0 072CC011200 316 072CC021200 0 072DD011200 79 072DD021200 0 072EE001200 0 073 A011200 0.0700 073 A021200 0.0000 073 B001200 0.0000 073 C001200 0.0000 074 A001200 0 074 B001200 0 074 C001200 0 074 D001200 0 074 E001200 0 074 F001200 37461 074 G001200 0 074 H001200 0 074 I001200 37 074 J001200 0 074 K001200 1 074 L001200 3762 074 M001200 4 074 N001200 41265 074 O001200 3746 074 P001200 0 PAGE 58 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 44 074 S001200 0 074 T001200 37475 074 U011200 1500 074 U021200 0 074 V011200 24.98 074 V021200 0.00 074 W001200 0.0000 074 X001200 4611 074 Y001200 0 075 A001200 0 075 B001200 24648 076 001200 0.00 024 001300 Y 025 A001301 GOLDMAN SACHS GROUP (THE), INC. 025 B001301 13-5108880 025 C001301 E 025 D001301 358 025 A001302 BANK OF AMERICA CORP. 025 B001302 56-2058405 025 C001302 E 025 D001302 74 025 D001303 0 025 D001304 0 025 D001305 0 025 D001306 0 025 D001307 0 025 D001308 0 025 D001309 0 025 D001310 0 025 D001311 0 025 D001312 0 025 D001313 0 025 D001314 0 025 D001315 0 025 D001316 0 028 A011300 1127 028 A021300 0 028 A031300 0 028 A041300 0 028 B011300 9534 028 B021300 0 028 B031300 0 028 B041300 0 028 C011300 12219 028 C021300 0 028 C031300 0 PAGE 59 028 C041300 13447 028 D011300 1184 028 D021300 0 028 D031300 0 028 D041300 2281 028 E011300 4623 028 E021300 0 028 E031300 0 028 E041300 0 028 F011300 0 028 F021300 0 028 F031300 0 028 F041300 0 028 G011300 28687 028 G021300 0 028 G031300 0 028 G041300 15728 028 H001300 0 045 001300 Y 046 001300 N 047 001300 Y 048 001300 0.500 048 A011300 0 048 A021300 0.000 048 B011300 0 048 B021300 0.000 048 C011300 0 048 C021300 0.000 048 D011300 0 048 D021300 0.000 048 E011300 0 048 E021300 0.000 048 F011300 0 048 F021300 0.000 048 G011300 0 048 G021300 0.000 048 H011300 0 048 H021300 0.000 048 I011300 0 048 I021300 0.000 048 J011300 0 048 J021300 0.000 048 K011300 0 048 K021300 0.000 049 001300 N 050 001300 N 051 001300 N 052 001300 N 053 A001300 Y 053 B001300 Y 053 C001300 N PAGE 60 055 A001300 Y 055 B001300 N 056 001300 Y 057 001300 N 062 A001300 N 062 B001300 0.0 062 C001300 0.0 062 D001300 0.0 062 E001300 0.0 062 F001300 0.0 062 G001300 0.0 062 H001300 0.0 062 I001300 0.0 062 J001300 0.0 062 K001300 0.0 062 L001300 0.0 062 M001300 0.0 062 N001300 0.0 062 O001300 0.0 062 P001300 0.0 062 Q001300 0.0 062 R001300 0.0 063 A001300 0 063 B001300 0.0 066 A001300 Y 066 B001300 N 066 C001300 Y 066 D001300 N 066 E001300 N 066 F001300 N 066 G001300 N 067 001300 N 068 A001300 N 068 B001300 N 069 001300 Y 070 A011300 Y 070 A021300 N 070 B011300 Y 070 B021300 N 070 C011300 Y 070 C021300 N 070 D011300 Y 070 D021300 N 070 E011300 Y 070 E021300 N 070 F011300 Y 070 F021300 N 070 G011300 Y 070 G021300 N 070 H011300 Y 070 H021300 N PAGE 61 070 I011300 Y 070 I021300 N 070 J011300 Y 070 J021300 N 070 K011300 Y 070 K021300 N 070 L011300 Y 070 L021300 Y 070 M011300 Y 070 M021300 N 070 N011300 Y 070 N021300 N 070 O011300 Y 070 O021300 N 070 P011300 N 070 P021300 N 070 Q011300 Y 070 Q021300 N 070 R011300 Y 070 R021300 N 071 A001300 35168 071 B001300 34925 071 C001300 34758 071 D001300 100 072 A001300 12 072 B001300 0 072 C001300 857 072 D001300 0 072 E001300 0 072 F001300 176 072 G001300 14 072 H001300 0 072 I001300 2 072 J001300 1 072 K001300 0 072 L001300 15 072 M001300 3 072 N001300 2 072 O001300 0 072 P001300 0 072 Q001300 7 072 R001300 25 072 S001300 15 072 T001300 0 072 U001300 0 072 V001300 0 072 W001300 51 072 X001300 311 072 Y001300 64 072 Z001300 610 072AA001300 5901 PAGE 62 072BB001300 0 072CC011300 0 072CC021300 1518 072DD011300 586 072DD021300 0 072EE001300 0 073 A011300 0.3400 073 A021300 0.0000 073 B001300 0.0000 073 C001300 0.0000 074 A001300 0 074 B001300 0 074 C001300 0 074 D001300 0 074 E001300 0 074 F001300 49965 074 G001300 0 074 H001300 0 074 I001300 0 074 J001300 0 074 K001300 0 074 L001300 63 074 M001300 5 074 N001300 50033 074 O001300 0 074 P001300 5 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 70 074 S001300 0 074 T001300 49958 074 U011300 2150 074 U021300 0 074 V011300 23.24 074 V021300 0.00 074 W001300 0.0000 074 X001300 4061 074 Y001300 0 075 A001300 0 075 B001300 35200 076 001300 0.00 024 001400 N 025 A001401 DELETE 025 D001401 0 025 D001402 0 025 D001403 0 025 D001404 0 025 D001405 0 025 D001406 0 PAGE 63 025 D001407 0 025 D001408 0 028 A011400 0 028 A021400 0 028 A031400 0 028 A041400 0 028 B011400 1225 028 B021400 0 028 B031400 0 028 B041400 0 028 C011400 8946 028 C021400 0 028 C031400 0 028 C041400 7684 028 D011400 6307 028 D021400 0 028 D031400 0 028 D041400 4667 028 E011400 8370 028 E021400 0 028 E031400 0 028 E041400 0 028 F011400 2300 028 F021400 0 028 F031400 0 028 F041400 0 028 G011400 27148 028 G021400 0 028 G031400 0 028 G041400 12351 028 H001400 0 045 001400 Y 046 001400 N 047 001400 Y 048 001400 0.500 048 A011400 0 048 A021400 0.000 048 B011400 0 048 B021400 0.000 048 C011400 0 048 C021400 0.000 048 D011400 0 048 D021400 0.000 048 E011400 0 048 E021400 0.000 048 F011400 0 048 F021400 0.000 048 G011400 0 048 G021400 0.000 048 H011400 0 048 H021400 0.000 PAGE 64 048 I011400 0 048 I021400 0.000 048 J011400 0 048 J021400 0.000 048 K011400 0 048 K021400 0.000 049 001400 N 050 001400 N 051 001400 N 052 001400 N 053 A001400 Y 053 B001400 Y 053 C001400 N 055 A001400 N 055 B001400 N 056 001400 Y 057 001400 N 062 A001400 N 062 B001400 0.0 062 C001400 0.0 062 D001400 0.0 062 E001400 0.0 062 F001400 0.0 062 G001400 0.0 062 H001400 0.0 062 I001400 0.0 062 J001400 0.0 062 K001400 0.0 062 L001400 0.0 062 M001400 0.0 062 N001400 0.0 062 O001400 0.0 062 P001400 0.0 062 Q001400 0.0 062 R001400 0.0 063 A001400 0 063 B001400 0.0 066 A001400 Y 066 B001400 N 066 C001400 Y 066 D001400 N 066 E001400 N 066 F001400 N 066 G001400 N 067 001400 N 068 A001400 N 068 B001400 N 069 001400 Y 070 A011400 Y 070 A021400 N 070 B011400 Y PAGE 65 070 B021400 N 070 C011400 Y 070 C021400 N 070 D011400 Y 070 D021400 N 070 E011400 Y 070 E021400 N 070 F011400 Y 070 F021400 N 070 G011400 Y 070 G021400 N 070 H011400 Y 070 H021400 N 070 I011400 Y 070 I021400 N 070 J011400 Y 070 J021400 N 070 K011400 Y 070 K021400 N 070 L011400 Y 070 L021400 Y 070 M011400 Y 070 M021400 N 070 N011400 Y 070 N021400 N 070 O011400 Y 070 O021400 N 070 P011400 N 070 P021400 N 070 Q011400 Y 070 Q021400 N 070 R011400 Y 070 R021400 N 071 A001400 41298 071 B001400 41344 071 C001400 24561 071 D001400 168 072 A001400 12 072 B001400 0 072 C001400 252 072 D001400 0 072 E001400 0 072 F001400 125 072 G001400 10 072 H001400 0 072 I001400 1 072 J001400 2 072 K001400 0 072 L001400 10 072 M001400 -3 072 N001400 2 PAGE 66 072 O001400 0 072 P001400 0 072 Q001400 5 072 R001400 25 072 S001400 11 072 T001400 0 072 U001400 0 072 V001400 0 072 W001400 39 072 X001400 227 072 Y001400 53 072 Z001400 78 072AA001400 2813 072BB001400 0 072CC011400 199 072CC021400 0 072DD011400 74 072DD021400 0 072EE001400 0 073 A011400 0.0500 073 A021400 0.0000 073 B001400 0.0000 073 C001400 0.0000 074 A001400 0 074 B001400 0 074 C001400 0 074 D001400 0 074 E001400 0 074 F001400 39413 074 G001400 0 074 H001400 0 074 I001400 54 074 J001400 0 074 K001400 0 074 L001400 20 074 M001400 4 074 N001400 39491 074 O001400 0 074 P001400 2 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 44 074 S001400 0 074 T001400 39445 074 U011400 1650 074 U021400 0 074 V011400 23.91 074 V021400 0.00 074 W001400 0.0000 PAGE 67 074 X001400 3341 074 Y001400 0 075 A001400 0 075 B001400 24922 076 001400 0.00 024 001500 Y 025 A001501 GOLDMAN SACHS GROUP (THE), INC. 025 B001501 13-5108880 025 C001501 E 025 D001501 75 025 A001502 BANK OF AMERICA CORP. 025 B001502 56-2058405 025 C001502 E 025 D001502 16 025 D001503 0 025 D001504 0 025 D001505 0 025 D001506 0 025 D001507 0 025 D001508 0 025 D001509 0 025 D001510 0 025 D001511 0 025 D001512 0 025 D001513 0 025 D001514 0 025 D001515 0 025 D001516 0 025 D001517 0 025 D001518 0 025 D001519 0 025 D001520 0 025 D001521 0 025 D001522 0 025 D001523 0 025 D001524 0 028 A011500 1206 028 A021500 0 028 A031500 0 028 A041500 0 028 B011500 7461 028 B021500 0 028 B031500 0 028 B041500 0 028 C011500 7884 028 C021500 0 028 C031500 0 028 C041500 6547 028 D011500 0 028 D021500 0 028 D031500 0 PAGE 68 028 D041500 3718 028 E011500 0 028 E021500 0 028 E031500 0 028 E041500 1224 028 F011500 0 028 F021500 0 028 F031500 0 028 F041500 0 028 G011500 16551 028 G021500 0 028 G031500 0 028 G041500 11489 028 H001500 0 045 001500 Y 046 001500 N 047 001500 Y 048 001500 0.500 048 A011500 0 048 A021500 0.000 048 B011500 0 048 B021500 0.000 048 C011500 0 048 C021500 0.000 048 D011500 0 048 D021500 0.000 048 E011500 0 048 E021500 0.000 048 F011500 0 048 F021500 0.000 048 G011500 0 048 G021500 0.000 048 H011500 0 048 H021500 0.000 048 I011500 0 048 I021500 0.000 048 J011500 0 048 J021500 0.000 048 K011500 0 048 K021500 0.000 049 001500 N 050 001500 N 051 001500 N 052 001500 N 053 A001500 Y 053 B001500 Y 053 C001500 N 055 A001500 N 055 B001500 N 056 001500 Y 057 001500 N PAGE 69 062 A001500 N 062 B001500 0.0 062 C001500 0.0 062 D001500 0.0 062 E001500 0.0 062 F001500 0.0 062 G001500 0.0 062 H001500 0.0 062 I001500 0.0 062 J001500 0.0 062 K001500 0.0 062 L001500 0.0 062 M001500 0.0 062 N001500 0.0 062 O001500 0.0 062 P001500 0.0 062 Q001500 0.0 062 R001500 0.0 063 A001500 0 063 B001500 0.0 066 A001500 Y 066 B001500 N 066 C001500 Y 066 D001500 N 066 E001500 N 066 F001500 N 066 G001500 N 067 001500 N 068 A001500 N 068 B001500 N 069 001500 Y 070 A011500 Y 070 A021500 N 070 B011500 Y 070 B021500 N 070 C011500 Y 070 C021500 N 070 D011500 Y 070 D021500 N 070 E011500 Y 070 E021500 N 070 F011500 Y 070 F021500 N 070 G011500 Y 070 G021500 N 070 H011500 Y 070 H021500 N 070 I011500 Y 070 I021500 N 070 J011500 Y 070 J021500 N PAGE 70 070 K011500 Y 070 K021500 N 070 L011500 Y 070 L021500 Y 070 M011500 Y 070 M021500 N 070 N011500 Y 070 N021500 N 070 O011500 Y 070 O021500 N 070 P011500 N 070 P021500 N 070 Q011500 Y 070 Q021500 N 070 R011500 Y 070 R021500 N 071 A001500 15488 071 B001500 15449 071 C001500 16536 071 D001500 93 072 A001500 12 072 B001500 0 072 C001500 366 072 D001500 0 072 E001500 0 072 F001500 85 072 G001500 18 072 H001500 0 072 I001500 1 072 J001500 4 072 K001500 0 072 L001500 -17 072 M001500 1 072 N001500 1 072 O001500 0 072 P001500 0 072 Q001500 3 072 R001500 25 072 S001500 8 072 T001500 0 072 U001500 0 072 V001500 0 072 W001500 31 072 X001500 160 072 Y001500 41 072 Z001500 247 072AA001500 3737 072BB001500 0 072CC011500 0 072CC021500 1608 072DD011500 229 PAGE 71 072DD021500 0 072EE001500 0 073 A011500 0.3500 073 A021500 0.0000 073 B001500 0.0000 073 C001500 0.0000 074 A001500 1 074 B001500 0 074 C001500 0 074 D001500 0 074 E001500 0 074 F001500 20902 074 G001500 0 074 H001500 0 074 I001500 28 074 J001500 0 074 K001500 2 074 L001500 19 074 M001500 3 074 N001500 20955 074 O001500 0 074 P001500 0 074 Q001500 0 074 R011500 0 074 R021500 0 074 R031500 0 074 R041500 38 074 S001500 0 074 T001500 20917 074 U011500 850 074 U021500 0 074 V011500 24.61 074 V021500 0.00 074 W001500 0.0000 074 X001500 1625 074 Y001500 0 075 A001500 0 075 B001500 17031 076 001500 0.00 024 001600 N 025 A001601 DELETE 025 D001601 0 025 A001602 DELETE 025 D001602 0 025 D001603 0 025 D001604 0 025 D001605 0 025 D001606 0 025 D001607 0 025 D001608 0 025 D001609 0 PAGE 72 025 D001610 0 025 D001611 0 025 D001612 0 025 D001613 0 025 D001614 0 025 D001615 0 025 D001616 0 028 A011600 0 028 A021600 0 028 A031600 0 028 A041600 0 028 B011600 0 028 B021600 0 028 B031600 0 028 B041600 0 028 C011600 2673 028 C021600 0 028 C031600 0 028 C041600 2675 028 D011600 0 028 D021600 0 028 D031600 0 028 D041600 0 028 E011600 0 028 E021600 0 028 E031600 0 028 E041600 0 028 F011600 0 028 F021600 0 028 F031600 0 028 F041600 0 028 G011600 2673 028 G021600 0 028 G031600 0 028 G041600 2675 028 H001600 0 045 001600 Y 046 001600 N 047 001600 Y 048 001600 0.500 048 A011600 0 048 A021600 0.000 048 B011600 0 048 B021600 0.000 048 C011600 0 048 C021600 0.000 048 D011600 0 048 D021600 0.000 048 E011600 0 048 E021600 0.000 048 F011600 0 PAGE 73 048 F021600 0.000 048 G011600 0 048 G021600 0.000 048 H011600 0 048 H021600 0.000 048 I011600 0 048 I021600 0.000 048 J011600 0 048 J021600 0.000 048 K011600 0 048 K021600 0.000 049 001600 N 050 001600 N 051 001600 N 052 001600 N 053 A001600 Y 053 B001600 Y 053 C001600 N 055 A001600 N 055 B001600 N 056 001600 Y 057 001600 N 062 A001600 N 062 B001600 0.0 062 C001600 0.0 062 D001600 0.0 062 E001600 0.0 062 F001600 0.0 062 G001600 0.0 062 H001600 0.0 062 I001600 0.0 062 J001600 0.0 062 K001600 0.0 062 L001600 0.0 062 M001600 0.0 062 N001600 0.0 062 O001600 0.0 062 P001600 0.0 062 Q001600 0.0 062 R001600 0.0 063 A001600 0 063 B001600 0.0 066 A001600 Y 066 B001600 N 066 C001600 Y 066 D001600 N 066 E001600 N 066 F001600 N 066 G001600 N 067 001600 N 068 A001600 N PAGE 74 068 B001600 N 069 001600 Y 070 A011600 Y 070 A021600 N 070 B011600 Y 070 B021600 N 070 C011600 Y 070 C021600 N 070 D011600 Y 070 D021600 N 070 E011600 Y 070 E021600 N 070 F011600 Y 070 F021600 N 070 G011600 Y 070 G021600 N 070 H011600 Y 070 H021600 N 070 I011600 Y 070 I021600 N 070 J011600 Y 070 J021600 N 070 K011600 Y 070 K021600 N 070 L011600 Y 070 L021600 Y 070 M011600 Y 070 M021600 N 070 N011600 Y 070 N021600 N 070 O011600 Y 070 O021600 N 070 P011600 N 070 P021600 N 070 Q011600 Y 070 Q021600 N 070 R011600 Y 070 R021600 N 071 A001600 10727 071 B001600 10764 071 C001600 6922 071 D001600 155 072 A001600 12 072 B001600 0 072 C001600 55 072 D001600 0 072 E001600 0 072 F001600 35 072 G001600 12 072 H001600 0 072 I001600 0 PAGE 75 072 J001600 1 072 K001600 0 072 L001600 2 072 M001600 0 072 N001600 0 072 O001600 0 072 P001600 0 072 Q001600 2 072 R001600 25 072 S001600 2 072 T001600 0 072 U001600 0 072 V001600 0 072 W001600 20 072 X001600 99 072 Y001600 50 072 Z001600 6 072AA001600 1353 072BB001600 0 072CC011600 0 072CC021600 122 072DD011600 0 072DD021600 0 072EE001600 0 073 A011600 0.0000 073 A021600 0.0000 073 B001600 0.0000 073 C001600 0.0000 074 A001600 0 074 B001600 0 074 C001600 0 074 D001600 0 074 E001600 0 074 F001600 7515 074 G001600 0 074 H001600 0 074 I001600 28 074 J001600 0 074 K001600 5 074 L001600 3 074 M001600 2 074 N001600 7553 074 O001600 0 074 P001600 0 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 0 074 R041600 33 074 S001600 0 074 T001600 7520 PAGE 76 074 U011600 300 074 U021600 0 074 V011600 25.07 074 V021600 0.00 074 W001600 0.0000 074 X001600 685 074 Y001600 0 075 A001600 0 075 B001600 7080 076 001600 0.00 SIGNATURE LUCY PEREZ TITLE AVP EX-99.77B ACCT LTTR 2 icl2010.txt INTERNAL CONTROL LETTER REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM To the Board of Trustees and Shareholders of First Trust Exchange-Traded AlphaDEX Fund In planning and performing our audits of the financial statements of First Trust Exchange-Traded AlphaDEX Fund the Fund, comprised of First Trust Consumer Discretionary AlphaDEX Fund, First Trust Consumer Staples AlphaDEX Fund, First Trust Energy AlphaDEX Fund, First Trust Financials AlphaDEX Fund, First Trust Health Care AlphaDEX Fund, First Trust Industrials/Producer Durables AlphaDEX Fund, First Trust Materials AlphaDEX Fund, First Trust Technology AlphaDEX Fund, First Trust Utilities AlphaDEX Fund, First Trust Large Cap Core AlphaDEX Fund, First Trust Mid Cap Core AlphaDEX Fund, First Trust Small Cap Core AlphaDEX Fund, First Trust Large Cap Value Opportunities AlphaDEX Fund, First Trust Large Cap Growth Opportunities AlphaDEX Fund, First Trust Multi Cap Value AlphaDEX Fund, and First Trust Multi Cap Growth AlphaDEX Fund, as of and for the year ended July 31, 2010, in accordance with the standards of the Public Company Accounting Oversight Board United States we considered the Funds internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-SAR, but not for the purpose of expressing an opinion on the effectiveness of the Funds internal control over financial reporting. Accordingly we express no such opinion. The management of the Fund is responsible for establishing and maintaining effective internal control over financial reporting In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls a funds internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles a funds internal control over financial reporting includes those policies and procedures that 1 pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the fund 2 provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the fund are being made only in accordance with authorizations of management and directors of the fund and 3 provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use, or disposition of a fund's assets that could have a material effect on the financial statements Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions or that the degree of compliance with the policies or procedures may deteriorate. a deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions to prevent or detect misstatements on a timely basis material weakness is a deficiency or a combination of deficiencies in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the funds annual or interim financial statements will not be prevented or detected on a timely basis Our consideration of the Funds internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control that might be material weaknesses under standards established by the Public Company Accounting Oversight Board United States However, we noted no deficiencies in the Funds internal control over financial reporting and its operation, including controls for safeguarding securities, that we consider to be a material weakness, as defined above, as of July 31, 2010. This report is intended solely for the information and use of management and the Board of Trustees of First Trust Exchange-Traded AlphaDEX Fund and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties. DELOITTE & TOUCHE LLP Chicago, Illinois September 23, 2010 -----END PRIVACY-ENHANCED MESSAGE-----