0000887318-12-000345.txt : 20120928 0000887318-12-000345.hdr.sgml : 20120928 20120928123549 ACCESSION NUMBER: 0000887318-12-000345 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20120731 FILED AS OF DATE: 20120928 DATE AS OF CHANGE: 20120928 EFFECTIVENESS DATE: 20120928 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: 121115489 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 AlphaDEX Fund C000047998 First Trust Large Cap Value Opportunities AlphaDEX Fund FTA 0001383496 S000017341 First Trust Large Cap Growth 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 Financials AlphaDEX Fund C000048899 First Trust Financials 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 0001383496 S000031804 First Trust Mid Cap Growth AlphaDEX Fund C000099059 First Trust Mid Cap Growth AlphaDEX Fund FNY 0001383496 S000031805 First Trust Mid Cap Value AlphaDEX Fund C000099060 First Trust Mid Cap Value AlphaDEX Fund FNK 0001383496 S000031806 First Trust Small Cap Growth AlphaDEX Fund C000099061 First Trust Small Cap Growth AlphaDEX Fund FYC 0001383496 S000031807 First Trust Small Cap Value AlphaDEX Fund C000099062 First Trust Small Cap Value AlphaDEX Fund FYT 0001383496 S000032963 First Trust Mega Cap AlphaDEX Fund C000101702 First Trust Mega Cap AlphaDEX Fund FMK NSAR-B 1 answer.fil ANSWER FILE PAGE 1 000 B000000 07/31/2012 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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13-3891980 025 C000404 E 025 D000404 1647 028 A010400 2218 028 A020400 0 028 A030400 0 028 A040400 0 028 B010400 70204 028 B020400 0 028 B030400 0 028 B040400 0 028 C010400 40334 028 C020400 0 028 C030400 0 028 C040400 80360 028 D010400 55179 028 D020400 0 028 D030400 0 028 D040400 46530 028 E010400 54883 028 E020400 0 028 E030400 0 PAGE 19 028 E040400 17555 028 F010400 27168 028 F020400 0 028 F030400 0 028 F040400 13092 028 G010400 249986 028 G020400 0 028 G030400 0 028 G040400 157537 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 0.000 048 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 PAGE 20 062 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 0.0 066 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 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 Y 070 L010400 Y 070 L020400 Y 070 M010400 Y 070 M020400 N PAGE 21 070 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 118658 071 B000400 118917 071 C000400 127732 071 D000400 93 072 A000400 12 072 B000400 0 072 C000400 2854 072 D000400 0 072 E000400 0 072 F000400 617 072 G000400 40 072 H000400 0 072 I000400 6 072 J000400 15 072 K000400 0 072 L000400 15 072 M000400 6 072 N000400 10 072 O000400 0 072 P000400 0 072 Q000400 25 072 R000400 24 072 S000400 17 072 T000400 0 072 U000400 0 072 V000400 0 072 W000400 140 072 X000400 915 072 Y000400 52 072 Z000400 1991 072AA000400 0 072BB000400 2773 072CC010400 0 072CC020400 617 072DD010400 1799 072DD020400 0 072EE000400 0 073 A010400 0.2008 073 A020400 0.0000 073 B000400 0.0000 073 C000400 0.0000 PAGE 22 074 A000400 0 074 B000400 0 074 C000400 0 074 D000400 0 074 E000400 0 074 F000400 208210 074 G000400 0 074 H000400 0 074 I000400 216 074 J000400 0 074 K000400 0 074 L000400 2343 074 M000400 2 074 N000400 210771 074 O000400 2182 074 P000400 75 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 145 074 S000400 0 074 T000400 208369 074 U010400 14400 074 U020400 0 074 V010400 14.47 074 V020400 0.00 074 W000400 0.0000 074 X000400 17623 074 Y000400 0 075 A000400 0 075 B000400 123314 076 000400 0.00 024 000500 N 028 A010500 16073 028 A020500 0 028 A030500 0 028 A040500 7359 028 B010500 16588 028 B020500 0 028 B030500 0 028 B040500 2995 028 C010500 136397 028 C020500 0 028 C030500 0 028 C040500 138187 028 D010500 23088 028 D020500 0 028 D030500 0 028 D040500 14935 028 E010500 24143 PAGE 23 028 E020500 0 028 E030500 0 028 E040500 68042 028 F010500 122651 028 F020500 0 028 F030500 0 028 F040500 132427 028 G010500 338940 028 G020500 0 028 G030500 0 028 G040500 363945 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 0.000 048 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 Y 055 B000500 N 056 000500 Y 057 000500 N 062 A000500 N 062 B000500 0.0 PAGE 24 062 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 0.0 066 A000500 Y 066 B000500 N 066 C000500 Y 066 D000500 N 066 E000500 N 066 F000500 N 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 Y 070 L010500 Y 070 L020500 Y PAGE 25 070 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 487092 071 B000500 490087 071 C000500 448789 071 D000500 109 072 A000500 12 072 B000500 0 072 C000500 3473 072 D000500 0 072 E000500 0 072 F000500 2241 072 G000500 137 072 H000500 0 072 I000500 22 072 J000500 56 072 K000500 0 072 L000500 79 072 M000500 19 072 N000500 9 072 O000500 0 072 P000500 0 072 Q000500 89 072 R000500 24 072 S000500 116 072 T000500 0 072 U000500 0 072 V000500 0 072 W000500 470 072 X000500 3262 072 Y000500 125 072 Z000500 336 072AA000500 17373 072BB000500 0 072CC010500 19725 072CC020500 0 072DD010500 309 072DD020500 0 072EE000500 0 073 A010500 0.0170 073 A020500 0.0000 PAGE 26 073 B000500 0.0000 073 C000500 0.0000 074 A000500 0 074 B000500 0 074 C000500 0 074 D000500 0 074 E000500 0 074 F000500 532634 074 G000500 0 074 H000500 0 074 I000500 249 074 J000500 1518 074 K000500 0 074 L000500 146 074 M000500 3 074 N000500 534550 074 O000500 0 074 P000500 223 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 1879 074 S000500 0 074 T000500 532448 074 U010500 17750 074 U020500 0 074 V010500 30.00 074 V020500 0.00 074 W000500 0.0000 074 X000500 51685 074 Y000500 0 075 A000500 0 075 B000500 448209 076 000500 0.00 024 000600 N 028 A010600 57899 028 A020600 0 028 A030600 0 028 A040600 0 028 B010600 8734 028 B020600 0 028 B030600 0 028 B040600 61352 028 C010600 62135 028 C020600 0 028 C030600 0 028 C040600 65250 028 D010600 0 028 D020600 0 028 D030600 0 PAGE 27 028 D040600 9902 028 E010600 4419 028 E020600 0 028 E030600 0 028 E040600 847 028 F010600 44693 028 F020600 0 028 F030600 0 028 F040600 0 028 G010600 177880 028 G020600 0 028 G030600 0 028 G040600 137351 028 H000600 0 045 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 Y 055 B000600 N 056 000600 Y 057 000600 N PAGE 28 062 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 0.0 062 O000600 0.0 062 P000600 0.0 062 Q000600 0.0 062 R000600 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 PAGE 29 070 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 070 R010600 Y 070 R020600 N 071 A000600 66954 071 B000600 66898 071 C000600 69094 071 D000600 97 072 A000600 12 072 B000600 0 072 C000600 1016 072 D000600 0 072 E000600 0 072 F000600 346 072 G000600 23 072 H000600 0 072 I000600 3 072 J000600 9 072 K000600 0 072 L000600 12 072 M000600 5 072 N000600 2 072 O000600 0 072 P000600 0 072 Q000600 14 072 R000600 24 072 S000600 18 072 T000600 0 072 U000600 0 072 V000600 0 072 W000600 82 072 X000600 538 072 Y000600 54 072 Z000600 532 072AA000600 3800 072BB000600 0 072CC010600 0 072CC020600 3722 072DD010600 552 072DD020600 0 072EE000600 0 PAGE 30 073 A010600 0.1681 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 103899 074 G000600 0 074 H000600 0 074 I000600 0 074 J000600 962 074 K000600 0 074 L000600 3569 074 M000600 2 074 N000600 108432 074 O000600 3556 074 P000600 23 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 977 074 S000600 0 074 T000600 103876 074 U010600 5850 074 U020600 0 074 V010600 17.76 074 V020600 0.00 074 W000600 0.0000 074 X000600 10079 074 Y000600 0 075 A000600 0 075 B000600 69121 076 000600 0.00 024 000700 N 028 A010700 12298 028 A020700 0 028 A030700 0 028 A040700 2486 028 B010700 9963 028 B020700 0 028 B030700 0 028 B040700 18438 028 C010700 60302 028 C020700 0 028 C030700 0 028 C040700 0 028 D010700 8314 PAGE 31 028 D020700 0 028 D030700 0 028 D040700 10631 028 E010700 0 028 E020700 0 028 E030700 0 028 E040700 15477 028 F010700 39698 028 F020700 0 028 F030700 0 028 F040700 69746 028 G010700 130575 028 G020700 0 028 G030700 0 028 G040700 116778 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 PAGE 32 056 000700 Y 057 000700 N 062 A000700 N 062 B000700 0.0 062 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 0.0 066 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 PAGE 33 070 K010700 Y 070 K020700 Y 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 199947 071 B000700 211964 071 C000700 217452 071 D000700 92 072 A000700 12 072 B000700 0 072 C000700 3670 072 D000700 0 072 E000700 0 072 F000700 997 072 G000700 62 072 H000700 0 072 I000700 10 072 J000700 25 072 K000700 0 072 L000700 19 072 M000700 8 072 N000700 -2 072 O000700 0 072 P000700 0 072 Q000700 40 072 R000700 24 072 S000700 55 072 T000700 0 072 U000700 0 072 V000700 0 072 W000700 225 072 X000700 1463 072 Y000700 68 072 Z000700 2275 072AA000700 0 072BB000700 51462 072CC010700 0 072CC020700 30518 072DD010700 2166 PAGE 34 072DD020700 0 072EE000700 0 073 A010700 0.2742 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 144659 074 G000700 0 074 H000700 0 074 I000700 102 074 J000700 0 074 K000700 0 074 L000700 1238 074 M000700 4 074 N000700 146003 074 O000700 1143 074 P000700 59 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 0 074 R040700 112 074 S000700 0 074 T000700 144689 074 U010700 6350 074 U020700 0 074 V010700 22.79 074 V020700 0.00 074 W000700 0.0000 074 X000700 17705 074 Y000700 0 075 A000700 0 075 B000700 199282 076 000700 0.00 024 000800 N 028 A010800 15079 028 A020800 0 028 A030800 0 028 A040800 15027 028 B010800 11621 028 B020800 0 028 B030800 0 028 B040800 0 028 C010800 66346 028 C020800 0 028 C030800 0 PAGE 35 028 C040800 16225 028 D010800 21762 028 D020800 0 028 D030800 0 028 D040800 34288 028 E010800 0 028 E020800 0 028 E030800 0 028 E040800 31290 028 F010800 6252 028 F020800 0 028 F030800 0 028 F040800 19358 028 G010800 121060 028 G020800 0 028 G030800 0 028 G040800 116188 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 050 000800 N 051 000800 N 052 000800 N 053 A000800 Y 053 B000800 Y 053 C000800 N PAGE 36 055 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 0.0 066 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 070 F010800 Y 070 F020800 N 070 G010800 Y 070 G020800 N 070 H010800 Y 070 H020800 N 070 I010800 Y 070 I020800 N PAGE 37 070 J010800 Y 070 J020800 N 070 K010800 Y 070 K020800 Y 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 209923 071 B000800 213359 071 C000800 206921 071 D000800 101 072 A000800 12 072 B000800 0 072 C000800 1297 072 D000800 0 072 E000800 0 072 F000800 1010 072 G000800 63 072 H000800 0 072 I000800 10 072 J000800 25 072 K000800 0 072 L000800 30 072 M000800 9 072 N000800 3 072 O000800 0 072 P000800 0 072 Q000800 40 072 R000800 24 072 S000800 51 072 T000800 0 072 U000800 0 072 V000800 0 072 W000800 220 072 X000800 1485 072 Y000800 71 072 Z000800 -117 072AA000800 0 072BB000800 20487 072CC010800 3047 PAGE 38 072CC020800 0 072DD010800 124 072DD020800 0 072EE000800 0 073 A010800 0.0108 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 216147 074 G000800 0 074 H000800 0 074 I000800 142 074 J000800 4196 074 K000800 0 074 L000800 12 074 M000800 2 074 N000800 220499 074 O000800 0 074 P000800 81 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 4358 074 S000800 0 074 T000800 216060 074 U010800 10305 074 U020800 0 074 V010800 20.97 074 V020800 0.00 074 W000800 0.0000 074 X000800 21898 074 Y000800 0 075 A000800 0 075 B000800 202006 076 000800 0.00 024 000900 N 028 A010900 10611 028 A020900 0 028 A030900 0 028 A040900 113193 028 B010900 0 028 B020900 0 028 B030900 0 028 B040900 93208 028 C010900 34326 PAGE 39 028 C020900 0 028 C030900 0 028 C040900 36268 028 D010900 5198 028 D020900 0 028 D030900 0 028 D040900 11284 028 E010900 1696 028 E020900 0 028 E030900 0 028 E040900 16513 028 F010900 34766 028 F020900 0 028 F030900 0 028 F040900 49586 028 G010900 86597 028 G020900 0 028 G030900 0 028 G040900 320052 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 0 048 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 PAGE 40 053 B000900 Y 053 C000900 N 055 A000900 Y 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 0.0 066 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 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 PAGE 41 070 I010900 Y 070 I020900 N 070 J010900 Y 070 J020900 N 070 K010900 Y 070 K020900 Y 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 139178 071 B000900 138596 071 C000900 191246 071 D000900 72 072 A000900 12 072 B000900 0 072 C000900 7185 072 D000900 0 072 E000900 0 072 F000900 1018 072 G000900 63 072 H000900 0 072 I000900 10 072 J000900 25 072 K000900 0 072 L000900 22 072 M000900 10 072 N000900 5 072 O000900 0 072 P000900 0 072 Q000900 41 072 R000900 24 072 S000900 37 072 T000900 0 072 U000900 0 072 V000900 0 072 W000900 220 072 X000900 1475 072 Y000900 50 072 Z000900 5760 072AA000900 6129 PAGE 42 072BB000900 0 072CC010900 0 072CC020900 1315 072DD010900 5736 072DD020900 0 072EE000900 0 073 A010900 0.4639 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 147646 074 G000900 0 074 H000900 0 074 I000900 42 074 J000900 0 074 K000900 0 074 L000900 142 074 M000900 2 074 N000900 147832 074 O000900 0 074 P000900 55 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 119 074 S000900 0 074 T000900 147658 074 U010900 8050 074 U020900 0 074 V010900 18.34 074 V020900 0.00 074 W000900 0.0000 074 X000900 14763 074 Y000900 0 075 A000900 0 075 B000900 203533 076 000900 0.00 024 001000 Y 025 A001001 GOLDMAN SACHS GROUP (THE), INC. 025 B001001 13-5108880 025 C001001 E 025 D001001 608 025 A001002 BANK OF NEW YORK MELLON (THE) CORP. 025 B001002 13-3891980 025 C001002 E PAGE 43 025 D001002 839 025 A001003 CITIGROUP, INC. 025 B001003 11-2418191 025 C001003 E 025 D001003 1143 028 A011000 13233 028 A021000 0 028 A031000 0 028 A041000 0 028 B011000 23773 028 B021000 0 028 B031000 0 028 B041000 0 028 C011000 76348 028 C021000 0 028 C031000 0 028 C041000 63560 028 D011000 0 028 D021000 0 028 D031000 0 028 D041000 8691 028 E011000 0 028 E021000 0 028 E031000 0 028 E041000 6720 028 F011000 0 028 F021000 0 028 F031000 0 028 F041000 2866 028 G011000 113354 028 G021000 0 028 G031000 0 028 G041000 81837 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 PAGE 44 048 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 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 0.0 066 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 PAGE 45 070 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 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 280857 071 B001000 280105 071 C001000 294617 071 D001000 95 072 A001000 12 072 B001000 0 072 C001000 5733 072 D001000 0 072 E001000 0 072 F001000 1453 072 G001000 98 072 H001000 0 072 I001000 15 072 J001000 36 072 K001000 0 072 L001000 43 072 M001000 12 PAGE 46 072 N001000 4 072 O001000 0 072 P001000 0 072 Q001000 58 072 R001000 24 072 S001000 75 072 T001000 0 072 U001000 0 072 V001000 0 072 W001000 217 072 X001000 2035 072 Y001000 0 072 Z001000 3698 072AA001000 0 072BB001000 11781 072CC011000 9671 072CC021000 0 072DD011000 3514 072DD021000 0 072EE001000 0 073 A011000 0.3329 073 A021000 0.0000 073 B001000 0.0000 073 C001000 0.0000 074 A001000 0 074 B001000 0 074 C001000 0 074 D001000 0 074 E001000 0 074 F001000 326720 074 G001000 0 074 H001000 0 074 I001000 0 074 J001000 867 074 K001000 0 074 L001000 209 074 M001000 3 074 N001000 327799 074 O001000 1 074 P001000 201 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 907 074 S001000 0 074 T001000 326690 074 U011000 11400 074 U021000 0 074 V011000 28.66 074 V021000 0.00 PAGE 47 074 W001000 0.0000 074 X001000 19821 074 Y001000 0 075 A001000 0 075 B001000 290667 076 001000 0.00 024 001100 N 028 A011100 34121 028 A021100 0 028 A031100 0 028 A041100 0 028 B011100 11025 028 B021100 0 028 B031100 0 028 B041100 0 028 C011100 52439 028 C021100 0 028 C031100 0 028 C041100 44712 028 D011100 3509 028 D021100 0 028 D031100 0 028 D041100 10407 028 E011100 0 028 E021100 0 028 E031100 0 028 E041100 8261 028 F011100 1730 028 F021100 0 028 F031100 0 028 F041100 3369 028 G011100 102824 028 G021100 0 028 G031100 0 028 G041100 66749 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 PAGE 48 048 F021100 0.000 048 G011100 0 048 G021100 0.000 048 H011100 0 048 H021100 0.000 048 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 0.0 066 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 PAGE 49 070 A011100 Y 070 A021100 N 070 B011100 Y 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 262738 071 B001100 264573 071 C001100 279226 071 D001100 94 072 A001100 12 072 B001100 0 072 C001100 3627 072 D001100 0 072 E001100 0 072 F001100 1362 072 G001100 86 072 H001100 0 072 I001100 14 072 J001100 34 072 K001100 0 PAGE 50 072 L001100 43 072 M001100 11 072 N001100 1 072 O001100 0 072 P001100 0 072 Q001100 55 072 R001100 24 072 S001100 70 072 T001100 0 072 U001100 0 072 V001100 0 072 W001100 207 072 X001100 1907 072 Y001100 0 072 Z001100 1720 072AA001100 0 072BB001100 22814 072CC011100 5862 072CC021100 0 072DD011100 1640 072DD021100 0 072EE001100 0 073 A011100 0.2014 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 294070 074 G001100 0 074 H001100 0 074 I001100 187 074 J001100 1326 074 K001100 0 074 L001100 134 074 M001100 3 074 N001100 295720 074 O001100 1316 074 P001100 194 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 135 074 S001100 0 074 T001100 294075 074 U011100 8600 074 U021100 0 PAGE 51 074 V011100 34.19 074 V021100 0.00 074 W001100 0.0000 074 X001100 22726 074 Y001100 0 075 A001100 0 075 B001100 272470 076 001100 0.00 024 001200 N 028 A011200 23416 028 A021200 0 028 A031200 0 028 A041200 0 028 B011200 6814 028 B021200 0 028 B031200 0 028 B041200 0 028 C011200 0 028 C021200 0 028 C031200 0 028 C041200 0 028 D011200 0 028 D021200 0 028 D031200 0 028 D041200 21567 028 E011200 0 028 E021200 0 028 E031200 0 028 E041200 6089 028 F011200 4680 028 F021200 0 028 F031200 0 028 F041200 0 028 G011200 34910 028 G021200 0 028 G031200 0 028 G041200 27656 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 0.000 048 C011200 0 048 C021200 0.000 048 D011200 0 048 D021200 0.000 048 E011200 0 PAGE 52 048 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 0.0 066 A001200 Y 066 B001200 N 066 C001200 Y 066 D001200 N 066 E001200 N 066 F001200 N 066 G001200 N 067 001200 N 068 A001200 N PAGE 53 068 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 136126 071 B001200 135962 071 C001200 134713 071 D001200 101 072 A001200 12 072 B001200 0 072 C001200 1697 072 D001200 0 072 E001200 0 072 F001200 672 072 G001200 46 072 H001200 0 072 I001200 7 PAGE 54 072 J001200 17 072 K001200 0 072 L001200 18 072 M001200 7 072 N001200 1 072 O001200 0 072 P001200 0 072 Q001200 27 072 R001200 24 072 S001200 34 072 T001200 0 072 U001200 0 072 V001200 0 072 W001200 88 072 X001200 941 072 Y001200 0 072 Z001200 756 072AA001200 0 072BB001200 3785 072CC011200 2050 072CC021200 0 072DD011200 766 072DD021200 0 072EE001200 0 073 A011200 0.1698 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 140380 074 G001200 0 074 H001200 0 074 I001200 74 074 J001200 477 074 K001200 0 074 L001200 48 074 M001200 2 074 N001200 140981 074 O001200 444 074 P001200 78 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 75 074 S001200 0 074 T001200 140384 PAGE 55 074 U011200 4500 074 U021200 0 074 V011200 31.20 074 V021200 0.00 074 W001200 0.0000 074 X001200 13345 074 Y001200 0 075 A001200 0 075 B001200 134425 076 001200 0.00 024 001300 Y 025 A001301 GOLDMAN SACHS GROUP (THE), INC. 025 B001301 13-5108880 025 C001301 E 025 D001301 799 025 A001302 BANK OF NEW YORK MELLON (THE) CORP. 025 B001302 13-3891980 025 C001302 E 025 D001302 1130 025 A001303 CITIGROUP, INC. 025 B001303 11-2418191 025 C001303 E 025 D001303 1503 028 A011300 4428 028 A021300 0 028 A031300 0 028 A041300 0 028 B011300 9020 028 B021300 0 028 B031300 0 028 B041300 0 028 C011300 49526 028 C021300 0 028 C031300 0 028 C041300 35944 028 D011300 13932 028 D021300 0 028 D031300 0 028 D041300 0 028 E011300 6823 028 E021300 0 028 E031300 0 028 E041300 2695 028 F011300 38695 028 F021300 0 028 F031300 0 028 F041300 38432 028 G011300 122424 028 G021300 0 028 G031300 0 028 G041300 77071 PAGE 56 028 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 055 A001300 N 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 PAGE 57 062 N001300 0.0 062 O001300 0.0 062 P001300 0.0 062 Q001300 0.0 062 R001300 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 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 PAGE 58 070 R021300 N 071 A001300 179463 071 B001300 179169 071 C001300 204459 071 D001300 88 072 A001300 12 072 B001300 0 072 C001300 4575 072 D001300 0 072 E001300 0 072 F001300 1010 072 G001300 64 072 H001300 0 072 I001300 10 072 J001300 25 072 K001300 0 072 L001300 32 072 M001300 9 072 N001300 5 072 O001300 0 072 P001300 0 072 Q001300 41 072 R001300 24 072 S001300 52 072 T001300 0 072 U001300 0 072 V001300 0 072 W001300 142 072 X001300 1414 072 Y001300 0 072 Z001300 3161 072AA001300 532 072BB001300 0 072CC011300 4780 072CC021300 0 072DD011300 3139 072DD021300 0 072EE001300 0 073 A011300 0.4003 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 247297 074 G001300 0 074 H001300 0 074 I001300 97 PAGE 59 074 J001300 0 074 K001300 0 074 L001300 219 074 M001300 3 074 N001300 247616 074 O001300 0 074 P001300 133 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 113 074 S001300 0 074 T001300 247370 074 U011300 8800 074 U021300 0 074 V011300 28.11 074 V021300 0.00 074 W001300 0.0000 074 X001300 17281 074 Y001300 0 075 A001300 0 075 B001300 202019 076 001300 0.00 024 001400 N 028 A011400 0 028 A021400 0 028 A031400 0 028 A041400 0 028 B011400 0 028 B021400 0 028 B031400 0 028 B041400 0 028 C011400 48149 028 C021400 0 028 C031400 0 028 C041400 41712 028 D011400 0 028 D021400 0 028 D031400 0 028 D041400 1514 028 E011400 0 028 E021400 0 028 E031400 0 028 E041400 1411 028 F011400 0 028 F021400 0 028 F031400 0 028 F041400 0 028 G011400 48149 028 G021400 0 PAGE 60 028 G031400 0 028 G041400 44637 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 0.000 048 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 PAGE 61 062 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 0.0 066 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 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 PAGE 62 070 Q021400 N 070 R011400 Y 070 R021400 N 071 A001400 207929 071 B001400 207915 071 C001400 128364 071 D001400 162 072 A001400 12 072 B001400 0 072 C001400 1974 072 D001400 0 072 E001400 0 072 F001400 634 072 G001400 41 072 H001400 0 072 I001400 6 072 J001400 16 072 K001400 0 072 L001400 17 072 M001400 6 072 N001400 0 072 O001400 0 072 P001400 0 072 Q001400 26 072 R001400 24 072 S001400 32 072 T001400 0 072 U001400 0 072 V001400 0 072 W001400 86 072 X001400 888 072 Y001400 0 072 Z001400 1086 072AA001400 0 072BB001400 10734 072CC011400 5356 072CC021400 0 072DD011400 1045 072DD021400 0 072EE001400 0 073 A011400 0.2312 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 129887 074 G001400 0 PAGE 63 074 H001400 0 074 I001400 0 074 J001400 785 074 K001400 0 074 L001400 40 074 M001400 2 074 N001400 130714 074 O001400 0 074 P001400 78 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 772 074 S001400 0 074 T001400 129864 074 U011400 4550 074 U021400 0 074 V011400 28.54 074 V021400 0.00 074 W001400 0.0000 074 X001400 8692 074 Y001400 0 075 A001400 0 075 B001400 126785 076 001400 0.00 024 001500 Y 025 A001501 GOLDMAN SACHS GROUP (THE), INC. 025 B001501 13-5108880 025 C001501 E 025 D001501 78 025 A001502 BANK OF NEW YORK MELLON (THE) CORP. 025 B001502 13-3891980 025 C001502 E 025 D001502 110 025 A001503 CITIGROUP, INC. 025 B001503 11-2418191 025 C001503 E 025 D001503 147 028 A011500 6381 028 A021500 0 028 A031500 0 028 A041500 0 028 B011500 0 028 B021500 0 028 B031500 0 028 B041500 0 028 C011500 9432 028 C021500 0 028 C031500 0 028 C041500 9291 PAGE 64 028 D011500 0 028 D021500 0 028 D031500 0 028 D041500 0 028 E011500 0 028 E021500 0 028 E031500 0 028 E041500 0 028 F011500 7491 028 F021500 0 028 F031500 0 028 F041500 7445 028 G011500 23304 028 G021500 0 028 G031500 0 028 G041500 16736 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 PAGE 65 055 B001500 N 056 001500 Y 057 001500 N 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 0.0 066 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 PAGE 66 070 J021500 N 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 39656 071 B001500 39608 071 C001500 43810 071 D001500 90 072 A001500 12 072 B001500 0 072 C001500 844 072 D001500 0 072 E001500 0 072 F001500 217 072 G001500 21 072 H001500 0 072 I001500 2 072 J001500 5 072 K001500 0 072 L001500 6 072 M001500 3 072 N001500 1 072 O001500 0 072 P001500 0 072 Q001500 9 072 R001500 24 072 S001500 11 072 T001500 0 072 U001500 0 072 V001500 0 072 W001500 50 072 X001500 349 072 Y001500 45 072 Z001500 540 072AA001500 0 072BB001500 79 072CC011500 484 072CC021500 0 PAGE 67 072DD011500 534 072DD021500 0 072EE001500 0 073 A011500 0.3573 073 A021500 0.0000 073 B001500 0.0000 073 C001500 0.0000 074 A001500 0 074 B001500 0 074 C001500 0 074 D001500 0 074 E001500 0 074 F001500 47900 074 G001500 0 074 H001500 0 074 I001500 15 074 J001500 0 074 K001500 0 074 L001500 30 074 M001500 2 074 N001500 47947 074 O001500 0 074 P001500 19 074 Q001500 0 074 R011500 0 074 R021500 0 074 R031500 0 074 R041500 46 074 S001500 0 074 T001500 47882 074 U011500 1600 074 U021500 0 074 V011500 29.93 074 V021500 0.00 074 W001500 0.0000 074 X001500 3665 074 Y001500 0 075 A001500 0 075 B001500 43433 076 001500 0.00 024 001600 N 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 11466 028 C021600 0 PAGE 68 028 C031600 0 028 C041600 8100 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 11466 028 G021600 0 028 G031600 0 028 G041600 8100 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 0 048 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 PAGE 69 053 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 0.0 066 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 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 PAGE 70 070 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 46395 071 B001600 46432 071 C001600 29914 071 D001600 155 072 A001600 12 072 B001600 0 072 C001600 347 072 D001600 0 072 E001600 0 072 F001600 147 072 G001600 15 072 H001600 0 072 I001600 1 072 J001600 4 072 K001600 0 072 L001600 5 072 M001600 3 072 N001600 0 072 O001600 0 072 P001600 0 072 Q001600 6 072 R001600 24 072 S001600 7 072 T001600 0 072 U001600 0 072 V001600 0 072 W001600 38 072 X001600 250 072 Y001600 44 072 Z001600 141 072AA001600 0 072BB001600 3369 PAGE 71 072CC011600 1488 072CC021600 0 072DD011600 134 072DD021600 0 072EE001600 0 073 A011600 0.1487 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 29600 074 G001600 0 074 H001600 0 074 I001600 0 074 J001600 232 074 K001600 0 074 L001600 12 074 M001600 2 074 N001600 29846 074 O001600 135 074 P001600 9 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 0 074 R041600 96 074 S001600 0 074 T001600 29606 074 U011600 950 074 U021600 0 074 V011600 31.16 074 V021600 0.00 074 W001600 0.0000 074 X001600 2293 074 Y001600 0 075 A001600 0 075 B001600 29466 076 001600 0.00 024 001700 N 028 A011700 0 028 A041700 0 028 B011700 0 028 B041700 0 028 C011700 2085 028 C041700 2060 028 D011700 964 028 D041700 0 PAGE 72 028 E011700 0 028 E041700 0 028 F011700 2005 028 F041700 1991 028 G011700 5054 028 G041700 4051 045 001700 Y 046 001700 N 047 001700 Y 048 001700 0.700 049 001700 N 050 001700 N 051 001700 N 052 001700 N 053 A001700 Y 053 B001700 Y 053 C001700 N 055 A001700 N 055 B001700 N 056 001700 Y 057 001700 N 062 A001700 N 066 A001700 Y 066 B001700 N 066 C001700 Y 066 D001700 N 066 E001700 N 066 F001700 N 066 G001700 N 067 001700 N 068 A001700 N 068 B001700 N 069 001700 Y 070 A011700 Y 070 A021700 N 070 B011700 Y 070 B021700 N 070 C011700 Y 070 C021700 N 070 D011700 Y 070 D021700 N 070 E011700 Y 070 E021700 N 070 F011700 Y 070 F021700 N 070 G011700 Y 070 G021700 N 070 H011700 Y 070 H021700 N 070 I011700 Y 070 I021700 N PAGE 73 070 J011700 Y 070 J021700 N 070 K011700 Y 070 K021700 N 070 L011700 Y 070 L021700 Y 070 M011700 Y 070 M021700 N 070 N011700 Y 070 N021700 N 070 O011700 Y 070 O021700 N 070 P011700 N 070 P021700 N 070 Q011700 Y 070 Q021700 N 070 R011700 Y 070 R021700 N 071 A001700 6517 071 B001700 6498 071 C001700 6499 071 D001700 100 072 A001700 12 072 B001700 0 072 C001700 111 072 F001700 46 072 G001700 0 072 I001700 0 072 J001700 0 072 L001700 0 072 M001700 0 072 N001700 0 072 Q001700 0 072 R001700 0 072 S001700 0 072 W001700 0 072 X001700 46 072 Y001700 0 072 Z001700 65 072AA001700 344 072BB001700 0 072CC011700 0 072CC021700 41 072DD011700 63 073 A011700 0.1479 074 A001700 1 074 F001700 8886 074 I001700 0 074 J001700 0 074 L001700 3 074 M001700 0 PAGE 74 074 N001700 8890 074 O001700 0 074 P001700 5 074 R041700 0 074 T001700 8885 074 U011700 450 074 V011700 19.74 074 X001700 890 075 B001700 6576 024 001800 N 028 A011800 1022 028 A041800 0 028 B011800 0 028 B041800 0 028 C011800 7309 028 C041800 3066 028 D011800 2035 028 D041800 1948 028 E011800 1921 028 E041800 2801 028 F011800 0 028 F041800 0 028 G011800 12287 028 G041800 7815 045 001800 Y 046 001800 N 047 001800 Y 048 001800 0.700 049 001800 N 050 001800 N 051 001800 N 052 001800 N 053 A001800 Y 053 B001800 Y 053 C001800 N 055 A001800 N 055 B001800 N 056 001800 Y 057 001800 N 062 A001800 N 066 A001800 Y 066 B001800 N 066 C001800 Y 066 D001800 N 066 E001800 N 066 F001800 N 066 G001800 N 067 001800 N 068 A001800 N 068 B001800 N 069 001800 Y PAGE 75 070 A011800 Y 070 A021800 N 070 B011800 Y 070 B021800 N 070 C011800 Y 070 C021800 N 070 D011800 Y 070 D021800 N 070 E011800 Y 070 E021800 N 070 F011800 Y 070 F021800 N 070 G011800 Y 070 G021800 N 070 H011800 Y 070 H021800 N 070 I011800 Y 070 I021800 N 070 J011800 Y 070 J021800 N 070 K011800 Y 070 K021800 N 070 L011800 Y 070 L021800 N 070 M011800 Y 070 M021800 N 070 N011800 Y 070 N021800 N 070 O011800 Y 070 O021800 N 070 P011800 N 070 P021800 N 070 Q011800 Y 070 Q021800 N 070 R011800 Y 070 R021800 N 071 A001800 18533 071 B001800 18515 071 C001800 11140 071 D001800 166 072 A001800 12 072 B001800 0 072 C001800 90 072 F001800 78 072 G001800 0 072 I001800 0 072 J001800 0 072 L001800 0 072 M001800 0 072 N001800 0 072 Q001800 0 PAGE 76 072 R001800 0 072 S001800 0 072 W001800 0 072 X001800 78 072 Y001800 0 072 Z001800 12 072AA001800 0 072BB001800 1558 072CC011800 773 072CC021800 0 072DD011800 6 073 A011800 0.0096 074 A001800 13 074 F001800 16561 074 I001800 0 074 J001800 172 074 L001800 10 074 M001800 0 074 N001800 16756 074 O001800 174 074 P001800 10 074 R041800 0 074 T001800 16572 074 U011800 850 074 V011800 19.50 074 X001800 1104 075 B001800 11107 024 001900 N 028 A011900 2225 028 A041900 0 028 B011900 0 028 B041900 0 028 C011900 0 028 C041900 0 028 D011900 0 028 D041900 0 028 E011900 2005 028 E041900 0 028 F011900 1015 028 F041900 1010 028 G011900 5245 028 G041900 1010 045 001900 Y 046 001900 N 047 001900 Y 048 001900 0.700 049 001900 N 050 001900 N 051 001900 N 052 001900 N 053 A001900 Y PAGE 77 053 B001900 Y 053 C001900 N 055 A001900 N 055 B001900 N 056 001900 Y 057 001900 N 062 A001900 N 066 A001900 Y 066 B001900 N 066 C001900 Y 066 D001900 N 066 E001900 N 066 F001900 N 066 G001900 N 067 001900 N 068 A001900 N 068 B001900 N 069 001900 Y 070 A011900 Y 070 A021900 N 070 B011900 Y 070 B021900 N 070 C011900 Y 070 C021900 N 070 D011900 Y 070 D021900 N 070 E011900 Y 070 E021900 N 070 F011900 Y 070 F021900 N 070 G011900 Y 070 G021900 N 070 H011900 Y 070 H021900 N 070 I011900 Y 070 I021900 N 070 J011900 Y 070 J021900 N 070 K011900 Y 070 K021900 N 070 L011900 Y 070 L021900 Y 070 M011900 Y 070 M021900 N 070 N011900 Y 070 N021900 N 070 O011900 Y 070 O021900 N 070 P011900 N 070 P021900 N 070 Q011900 Y PAGE 78 070 Q021900 N 070 R011900 Y 070 R021900 N 071 A001900 3507 071 B001900 3468 071 C001900 3368 071 D001900 103 072 A001900 12 072 B001900 0 072 C001900 51 072 F001900 24 072 G001900 0 072 I001900 0 072 J001900 0 072 L001900 0 072 M001900 0 072 N001900 0 072 Q001900 0 072 R001900 0 072 S001900 0 072 W001900 0 072 X001900 24 072 Y001900 0 072 Z001900 27 072AA001900 81 072BB001900 0 072CC011900 0 072CC021900 206 072DD011900 28 073 A011900 0.1389 074 A001900 1 074 F001900 5944 074 I001900 0 074 J001900 0 074 L001900 2 074 M001900 0 074 N001900 5947 074 O001900 0 074 P001900 3 074 R041900 0 074 T001900 5944 074 U011900 300 074 V011900 19.81 074 X001900 637 075 B001900 3352 024 002000 N 028 A012000 0 028 A042000 0 028 B012000 1068 028 B042000 0 028 C012000 4196 PAGE 79 028 C042000 2067 028 D012000 0 028 D042000 0 028 E012000 997 028 E042000 0 028 F012000 0 028 F042000 0 028 G012000 6261 028 G042000 2067 045 002000 Y 046 002000 N 047 002000 Y 048 002000 0.700 049 002000 N 050 002000 N 051 002000 N 052 002000 N 053 A002000 Y 053 B002000 Y 053 C002000 N 055 A002000 N 055 B002000 N 056 002000 Y 057 002000 N 062 A002000 N 066 A002000 Y 066 B002000 N 066 C002000 Y 066 D002000 N 066 E002000 N 066 F002000 N 066 G002000 N 067 002000 N 068 A002000 N 068 B002000 N 069 002000 Y 070 A012000 Y 070 A022000 N 070 B012000 Y 070 B022000 N 070 C012000 Y 070 C022000 N 070 D012000 Y 070 D022000 N 070 E012000 Y 070 E022000 N 070 F012000 Y 070 F022000 N 070 G012000 Y 070 G022000 N 070 H012000 Y PAGE 80 070 H022000 N 070 I012000 Y 070 I022000 N 070 J012000 Y 070 J022000 N 070 K012000 Y 070 K022000 N 070 L012000 Y 070 L022000 N 070 M012000 Y 070 M022000 N 070 N012000 Y 070 N022000 N 070 O012000 Y 070 O022000 N 070 P012000 N 070 P022000 N 070 Q012000 Y 070 Q022000 N 070 R012000 Y 070 R022000 N 071 A002000 9970 071 B002000 10353 071 C002000 6153 071 D002000 162 072 A002000 12 072 B002000 0 072 C002000 49 072 F002000 41 072 G002000 0 072 I002000 0 072 J002000 0 072 L002000 0 072 M002000 0 072 N002000 0 072 Q002000 0 072 R002000 0 072 S002000 0 072 W002000 0 072 X002000 41 072 Y002000 0 072 Z002000 8 072AA002000 0 072BB002000 950 072CC012000 835 072CC022000 0 072DD012000 10 073 A012000 0.0252 074 A002000 2 074 F002000 9166 074 I002000 0 PAGE 81 074 J002000 78 074 L002000 2 074 M002000 0 074 N002000 9248 074 O002000 76 074 P002000 5 074 R042000 0 074 T002000 9167 074 U012000 450 074 V012000 20.37 074 X002000 779 075 B002000 5907 024 002100 Y 025 A002101 GOLDMAN SACHS GROUP (THE), INC. 025 B002101 13-5108880 025 C002101 E 025 D002101 75 025 A002102 CITIGROUP, INC. 025 B002102 112418191 025 C002102 E 025 D002102 142 028 A012100 945 028 A042100 0 028 B012100 2975 028 B042100 0 028 C012100 4841 028 C042100 2907 028 D012100 942 028 D042100 0 028 E012100 0 028 E042100 0 028 F012100 0 028 F042100 0 028 G012100 9703 028 G042100 2907 045 002100 Y 046 002100 N 047 002100 Y 048 002100 0.700 049 002100 N 050 002100 N 051 002100 N 052 002100 N 053 A002100 Y 053 B002100 Y 053 C002100 N 055 A002100 N 055 B002100 N 056 002100 Y 057 002100 N 062 A002100 N PAGE 82 066 A002100 Y 066 B002100 N 066 C002100 Y 066 D002100 N 066 E002100 N 066 F002100 N 066 G002100 N 067 002100 N 068 A002100 N 068 B002100 N 069 002100 Y 070 A012100 Y 070 A022100 N 070 B012100 Y 070 B022100 N 070 C012100 Y 070 C022100 N 070 D012100 Y 070 D022100 N 070 E012100 Y 070 E022100 N 070 F012100 Y 070 F022100 N 070 G012100 Y 070 G022100 N 070 H012100 Y 070 H022100 N 070 I012100 Y 070 I022100 N 070 J012100 Y 070 J022100 N 070 K012100 Y 070 K022100 N 070 L012100 Y 070 L022100 N 070 M012100 Y 070 M022100 N 070 N012100 Y 070 N022100 N 070 O012100 Y 070 O022100 N 070 P012100 N 070 P022100 N 070 Q012100 Y 070 Q022100 N 070 R012100 Y 070 R022100 N 071 A002100 10653 071 B002100 10633 071 C002100 6493 071 D002100 164 PAGE 83 072 A002100 12 072 B002100 0 072 C002100 127 072 F002100 45 072 G002100 0 072 I002100 0 072 J002100 0 072 L002100 0 072 M002100 0 072 N002100 0 072 Q002100 0 072 R002100 0 072 S002100 0 072 W002100 0 072 X002100 45 072 Y002100 0 072 Z002100 82 072AA002100 0 072BB002100 937 072CC012100 261 072CC022100 0 072DD012100 75 073 A012100 0.1747 074 A002100 0 074 F002100 10803 074 I002100 0 074 J002100 0 074 L002100 10 074 M002100 0 074 N002100 10813 074 O002100 0 074 P002100 6 074 R042100 6 074 T002100 10801 074 U012100 600 074 V012100 18.00 074 X002100 686 075 B002100 6427 SIGNATURE Lucy Perez-Williams TITLE Vice President EX-99.77B ACCT LTTR 2 icl073112.txt INTERNAL CONTROL LETTER REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM To the Board of Trustees and Shareholders of First Trust Exchange-Traded AlphaDEX(R) Fund: In planning and performing our audits of the financial statements of First Trust Exchange-Traded AlphaDEX(R) Fund (the "Fund"), comprised of First Trust Consumer Discretionary AlphaDEX(R) Fund, First Trust Consumer Staples AlphaDEX(R) Fund, First Trust Energy AlphaDEX(R) Fund, First Trust Financials AlphaDEX(R) Fund, First Trust Health Care AlphaDEX(R) Fund, First Trust Industrials/Producer Durables AlphaDEX(R) Fund, First Trust Materials AlphaDEX(R) Fund, First Trust Technology AlphaDEX(R) Fund, First Trust Utilities AlphaDEX(R) Fund, First Trust Large Cap Core AlphaDEX(R) Fund, First Trust Mid Cap Core AlphaDEX(R) Fund, First Trust Small Cap Core AlphaDEX(R) Fund, First Trust Large Cap Value AlphaDEX(R) Fund, First Trust Large Cap Growth AlphaDEX(R) Fund, First Trust Multi Cap Value AlphaDEX(R) Fund, First Trust Multi Cap Growth AlphaDEX(R) Fund, First Trust Mid Cap Value AlphaDEX(R) Fund, First Trust Mid Cap Growth AlphaDEX(R) Fund, First Trust Small Cap Value AlphaDEX(R) Fund, First Trust Small Cap Growth AlphaDEX(R) Fund, and First Trust Mega Cap AlphaDEX(R) Fund, as of and for the year ended July 31, 2012, in accordance with the standards of the Public Company Accounting Oversight Board (United States) ("PCAOB"), we considered the Fund's internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinions 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 Fund's 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 fund's 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 fund's 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. A 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 fund's annual or interim financial statements will not be prevented or detected on a timely basis. Our consideration of the Fund's 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 Fund's 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, 2012. This report is intended solely for the information and use of management and the Board of Trustees of the First Trust Exchange-Traded AlphaDEX(R) 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. /s/ DELOITTE & TOUCHE LLP Chicago, Illinois September 27, 2012