X0404 N-CEN LIVE 0001383496 XXXXXXXX 811-22019 false false false N-1A true First Trust Exchange-Traded AlphaDEX Fund 811-22019 0001383496 549300PGRVU1P76W4537 120 East Liberty Drive Suite 400 Wheaton 60187 US-IL US 630-765-8000 The Bank of New York Mellon 240 Greenwich Street New York 10286 1-212-495-1784 Records related to Fund Accounting, Custody, Transfer Agent, and Administration. First Trust Advisors L.P. 120 East Liberty Drive Suite 400 Wheaton 60187 630-765-8000 Records related to the registrant and investment adviser. N N N-1A 20 Y Robert F. Keith N/A N Niel B. Nielson N/A N Richard E. Erickson N/A N Thomas R. Kadlec 001721772 N James A. Bowen 001123316 Y Kristi A. Maher N/A 120 East Liberty Drive, Suite 400 Wheaton 60187 XXXXXX N N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 Y N Deloitte & Touche LLP 34 549300FJV7IV1ZHGAV28 N N N N N N N First Trust Large Cap Core AlphaDEX Fund S000017337 549300CHVBC9WSFOEV84 N 0 0 0 Exchange-Traded Fund N Y -0.08000000 -0.94000000 0.06000000 0.05000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 3094677.70000000 40920.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Y N Y N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv, LLC 549300WQWDPFSMQ8I087 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 337.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 797.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 69546.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 79421.00000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 113673.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 444.00000000 264218.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 174575762.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 67969914.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 166613391.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 553846982.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 83430148.00000000 1046436197.00000000 N 1042284209.03000000 0.00000000 N N N First Trust Industrials/Producer Durables AlphaDEX Fund S000017701 5493008AE9LL1V8KK557 N 0 0 0 Exchange-Traded Fund N Y -0.03000000 -1.02000000 0.05000000 0.04000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 1231359.41000000 19388.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Y N Y N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv, LLC 549300WQWDPFSMQ8I087 N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 98582.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 106130.00000000 CREDIT SUISSE SECURITIES (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 547.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 66.00000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 44.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 5303.00000000 210672.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 169855466.00000000 UBS SECURITIES LLC 008-22651 000007654 T6FIZBDPKLYJKFCRVK44 51941874.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 899887513.00000000 HRT FINANCIAL LLC 008-68430 000152144 21380037YFKONTT23854 36696749.00000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 60166430.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 319066315.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 562582980.00000000 2100197327.00000000 N 962399551.54000000 0.00000000 N N N First Trust Multi Cap Growth AlphaDEX Fund S000017343 549300THNFTKZRPG1N41 N 0 0 0 Exchange-Traded Fund N Y -0.11000000 -1.02000000 0.11000000 0.10000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 2764228.56000000 62789.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y N Y N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv, LLC 549300WQWDPFSMQ8I087 N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 364.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 349.00000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 18.00000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 152.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 134.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 13373.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 137.00000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 71877.00000000 CREDIT SUISSE SECURITIES (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 14.00000000 86418.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 237188864.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 38052795.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 37698611.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 5273460.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 4688598.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 18950295.00000000 341852623.00000000 N 199192379.67000000 0.00000000 N N N First Trust Energy AlphaDEX Fund S000017698 549300FP3GJL1GH4RT40 N 0 0 0 Exchange-Traded Fund N Y -0.29000000 -1.49000000 0.15000000 0.15000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 4282872.78000000 28023.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N Y N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv, LLC 549300WQWDPFSMQ8I087 N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 2272.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 76735.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 4709.00000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 64145.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 16461.00000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 23.00000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1429.00000000 CREDIT SUISSE SECURITIES (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 209.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 944.00000000 166927.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 162286476.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 423610354.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 46695447.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 22718557.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 86956179.00000000 UBS SECURITIES LLC 008-22651 000007654 T6FIZBDPKLYJKFCRVK44 3373605.00000000 HRT FINANCIAL LLC 008-68430 000152144 21380037YFKONTT23854 13311681.00000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 137554101.00000000 896506400.00000000 N 289269934.40000000 0.00000000 N N N First Trust Large Cap Value AlphaDEX Fund S000017340 5493008TDT3CF26ATW42 N 0 0 0 Exchange-Traded Fund N Y -0.14000000 -1.05000000 0.07000000 0.06000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 3261532.54000000 43617.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y N Y N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv, LLC 549300WQWDPFSMQ8I087 N Bloomberg L.P. 549300B56MD0ZC402L06 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 427.00000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 116944.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 1220.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 83285.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 525.00000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 538.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 210.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 88973.00000000 292122.00000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 33215459.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 90222888.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 11978374.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 114784897.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 29916175.00000000 280117793.00000000 N 825766404.55000000 0.00000000 N N N First Trust Financials AlphaDEX Fund S000017699 549300RVOY34XNQ51513 N 0 0 0 Exchange-Traded Fund N Y -0.11000000 -1.25000000 0.23000000 0.23000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 8049896.19000000 405780.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Y N Y N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N Refinitiv, LLC 549300WQWDPFSMQ8I087 N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Bloomberg L.P. 549300B56MD0ZC402L06 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) CIBC Mellon Trust Company 549300IYUUH221WBZ505 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 545.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 635.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 1632.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 2093.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 85226.00000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 204796.00000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 234.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 62482.00000000 CREDIT SUISSE SECURITIES (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 361.00000000 358004.00000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 37449920.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 113086457.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 298857966.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 706462041.00000000 HRT FINANCIAL LLC 008-68430 000152144 21380037YFKONTT23854 1831571.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 66752039.00000000 1224439994.00000000 N 866160618.79000000 0.00000000 N N N First Trust Health Care AlphaDEX Fund S000017700 5493009VIGFPXQC5HK94 N 0 0 0 Exchange-Traded Fund N Y -0.02000000 -0.80000000 0.83000000 0.83000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 4543005.11000000 13212.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Y N Y N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv, LLC 549300WQWDPFSMQ8I087 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) The Bank of New York Mellon (United Kingdom) HPFHU0OQ28E4N0NFVK49 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1096.00000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 50.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 64381.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 517.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 5787.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 88479.00000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 28.00000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 61535.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 69019.00000000 290892.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 197989515.00000000 BARCLAYS CAPITAL, INC. 008-41342 000019714 AC28XWWI3WIBK2824319 35506698.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 149522464.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 43773471.00000000 CREDIT SUISSE SECURITIES (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 4895329.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 54205421.00000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 31581057.00000000 517473955.00000000 N 1414738599.10000000 0.00000000 N N N First Trust Mid Cap Value AlphaDEX Fund S000031805 549300E5JZJMI707IP13 N 0 0 0 Exchange-Traded Fund N Y -0.12000000 -1.32000000 0.13000000 0.13000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 551678.96000000 5316.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) N N N N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv, LLC 549300WQWDPFSMQ8I087 N Bloomberg L.P. 549300B56MD0ZC402L06 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 72.00000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 17217.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 12361.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 13011.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 52.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 481.00000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 14.00000000 43208.00000000 CitiGroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 5194.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 27319883.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 20372397.00000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 6048151.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 30456810.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 56597714.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 41390657.00000000 182190806.00000000 N 74622056.57000000 0.00000000 N N N First Trust Small Cap Growth AlphaDEX Fund S000031806 549300DVVN2X7XIAVJ10 N 0 0 0 Exchange-Traded Fund N Y -0.21000000 -1.33000000 0.17000000 0.16000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N BNY Mellon HPFHU0OQ28E4N0NFVK49 N N Revenue sharing split 8484933.85000000 290133.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) N N N N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv, LLC 549300WQWDPFSMQ8I087 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 139371.00000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 157332.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 44738.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 532.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 2484.00000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 89.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 163.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 99.00000000 344808.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 95898923.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 77942923.00000000 CitiGroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 398743321.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 98214581.00000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 8840029.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 99801709.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 47419777.00000000 826861263.00000000 N 305427413.57000000 0.00000000 N N N First Trust Materials AlphaDEX Fund S000017702 549300R1WBC31SR6V464 N 0 0 0 Exchange-Traded Fund N Y -0.04000000 -1.18000000 0.08000000 0.07000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 760943.27000000 34888.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y N Y N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv, LLC 549300WQWDPFSMQ8I087 N Bloomberg L.P. 549300B56MD0ZC402L06 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 9512.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 66541.00000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 115.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 16243.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 7.00000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 30.00000000 92448.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 52852177.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 119110879.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 181359525.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 69525447.00000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 10090354.00000000 432938382.00000000 N 256573408.10000000 0.00000000 N N N First Trust Small Cap Core AlphaDEX Fund S000017339 549300SXYG0HEYYRE655 N 0 0 0 Exchange-Traded Fund N Y -0.21000000 -1.23000000 0.11000000 0.10000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 14928723.72000000 459319.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Y N Y N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N Refinitiv, LLC 549300WQWDPFSMQ8I087 N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Bloomberg L.P. 549300B56MD0ZC402L06 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 567.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 3922.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 1116.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 2.00000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 333263.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 576.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 113605.00000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 218849.00000000 CREDIT SUISSE SECURITIES (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 1489.00000000 673389.00000000 CitiGroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 601564249.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 88221143.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 197045823.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 18014717.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 156651456.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 215280356.00000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 7405447.00000000 1284183191.00000000 N 698519508.44000000 0.00000000 N N N First Trust Consumer Staples AlphaDEX Fund S000017697 549300QT3GGKQPIIB521 N 0 0 0 Exchange-Traded Fund N Y 0.06000000 -0.69000000 0.05000000 0.04000000 Y N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 7107844.80000000 305986.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Y N Y N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv, LLC 549300WQWDPFSMQ8I087 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 24352.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 47.00000000 CREDIT SUISSE SECURITIES (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 112.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 52035.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 188.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 15784.00000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 131.00000000 92649.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 47283568.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 11204686.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 60496175.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 22437249.00000000 141421678.00000000 N 256169020.82000000 0.00000000 N N N First Trust Utilities AlphaDEX Fund S000017704 549300ZG55GZ71RZK378 N 0 0 0 Exchange-Traded Fund N Y -0.07000000 -0.84000000 0.09000000 0.09000000 N N Y N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Y N Y N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N Refinitiv, LLC 549300WQWDPFSMQ8I087 N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Bloomberg L.P. 549300B56MD0ZC402L06 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 510.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 6985.00000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 94.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 6680.00000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 19072.00000000 CREDIT SUISSE SECURITIES (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 191.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 262.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 161.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 109.00000000 34064.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 18059433.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 51525458.00000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 14364330.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 5685421.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 6947995.00000000 96582637.00000000 N 189128157.79000000 0.00000000 N N N First Trust Multi Cap Value AlphaDEX Fund S000017342 5493002CCQ58JV668U78 N 0 0 0 Exchange-Traded Fund N Y -0.12000000 -1.22000000 0.08000000 0.07000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 562891.37000000 9388.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Y N Y Y First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv, LLC 549300WQWDPFSMQ8I087 N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 95.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 274.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 25.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 7432.00000000 CREDIT SUISSE SECURITIES (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 78.00000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 40675.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 52.00000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 57.00000000 48688.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 3639075.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 69477675.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 10352947.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 28085806.00000000 CitiGroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 2287.00000000 111557790.00000000 N 93456124.08000000 0.00000000 N N N First Trust Mid Cap Core AlphaDEX Fund S000017338 549300UMAZSND6P4WH64 N 0 0 0 Exchange-Traded Fund N Y -0.05000000 -0.99000000 0.12000000 0.11000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 12353026.21000000 119140.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Y N Y N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N Refinitiv, LLC 549300WQWDPFSMQ8I087 N Bloomberg L.P. 549300B56MD0ZC402L06 N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 1901.00000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 35.00000000 CREDIT SUISSE SECURITIES (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 14.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 706.00000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 156500.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 428.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 130624.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 2570.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 165183.00000000 457961.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 69385026.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 581207118.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 78599429.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 350275469.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 51728194.00000000 CitiGroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 41974.00000000 1131237210.00000000 N 799610601.47000000 0.00000000 N N N First Trust Large Cap Growth AlphaDEX Fund S000017341 549300VT0JCDY0GNZJ32 N 0 0 0 Exchange-Traded Fund N Y -0.03000000 -0.86000000 0.12000000 0.12000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 3586565.73000000 22978.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Y N Y N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv, LLC 549300WQWDPFSMQ8I087 N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 15.00000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 80207.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 59695.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 1276.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 71451.00000000 212644.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 128753976.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 135964703.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 238128916.00000000 CitiGroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 617069657.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 212467409.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 687341114.00000000 2019725775.00000000 N 1071991384.30000000 0.00000000 N N N First Trust Consumer Discretionary AlphaDEX Fund S000017696 549300KKKIV5V4SB1F02 N 0 0 0 Exchange-Traded Fund N Y -0.06000000 -1.02000000 0.05000000 0.04000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 11133141.83000000 64496.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Y N Y N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv, LLC 549300WQWDPFSMQ8I087 N Bloomberg L.P. 549300B56MD0ZC402L06 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 157475.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 86467.00000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 10.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 236311.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1361.00000000 481624.00000000 MORGAN STANLEY & CO. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 12863873.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 166473738.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 482186198.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 291906863.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 10814548.00000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 16230738.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 155821609.00000000 1136297567.00000000 N 1455661503.10000000 0.00000000 N N N First Trust Small Cap Value AlphaDEX Fund S000031807 54930003QOOB1QPHFY28 N 0 0 0 Exchange-Traded Fund N Y -0.12000000 -1.28000000 0.10000000 0.10000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 1517243.49000000 35605.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) N N N N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Refinitiv, LLC 549300WQWDPFSMQ8I087 N Bloomberg L.P. 549300B56MD0ZC402L06 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 3.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 19354.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 235.00000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 64884.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 2.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 16.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 81944.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 9.00000000 CREDIT SUISSE SECURITIES (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 541.00000000 166988.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 110293816.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 54756181.00000000 CitiGroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 186962878.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 86278756.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 79452344.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 71018644.00000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 9373237.00000000 598135856.00000000 N 174260190.69000000 0.00000000 N N N First Trust Technology AlphaDEX Fund S000017703 549300TO803NY738YI90 N 0 0 0 Exchange-Traded Fund N Y -0.17000000 -1.04000000 0.08000000 0.07000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 7855804.22000000 50634.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Y N Y N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N Refinitiv, LLC 549300WQWDPFSMQ8I087 N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N Bloomberg L.P. 549300B56MD0ZC402L06 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 2124.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 21761.00000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 171389.00000000 CREDIT SUISSE SECURITIES (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 362.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 155323.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 162970.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 142857.00000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 191.00000000 656977.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 1324611169.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 1914650985.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 1490981599.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 187002230.00000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 79166573.00000000 MORGAN STANLEY & CO. LLC 008-15869 000008209 9R7GPTSO7KV3UQJZQ078 107082565.00000000 5103495121.00000000 N 2441493370.26000000 0.00000000 N N N First Trust Mid Cap Growth AlphaDEX Fund S000031804 549300YH33LXOKDV8X75 N 0 0 0 Exchange-Traded Fund N Y -0.07000000 -1.08000000 0.24000000 0.24000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 11314795.23000000 123307.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) N N N N First Trust Advisors L.P. 801-39950 000107027 549300381GGS7S5JQ115 N The Bank of New York Mellon 085-05006 HPFHU0OQ28E4N0NFVK49 N N N Bloomberg L.P. 549300B56MD0ZC402L06 N Refinitiv, LLC 549300WQWDPFSMQ8I087 N ICE Data Pricing & Reference Data, LLC 5493000NQ9LYLDBCTL34 N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N The Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 N N N First Trust Portfolios L.P. 008-43843 000028519 54930062T84Z5CXY1C58 0.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 691.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 91223.00000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 88657.00000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 971.00000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 67375.00000000 CREDIT SUISSE SECURITIES (USA) LLC 008-00422 000000816 1V8Y6QCX6YMJ2OELII46 29.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 605.00000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 1315.00000000 250866.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 40944744.00000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 303448212.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 336215362.00000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 12513067.00000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 147999214.00000000 CitiGroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 255464572.00000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 2739019.00000000 1099324190.00000000 N 426382356.80000000 0.00000000 N N N First Trust Large Cap Core AlphaDEX Fund S000017337 Y 50000.00000000 0.16000000 0.10000000 99.84000000 0.10000000 -0.21000000 0.14000000 100.21000000 0.14000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 969.35000000 0.00000000 0.00000000 969.35000000 0.00000000 Y First Trust Industrials/Producer Durables AlphaDEX Fund S000017701 Y 50000.00000000 0.04000000 0.10000000 99.96000000 0.10000000 0.24000000 0.10000000 99.76000000 0.10000000 0.00000000 501.43000000 0.00000000 0.00000000 501.43000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y First Trust Multi Cap Growth AlphaDEX Fund S000017343 Y 50000.00000000 0.16000000 0.07000000 99.84000000 0.07000000 -0.03000000 0.19000000 100.03000000 0.19000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1258.33000000 0.00000000 0.00000000 1258.33000000 0.00000000 Y First Trust Energy AlphaDEX Fund S000017698 Y 50000.00000000 0.31000000 0.26000000 99.69000000 0.26000000 0.23000000 0.13000000 99.77000000 0.13000000 0.00000000 509.76000000 0.00000000 0.00000000 509.76000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y First Trust Large Cap Value AlphaDEX Fund S000017340 Y 50000.00000000 0.19000000 0.15000000 99.81000000 0.15000000 0.21000000 0.13000000 99.79000000 0.13000000 0.00000000 1001.69000000 0.00000000 0.00000000 1001.69000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 Y First Trust Financials AlphaDEX Fund S000017699 Y 50000.00000000 0.43000000 0.62000000 99.57000000 0.62000000 0.35000000 0.61000000 99.65000000 0.61000000 0.00000000 1002.07000000 0.00000000 0.00000000 1002.07000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 Y First Trust Health Care AlphaDEX Fund S000017700 Y 50000.00000000 0.31000000 0.67000000 99.69000000 0.67000000 0.19000000 0.62000000 99.81000000 0.62000000 0.00000000 507.41000000 0.00000000 0.00000000 507.41000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y First Trust Mid Cap Value AlphaDEX Fund S000031805 Y 50000.00000000 0.25000000 0.19000000 99.75000000 0.19000000 0.14000000 0.08000000 99.86000000 0.08000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 Y First Trust Small Cap Growth AlphaDEX Fund S000031806 Y 50000.00000000 0.02000000 0.17000000 99.98000000 0.17000000 -0.12000000 0.19000000 100.12000000 0.19000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 Y First Trust Materials AlphaDEX Fund S000017702 Y 50000.00000000 0.16000000 0.13000000 99.84000000 0.13000000 0.14000000 0.08000000 99.86000000 0.08000000 0.00000000 500.55000000 0.00000000 0.00000000 500.55000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y First Trust Small Cap Core AlphaDEX Fund S000017339 Y 50000.00000000 0.08000000 0.11000000 99.92000000 0.11000000 -0.29000000 0.29000000 100.29000000 0.29000000 0.00000000 1500.79000000 0.00000000 0.00000000 1500.79000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 Y First Trust Consumer Staples AlphaDEX Fund S000017697 Y 50000.00000000 0.33000000 1.36000000 99.67000000 1.36000000 0.28000000 0.90000000 99.72000000 0.90000000 0.00000000 509.09000000 0.00000000 0.00000000 509.09000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y First Trust Utilities AlphaDEX Fund S000017704 Y 50000.00000000 0.24000000 0.11000000 99.76000000 0.11000000 0.30000000 0.14000000 99.70000000 0.14000000 0.00000000 520.00000000 0.00000000 0.00000000 520.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y First Trust Multi Cap Value AlphaDEX Fund S000017342 Y 50000.00000000 0.28000000 0.19000000 99.72000000 0.19000000 0.31000000 0.11000000 99.69000000 0.11000000 0.00000000 1506.52000000 0.00000000 0.00000000 1506.52000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 Y First Trust Mid Cap Core AlphaDEX Fund S000017338 Y 50000.00000000 0.25000000 0.13000000 99.75000000 0.13000000 0.22000000 0.25000000 99.78000000 0.25000000 0.00000000 1001.67000000 0.00000000 0.00000000 1001.67000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 Y First Trust Large Cap Growth AlphaDEX Fund S000017341 Y 50000.00000000 0.00000000 0.06000000 100.00000000 0.06000000 -0.01000000 0.19000000 100.01000000 0.19000000 0.00000000 1003.85000000 0.00000000 0.00000000 1003.85000000 0.00000000 0.00000000 974.32000000 0.00000000 0.00000000 974.32000000 0.00000000 Y First Trust Consumer Discretionary AlphaDEX Fund S000017696 Y 50000.00000000 0.06000000 0.15000000 99.94000000 0.15000000 0.30000000 0.29000000 99.70000000 0.29000000 0.00000000 1003.13000000 0.00000000 0.00000000 1003.13000000 0.00000000 0.00000000 947.22000000 0.00000000 0.00000000 947.22000000 0.00000000 Y First Trust Small Cap Value AlphaDEX Fund S000031807 Y 50000.00000000 0.21000000 0.22000000 99.79000000 0.22000000 -0.22000000 0.38000000 100.22000000 0.38000000 0.00000000 1002.59000000 0.00000000 0.00000000 1002.59000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 Y First Trust Technology AlphaDEX Fund S000017703 Y 50000.00000000 0.03000000 0.03000000 99.97000000 0.03000000 0.04000000 0.08000000 99.96000000 0.08000000 0.00000000 515.00000000 0.00000000 0.00000000 515.00000000 0.00000000 0.00000000 494.71000000 0.00000000 0.00000000 494.71000000 0.00000000 Y First Trust Mid Cap Growth AlphaDEX Fund S000031804 Y 50000.00000000 0.08000000 0.08000000 99.92000000 0.08000000 -0.20000000 0.37000000 100.20000000 0.37000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 962.00000000 0.00000000 0.00000000 962.00000000 0.00000000 Y true false true false false false