X0404 N-CEN LIVE 0001383496 XXXXXXXX 811-22019 false false false N-1A S000017337 C000047995 S000017701 C000048901 S000017343 C000048001 S000017698 C000048898 S000017340 C000047998 S000017699 C000048899 S000017700 C000048900 S000031805 C000099060 S000031806 C000099061 S000017702 C000048902 S000017339 C000047997 S000017697 C000048897 S000017704 C000048904 S000017342 C000048000 S000017338 C000047996 S000017341 C000047999 S000017696 C000048896 S000031807 C000099062 S000017703 C000048903 S000031804 C000099059 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 Denise M. Keefe 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 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 -0.01000000 -0.54000000 0.06000000 0.06000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 3284250.97000000 59337.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) 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 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 19.65000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 41657.86000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 1654.19000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 74666.56000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 638.62000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 111553.77000000 230190.65000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 4152349.34000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 87430967.06000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 4357048.21000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 155697469.28000000 251637833.89000000 N 1162729830.05000000 0.00000000 N N N First Trust Industrials/Producer Durables AlphaDEX Fund S000017701 5493008AE9LL1V8KK557 N 0 0 0 Exchange-Traded Fund N Y 0.00000000 -0.54000000 0.10000000 0.10000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 987353.97000000 2828.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) 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 513.42000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 2720.32000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 557.79000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 94859.29000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 95847.86000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 2777.77000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 147872.91000000 345149.36000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 341536305.21000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 273465902.88000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 821016441.69000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 6067895.96000000 HRT FINANCIAL LP 008-68430 000152144 21380037YFKONTT23854 62058542.06000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 251450744.33000000 1755595832.13000000 N 1718468130.88000000 0.00000000 N N N First Trust Multi Cap Growth AlphaDEX Fund S000017343 549300THNFTKZRPG1N41 N 0 0 0 Exchange-Traded Fund N Y -0.01000000 -0.55000000 0.06000000 0.06000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 2096853.03000000 37612.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) 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 15373.93000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 133.86000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 31219.42000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 793.45000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 92.43000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 39.90000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 51608.95000000 99261.94000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 15495910.82000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 130764831.23000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 10487483.13000000 156748225.18000000 N 222958219.54000000 0.00000000 N N N First Trust Energy AlphaDEX Fund S000017698 549300FP3GJL1GH4RT40 N 0 0 0 Exchange-Traded Fund N Y -0.45000000 -1.52000000 0.26000000 0.26000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 5549086.39000000 64092.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) 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 37038.75000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 15223.09000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 910.00000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 768.79000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 116583.88000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 280339.14000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 545.03000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 564.20000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 215.56000000 452188.44000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 429352230.90000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 817614820.55000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 145840035.92000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 221936071.36000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 250000809.67000000 UBS SECURITIES LLC 008-22651 000007654 T6FIZBDPKLYJKFCRVK44 108088430.79000000 HRT FINANCIAL LP 008-68430 000152144 21380037YFKONTT23854 26840751.27000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 160988771.36000000 2160661921.82000000 N 899595327.71000000 0.00000000 N N N First Trust Large Cap Value AlphaDEX Fund S000017340 5493008TDT3CF26ATW42 N 0 0 0 Exchange-Traded Fund N Y -0.02000000 -0.61000000 0.06000000 0.06000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 2664938.08000000 14662.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) 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 3564.36000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 123438.48000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 630.85000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 650.18000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 91819.51000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 1003.77000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 1593.93000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 49060.16000000 271761.24000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 505515452.36000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 6594625.12000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 130078611.80000000 CitiGroup Global Markets Inc. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 421161696.00000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 24257612.43000000 1087607997.71000000 N 1142906964.38000000 0.00000000 N N N First Trust Financials AlphaDEX Fund S000017699 549300RVOY34XNQ51513 N 0 0 0 Exchange-Traded Fund N Y -0.02000000 -0.59000000 0.07000000 0.07000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 8667450.63000000 165723.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) 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)) 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 1617.30000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 1501.05000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 112516.10000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 81128.76000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 51.16000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 2994.40000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 124215.40000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 125554.04000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 196.61000000 449774.82000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 26831250.84000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 299544423.02000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 180370850.22000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 485183803.63000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 284128693.32000000 1276059021.03000000 N 1396113777.26000000 0.00000000 N N N First Trust Health Care AlphaDEX Fund S000017700 5493009VIGFPXQC5HK94 N 0 0 0 Exchange-Traded Fund N Y -0.03000000 -0.58000000 0.07000000 0.07000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 1923893.19000000 6449.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) 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 436.98000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 2247.18000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 175252.67000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 53987.13000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 2502.07000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 70750.02000000 305176.05000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 187180315.06000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 90694254.76000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 60435362.29000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 6190963.13000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 65669153.86000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 16293251.61000000 426463300.71000000 N 1512324504.52000000 0.00000000 N N N First Trust Mid Cap Value AlphaDEX Fund S000031805 549300E5JZJMI707IP13 N 0 0 0 Exchange-Traded Fund N Y -0.03000000 -0.73000000 0.07000000 0.07000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 1554772.34000000 6325.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) 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 186.93000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 20029.72000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 54.69000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 27628.80000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 38178.34000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 113.89000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 955.44000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 119.71000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 610.48000000 87878.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 283925777.82000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 13505292.76000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 29564154.97000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 124336231.69000000 451331457.24000000 N 196346566.09000000 0.00000000 N N N First Trust Small Cap Growth AlphaDEX Fund S000031806 549300DVVN2X7XIAVJ10 N 0 0 0 Exchange-Traded Fund N Y -0.07000000 -0.67000000 0.09000000 0.09000000 N N Y N N BNY Mellon HPFHU0OQ28E4N0NFVK49 N N Revenue sharing split 5653838.16000000 98209.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-4 (17 CFR 270.12d1-4) 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 142434.30000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 4116.33000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 1.81000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 41924.97000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 314.36000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 431.12000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 120351.39000000 309574.28000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 113658815.14000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 52124709.61000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 36390007.81000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 3619287.92000000 BNP PARIBAS SECURITIES CORP. 008-32682 000015794 RCNB6OTYUAMMP879YW96 12842155.92000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 71280174.10000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 10704478.76000000 300619629.26000000 N 292360289.53000000 0.00000000 N N N First Trust Materials AlphaDEX Fund S000017702 549300R1WBC31SR6V464 N 0 0 0 Exchange-Traded Fund N Y -0.08000000 -0.78000000 0.22000000 0.22000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 786839.23 2806.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) 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 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 34847.92000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 200.00000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 213.66000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 609.92000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 2391.66000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 30330.79000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 193202.28000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 400.00000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 1081.16000000 263277.39000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 511250669.37000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 1130029070.25000000 HRT FINANCIAL LP 008-68430 000152144 21380037YFKONTT23854 160935790.54000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 523073999.78000000 UBS SECURITIES LLC 008-22651 000007654 T6FIZBDPKLYJKFCRVK44 110556321.68000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 201452676.36000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 119019870.44000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 22867480.59000000 2779185879.01000000 N 972951550.94000000 0.00000000 N N N First Trust Small Cap Core AlphaDEX Fund S000017339 549300SXYG0HEYYRE655 N 0 0 0 Exchange-Traded Fund N Y -0.02000000 -0.58000000 0.07000000 0.07000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 11182416.88000000 140818.00000000 Rule 6c-11 (17 CFR 270.6c-11) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) 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 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 145577.86000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 1223.40000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 206058.60000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 335563.57000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 651.90000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 3.90000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 3340.84000000 692420.07000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 62578808.96000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 49332785.52000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 103936977.26000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 389855150.74000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 4685555.47000000 610389277.95000000 N 896364652.75000000 0.00000000 N N N First Trust Consumer Staples AlphaDEX Fund S000017697 549300QT3GGKQPIIB521 N 0 0 0 Exchange-Traded Fund N Y 0.28000000 -0.47000000 0.28000000 0.28000000 Y N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 1809636.67000000 9310.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) 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 40994.17000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 111.99000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 143.83000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 17682.29000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 70523.70000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 661.32000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 881.52000000 130998.82000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 190106463.55000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 56166573.68000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 297316408.75000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 76818936.28000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 6493391.56000000 626901773.82000000 N 392084370.29000000 0.00000000 N N N First Trust Utilities AlphaDEX Fund S000017704 549300ZG55GZ71RZK378 N 0 0 0 Exchange-Traded Fund N Y -0.12000000 -0.88000000 0.17000000 0.17000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 203743.31000000 1649.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) 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 7370.03000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 9687.44000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 242.48000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 77.84000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 277.06000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 33125.39000000 50780.24000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 75204738.39000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 112836120.53000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 35200930.65000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 13144218.03000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 16543735.02000000 252929742.62000000 N 243039942.52000000 0.00000000 N N N First Trust Multi Cap Value AlphaDEX Fund S000017342 5493002CCQ58JV668U78 N 0 0 0 Exchange-Traded Fund N Y 0.06000000 -0.63000000 0.07000000 0.07000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 815730.83000000 7985.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) 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 112.48000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 134.56000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 82.82000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 184.86000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 16175.33000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 11.50000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 29846.58000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 14882.52000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 734.79000000 62165.44000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 37912299.21000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 57130772.67000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 7265658.99000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 14684501.92000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 73550700.20000000 190543932.99000000 N 164881556.89000000 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 -0.60000000 0.07000000 0.07000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 10971211.18000000 83009.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) 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 713.36000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 2352.71000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 81541.69000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 776.27000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 588.75000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 192423.40000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 1044.57000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 2795.34000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 138108.14000000 420344.23000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 76089071.67000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 43953899.05000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 430246196.80000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 9665729.58000000 559954897.10000000 N 1005658982.32000000 0.00000000 N N N First Trust Large Cap Growth AlphaDEX Fund S000017341 549300VT0JCDY0GNZJ32 N 0 0 0 Exchange-Traded Fund N Y 0.04000000 -0.47000000 0.06000000 0.06000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 5566222.91000000 108610.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) 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 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 174.07000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 38132.81000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 85699.75000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 13.82000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 115502.65000000 239523.10000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 145300471.95000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 5584299.73000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 143424196.06000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 26605472.68000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 73740032.03000000 394654472.45000000 N 1113918562.92000000 0.00000000 N N N First Trust Consumer Discretionary AlphaDEX Fund S000017696 549300KKKIV5V4SB1F02 N 0 0 0 Exchange-Traded Fund N Y 0.05000000 -0.44000000 0.09000000 0.09000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 23820330.84000000 209502.00000000 Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) 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 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 11.94000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 10926.46000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 292.24000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 123873.64000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 298938.28000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 7.32000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 2137.17000000 436187.05000000 HRT FINANCIAL LP 008-68430 000152144 21380037YFKONTT23854 103705210.79000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 1200360936.52000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 940341735.53000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 219803997.92000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 75874655.45000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 8137942.74000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 355469451.36000000 2903693930.31000000 N 1414367105.45000000 0.00000000 N N N First Trust Small Cap Value AlphaDEX Fund S000031807 54930003QOOB1QPHFY28 N 0 0 0 Exchange-Traded Fund N Y -0.04000000 -0.72000000 0.07000000 0.07000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 1698691.29000000 36906.00000000 Rule 12d1-4 (17 CFR 270.12d1-4) 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 152.65000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 491.18000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 207.67000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 46527.62000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 39554.71000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 96397.13000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 254.52000000 183585.48000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 31849463.95000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 55161304.89000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 76644996.11000000 J.P. Morgan Securities LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 118892531.52000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 32849945.78000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 2603558.10000000 318001800.35000000 N 238181013.60000000 0.00000000 N N N First Trust Technology AlphaDEX Fund S000017703 549300TO803NY738YI90 N 0 0 0 Exchange-Traded Fund N Y 0.02000000 -0.48000000 0.13000000 0.13000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 6227596.06000000 101607.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 6c-11 (17 CFR 270.6c-11) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) 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 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 1555.20000000 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 4077.18000000 CANTOR FITZGERALD & CO. 008-00201 000000134 5493004J7H4GCPG6OB62 255128.24000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 12280.69000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 151631.83000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 231.57000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 143457.78000000 568362.49000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 43426608.10000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 151357387.53000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 660418691.31000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 468522500.84000000 HRT FINANCIAL LP 008-68430 000152144 21380037YFKONTT23854 6416210.26000000 ABN AMRO Clearing Chicago LLC 008-34354 000014020 549300U16G4LU3V6C598 122909825.35000000 1453051223.39000000 N 1901603562.37000000 0.00000000 N N N First Trust Mid Cap Growth AlphaDEX Fund S000031804 549300YH33LXOKDV8X75 N 0 0 0 Exchange-Traded Fund N Y -0.06000000 -0.65000000 0.09000000 0.09000000 N N Y N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 N N Revenue sharing split 5360484.14000000 60391.00000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 12d1-4 (17 CFR 270.12d1-4) 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 SG AMERICAS SECURITIES LLC 008-66125 000128351 549300F35UE0BOM1WJ55 18.76000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 67907.45000000 J.P. MORGAN SECURITIES LLC 008-35008 000000079 ZBUT11V806EZRVTWT807 589.75000000 RBC CAPITAL MARKETS, LLC 008-45411 000031194 549300LCO2FLSSVFFR64 433.12000000 CITIGROUP GLOBAL MARKETS INC. 008-08177 000007059 MBNUM2BPBDO7JBLYG310 593.47000000 BTIG, LLC 008-65473 000122225 549300GTG9PL6WO3EC51 21892.46000000 SUSQUEHANNA FINANCIAL GROUP, LLLP 008-44325 000035865 549300E8QX0ZMRDC2M81 108128.22000000 199563.23000000 GOLDMAN SACHS & CO. LLC 008-00129 000000361 FOR8UP27PHTHYVLBNG30 22101468.03000000 BOFA SECURITIES, INC. 008-69787 000283942 549300HN4UKV1E2R3U73 42678895.07000000 RBC CAPITAL MARKETS LLC 008-45411 000031194 549300LCO2FLSSVFFR64 13001666.76000000 CITADEL SECURITIES LLC 008-53574 000116797 12UUJYTN7D3SW8KCSG25 112803692.56000000 190585722.42000000 N 370101074.67000000 0.00000000 N N N First Trust Large Cap Core AlphaDEX Fund S000017337 Y 50000.00000000 0.17000000 0.08000000 99.83000000 0.08000000 0.16000000 0.10000000 99.84000000 0.10000000 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 Industrials/Producer Durables AlphaDEX Fund S000017701 Y 50000.00000000 0.10000000 0.23000000 99.90000000 0.23000000 0.13000000 0.16000000 99.87000000 0.16000000 0.00000000 501.96000000 0.00000000 0.00000000 501.96000000 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 0.18000000 0.06000000 99.82000000 0.06000000 0.20000000 0.07000000 99.80000000 0.07000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 0.00000000 Y First Trust Energy AlphaDEX Fund S000017698 Y 50000.00000000 1.27000000 2.11000000 98.73000000 2.11000000 0.55000000 0.34000000 99.45000000 0.34000000 0.00000000 500.79000000 0.00000000 0.00000000 500.79000000 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 0.18000000 0.10000000 99.82000000 0.10000000 -0.34000000 0.30000000 100.34000000 0.30000000 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 Financials AlphaDEX Fund S000017699 Y 50000.00000000 0.40000000 0.45000000 99.60000000 0.45000000 0.49000000 0.70000000 99.51000000 0.70000000 0.00000000 1000.63000000 0.00000000 0.00000000 1000.63000000 0.00000000 0.00000000 982.73000000 0.00000000 0.00000000 982.73000000 0.00000000 Y First Trust Health Care AlphaDEX Fund S000017700 Y 50000.00000000 0.08000000 0.14000000 99.92000000 0.14000000 -0.11000000 0.45000000 100.11000000 0.45000000 0.00000000 501.22000000 0.00000000 0.00000000 501.22000000 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 0.16000000 99.75000000 0.16000000 -0.16000000 0.29000000 100.16000000 0.29000000 0.00000000 1001.39000000 0.00000000 0.00000000 1001.39000000 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 0.10000000 0.12000000 99.90000000 0.12000000 0.13000000 0.10000000 99.87000000 0.10000000 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 1.25000000 0.76000000 98.75000000 0.76000000 0.42000000 0.30000000 99.58000000 0.30000000 0.00000000 500.30000000 0.00000000 0.00000000 500.30000000 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 0.20000000 0.08000000 99.80000000 0.08000000 -0.23000000 0.14000000 100.23000000 0.14000000 0.00000000 1500.00000000 0.00000000 0.00000000 1500.00000000 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 0.13000000 0.08000000 99.87000000 0.08000000 0.13000000 0.09000000 99.87000000 0.09000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 0.00000000 500.00000000 0.00000000 Y First Trust Utilities AlphaDEX Fund S000017704 Y 50000.00000000 0.25000000 0.12000000 99.75000000 0.12000000 0.32000000 0.16000000 99.68000000 0.16000000 0.00000000 502.46000000 0.00000000 0.00000000 502.46000000 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 0.23000000 0.14000000 99.77000000 0.14000000 -0.03000000 0.29000000 100.03000000 0.29000000 0.00000000 1503.13000000 0.00000000 0.00000000 1503.13000000 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 0.21000000 0.25000000 99.79000000 0.25000000 1.84000000 0.60000000 98.16000000 0.60000000 0.00000000 1003.33000000 0.00000000 0.00000000 1003.33000000 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 0.13000000 0.12000000 99.87000000 0.12000000 0.12000000 0.07000000 99.88000000 0.07000000 0.00000000 1005.56000000 0.00000000 0.00000000 1005.56000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 Y First Trust Consumer Discretionary AlphaDEX Fund S000017696 Y 50000.00000000 0.11000000 0.13000000 99.89000000 0.13000000 0.20000000 0.29000000 99.80000000 0.29000000 0.00000000 1001.35000000 0.00000000 0.00000000 1001.35000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 Y First Trust Small Cap Value AlphaDEX Fund S000031807 Y 50000.00000000 0.18000000 0.08000000 99.82000000 0.08000000 -0.01000000 0.21000000 100.01000000 0.21000000 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 Technology AlphaDEX Fund S000017703 Y 50000.00000000 0.06000000 0.03000000 99.94000000 0.03000000 0.07000000 0.23000000 99.93000000 0.23000000 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 Mid Cap Growth AlphaDEX Fund S000031804 Y 50000.00000000 0.06000000 0.05000000 99.94000000 0.05000000 0.11000000 0.15000000 99.89000000 0.15000000 0.00000000 1008.33000000 0.00000000 0.00000000 1008.33000000 0.00000000 0.00000000 1000.00000000 0.00000000 0.00000000 1000.00000000 0.00000000 Y true false true false false false