| Form N-CEN Filer Information |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM N-CEN ANNUAL REPORT FOR REGISTERED INVESTMENT COMPANIES | OMB APPROVAL |
| OMB Number: 3235-0729 Estimated average burden hours per response: 19.04 |
| Filer CIK | 0001383496 |
| Filer CCC |
********
|
| Filer Investment Company Type | Form N-1A Filer (Mutual Fund) |
| Is this a LIVE or TEST Filing? | 
LIVE
TEST
|
| Is this an electronic copy of an official filing submitted in paper format? |  |
| Would you like a Return Copy? | |
Submission Contact Information | |
| Name | |
| Phone | |
| E-Mail Address |
Notification Information |
| Notify via Filing Website only? | |
| Series ID | S000017337 |
| Class ID | C000047995 |
| Series ID | S000017701 |
| Class ID | C000048901 |
| Series ID | S000017343 |
| Class ID | C000048001 |
| Series ID | S000017698 |
| Class ID | C000048898 |
| Series ID | S000017340 |
| Class ID | C000047998 |
| Series ID | S000017699 |
| Class ID | C000048899 |
| Series ID | S000017700 |
| Class ID | C000048900 |
| Series ID | S000031805 |
| Class ID | C000099060 |
| Series ID | S000031806 |
| Class ID | C000099061 |
| Series ID | S000017702 |
| Class ID | C000048902 |
| Series ID | S000017339 |
| Class ID | C000047997 |
| Series ID | S000017697 |
| Class ID | C000048897 |
| Series ID | S000017704 |
| Class ID | C000048904 |
| Series ID | S000017342 |
| Class ID | C000048000 |
| Series ID | S000017338 |
| Class ID | C000047996 |
| Series ID | S000017341 |
| Class ID | C000047999 |
| Series ID | S000017696 |
| Class ID | C000048896 |
| Series ID | S000031807 |
| Class ID | C000099062 |
| Series ID | S000017703 |
| Class ID | C000048903 |
| Series ID | S000031804 |
| Class ID | C000099059 |
| a. Report for period ending: | 2023-07-31 |
| b. Does this report cover a period of less than 12 months? |
Yes
No
|
| a. Full name of Registrant | First Trust Exchange-Traded AlphaDEX Fund |
| b. Investment Company Act file number ( e.g., 811-) | 811-22019 |
| c. CIK | 0001383496 |
| d. LEI | 549300PGRVU1P76W4537 |
| a. Street 1 | 120 East Liberty Drive |
| Street 2 | Suite 400 |
| b. City | Wheaton |
| c. State, if applicable |
ILLINOIS
|
| d. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| e. Zip code and zip code extension, or foreign postal code | 60187 |
| f. Telephone number (including country code if foreign) | 630-765-8000 |
| g. Public Website, if any | https://www.ftportfolios.com/ |
| Instruction. Provide the requested information for each person maintaining physical possession of each account, book, or other document required to be maintained by section 31(a) of the Act (15 U.S.C. 80a-30(a)) and the rules under that section. |
| Location books Record: 1 | |
| a. Name of person (e.g., a custodian of records) | The Bank of New York Mellon |
| b. Street 1 | 240 Greenwich Street |
| Street 2 | |
| c. City | New York |
| d. State, if applicable |
NEW YORK
|
| e. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| f. Zip code and zip code extension, or foreign postal code | 10286 |
| g. Telephone number (including country code if foreign) | 1-212-495-1784 |
| h. Briefly describe the books and records kept at this location: | Records related to Fund Accounting, Custody, Transfer Agent, and Administration. |
| Location books Record: 2 | |
| a. Name of person (e.g., a custodian of records) | First Trust Advisors L.P. |
| b. Street 1 | 120 East Liberty Drive |
| Street 2 | Suite 400 |
| c. City | Wheaton |
| d. State, if applicable |
ILLINOIS
|
| e. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| f. Zip code and zip code extension, or foreign postal code | 60187 |
| g. Telephone number (including country code if foreign) | 630-765-8000 |
| h. Briefly describe the books and records kept at this location: | Records related to the registrant and investment adviser. |
| Instruction. Respond "yes" to Item B.4.b only if the Registrant has filed an application to deregister or will file an application to deregister before its next required filing on this form. |
| a. Is this the first filing on this form by the Registrant? |
Yes
No
|
| b. Is this the last filing on this form by the Registrant? |
Yes
No
|
| Instruction. "Family of investment companies" means, except for insurance company separate accounts, any two or more registered investment companies that (i) share the same investment adviser or principal underwriter; and (ii) hold themselves out to investors as related companies for purposes of investment and investor services.In responding to this item, all Registrants in the family of investment companies should report the name of the family of investment companies identically. |
| Insurance company separate accounts that may not hold themselves out to investors as related companies (products) for purposes of investment and investor services should consider themselves part of the same family if the operational or accounting or control systems under which these entities function are substantially similar. |
| a. Is the Registrant part of a family of investment companies? |
Yes
No
|
| i. Full name of family of investment companies | First Trust Advisors L.P. |
| Instruction. For Item B.6.a.i., the Registrant should include all Series that have been established by the Registrant and have shares outstanding (other than shares issued in connection with an initial investment to satisfy section 14(a) of the Act). |
| Indicate the classification of the Registrant by checking the applicable item below. |
| i. Total number of Series of the Registrant | 20 |
| Is the Registrant the issuer of a class of securities registered under the Securities Act of 1933 ("Securities Act")? |
Yes
No
|
| Provide the information requested below about each person serving as director of the Registrant (management investment companies only): |
| Director Record: 1 | |
| a. Full Name | Robert F. Keith |
| b. CRD number, if any | N/A |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? |
Yes
No
|
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | 811-22442 |
| File Number Record: 2 | |
| File Number Record: | 811-22452 |
| File Number Record: 3 | |
| File Number Record: | 811-21549 |
| File Number Record: 4 | |
| File Number Record: | 811-22902 |
| File Number Record: 5 | |
| File Number Record: | 811-22709 |
| File Number Record: 6 | |
| File Number Record: | 811-22652 |
| File Number Record: 7 | |
| File Number Record: | 811-21905 |
| File Number Record: 8 | |
| File Number Record: | 811-23147 |
| File Number Record: 9 | |
| File Number Record: | 811-21539 |
| File Number Record: 10 | |
| File Number Record: | 811-22519 |
| File Number Record: 11 | |
| File Number Record: | 811-22767 |
| File Number Record: 12 | |
| File Number Record: | 811-22039 |
| File Number Record: 13 | |
| File Number Record: | 811-21496 |
| File Number Record: 14 | |
| File Number Record: | 811-21586 |
| File Number Record: 15 | |
| File Number Record: | 811-22528 |
| File Number Record: 16 | |
| File Number Record: | 811-22559 |
| File Number Record: 17 | |
| File Number Record: | 811-21727 |
| File Number Record: 18 | |
| File Number Record: | 811-22738 |
| File Number Record: 19 | |
| File Number Record: | 811-23072 |
| File Number Record: 20 | |
| File Number Record: | 811-21636 |
| File Number Record: 21 | |
| File Number Record: | 811-22245 |
| File Number Record: 22 | |
| File Number Record: | 811-22795 |
| File Number Record: 23 | |
| File Number Record: | 811-23565 |
| File Number Record: 24 | |
| File Number Record: | 811-21944 |
| File Number Record: 25 | |
| File Number Record: | 811-22717 |
| File Number Record: 26 | |
| File Number Record: | 811-21774 |
| Director Record: 2 | |
| a. Full Name | Niel B. Nielson |
| b. CRD number, if any | N/A |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? |
Yes
No
|
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | 811-21586 |
| File Number Record: 2 | |
| File Number Record: | 811-22039 |
| File Number Record: 3 | |
| File Number Record: | 811-21539 |
| File Number Record: 4 | |
| File Number Record: | 811-21496 |
| File Number Record: 5 | |
| File Number Record: | 811-22717 |
| File Number Record: 6 | |
| File Number Record: | 811-23147 |
| File Number Record: 7 | |
| File Number Record: | 811-22902 |
| File Number Record: 8 | |
| File Number Record: | 811-22452 |
| File Number Record: 9 | |
| File Number Record: | 811-22767 |
| File Number Record: 10 | |
| File Number Record: | 811-22245 |
| File Number Record: 11 | |
| File Number Record: | 811-22738 |
| File Number Record: 12 | |
| File Number Record: | 811-22519 |
| File Number Record: 13 | |
| File Number Record: | 811-22528 |
| File Number Record: 14 | |
| File Number Record: | 811-23072 |
| File Number Record: 15 | |
| File Number Record: | 811-21727 |
| File Number Record: 16 | |
| File Number Record: | 811-22709 |
| File Number Record: 17 | |
| File Number Record: | 811-21549 |
| File Number Record: 18 | |
| File Number Record: | 811-21944 |
| File Number Record: 19 | |
| File Number Record: | 811-21774 |
| File Number Record: 20 | |
| File Number Record: | 811-22442 |
| File Number Record: 21 | |
| File Number Record: | 811-21905 |
| File Number Record: 22 | |
| File Number Record: | 811-21636 |
| File Number Record: 23 | |
| File Number Record: | 811-22652 |
| File Number Record: 24 | |
| File Number Record: | 811-23565 |
| File Number Record: 25 | |
| File Number Record: | 811-22559 |
| File Number Record: 26 | |
| File Number Record: | 811-22795 |
| Director Record: 3 | |
| a. Full Name | Richard E. Erickson |
| b. CRD number, if any | N/A |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? |
Yes
No
|
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | 811-21549 |
| File Number Record: 2 | |
| File Number Record: | 811-22717 |
| File Number Record: 3 | |
| File Number Record: | 811-21905 |
| File Number Record: 4 | |
| File Number Record: | 811-22902 |
| File Number Record: 5 | |
| File Number Record: | 811-22039 |
| File Number Record: 6 | |
| File Number Record: | 811-23072 |
| File Number Record: 7 | |
| File Number Record: | 811-21774 |
| File Number Record: 8 | |
| File Number Record: | 811-21944 |
| File Number Record: 9 | |
| File Number Record: | 811-22767 |
| File Number Record: 10 | |
| File Number Record: | 811-22442 |
| File Number Record: 11 | |
| File Number Record: | 811-23565 |
| File Number Record: 12 | |
| File Number Record: | 811-22452 |
| File Number Record: 13 | |
| File Number Record: | 811-22528 |
| File Number Record: 14 | |
| File Number Record: | 811-21496 |
| File Number Record: 15 | |
| File Number Record: | 811-21539 |
| File Number Record: 16 | |
| File Number Record: | 811-22519 |
| File Number Record: 17 | |
| File Number Record: | 811-21727 |
| File Number Record: 18 | |
| File Number Record: | 811-22738 |
| File Number Record: 19 | |
| File Number Record: | 811-22709 |
| File Number Record: 20 | |
| File Number Record: | 811-21636 |
| File Number Record: 21 | |
| File Number Record: | 811-21586 |
| File Number Record: 22 | |
| File Number Record: | 811-22559 |
| File Number Record: 23 | |
| File Number Record: | 811-22795 |
| File Number Record: 24 | |
| File Number Record: | 811-22652 |
| File Number Record: 25 | |
| File Number Record: | 811-22245 |
| File Number Record: 26 | |
| File Number Record: | 811-23147 |
| Director Record: 4 | |
| a. Full Name | Denise M. Keefe |
| b. CRD number, if any | N/A |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? |
Yes
No
|
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | 811-21586 |
| File Number Record: 2 | |
| File Number Record: | 811-21905 |
| File Number Record: 3 | |
| File Number Record: | 811-23565 |
| File Number Record: 4 | |
| File Number Record: | 811-22902 |
| File Number Record: 5 | |
| File Number Record: | 811-21539 |
| File Number Record: 6 | |
| File Number Record: | 811-22245 |
| File Number Record: 7 | |
| File Number Record: | 811-22559 |
| File Number Record: 8 | |
| File Number Record: | 811-22442 |
| File Number Record: 9 | |
| File Number Record: | 811-21496 |
| File Number Record: 10 | |
| File Number Record: | 811-21636 |
| File Number Record: 11 | |
| File Number Record: | 811-21774 |
| File Number Record: 12 | |
| File Number Record: | 811-23072 |
| File Number Record: 13 | |
| File Number Record: | 811-22738 |
| File Number Record: 14 | |
| File Number Record: | 811-22709 |
| File Number Record: 15 | |
| File Number Record: | 811-23147 |
| File Number Record: 16 | |
| File Number Record: | 811-21549 |
| File Number Record: 17 | |
| File Number Record: | 811-22767 |
| File Number Record: 18 | |
| File Number Record: | 811-22652 |
| File Number Record: 19 | |
| File Number Record: | 811-22452 |
| File Number Record: 20 | |
| File Number Record: | 811-22519 |
| File Number Record: 21 | |
| File Number Record: | 811-22795 |
| File Number Record: 22 | |
| File Number Record: | 811-22528 |
| File Number Record: 23 | |
| File Number Record: | 811-22039 |
| File Number Record: 24 | |
| File Number Record: | 811-21944 |
| File Number Record: 25 | |
| File Number Record: | 811-22717 |
| File Number Record: 26 | |
| File Number Record: | 811-21727 |
| Director Record: 5 | |
| a. Full Name | Thomas R. Kadlec |
| b. CRD number, if any | 001721772 |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? |
Yes
No
|
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | 811-22738 |
| File Number Record: 2 | |
| File Number Record: | 811-21905 |
| File Number Record: 3 | |
| File Number Record: | 811-22452 |
| File Number Record: 4 | |
| File Number Record: | 811-21496 |
| File Number Record: 5 | |
| File Number Record: | 811-22902 |
| File Number Record: 6 | |
| File Number Record: | 811-22039 |
| File Number Record: 7 | |
| File Number Record: | 811-22652 |
| File Number Record: 8 | |
| File Number Record: | 811-21944 |
| File Number Record: 9 | |
| File Number Record: | 811-23565 |
| File Number Record: 10 | |
| File Number Record: | 811-22717 |
| File Number Record: 11 | |
| File Number Record: | 811-23147 |
| File Number Record: 12 | |
| File Number Record: | 811-21774 |
| File Number Record: 13 | |
| File Number Record: | 811-22709 |
| File Number Record: 14 | |
| File Number Record: | 811-22519 |
| File Number Record: 15 | |
| File Number Record: | 811-22442 |
| File Number Record: 16 | |
| File Number Record: | 811-21727 |
| File Number Record: 17 | |
| File Number Record: | 811-23072 |
| File Number Record: 18 | |
| File Number Record: | 811-22559 |
| File Number Record: 19 | |
| File Number Record: | 811-21586 |
| File Number Record: 20 | |
| File Number Record: | 811-22528 |
| File Number Record: 21 | |
| File Number Record: | 811-21636 |
| File Number Record: 22 | |
| File Number Record: | 811-22245 |
| File Number Record: 23 | |
| File Number Record: | 811-21539 |
| File Number Record: 24 | |
| File Number Record: | 811-22795 |
| File Number Record: 25 | |
| File Number Record: | 811-22767 |
| File Number Record: 26 | |
| File Number Record: | 811-21549 |
| Director Record: 6 | |
| a. Full Name | James A. Bowen |
| b. CRD number, if any | 001123316 |
| c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? |
Yes
No
|
| d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-) | |
| File Number Record: 1 | |
| File Number Record: | 811-22738 |
| File Number Record: 2 | |
| File Number Record: | 811-23147 |
| File Number Record: 3 | |
| File Number Record: | 811-22902 |
| File Number Record: 4 | |
| File Number Record: | 811-22452 |
| File Number Record: 5 | |
| File Number Record: | 811-21727 |
| File Number Record: 6 | |
| File Number Record: | 811-21496 |
| File Number Record: 7 | |
| File Number Record: | 811-21549 |
| File Number Record: 8 | |
| File Number Record: | 811-21586 |
| File Number Record: 9 | |
| File Number Record: | 811-22442 |
| File Number Record: 10 | |
| File Number Record: | 811-22245 |
| File Number Record: 11 | |
| File Number Record: | 811-21539 |
| File Number Record: 12 | |
| File Number Record: | 811-22519 |
| File Number Record: 13 | |
| File Number Record: | 811-23565 |
| File Number Record: 14 | |
| File Number Record: | 811-21636 |
| File Number Record: 15 | |
| File Number Record: | 811-22528 |
| File Number Record: 16 | |
| File Number Record: | 811-21774 |
| File Number Record: 17 | |
| File Number Record: | 811-22767 |
| File Number Record: 18 | |
| File Number Record: | 811-22039 |
| File Number Record: 19 | |
| File Number Record: | 811-21944 |
| File Number Record: 20 | |
| File Number Record: | 811-22652 |
| File Number Record: 21 | |
| File Number Record: | 811-22559 |
| File Number Record: 22 | |
| File Number Record: | 811-22717 |
| File Number Record: 23 | |
| File Number Record: | 811-23072 |
| File Number Record: 24 | |
| File Number Record: | 811-22709 |
| File Number Record: 25 | |
| File Number Record: | 811-22795 |
| File Number Record: 26 | |
| File Number Record: | 811-21905 |
| Provide the information requested below about each person serving as chief compliance officer of the Registrant for purposes of rule 38a-1 (17 CFR 270.38a- 1): |
| Chief compliance officer Record: 1 | |
| a. Full Name | Kristi A. Maher |
| b. CRD Number, if any | N/A |
| c. Street Address 1 | 120 East Liberty Drive, Suite 400 |
| Street Address 2 | |
| d. City | Wheaton |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Zip code and zip code extension, or foreign postal code | 60187 |
| h. Telephone number (including country code if foreign) | XXXXXX |
| i. Has the chief compliance officer changed since the last filing? |
Yes
No
|
| If the chief compliance officer is compensated or employed by any person other than the Registrant, or an affiliated person of the Registrant, for providing chief compliance officer services, provide: |
| CCO employer Record: 1 | |
| i. Name of the person | N/A |
| ii. Person's IRS Employer Identification Number | N/A |
| Instruction. Registrants registered on Forms N-3, N-4 or N-6, should respond "yes" to this Item only if security holder votes were solicited on contract-level matters. |
| Were any matters submitted by the Registrant for its security holders' vote during the reporting period? |
Yes
No
|
| Instruction. For purposes of this Item, the following proceedings should be described: (1) any bankruptcy, receivership or similar proceeding with respect to the Registrant or any of its significant subsidiaries; (2) any proceeding to which any director, officer or other affiliated person of the Registrant is a party adverse to the Registrant or any of its subsidiaries; and (3) any proceeding involving the revocation or suspension of the right of the Registrant to sell securities. |
| a. Have there been any material legal proceedings, other than routine litigation incidental to the business, to which the Registrant or any of its subsidiaries was a party or of which any of their property was the subject during the reporting period? |
Yes
No
|
| If yes, include the attachment required by Item G.1.a.i. |
| i. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved: |
| Legal proceeding series info Record: 1 | |
| 1. Series name | First Trust Small Cap Growth AlphaDEX Fund |
| 2. Series identification number | S000031806 |
| Legal proceeding series info Record: 2 | |
| 1. Series name | First Trust Small Cap Core AlphaDEX Fund |
| 2. Series identification number | S000017339 |
| Legal proceeding series info Record: 3 | |
| 1. Series name | First Trust Small Cap Value AlphaDEX Fund |
| 2. Series identification number | S000031807 |
| b. Has any proceeding previously reported been terminated? |
Yes
No
|
| a. Were any claims with respect to the Registrant filed under a fidelity bond (including, but not limited to, the fidelity insuring agreement of the bond) during the reporting period? |
Yes
No
|
| a. Are the Registrant's officers or directors covered in their capacities as officers or directors under any directors and officers/errors and omissions insurance policy owned by the Registrant or anyone else? |
Yes
No
|
| i. If yes, were any claims filed under the policy during the reporting period with respect to the Registrant? |
Yes
No
|
| Instruction. For purposes of this Item, a provision of financial support includes any (1) capital contribution, (2) purchase of a security from a Money Market Fund in reliance on rule 17a-9 under the Act (17 CFR 270.17a-9), (3) purchase of any defaulted or devalued security at fair value reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio, (4) execution of letter of credit or letter of indemnity, (5) capital support agreement (whether or not the Registrant ultimately received support), (6) performance guarantee, or (7) other similar action reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. Provision of financial support does not include any (1) routine waiver of fees or reimbursement of Registrant's expenses, (2) routine inter-fund lending, (3) routine inter-fund purchases of Registrant's shares, or (4) action that would qualify as financial support as defined above, that the board of directors has otherwise determined not to be reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. |
| Did an affiliated person, promoter, or principal underwriter of the Registrant, or an affiliated person of such a person, provide any form of financial support to the Registrant during the reporting period? |
Yes
No
|
| a. During the reporting period, did the Registrant rely on any orders from the Commission granting an exemption from one or more provisions of the Act, Securities Act or Exchange Act? |
Yes
No
|
| a. Provide the information requested below about each principal underwriter: |
| Principal underwriter Record: 1 | |
| i. Full name | First Trust Portfolios L.P. |
| ii. SEC file number (e.g., 8-) | 008-43843 |
| iii. CRD number | 000028519 |
| iv. LEI, if any | 54930062T84Z5CXY1C58 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Is the principal underwriter an affiliated person of the Registrant, or its investment adviser(s) or depositor? |
Yes
No
|
| b. Have any principal underwriters been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about eachthe independent public accountant: |
| Public accountant Record: 1 | |
| a. Full Name | Deloitte & Touche LLP |
| b. PCAOB Number | 34 |
| c. LEI, if any | 549300FJV7IV1ZHGAV28 |
| d. State, if applicable |
ILLINOIS
|
| e. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| f. Has the independent public accountant changed since the last filing? |
Yes
No
|
| Instruction. Small business investment companies are not required to respond to this item. |
| For the reporting period, did an independent public accountant's report on internal control note any material weaknesses? |
Yes
No
|
| For the reporting period, did an independent public accountant issue an opinion other than an unqualified opinion with respect to its audit of the Registrant's financial statements? |
Yes
No
|
| Instruction. Responses to this item need not include changes to valuation techniques used for individual securities (e.g., changing from market approach to income approach for a private equity security). In responding to Item B.20.c., provide the applicable "asset type" category specified in Item C.4.a. of Form N-PORT. In responding to Item B.20.d., provide a brief description of the type of investments involved. If the change in valuation methods applies only to certain sub-asset types included in the response to Item B.20.c., please provide the sub-asset types in the response to Item B.20.d. The responses to Item B.20.c. and Item B.20.d. should be identical only if the change in valuation methods applies to all assets within that category. |
| Have there been material changes in the method of valuation (e.g., change from use of bid price to mid price for fixed income securities or change in trigger threshold for use of fair value factors on international equity securities) of the Registrant's assets during the reporting period? |
Yes
No
|
| Have there been any changes in accounting principles or practices, or any change in the method of applying any such accounting principles or practices, which will materially affect the financial statements filed or to be filed for the current year with the Commission and which has not been previously reported? |
Yes
No
|
| a. During the reporting period, were any payments made to shareholders or shareholder accounts reprocessed as a result of an error in calculating the Registrant's net asset value (or net asset value per share)? |
Yes
No
|
| During the reporting period, did the Registrant pay any dividend or make any distribution in the nature of a dividend payment, required to be accompanied by a written statement pursuant to section 19(a) of the Act (15 U.S.C. 80a-19(a)) and rule 19a-1 thereunder (17 CFR 270.19a-1)? |
Yes
No
|
General Instruction.Management investment companies that offer multiple series must complete Part C as to each series separately, even if some information is the same for two or more series. To begin this section or add an additional series(s), click on the bar labeled "Add a New Series" below. |
| Management Investment Record: 1 |
| a. Full Name of the Fund | First Trust Large Cap Core AlphaDEX Fund |
| b. Series identication number, if any | S000017337 |
| c. LEI | 549300CHVBC9WSFOEV84 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Large Cap Core AlphaDEX Fund |
| ii. Class identification number, if any | C000047995 |
| iii. Ticker symbol, if any | FEX |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i. 
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 2,102,710.45000000 |
| g. Provide the net income from securities lending activities | 127,250.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 88,672.62000000 |
| Brokers Record: 2 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 1,965.82000000 |
| Brokers Record: 3 | |
| i. Full name of broker | RBC CAPITAL MARKETS, LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 364.56000000 |
| Brokers Record: 4 | |
| i. Full name of broker | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 0.44000000 |
| Brokers Record: 5 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 49,081.51000000 |
| Brokers Record: 6 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 2,953.96000000 |
| Brokers Record: 7 | |
| i. Full name of broker | MIZUHO SECURITIES USA LLC |
| ii. SEC file number | 008-37710 |
| iii. CRD number | 000019647 |
| iv. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 52,455.95000000 |
| Brokers Record: 8 | |
| i. Full name of broker | OLD MISSION MARKETS LLC |
| ii. SEC file number | 008-69691 |
| iii. CRD number | 000281867 |
| iv. LEI, if any | 5493003UFGIEMN1POL71 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 483.43000000 |
| Brokers Record: 9 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 80,483.29000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 276,461.58000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 88,851,484.80000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 88,094,975.36000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4,719.34000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 11,961,275.12000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 84,495,606.15000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 273,408,060.77000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,117,246,050.23000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 2 |
| a. Full Name of the Fund | First Trust Industrials/Producer Durables AlphaDEX Fund |
| b. Series identication number, if any | S000017701 |
| c. LEI | 5493008AE9LL1V8KK557 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Industrials/Producer Durables AlphaDEX Fund |
| ii. Class identification number, if any | C000048901 |
| iii. Ticker symbol, if any | FXR |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 2,259,890.42000000 |
| g. Provide the net income from securities lending activities | 83,452.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 59.95000000 |
| Brokers Record: 2 | |
| i. Full name of broker | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 107,112.69000000 |
| Brokers Record: 3 | |
| i. Full name of broker | J.P. MORGAN SECURITIES LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 1,090.81000000 |
| Brokers Record: 4 | |
| i. Full name of broker | SUSQUEHANNA FINANCIAL GROUP, LLLP |
| ii. SEC file number | 008-44325 |
| iii. CRD number | 000035865 |
| iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
| v. State, if applicable |
PENNSYLVANIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 105,762.40000000 |
| Brokers Record: 5 | |
| i. Full name of broker | OLD MISSION MARKETS LLC |
| ii. SEC file number | 008-69691 |
| iii. CRD number | 000281867 |
| iv. LEI, if any | 5493003UFGIEMN1POL71 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 3,112.26000000 |
| Brokers Record: 6 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 126,153.97000000 |
| Brokers Record: 7 | |
| i. Full name of broker | SG AMERICAS SECURITIES LLC |
| ii. SEC file number | 008-66125 |
| iii. CRD number | 000128351 |
| iv. LEI, if any | 549300F35UE0BOM1WJ55 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 557.75000000 |
| Brokers Record: 8 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 79,803.07000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 423,652.90000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 5,414,200.04000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | ABN AMRO Clearing USA LLC |
| ii. SEC file number | 008-34354 |
| iii. CRD number | 000014020 |
| iv. LEI, if any | 549300U16G4LU3V6C598 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 16,185,991.64000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 64,083,210.64000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 936,670,030.44000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | HRT FINANCIAL LP |
| ii. SEC file number | 008-68430 |
| iii. CRD number | 000152144 |
| iv. LEI, if any | 21380037YFKONTT23854 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2,657,787.52000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 234,578,930.36000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 37,720,063.31000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,297,310,213.95000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,578,711,242.38000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 3 |
| a. Full Name of the Fund | First Trust Multi Cap Growth AlphaDEX Fund |
| b. Series identication number, if any | S000017343 |
| c. LEI | 549300THNFTKZRPG1N41 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Multi Cap Growth AlphaDEX Fund |
| ii. Class identification number, if any | C000048001 |
| iii. Ticker symbol, if any | FAD |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,143,527.67000000 |
| g. Provide the net income from securities lending activities | 73,943.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 0.94000000 |
| Brokers Record: 2 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 17,962.00000000 |
| Brokers Record: 3 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 51,312.22000000 |
| Brokers Record: 4 | |
| i. Full name of broker | RBC CAPITAL MARKETS, LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 283.50000000 |
| Brokers Record: 5 | |
| i. Full name of broker | MIZUHO SECURITIES USA LLC |
| ii. SEC file number | 008-37710 |
| iii. CRD number | 000019647 |
| iv. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 0.92000000 |
| Brokers Record: 6 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 568.04000000 |
| Brokers Record: 7 | |
| i. Full name of broker | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 34,651.14000000 |
| Brokers Record: 8 | |
| i. Full name of broker | OLD MISSION MARKETS LLC |
| ii. SEC file number | 008-69691 |
| iii. CRD number | 000281867 |
| iv. LEI, if any | 5493003UFGIEMN1POL71 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 159.93000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 104,938.69000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10,115,901.44000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4,965,425.31000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 9,250,600.91000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 24,331,927.66000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 169,563,791.26000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 4 |
| a. Full Name of the Fund | First Trust Energy AlphaDEX Fund |
| b. Series identication number, if any | S000017698 |
| c. LEI | 549300FP3GJL1GH4RT40 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Energy AlphaDEX Fund |
| ii. Class identification number, if any | C000048898 |
| iii. Ticker symbol, if any | FXN |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 4,819,600.26000000 |
| g. Provide the net income from securities lending activities | 134,140.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 30,296.93000000 |
| Brokers Record: 2 | |
| i. Full name of broker | RBC CAPITAL MARKETS, LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 281,575.58000000 |
| Brokers Record: 3 | |
| i. Full name of broker | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 83,895.53000000 |
| Brokers Record: 4 | |
| i. Full name of broker | SG AMERICAS SECURITIES LLC |
| ii. SEC file number | 008-66125 |
| iii. CRD number | 000128351 |
| iv. LEI, if any | 549300F35UE0BOM1WJ55 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 986.62000000 |
| Brokers Record: 5 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 16,164.22000000 |
| Brokers Record: 6 | |
| i. Full name of broker | J.P. MORGAN SECURITIES LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 1,811.05000000 |
| Brokers Record: 7 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 621.66000000 |
| Brokers Record: 8 | |
| i. Full name of broker | OLD MISSION MARKETS LLC |
| ii. SEC file number | 008-69691 |
| iii. CRD number | 000281867 |
| iv. LEI, if any | 5493003UFGIEMN1POL71 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 718.81000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 416,070.40000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 421,632,759.01000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BNP PARIBAS SECURITIES CORP. |
| ii. SEC file number | 008-32682 |
| iii. CRD number | 000015794 |
| iv. LEI, if any | RCNB6OTYUAMMP879YW96 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 201,533,301.69000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 890,154,096.17000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 208,595,965.97000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 8,562,897.93000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 183,660,816.32000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | ABN AMRO Clearing USA LLC |
| ii. SEC file number | 008-34354 |
| iii. CRD number | 000014020 |
| iv. LEI, if any | 549300U16G4LU3V6C598 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 283,294,946.26000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | MORGAN STANLEY & CO. LLC |
| ii. SEC file number | 008-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,513,174.56000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | HRT FINANCIAL LP |
| ii. SEC file number | 008-68430 |
| iii. CRD number | 000152144 |
| iv. LEI, if any | 21380037YFKONTT23854 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6,883,369.12000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | WELLS FARGO SECURITIES, LLC |
| ii. SEC file number | 008-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable |
NORTH CAROLINA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 80,669,407.07000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2,286,500,734.10000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,312,834,134.08000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 5 |
| a. Full Name of the Fund | First Trust Large Cap Value AlphaDEX Fund |
| b. Series identication number, if any | S000017340 |
| c. LEI | 5493008TDT3CF26ATW42 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Large Cap Value AlphaDEX Fund |
| ii. Class identification number, if any | C000047998 |
| iii. Ticker symbol, if any | FTA |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3,846,736.96000000 |
| g. Provide the net income from securities lending activities | 127,865.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | MIZUHO SECURITIES USA LLC |
| ii. SEC file number | 008-37710 |
| iii. CRD number | 000019647 |
| iv. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 58,261.62000000 |
| Brokers Record: 2 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 104,361.57000000 |
| Brokers Record: 3 | |
| i. Full name of broker | RBC CAPITAL MARKETS, LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 947.51000000 |
| Brokers Record: 4 | |
| i. Full name of broker | OLD MISSION MARKETS LLC |
| ii. SEC file number | 008-69691 |
| iii. CRD number | 000281867 |
| iv. LEI, if any | 5493003UFGIEMN1POL71 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 756.99000000 |
| Brokers Record: 5 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 62,507.51000000 |
| Brokers Record: 6 | |
| i. Full name of broker | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 2.07000000 |
| Brokers Record: 7 | |
| i. Full name of broker | J.P. MORGAN SECURITIES LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 139,871.17000000 |
| Brokers Record: 8 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 784.71000000 |
| Brokers Record: 9 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 2,954.88000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 370,448.03000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 105,154,072.28000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 40,942,494.61000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 242,366,418.95000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 10,328.47000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 23,077,752.14000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 411,551,066.45000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,204,614,295.60000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 6 |
| a. Full Name of the Fund | First Trust Financials AlphaDEX Fund |
| b. Series identication number, if any | S000017699 |
| c. LEI | 549300RVOY34XNQ51513 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Financials AlphaDEX Fund |
| ii. Class identification number, if any | C000048899 |
| iii. Ticker symbol, if any | FXO |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 37,481,948.33000000 |
| g. Provide the net income from securities lending activities | 1,559,971.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | SG AMERICAS SECURITIES LLC |
| ii. SEC file number | 008-66125 |
| iii. CRD number | 000128351 |
| iv. LEI, if any | 549300F35UE0BOM1WJ55 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 693.81000000 |
| Brokers Record: 2 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 72,967.03000000 |
| Brokers Record: 3 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 13,742.55000000 |
| Brokers Record: 4 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 139,639.41000000 |
| Brokers Record: 5 | |
| i. Full name of broker | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 3,028.82000000 |
| Brokers Record: 6 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 11,929.26000000 |
| Brokers Record: 7 | |
| i. Full name of broker | SUSQUEHANNA FINANCIAL GROUP, LLLP |
| ii. SEC file number | 008-44325 |
| iii. CRD number | 000035865 |
| iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
| v. State, if applicable |
PENNSYLVANIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 111,696.62000000 |
| Brokers Record: 8 | |
| i. Full name of broker | J.P. MORGAN SECURITIES LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 603.37000000 |
| Brokers Record: 9 | |
| i. Full name of broker | RBC CAPITAL MARKETS, LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 89,822.32000000 |
| Brokers Record: 10 | |
| i. Full name of broker | OLD MISSION MARKETS LLC |
| ii. SEC file number | 008-69691 |
| iii. CRD number | 000281867 |
| iv. LEI, if any | 5493003UFGIEMN1POL71 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 1,184.73000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 445,821.11000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 268,742,614.59000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | UBS SECURITIES LLC |
| ii. SEC file number | 008-22651 |
| iii. CRD number | 000007654 |
| iv. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 121,173,170.31000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | ABN AMRO Clearing USA LLC |
| ii. SEC file number | 008-34354 |
| iii. CRD number | 000014020 |
| iv. LEI, if any | 549300U16G4LU3V6C598 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 110,896,940.38000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 423,458,025.13000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 1,278,419,020.54000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | BNP PARIBAS SECURITIES CORP. |
| ii. SEC file number | 008-32682 |
| iii. CRD number | 000015794 |
| iv. LEI, if any | RCNB6OTYUAMMP879YW96 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 470,170,003.39000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 25,233,148.98000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | WELLS FARGO SECURITIES, LLC |
| ii. SEC file number | 008-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable |
NORTH CAROLINA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 77,025,324.01000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | HRT FINANCIAL LP |
| ii. SEC file number | 008-68430 |
| iii. CRD number | 000152144 |
| iv. LEI, if any | 21380037YFKONTT23854 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 61,180,671.57000000 |
| Principal Transactions Record: 10 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 113,883,734.95000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2,950,182,653.85000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,151,322,324.17000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 7 |
| a. Full Name of the Fund | First Trust Health Care AlphaDEX Fund |
| b. Series identication number, if any | S000017700 |
| c. LEI | 5493009VIGFPXQC5HK94 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Health Care AlphaDEX Fund |
| ii. Class identification number, if any | C000048900 |
| iii. Ticker symbol, if any | FXH |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 3,588,709.75000000 |
| g. Provide the net income from securities lending activities | 167,350.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | J.P. MORGAN SECURITIES LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 437.12000000 |
| Brokers Record: 2 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 112,629.24000000 |
| Brokers Record: 3 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 153,389.77000000 |
| Brokers Record: 4 | |
| i. Full name of broker | MIZUHO SECURITIES USA LLC |
| ii. SEC file number | 008-37710 |
| iii. CRD number | 000019647 |
| iv. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 2,316.81000000 |
| Brokers Record: 5 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 143,953.35000000 |
| Brokers Record: 6 | |
| i. Full name of broker | SUSQUEHANNA FINANCIAL GROUP, LLLP |
| ii. SEC file number | 008-44325 |
| iii. CRD number | 000035865 |
| iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
| v. State, if applicable |
PENNSYLVANIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 116,158.40000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 528,884.69000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 164,187,507.09000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | ABN AMRO Clearing USA LLC |
| ii. SEC file number | 008-34354 |
| iii. CRD number | 000014020 |
| iv. LEI, if any | 549300U16G4LU3V6C598 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 15,884,304.00000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 142,004,814.81000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 69,776,383.07000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 53,512,106.85000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 445,365,115.82000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,532,240,720.93000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 8 |
| a. Full Name of the Fund | First Trust Mid Cap Value AlphaDEX Fund |
| b. Series identication number, if any | S000031805 |
| c. LEI | 549300E5JZJMI707IP13 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Mid Cap Value AlphaDEX Fund |
| ii. Class identification number, if any | C000099060 |
| iii. Ticker symbol, if any | FNK |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,533,480.79000000 |
| g. Provide the net income from securities lending activities | 11,851.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 324.00000000 |
| Brokers Record: 2 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 61,341.32000000 |
| Brokers Record: 3 | |
| i. Full name of broker | OLD MISSION MARKETS LLC |
| ii. SEC file number | 008-69691 |
| iii. CRD number | 000281867 |
| iv. LEI, if any | 5493003UFGIEMN1POL71 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 25,424.98000000 |
| Brokers Record: 4 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 19,430.63000000 |
| Brokers Record: 5 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 250.25000000 |
| Brokers Record: 6 | |
| i. Full name of broker | MIZUHO SECURITIES USA LLC |
| ii. SEC file number | 008-37710 |
| iii. CRD number | 000019647 |
| iv. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 109.75000000 |
| Brokers Record: 7 | |
| i. Full name of broker | RBC CAPITAL MARKETS, LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 144.56000000 |
| Brokers Record: 8 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 42,910.75000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 149,936.24000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 99,792,108.10000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 31,279,981.18000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 29,638,727.64000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 131,784,057.95000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 292,494,874.87000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 237,200,348.05000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 9 |
| a. Full Name of the Fund | First Trust Small Cap Growth AlphaDEX Fund |
| b. Series identication number, if any | S000031806 |
| c. LEI | 549300DVVN2X7XIAVJ10 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Small Cap Growth AlphaDEX Fund |
| ii. Class identification number, if any | C000099061 |
| iii. Ticker symbol, if any | FYC |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | BNY Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | BNY Mellon |
| ii. LEI, if any: | HPFHU0OQ28E4N0NFVK49 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 4,025,820.05000000 |
| g. Provide the net income from securities lending activities | 202,251.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | J.P. MORGAN SECURITIES LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 96.32000000 |
| Brokers Record: 2 | |
| i. Full name of broker | OLD MISSION MARKETS LLC |
| ii. SEC file number | 008-69691 |
| iii. CRD number | 000281867 |
| iv. LEI, if any | 5493003UFGIEMN1POL71 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 310.49000000 |
| Brokers Record: 3 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 4.88000000 |
| Brokers Record: 4 | |
| i. Full name of broker | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 113,611.73000000 |
| Brokers Record: 5 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 1,352.13000000 |
| Brokers Record: 6 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 52,846.80000000 |
| Brokers Record: 7 | |
| i. Full name of broker | RBC CAPITAL MARKETS, LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 1,324.68000000 |
| Brokers Record: 8 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 155,632.99000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 325,180.02000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 22,717,682.73000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 14,360,848.43000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | ABN AMRO Clearing USA LLC |
| ii. SEC file number | 008-34354 |
| iii. CRD number | 000014020 |
| iv. LEI, if any | 549300U16G4LU3V6C598 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 2,874,526.78000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 17,282,731.06000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 32,541,962.88000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 89,777,751.88000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 212,964,224.37000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 10 |
| a. Full Name of the Fund | First Trust Materials AlphaDEX Fund |
| b. Series identication number, if any | S000017702 |
| c. LEI | 549300R1WBC31SR6V464 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Materials AlphaDEX Fund |
| ii. Class identification number, if any | C000048902 |
| iii. Ticker symbol, if any | FXZ |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 113,278.85000000 |
| g. Provide the net income from securities lending activities | 925.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 731.72000000 |
| Brokers Record: 2 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 1,916.16000000 |
| Brokers Record: 3 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 28,086.72000000 |
| Brokers Record: 4 | |
| i. Full name of broker | SG AMERICAS SECURITIES LLC |
| ii. SEC file number | 008-66125 |
| iii. CRD number | 000128351 |
| iv. LEI, if any | 549300F35UE0BOM1WJ55 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 893.89000000 |
| Brokers Record: 5 | |
| i. Full name of broker | OLD MISSION MARKETS LLC |
| ii. SEC file number | 008-69691 |
| iii. CRD number | 000281867 |
| iv. LEI, if any | 5493003UFGIEMN1POL71 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 2,199.83000000 |
| Brokers Record: 6 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 90,251.10000000 |
| Brokers Record: 7 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 51,264.77000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 175,344.19000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | ABN AMRO Clearing USA LLC |
| ii. SEC file number | 008-34354 |
| iii. CRD number | 000014020 |
| iv. LEI, if any | 549300U16G4LU3V6C598 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 80,442,508.09000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 165,774,550.41000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 970,335,973.36000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | HRT FINANCIAL LP |
| ii. SEC file number | 008-68430 |
| iii. CRD number | 000152144 |
| iv. LEI, if any | 21380037YFKONTT23854 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 70,780,764.36000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 507,077,244.31000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | MORGAN STANLEY & CO. LLC |
| ii. SEC file number | 008-15869 |
| iii. CRD number | 000008209 |
| iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 6,231,826.46000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 184,452,795.56000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | WELLS FARGO SECURITIES, LLC |
| ii. SEC file number | 008-65876 |
| iii. CRD number | 000126292 |
| iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
| v. State, if applicable |
NORTH CAROLINA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 36,822,868.32000000 |
| Principal Transactions Record: 9 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 21,336,106.21000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 2,043,254,637.08000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,383,614,974.35000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 11 |
| a. Full Name of the Fund | First Trust Small Cap Core AlphaDEX Fund |
| b. Series identication number, if any | S000017339 |
| c. LEI | 549300SXYG0HEYYRE655 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Small Cap Core AlphaDEX Fund |
| ii. Class identification number, if any | C000047997 |
| iii. Ticker symbol, if any | FYX |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 13,218,685.38000000 |
| g. Provide the net income from securities lending activities | 189,180.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | SG AMERICAS SECURITIES LLC |
| ii. SEC file number | 008-66125 |
| iii. CRD number | 000128351 |
| iv. LEI, if any | 549300F35UE0BOM1WJ55 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 1.95000000 |
| Brokers Record: 2 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 138,370.40000000 |
| Brokers Record: 3 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 3,421.79000000 |
| Brokers Record: 4 | |
| i. Full name of broker | OLD MISSION MARKETS LLC |
| ii. SEC file number | 008-69691 |
| iii. CRD number | 000281867 |
| iv. LEI, if any | 5493003UFGIEMN1POL71 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 600.51000000 |
| Brokers Record: 5 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 490,772.66000000 |
| Brokers Record: 6 | |
| i. Full name of broker | J.P. MORGAN SECURITIES LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 15.37000000 |
| Brokers Record: 7 | |
| i. Full name of broker | RBC CAPITAL MARKETS, LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 2,743.81000000 |
| Brokers Record: 8 | |
| i. Full name of broker | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 315,111.02000000 |
| Brokers Record: 9 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 1.63000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 951,039.14000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 40,577,712.46000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 80,207,733.67000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 28,545,942.60000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 47,171,649.36000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 196,503,038.09000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 804,806,869.26000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 12 |
| a. Full Name of the Fund | First Trust Consumer Staples AlphaDEX Fund |
| b. Series identication number, if any | S000017697 |
| c. LEI | 549300QT3GGKQPIIB521 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Consumer Staples AlphaDEX Fund |
| ii. Class identification number, if any | C000048897 |
| iii. Ticker symbol, if any | FXG |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 137,995.38000000 |
| g. Provide the net income from securities lending activities | 104.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 224.94000000 |
| Brokers Record: 2 | |
| i. Full name of broker | SUSQUEHANNA FINANCIAL GROUP, LLLP |
| ii. SEC file number | 008-44325 |
| iii. CRD number | 000035865 |
| iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
| v. State, if applicable |
PENNSYLVANIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 35,496.70000000 |
| Brokers Record: 3 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 76,415.00000000 |
| Brokers Record: 4 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 2,411.22000000 |
| Brokers Record: 5 | |
| i. Full name of broker | RBC CAPITAL MARKETS, LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 22,724.16000000 |
| Brokers Record: 6 | |
| i. Full name of broker | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 598.91000000 |
| Brokers Record: 7 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 2,325.46000000 |
| Brokers Record: 8 | |
| i. Full name of broker | MIZUHO SECURITIES USA LLC |
| ii. SEC file number | 008-37710 |
| iii. CRD number | 000019647 |
| iv. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 162.27000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 140,358.66000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | ABN AMRO Clearing USA LLC |
| ii. SEC file number | 008-34354 |
| iii. CRD number | 000014020 |
| iv. LEI, if any | 549300U16G4LU3V6C598 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 22,337,299.36000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 81,105,939.27000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 24,971,455.50000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 168,327,948.46000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 71,927,909.70000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 368,670,552.29000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 676,036,192.50000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 13 |
| a. Full Name of the Fund | First Trust Utilities AlphaDEX Fund |
| b. Series identication number, if any | S000017704 |
| c. LEI | 549300ZG55GZ71RZK378 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Utilities AlphaDEX Fund |
| ii. Class identification number, if any | C000048904 |
| iii. Ticker symbol, if any | FXU |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,535,229.71000000 |
| g. Provide the net income from securities lending activities | 2,534.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 45,720.70000000 |
| Brokers Record: 2 | |
| i. Full name of broker | OLD MISSION MARKETS LLC |
| ii. SEC file number | 008-69691 |
| iii. CRD number | 000281867 |
| iv. LEI, if any | 5493003UFGIEMN1POL71 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 277.99000000 |
| Brokers Record: 3 | |
| i. Full name of broker | RBC CAPITAL MARKETS, LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 17,076.57000000 |
| Brokers Record: 4 | |
| i. Full name of broker | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 197.25000000 |
| Brokers Record: 5 | |
| i. Full name of broker | SUSQUEHANNA FINANCIAL GROUP, LLLP |
| ii. SEC file number | 008-44325 |
| iii. CRD number | 000035865 |
| iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
| v. State, if applicable |
PENNSYLVANIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 19,419.04000000 |
| Brokers Record: 6 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 162.50000000 |
| Brokers Record: 7 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 225.59000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 83,079.64000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | ABN AMRO Clearing USA LLC |
| ii. SEC file number | 008-34354 |
| iii. CRD number | 000014020 |
| iv. LEI, if any | 549300U16G4LU3V6C598 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 33,605,886.60000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 23,874,206.85000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 105,032,464.00000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 179,581,969.83000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 45,203,684.09000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 387,298,211.37000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 365,680,345.10000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 14 |
| a. Full Name of the Fund | First Trust Multi Cap Value AlphaDEX Fund |
| b. Series identication number, if any | S000017342 |
| c. LEI | 5493002CCQ58JV668U78 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Multi Cap Value AlphaDEX Fund |
| ii. Class identification number, if any | C000048000 |
| iii. Ticker symbol, if any | FAB |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,013,405.01000000 |
| g. Provide the net income from securities lending activities | 23,137.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 45,406.63000000 |
| Brokers Record: 2 | |
| i. Full name of broker | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 40,542.60000000 |
| Brokers Record: 3 | |
| i. Full name of broker | RBC CAPITAL MARKETS, LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 15.80000000 |
| Brokers Record: 4 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 508.04000000 |
| Brokers Record: 5 | |
| i. Full name of broker | OLD MISSION MARKETS LLC |
| ii. SEC file number | 008-69691 |
| iii. CRD number | 000281867 |
| iv. LEI, if any | 5493003UFGIEMN1POL71 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 101.66000000 |
| Brokers Record: 6 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 892.22000000 |
| Brokers Record: 7 | |
| i. Full name of broker | J.P. MORGAN SECURITIES LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 99.39000000 |
| Brokers Record: 8 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 14,833.69000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 102,400.03000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 31,945,392.24000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 102,858,958.06000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 42,914,653.39000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 34,543,022.91000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 903.86000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 212,262,930.46000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 188,789,513.02000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 15 |
| a. Full Name of the Fund | First Trust Mid Cap Core AlphaDEX Fund |
| b. Series identication number, if any | S000017338 |
| c. LEI | 549300UMAZSND6P4WH64 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Mid Cap Core AlphaDEX Fund |
| ii. Class identification number, if any | C000047996 |
| iii. Ticker symbol, if any | FNX |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 7,872,160.12000000 |
| g. Provide the net income from securities lending activities | 308,455.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | Mizuho Securities USA LLC |
| ii. SEC file number | 008-37710 |
| iii. CRD number | 000019647 |
| iv. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 516.57000000 |
| Brokers Record: 2 | |
| i. Full name of broker | RBC CAPITAL MARKETS, LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 2,481.70000000 |
| Brokers Record: 3 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 190,162.86000000 |
| Brokers Record: 4 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 950.29000000 |
| Brokers Record: 5 | |
| i. Full name of broker | OLD MISSION MARKETS LLC |
| ii. SEC file number | 008-69691 |
| iii. CRD number | 000281867 |
| iv. LEI, if any | 5493003UFGIEMN1POL71 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 117,230.03000000 |
| Brokers Record: 6 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 159,616.76000000 |
| Brokers Record: 7 | |
| i. Full name of broker | J.P. Morgan Securities LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 92,820.21000000 |
| Brokers Record: 8 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 1,162.59000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 564,941.01000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 106,499,273.31000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 18,101,112.46000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 31,972,762.31000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 23,277,963.77000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 179,851,111.85000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 986,542,006.73000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 16 |
| a. Full Name of the Fund | First Trust Large Cap Growth AlphaDEX Fund |
| b. Series identication number, if any | S000017341 |
| c. LEI | 549300VT0JCDY0GNZJ32 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Large Cap Growth AlphaDEX Fund |
| ii. Class identification number, if any | C000047999 |
| iii. Ticker symbol, if any | FTC |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 2,018,903.21000000 |
| g. Provide the net income from securities lending activities | 102,939.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | J.P. MORGAN SECURITIES LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 88,274.16000000 |
| Brokers Record: 2 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 32,114.44000000 |
| Brokers Record: 3 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 103,413.85000000 |
| Brokers Record: 4 | |
| i. Full name of broker | MIZUHO SECURITIES USA LLC |
| ii. SEC file number | 008-37710 |
| iii. CRD number | 000019647 |
| iv. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 39,775.60000000 |
| Brokers Record: 5 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 3,346.22000000 |
| Brokers Record: 6 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 2,416.95000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 269,341.22000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 89,869,513.50000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 46,417,342.83000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 17,897,051.53000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 47,301,435.27000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 201,485,343.13000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 925,044,256.56000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 17 |
| a. Full Name of the Fund | First Trust Consumer Discretionary AlphaDEX Fund |
| b. Series identication number, if any | S000017696 |
| c. LEI | 549300KKKIV5V4SB1F02 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Consumer Discretionary AlphaDEX Fund |
| ii. Class identification number, if any | C000048896 |
| iii. Ticker symbol, if any | FXD |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 7,547,048.03000000 |
| g. Provide the net income from securities lending activities | 236,763.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 177,136.04000000 |
| Brokers Record: 2 | |
| i. Full name of broker | SUSQUEHANNA FINANCIAL GROUP, LLLP |
| ii. SEC file number | 008-44325 |
| iii. CRD number | 000035865 |
| iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
| v. State, if applicable |
PENNSYLVANIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 212.14000000 |
| Brokers Record: 3 | |
| i. Full name of broker | OLD MISSION MARKETS LLC |
| ii. SEC file number | 008-69691 |
| iii. CRD number | 000281867 |
| iv. LEI, if any | 5493003UFGIEMN1POL71 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 14.27000000 |
| Brokers Record: 4 | |
| i. Full name of broker | SG AMERICAS SECURITIES LLC |
| ii. SEC file number | 008-66125 |
| iii. CRD number | 000128351 |
| iv. LEI, if any | 549300F35UE0BOM1WJ55 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 3.98000000 |
| Brokers Record: 5 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 208,639.80000000 |
| Brokers Record: 6 | |
| i. Full name of broker | RBC CAPITAL MARKETS, LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 33,977.12000000 |
| Brokers Record: 7 | |
| i. Full name of broker | J.P. MORGAN SECURITIES LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 1,236.54000000 |
| Brokers Record: 8 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 20.20000000 |
| Brokers Record: 9 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 52.78000000 |
| Brokers Record: 10 | |
| i. Full name of broker | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 1,842.05000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 423,134.92000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | HRT FINANCIAL LP |
| ii. SEC file number | 008-68430 |
| iii. CRD number | 000152144 |
| iv. LEI, if any | 21380037YFKONTT23854 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 12,450,254.75000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 848,905,845.96000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 148,745,478.24000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | J.P. Morgan Securities LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 7,684,687.58000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | ABN AMRO Clearing USA LLC |
| ii. SEC file number | 008-34354 |
| iii. CRD number | 000014020 |
| iv. LEI, if any | 549300U16G4LU3V6C598 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 66,016,641.54000000 |
| Principal Transactions Record: 6 | |
| i. Full name of dealer | BNP PARIBAS SECURITIES CORP. |
| ii. SEC file number | 008-32682 |
| iii. CRD number | 000015794 |
| iv. LEI, if any | RCNB6OTYUAMMP879YW96 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 65,901,684.59000000 |
| Principal Transactions Record: 7 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 47,744,200.81000000 |
| Principal Transactions Record: 8 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 167,396,900.73000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 1,364,845,694.20000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 727,132,347.92000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 18 |
| a. Full Name of the Fund | First Trust Small Cap Value AlphaDEX Fund |
| b. Series identication number, if any | S000031807 |
| c. LEI | 54930003QOOB1QPHFY28 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Small Cap Value AlphaDEX Fund |
| ii. Class identification number, if any | C000099062 |
| iii. Ticker symbol, if any | FYT |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 2,488,829.19000000 |
| g. Provide the net income from securities lending activities | 43,930.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | OLD MISSION MARKETS LLC |
| ii. SEC file number | 008-69691 |
| iii. CRD number | 000281867 |
| iv. LEI, if any | 5493003UFGIEMN1POL71 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 302.39000000 |
| Brokers Record: 2 | |
| i. Full name of broker | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 83,358.22000000 |
| Brokers Record: 3 | |
| i. Full name of broker | RBC CAPITAL MARKETS, LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 123.94000000 |
| Brokers Record: 4 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 122,136.13000000 |
| Brokers Record: 5 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 22,475.33000000 |
| Brokers Record: 6 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 783.52000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 229,179.53000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 38,909,904.09000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 77,860,093.95000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | ABN AMRO Clearing USA LLC |
| ii. SEC file number | 008-34354 |
| iii. CRD number | 000014020 |
| iv. LEI, if any | 549300U16G4LU3V6C598 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4,719,060.13000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 23,754,802.71000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 22,416,691.91000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 167,660,552.79000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 187,029,949.21000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 19 |
| a. Full Name of the Fund | First Trust Technology AlphaDEX Fund |
| b. Series identication number, if any | S000017703 |
| c. LEI | 549300TO803NY738YI90 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Technology AlphaDEX Fund |
| ii. Class identification number, if any | C000048903 |
| iii. Ticker symbol, if any | FXL |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 9,932,102.19000000 |
| g. Provide the net income from securities lending activities | 244,520.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 2,984.46000000 |
| Brokers Record: 2 | |
| i. Full name of broker | MIZUHO SECURITIES USA LLC |
| ii. SEC file number | 008-37710 |
| iii. CRD number | 000019647 |
| iv. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 51.10000000 |
| Brokers Record: 3 | |
| i. Full name of broker | CANTOR FITZGERALD & CO. |
| ii. SEC file number | 008-00201 |
| iii. CRD number | 000000134 |
| iv. LEI, if any | 5493004J7H4GCPG6OB62 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 191,384.07000000 |
| Brokers Record: 4 | |
| i. Full name of broker | SUSQUEHANNA FINANCIAL GROUP, LLLP |
| ii. SEC file number | 008-44325 |
| iii. CRD number | 000035865 |
| iv. LEI, if any | 549300E8QX0ZMRDC2M81 |
| v. State, if applicable |
PENNSYLVANIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 126,530.27000000 |
| Brokers Record: 5 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 2,516.36000000 |
| Brokers Record: 6 | |
| i. Full name of broker | RBC CAPITAL MARKETS, LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 3,092.87000000 |
| Brokers Record: 7 | |
| i. Full name of broker | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 84,318.03000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 410,877.16000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 4,873,703.87000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 29,607,364.33000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | ABN AMRO Clearing USA LLC |
| ii. SEC file number | 008-34354 |
| iii. CRD number | 000014020 |
| iv. LEI, if any | 549300U16G4LU3V6C598 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 18,938,095.75000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 59,826,731.44000000 |
| Principal Transactions Record: 5 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 103,874,617.66000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 217,120,513.05000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 1,065,758,057.03000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Management Investment Record: 20 |
| a. Full Name of the Fund | First Trust Mid Cap Growth AlphaDEX Fund |
| b. Series identication number, if any | S000031804 |
| c. LEI | 549300YH33LXOKDV8X75 |
| d. Is this the first filing on this form by the Fund? |
Yes
No
|
| a. How many Classes of shares of the Fund (if any) are authorized? | 0 |
| b. How many new Classes of shares of the Fund were added during the reporting period? | 0 |
| c. How many Classes of shares of the Fund were terminated during the reporting period? | 0 |
| d. For each Class with shares outstanding, provide the information requested below: | |
| Shares Outstanding Record: 1 | |
| i. Full name of Class | First Trust Mid Cap Growth AlphaDEX Fund |
| ii. Class identification number, if any | C000099059 |
| iii. Ticker symbol, if any | FNY |
| Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy. |
| Indicate if the Fund is any one of the types listed below. Check all that apply. |
|
a. Exchange-Traded Fund or Exchange-Traded Managed Fund or
offers a Class that itself is an Exchange-Traded Fund or
Exchange-Traded Managed Fund
i.
Exchange-Traded Fund
ii.
Exchange-Traded Managed Fund
b.
Index Fund
c.
Seeks to achieve performance results that are a multiple
of a
benchmark, the inverse of a benchmark, or a multiple of the
inverse
of a benchmark
d.
Interval Fund
e.
Fund of Funds
f.
Master-Feeder Fund
g.
Money Market Fund
h.
Target Date Fund
i.
Underlying fund to a variable annuity or variable life
insurance contract
N/A
|
| Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? |
Yes
No
|
| Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957]. |
| a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? |
Yes
No
|
| Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer. |
| a. Is the Fund authorized to engage in securities lending transactions? |
Yes
No
|
| b. Did the Fund lend any of its securities during the reporting period? |
Yes
No
|
| i. If yes, during the reporting period, did any borrower fail to return the loaned securities by the contractual deadline with the result that: |
| 1. The Fund (or its securities lending agent) liquidated collateral pledged to secure the loaned securities? |
Yes
No
|
| 2. The Fund was otherwise adversely impacted? |
Yes
No
|
| c. Provide the information requested below about each securities lending agent, if any, retained by the Fund: |
| Securities Lending Record: 1 | |
| i. Full name of securities lending agent | Brown Brothers Harriman & Co. |
| ii. LEI, if any | 5493006KMX1VFTPYPW14 |
| iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? |
Yes
No
|
| v. If the entity providing the indemnification is not the securities lending agent, provide the following information: |
| Idemnity Providers Record: 1 |
| 1. Name of person providing indemnification | N/A |
| 2. LEI, if any, of person providing indemnification | N/A |
| vi. Did the Fund exercise its indemnification rights during the reporting period? |
Yes
No
|
| d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager: |
| Collateral Managers Record: 1 | |
| i. Full name of cash collateral manager: | Goldman Sachs Trust - Financial Square Treasury Obligations Fund |
| ii. LEI, if any: | 549300C0TCI4VJPGCS21 |
| iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? |
Yes
No
|
| iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? |
Yes
No
|
| e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): |
i. Revenue sharing split
ii. Non-revenue sharing split (other than administrative
fee)
iii. Administrative fee
iv. Cash collateral reinvestment fee
v. Indemnification fee
vi. Other
N/A
|
| f. Provide the monthly average of the value of portfolio securities on loan during the reporting period | 1,793,527.66000000 |
| g. Provide the net income from securities lending activities | 169,505.00000000 |
| Did the Fund rely on the following statutory exemption or any of the rules under the Act during the reporting period? (check all that apply) |
a. Rule 10f-3 (17 CFR 270.10f-3)
b. Rule 12d1-1 (17 CFR 270.12d1-1)
c. Rule 15a-4 (17 CFR 270.15a-4)
d. Rule 17a-6 (17 CFR 270.17a-6)
e. Rule 17a-7 (17 CFR 270.17a-7)
f. Rule 17a-8 (17 CFR 270.17a-8)
g. Rule 17e-1 (17 CFR 270.17e-1)
h. Rule 22d-1 (17 CFR 270.22d-1)
i. Rule 23c-1 (17 CFR 270.23c-1)
j. Rule 32a-4 (17 CFR 270.32a-4)
k. Rule 6c-11 (17 CFR 270.6c-11)
l. Rule 12d1-4 (17 CFR 270.12d1-4)
m. Section 12(d)(1)(G) of the Act (15 USC 80a-12(d)(1)(G))
n. Rule 18f-4 (17 CFR 270.18f-4)
N/A
|
| Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase. |
| a. Did the Fund have an expense limitation arrangement in place during the reporting period? |
Yes
No
|
| b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? |
Yes
No
|
| c. Are the fees waived subject to recoupment? |
Yes
No
|
| d. Were any expenses previously waived recouped during the period? |
Yes
No
|
| a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund: |
| Investment Advisers Record: 1 | |
| i. Full name | First Trust Advisors L.P. |
| ii. SEC file number ( e.g., 801- ) | 801-39950 |
| iii.CRD number | 000107027 |
| iv. LEI, if any | 549300381GGS7S5JQ115 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Was the investment adviser hired during the reporting period? |
Yes
No
|
| b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| c. For each sub-adviser to the Fund, provide the information requested: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ), if applicable | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? |
Yes
No
|
| viii. Was the sub-adviser hired during the reporting period? |
Yes
No
|
| d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser: |
| i. Full name | |
| ii. SEC file number ( e.g., 801- ) | |
| iii. CRD number | |
| iv. LEI, if any | |
| v. State, if applicable | |
| vi. Foreign country, if applicable | |
| vii. Termination date |
| a. Provide the following information about each person providing transfer agency services to the Fund: |
| Transfer Agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii.SEC file number ( e.g., 84- or 85- ) | 085-05006 |
| iii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iv. State, if applicable |
NEW YORK
|
| v. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vii. Is the transfer agent a sub-transfer agent? |
Yes
No
|
| b. Has a transfer agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided pricing services to the Fund during the reporting period: |
| Pricing Services Record: 1 | |
| i. Full name | Bloomberg L.P. |
| ii. LEI, if any, or provide and describe other identifying number | 549300B56MD0ZC402L06 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 2 | |
| i. Full name | Refinitiv, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 549300WQWDPFSMQ8I087 |
| Description of other identifying number | |
| iii. State, if applicable |
DELAWARE
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| Pricing Services Record: 3 | |
| i. Full name | ICE Data Pricing & Reference Data, LLC |
| ii. LEI, if any, or provide and describe other identifying number | 5493000NQ9LYLDBCTL34 |
| Description of other identifying number | |
| iii. State, if applicable |
MASSACHUSETTS
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| b. Was a pricing service hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each person that provided custodial services to the Fund during the reporting period: |
| Custodians Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any | HPFHU0OQ28E4N0NFVK49 |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the custodian a sub-custodian? |
Yes
No
|
| vii. With respect to the custodian, check below to indicate the type of custody: |
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
| b. Has a custodian been hired or terminated during the reporting period?* |
Yes
No
|
| a. Provide the following information about each shareholder servicing agent of the Fund: |
| Shareholder servicing agents Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or provide and describe other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the shareholder servicing agent a sub-shareholder servicing agent? |
Yes
No
|
| b. Has a shareholder servicing agent been hired or terminated during the reporting period? |
Yes
No
|
| a. Provide the following information about each administrator of the Fund: |
| Administrators Record: 1 | |
| i. Full name | The Bank of New York Mellon |
| ii. LEI, if any, or other identifying number | HPFHU0OQ28E4N0NFVK49 |
| Description of other identifying number | |
| iii. State, if applicable |
NEW YORK
|
| iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? |
Yes
No
|
| vi. Is the administrator a sub-administrator? |
Yes
No
|
| b.Has a third-party administrator been hired or terminated during the reporting period? |
Yes
No
|
| Provide the following information about each affiliated broker-dealer: |
| Broker Dealers Record: 1 | |
| a. Full name | First Trust Portfolios L.P. |
| b. SEC file number | 008-43843 |
| c. CRD number | 000028519 |
| d. LEI, if any | 54930062T84Z5CXY1C58 |
| e. State, if applicable |
ILLINOIS
|
| f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| g. Total commissions paid to the affiliated broker-dealer for the reporting period: | 0.00000000 |
| Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers. |
| a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below: |
| Brokers Record: 1 | |
| i. Full name of broker | J.P. MORGAN SECURITIES LLC |
| ii. SEC file number | 008-35008 |
| iii. CRD number | 000000079 |
| iv. LEI, if any | ZBUT11V806EZRVTWT807 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 27,820.15000000 |
| Brokers Record: 2 | |
| i. Full name of broker | RBC CAPITAL MARKETS, LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 685.16000000 |
| Brokers Record: 3 | |
| i. Full name of broker | BTIG, LLC |
| ii. SEC file number | 008-65473 |
| iii. CRD number | 000122225 |
| iv. LEI, if any | 549300GTG9PL6WO3EC51 |
| v. State, if applicable |
CALIFORNIA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 60,968.44000000 |
| Brokers Record: 4 | |
| i. Full name of broker | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 56,795.55000000 |
| Brokers Record: 5 | |
| i. Full name of broker | OLD MISSION MARKETS LLC |
| ii. SEC file number | 008-69691 |
| iii. CRD number | 000281867 |
| iv. LEI, if any | 5493003UFGIEMN1POL71 |
| v. State, if applicable |
ILLINOIS
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Gross commissions paid by the Fund for the reporting period | 28,797.14000000 |
| b. Aggregate brokerage commissions paid by Fund during the reporting period: | 175,066.44000000 |
| a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below: |
| Principal Transactions Record: 1 | |
| i. Full name of dealer | GOLDMAN SACHS & CO. LLC |
| ii. SEC file number | 008-00129 |
| iii. CRD number | 000000361 |
| iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 49,573,785.14000000 |
| Principal Transactions Record: 2 | |
| i. Full name of dealer | BOFA SECURITIES, INC. |
| ii. SEC file number | 008-69787 |
| iii. CRD number | 000283942 |
| iv. LEI, if any | 549300HN4UKV1E2R3U73 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 23,999,770.93000000 |
| Principal Transactions Record: 3 | |
| i. Full name of dealer | RBC CAPITAL MARKETS LLC |
| ii. SEC file number | 008-45411 |
| iii. CRD number | 000031194 |
| iv. LEI, if any | 549300LCO2FLSSVFFR64 |
| v. State, if applicable |
NEW YORK
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 3,033,746.26000000 |
| Principal Transactions Record: 4 | |
| i. Full name of dealer | CITADEL SECURITIES LLC |
| ii. SEC file number | 008-53574 |
| iii. CRD number | 000116797 |
| iv. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| v. State, if applicable |
FLORIDA
|
| vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
| vii. Total value of purchases and sales (excluding maturing securities) with Fund: | 32,557,181.16000000 |
| b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period: | 109,164,483.49000000 |
| During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? |
Yes
No
|
| a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period | 262,265,874.11000000 |
| b. Provide the money market fund's daily average net assets during the reporting period | 0.00000000 |
| a. Does the Fund have available a line of credit? |
Yes
No
|
| b. Did the Fund engage in interfund lending? |
Yes
No
|
| c.Did the Fund engage in interfund borrowing? |
Yes
No
|
| For open-end management investment companies, respond to the following: |
| a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? |
Yes
No
|
| Exchange Record: 1 |
| Fund Name | First Trust Large Cap Core AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NASDAQ/NMS (GLOBAL MARKET)
|
| b. Ticker. Provide the Fund's ticker symbol: | FEX |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 11,979,107.36000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 53,409,153.26000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 35,642,747.04000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 20,451,866.63000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 64,215,931.43000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 64,258,003.65000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 24,003,816.05000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.22000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.19000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.78000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.19000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.19000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.08000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.81000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.08000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 2 |
| Fund Name | First Trust Industrials/Producer Durables AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NYSE ARCA
|
| b. Ticker. Provide the Fund's ticker symbol: | FXR |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 439,539,653.29000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 497,724,634.96000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 21,478,450.58000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 16,289,625.68000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2,662,083.39000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 114,685,467.57000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 120,224,585.25000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 13,544,738.76000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2,665,362.81000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5,431,975.55000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 43,730,005.38000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 20,445,182.44000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.11000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.09000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.89000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.09000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.06000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.11000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.94000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.11000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 3 |
| Fund Name | First Trust Multi Cap Growth AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NASDAQ/NMS (GLOBAL MARKET)
|
| b. Ticker. Provide the Fund's ticker symbol: | FAD |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4,979,035.12000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 9,307,307.23000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 10,122,643.92000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.27000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.00000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.73000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.00000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.33000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.28000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.67000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.28000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 4 |
| Fund Name | First Trust Energy AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NYSE ARCA
|
| b. Ticker. Provide the Fund's ticker symbol: | FXN |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1,512,707.93000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 55,118,340.19000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 25,644,163.93000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 1,578,000.31000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 6,986,373.49000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 107,205,877.11000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 315,357,384.17000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 6,898,355.73000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 34,079,240.97000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 149,957,546.36000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 70,127,969.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 138,921,975.30000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 128,651,181.40000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 762,769,392.68000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 118,387,113.52000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 165,578,254.76000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 94,675,921.99000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 107,249,688.92000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.22000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.59000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.78000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.59000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.17000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.16000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.83000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.16000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 5 |
| Fund Name | First Trust Large Cap Value AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NASDAQ/NMS (GLOBAL MARKET)
|
| b. Ticker. Provide the Fund's ticker symbol: | FTA |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 16,547,257.24000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 6,672,625.19000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 50,208,666.20000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 55,226,967.22000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 107,064,930.18000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 136,203,776.91000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 41,082,515.71000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.32000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.18000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.68000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.18000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.39000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.15000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.61000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.15000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 6 |
| Fund Name | First Trust Financials AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NYSE ARCA
|
| b. Ticker. Provide the Fund's ticker symbol: | FXO |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 169,441,906.68000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 254,942,220.66000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 29,929,219.35000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 84,183,375.51000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 243,302,998.52000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 227,950,308.64000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 140,373,199.85000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 129,083,820.82000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 11,217,461.72000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 101,557,020.02000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 12,677,197.52000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 12,706,510.42000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 24,939,529.45000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 52,274,725.01000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 697,000,849.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 583,890,660.49000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 33,911,862.45000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 27,405,176.42000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 103,669,604.26000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 17,815,642.29000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.25000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.39000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.75000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.39000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.31000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.50000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.69000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.50000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 7 |
| Fund Name | First Trust Health Care AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NYSE ARCA
|
| b. Ticker. Provide the Fund's ticker symbol: | FXH |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 15,892,999.71000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 92,809,214.37000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 71,571,624.53000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 59,059,082.13000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 83,170,826.37000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 48,168,547.67000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5,388,797.47000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 32,604,419.90000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 37,237,011.31000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.10000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.15000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.90000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.15000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.14000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.24000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.86000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.24000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 8 |
| Fund Name | First Trust Mid Cap Value AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NASDAQ/NMS (GLOBAL MARKET)
|
| b. Ticker. Provide the Fund's ticker symbol: | FNK |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 11,783,971.25000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 19,562,731.56000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 59,130,904.74000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 40,936,045.91000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 23,510,651.34000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 6,180,475.36000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 53,009,194.59000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 79,103,408.61000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.24000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.10000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.76000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.10000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.26000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.15000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.74000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.15000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 9 |
| Fund Name | First Trust Small Cap Growth AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NASDAQ/NMS (GLOBAL MARKET)
|
| b. Ticker. Provide the Fund's ticker symbol: | FYC |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8,751,393.65000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 14,079,762.26000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8,469,756.77000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5,903,622.32000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2,880,633.08000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 11,621,312.21000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5,685,461.20000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 21,193,353.07000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 11,396,748.11000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.19000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.27000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.81000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.27000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.28000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.22000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.72000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.22000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 10 |
| Fund Name | First Trust Materials AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NYSE ARCA
|
| b. Ticker. Provide the Fund's ticker symbol: | FXZ |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 156,346,969.13000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 816,234,452.48000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 69,355,084.09000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 115,518,163.78000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 12,400,678.83000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 58,502,520.41000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 15,463,340.62000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 5,927,433.35000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 25,425,049.34000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 140,723,402.55000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 160,042,988.30000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 347,865,267.64000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 36,923,215.62000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 50,706,636.24000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 29,828,789.92000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 3,076,934.64000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3,171,592.40000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.15000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.20000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.85000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.20000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.23000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.14000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.77000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.14000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 11 |
| Fund Name | First Trust Small Cap Core AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NASDAQ/NMS (GLOBAL MARKET)
|
| b. Ticker. Provide the Fund's ticker symbol: | FYX |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 8,783,052.53000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 19,793,857.03000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 28,153,354.78000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 19,127,319.39000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 45,059,612.27000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 35,244,204.03000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 21,158,957.51000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 19,460,459.30000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.16000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.15000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.84000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.15000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.13000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.12000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.87000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.12000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 12 |
| Fund Name | First Trust Consumer Staples AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NYSE ARCA
|
| b. Ticker. Provide the Fund's ticker symbol: | FXG |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 59,765,270.11000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 12,578,651.34000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 22,436,375.95000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 47,765,648.22000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 33,590,237.06000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 41,208,832.25000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 127,574,183.57000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 15,845,062.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 9,197,742.83000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.45000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.27000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.55000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.27000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.24000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.16000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.76000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.16000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 13 |
| Fund Name | First Trust Utilities AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NYSE ARCA
|
| b. Ticker. Provide the Fund's ticker symbol: | FXU |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 23,896,375.79000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 17,243,085.78000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 16,460,370.01000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 27,051,292.33000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 78,303,245.32000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 23,037,456.04000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 22,305,841.51000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 71,120,570.58000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 108,917,072.62000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.23000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.09000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.77000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.09000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.29000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.14000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.71000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.14000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 14 |
| Fund Name | First Trust Multi Cap Value AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NASDAQ/NMS (GLOBAL MARKET)
|
| b. Ticker. Provide the Fund's ticker symbol: | FAB |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 11,321,734.89000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 23,274,747.88000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 18,248,344.16000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 13,731,165.41000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 25,076,901.35000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 17,897,558.50000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 47,666,841.91000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 55,337,825.80000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.15000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.22000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.85000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.22000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.13000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.10000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.87000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.10000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 15 |
| Fund Name | First Trust Mid Cap Core AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NASDAQ/NMS (GLOBAL MARKET)
|
| b. Ticker. Provide the Fund's ticker symbol: | FNX |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4,384,009.77000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 13,766,315.02000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 65,023,871.79000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 41,709,152.15000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 23,324,519.58000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 8,702,656.77000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 4,562,040.34000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 18,762,115.99000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.21000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.12000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.79000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.12000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.21000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.11000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.79000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.11000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 16 |
| Fund Name | First Trust Large Cap Growth AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NASDAQ/NMS (GLOBAL MARKET)
|
| b. Ticker. Provide the Fund's ticker symbol: | FTC |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 52,715,649.86000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 37,234,860.64000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 23,268,460.38000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 23,187,824.98000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 28,587,616.32000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 18,745,628.73000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 13,336,522.08000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4,582,612.87000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.08000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.08000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.92000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.08000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.09000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.12000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.91000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.12000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 17 |
| Fund Name | First Trust Consumer Discretionary AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NYSE ARCA
|
| b. Ticker. Provide the Fund's ticker symbol: | FXD |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 132,641,703.78000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 36,526,691.56000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 128,500,345.87000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 20,445,386.35000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 34,864,937.34000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 12,970,272.93000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 12,462,165.54000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 32,415,647.26000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 33,557,897.33000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | IBKR Securities Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 51,438,663.60000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 14,648,799.31000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 5,105,362.24000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2,587,158.43000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 744,734,398.02000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 105,327,989.70000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.24000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.56000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.76000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.56000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.30000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.55000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.70000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.55000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 18 |
| Fund Name | First Trust Small Cap Value AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NASDAQ/NMS (GLOBAL MARKET)
|
| b. Ticker. Provide the Fund's ticker symbol: | FYT |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2,497,055.49000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 19,954,116.88000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 14,972,487.23000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 8,839,451.28000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 2,467,377.49000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 2,256,700.85000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 11,721,392.63000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 27,261,277.95000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 29,455,190.50000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 48,537,355.71000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.21000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.09000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.79000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.09000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.16000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.12000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.84000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.12000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 19 |
| Fund Name | First Trust Technology AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NYSE ARCA
|
| b. Ticker. Provide the Fund's ticker symbol: | FXL |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 4,878,736.37000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 18,963,129.72000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 10,477,059.08000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 49,396,926.08000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 49,537,441.92000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 54,398,743.43000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 14,583,204.57000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 15,049,666.68000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.04000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.07000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.96000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.07000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.09000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.07000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.91000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.07000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 500.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Exchange Record: 20 |
| Fund Name | First Trust Mid Cap Growth AlphaDEX Fund |
| Security Exchanges Record: 1 | |
| a. Exchange where listed. Provide the name of the national securities exchange on which the Fund’s shares are listed: |
NASDAQ/NMS (GLOBAL MARKET)
|
| b. Ticker. Provide the Fund's ticker symbol: | FNY |
| Instruction. The term "authorized participant" means a member or participant of a clearing agency registered with the Commission, which has a written agreement with the Exchange-Traded Fund or Exchange-Traded Managed Fund or one of its service providers that allows the authorized participant to place orders for the purchase and redemption of creation units. |
| For each authorized participant of the Fund, provide the following information: |
| Authorized Participants Record: 1 | |
| a. Full Name | J.P. Morgan Securities LLC |
| b. SEC file number | 008-35008 |
| c. CRD number | 000000079 |
| d. LEI, if any | ZBUT11V806EZRVTWT807 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 2 | |
| a. Full Name | Cantor Fitzgerald & Co. |
| b. SEC file number | 008-00201 |
| c. CRD number | 000000134 |
| d. LEI, if any | 5493004J7H4GCPG6OB62 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 3 | |
| a. Full Name | Jefferies LLC |
| b. SEC file number | 008-15074 |
| c. CRD number | 000002347 |
| d. LEI, if any | 58PU97L1C0WSRCWADL48 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 4 | |
| a. Full Name | UBS Securities LLC |
| b. SEC file number | 008-22651 |
| c. CRD number | 000007654 |
| d. LEI, if any | T6FIZBDPKLYJKFCRVK44 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 5 | |
| a. Full Name | Merrill Lynch Professional Clearing Corp. |
| b. SEC file number | 008-33359 |
| c. CRD number | 000016139 |
| d. LEI, if any | 549300PMHS66E71I2D34 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 12,611,594.16000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 11,429,568.40000000 |
| Authorized Participants Record: 6 | |
| a. Full Name | Mirae Asset Securities (USA) Inc. |
| b. SEC file number | 008-45034 |
| c. CRD number | 000030679 |
| d. LEI, if any | 25490087B4GFZLJZE912 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 7 | |
| a. Full Name | Macquarie Capital (USA) Inc. |
| b. SEC file number | 008-47198 |
| c. CRD number | 000036368 |
| d. LEI, if any | 549300670K07JRB5UQ40 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 8 | |
| a. Full Name | Citigroup Global Markets, Inc. |
| b. SEC file number | 008-08177 |
| c. CRD number | 000007059 |
| d. LEI, if any | MBNUM2BPBDO7JBLYG310 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 9 | |
| a. Full Name | HRT FINANCIAL LP |
| b. SEC file number | 008-68430 |
| c. CRD number | 000152144 |
| d. LEI, if any | 21380037YFKONTT23854 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 10 | |
| a. Full Name | BMO NESBITT BURNS SECURITIES LTD. |
| b. SEC file number | 008-50538 |
| c. CRD number | 000044057 |
| d. LEI, if any | 54JEJPF5RL5INKZRDO43 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 11 | |
| a. Full Name | SG Americas Securities, LLC |
| b. SEC file number | 008-66125 |
| c. CRD number | 000128351 |
| d. LEI, if any | 549300F35UE0BOM1WJ55 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 12 | |
| a. Full Name | ABN AMRO Clearing Chicago LLC |
| b. SEC file number | 008-34354 |
| c. CRD number | 000014020 |
| d. LEI, if any | 549300U16G4LU3V6C598 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 13 | |
| a. Full Name | National Financial Services LLC |
| b. SEC file number | 008-26740 |
| c. CRD number | 000013041 |
| d. LEI, if any | 549300JRHF1MHHWUAW04 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 14 | |
| a. Full Name | Barclays Capital Inc. |
| b. SEC file number | 008-41342 |
| c. CRD number | 000019714 |
| d. LEI, if any | AC28XWWI3WIBK2824319 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 15 | |
| a. Full Name | Electronic Transaction Clearing, Inc. |
| b. SEC file number | 008-67790 |
| c. CRD number | 000146122 |
| d. LEI, if any | N/A |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 16 | |
| a. Full Name | BofA Securities, Inc. |
| b. SEC file number | 008-69787 |
| c. CRD number | 000283942 |
| d. LEI, if any | 549300HN4UKV1E2R3U73 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 17 | |
| a. Full Name | BMO Capital Markets Corp. |
| b. SEC file number | 008-34344 |
| c. CRD number | 000016686 |
| d. LEI, if any | RUC0QBLBRPRCU4W1NE59 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 18 | |
| a. Full Name | RBC Capital Markets, LLC |
| b. SEC file number | 008-45411 |
| c. CRD number | 000031194 |
| d. LEI, if any | 549300LCO2FLSSVFFR64 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 3,036,877.51000000 |
| Authorized Participants Record: 19 | |
| a. Full Name | Goldman Sachs & Co. LLC |
| b. SEC file number | 008-00129 |
| c. CRD number | 000000361 |
| d. LEI, if any | FOR8UP27PHTHYVLBNG30 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 14,775,859.24000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 34,907,592.65000000 |
| Authorized Participants Record: 20 | |
| a. Full Name | Morgan Stanley & Co. LLC |
| b. SEC file number | 008-15869 |
| c. CRD number | 000008209 |
| d. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 21 | |
| a. Full Name | Mizuho Securities USA Inc |
| b. SEC file number | 008-37710 |
| c. CRD number | 000019647 |
| d. LEI, if any | 7TK5RJIZDFROZCA6XF66 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 22 | |
| a. Full Name | Interactive Brokers LLC |
| b. SEC file number | 008-47257 |
| c. CRD number | 000036418 |
| d. LEI, if any | 50OBSE5T5521O6SMZR28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 23 | |
| a. Full Name | BNP Paribas Securities Corp. |
| b. SEC file number | 008-32682 |
| c. CRD number | 000015794 |
| d. LEI, if any | RCNB6OTYUAMMP879YW96 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 24 | |
| a. Full Name | Citadel Securities LLC |
| b. SEC file number | 008-53574 |
| c. CRD number | 000116797 |
| d. LEI, if any | 12UUJYTN7D3SW8KCSG25 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 15,437,347.99000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 17,201,071.91000000 |
| Authorized Participants Record: 25 | |
| a. Full Name | Wells Fargo Securities, LLC |
| b. SEC file number | 008-65876 |
| c. CRD number | 000126292 |
| d. LEI, if any | VYVVCKR63DVZZN70PB21 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 26 | |
| a. Full Name | IBKR Security Services LLC |
| b. SEC file number | 008-28569 |
| c. CRD number | 000033319 |
| d. LEI, if any | 549300ENR8YMEK2RVE28 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
| Authorized Participants Record: 27 | |
| a. Full Name | Wedbush Securities Inc. |
| b. SEC file number | 008-12987 |
| c. CRD number | 000000877 |
| d. LEI, if any | 549300CSX55MXZ47EI78 |
| e. The dollar value of the Fund shares the authorized participant purchased from the Fund during the reporting period: | 0.00000000 |
| f. The dollar value of the Fund shares the authorized participant redeemed during the reporting period: | 0.00000000 |
|
g. Did the Fund require that an authorized participant post
collateral to the Fund or
any of its designated service providers
in
connection with the purchase or redemption of Fund shares during the reporting period? |
Yes
No
|
| Instructions. The term “creation unit” means a specified number of Exchange-Traded Fund or Exchange-Traded Managed Fund shares that the fund will issue to (or redeem from) an authorized participant in exchange for the deposit (or delivery) of specified securities, positions, cash, and other assets or positions. |
| a. Number of Fund shares required to form a creation unit as of the last business day of the reporting period: |
| (for purchases) | 50,000.00000000 |
| (for redemptions, if different) |
| b. Based on the dollar value paid for each creation unit purchased by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.19000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.10000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.81000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.10000000
%
|
| c. Based on the dollar value paid for creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average percentage of that value composed of cash: | 0.23000000
%
|
| ii. The standard deviation of the percentage of that value composed of cash: | 0.14000000
%
|
| iii. The average percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 99.77000000
%
|
| iv. The standard deviation of the percentage of that value composed of non-cash assets and other positions exchanged on an "in-kind" basis: | 0.14000000
%
|
| d. For creation units purchased by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units purchased on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| e. For creation units redeemed by authorized participants during the reporting period, provide: |
| i. The average transaction fee charged to an authorized participant for transacting in the creation units, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| ii. The average transaction fee charged to an authorized participant for transacting in those creation units the consideration for which was fully or partially composed of cash, expressed as: |
| 1. Dollars per creation unit, if charged on that basis: | 0.00000000 |
| 2. Dollars for one or more creation units redeemed on the same day, if charged on that basis: | 1,000.00000000 |
| 3. A percentage of the value of each creation unit, if charged on that basis: | 0.00000000
%
|
| Is the Fund an "In-Kind Exchange-Traded Fund" as defined in rule 22e-4 under the Act (17 CFR 270.22e-4)? |
Yes
No
|
| Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below: |
i. Legal proceedings
ii. Provision of financial support
iii. Independent public accountant's report on internal
control (management investment companies other than small business
investment companies only)
iv. Change in accounting principles and practices
v. Information required to be filed pursuant to
exemptive orders
vi. Other information required to be included
as an attachment pursuant to Commission rules and regulations
|
| Instructions. 1. Item G.1.a.i. Legal proceedings. (a) If the Registrant responded "YES" to Item B.11.a., provide a brief description of the proceedings. As part of the description, provide the case or docket number (if any), and the full names of the principal parties to the proceeding. (b) If the Registrant responded "YES" to Item B.11.b., identify the proceeding and give its date of termination. 2. Item G.1.a.ii. Provision of financial support. If the Registrant responded "YES" to Item B.14., provide the following information (unless the Registrant is a Money Market Fund): (a) Description of nature of support. (b) Person providing support. (c) Brief description of relationship between the person providing support and the Registrant. (d) Date support provided. (e) Amount of support. (f) Security supported (if applicable). Disclose the full name of the issuer, the title of the issue (including coupon or yield, if applicable) and at least two identifiers, if available (e.g., CIK, CUSIP, ISIN, LEI). (g) Value of security supported on date support was initiated (if applicable). (h) Brief description of reason for support. (i) Term of support. (j) Brief description of any contractual restrictions relating to support. 3. Item G.1.a.iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only). Each management investment company shall furnish a report of its independent public accountant on the company's system of internal accounting controls. The accountant's report shall be based on the review, study and evaluation of the accounting system, internal accounting controls, and procedures for safeguarding securities made during the audit of the financial statements for the reporting period. The report should disclose any material weaknesses in: (a) the accounting system; (b) system of internal accounting control; or (c) procedures for safeguarding securities which exist as of the end of the Registrant's fiscal year. The accountant's report shall be furnished as an exhibit to the form and shall: (1) be addressed to the Registrant's shareholders and board of directors; (2) be dated; (3) be signed manually; and (4) indicate the city and state where issued. Attachments that include a report that discloses a material weakness should include an indication by the Registrant of any corrective action taken or proposed. The fact that an accountant's report is attached to this form shall not be regarded as acknowledging any review of this form by the independent public accountant. 4. Item G.1.a.iv. Change in accounting principles and practices. If the Registrant responded "YES" to Item B.21, provide an attachment that describes the change in accounting principles or practices, or the change in the method of applying any such accounting principles or practices. State the date of the change and the reasons therefor. A letter from the Registrant's independent accountants, approving or otherwise commenting on the change, shall accompany the description. 5. Item G.1.a.v. Information required to be filed pursuant to exemptive orders. File as an attachment any information required to be reported on Form N-CEN or any predecessor form to Form N-CEN (e.g., Form N-SAR) pursuant to exemptive orders issued by the Commission and relied on by the Registrant. 6. Item G.1.a.vi. Other information required to be included as an attachment pursuant to Commission rules and regulations. File as an attachment any other information required to be included as an attachment pursuant to Commission rules and regulations. |
| Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized. | ||
| Registrant | First Trust Exchange-Traded AlphaDEX Fund | |
| Date | 2023-10-11 | |
| Signature | Derek Maltbie | |
| Title | Treasurer | |