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        <isFundSecuritiesLending>Y</isFundSecuritiesLending>
        <fundLendSecurities didFundLendSecurities="Y">
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        <securityLendings>
          <securityLending>
            <securitiesAgentName>BNY Mellon</securitiesAgentName>
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                <idemnityProvider idemnityProviderName="N/A" idemnityProviderLei="N/A" idemnityProviderRssdId="N/A"/>
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              <didIndemnificationRights>N</didIndemnificationRights>
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        <paymentToAgentManagers>
          <paymentToAgentManagerType>Revenue sharing split</paymentToAgentManagerType>
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          <relyOnRuleType>Rule 12d1-4 (17 CFR 270.12d1-4)</relyOnRuleType>
          <relyOnRuleType>Rule 32a-4 (17 CFR 270.32a-4)</relyOnRuleType>
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        <isExpenseLimitationInPlace>Y</isExpenseLimitationInPlace>
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          <investmentAdviser>
            <investmentAdviserName>First Trust Advisors L.P.</investmentAdviserName>
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            <transferAgentName>The Bank of New York Mellon</transferAgentName>
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            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
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            <pricingServiceName>ICE Data Pricing &amp; Reference Data, LLC</pricingServiceName>
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            <pricingServiceName>LSEG Pricing Service</pricingServiceName>
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            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
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          <principalTransaction>
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          <principalTransaction>
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          <principalTransaction>
            <principalName>Jane Street Execution Services, LLC</principalName>
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        <principalAggregatePurchase>281700398.45000000</principalAggregatePurchase>
        <isBrokerageResearchPayment>N</isBrokerageResearchPayment>
        <mnthlyAvgNetAssets>918264610.18000000</mnthlyAvgNetAssets>
        <hasLineOfCredit>N</hasLineOfCredit>
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        <liquidityClassifications>
          <liquidityClassificationService>
            <liquidityName>Bloomberg Finance L.P.</liquidityName>
            <liquidityLei>5493001KJTIIGC8Y1R12</liquidityLei>
            <liquidityStateCountry liquidityCountry="US" liquidityState="US-NY"/>
            <isAffiliatedPerson>N</isAffiliatedPerson>
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        <isLiquidityHiredTerminated>N</isLiquidityHiredTerminated>
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      <managementInvestmentQuestion>
        <mgmtInvFundName>First Trust Mid Cap Value AlphaDEX Fund</mgmtInvFundName>
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            <securitiesAgentName>BNY Mellon</securitiesAgentName>
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                <idemnityProvider idemnityProviderName="N/A" idemnityProviderLei="N/A" idemnityProviderRssdId="N/A"/>
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              <didIndemnificationRights>N</didIndemnificationRights>
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          <paymentToAgentManagerType>Revenue sharing split</paymentToAgentManagerType>
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          <relyOnRuleType>Rule 6c-11 (17 CFR 270.6c-11)</relyOnRuleType>
          <relyOnRuleType>Rule 32a-4 (17 CFR 270.32a-4)</relyOnRuleType>
          <relyOnRuleType>Rule 12d1-4 (17 CFR 270.12d1-4)</relyOnRuleType>
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        <isExpenseWaivedRecoupable>N</isExpenseWaivedRecoupable>
        <investmentAdvisers>
          <investmentAdviser>
            <investmentAdviserName>First Trust Advisors L.P.</investmentAdviserName>
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            <transferAgentName>The Bank of New York Mellon</transferAgentName>
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        <isTransferAgentHiredOrTerminated>N</isTransferAgentHiredOrTerminated>
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          <pricingService>
            <pricingServiceName>ICE Data Pricing &amp; Reference Data, LLC</pricingServiceName>
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          <pricingService>
            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
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          <pricingService>
            <pricingServiceName>LSEG Pricing Service</pricingServiceName>
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        <custodians>
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        <isShareholderServiceHiredTerminated>N</isShareholderServiceHiredTerminated>
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        <brokerDealers>
          <brokerDealer>
            <brokerDealerName>First Trust Portfolios L.P.</brokerDealerName>
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            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
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            <pricingServiceName>ICE Data Pricing &amp; Reference Data, LLC</pricingServiceName>
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        <isShareholderServiceHiredTerminated>N</isShareholderServiceHiredTerminated>
        <admins>
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            <adminName>The Bank of New York Mellon</adminName>
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        <brokerDealers>
          <brokerDealer>
            <brokerDealerName>First Trust Portfolios L.P.</brokerDealerName>
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          <broker>
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        <netIncomeSecuritiesLending>209286.00000000</netIncomeSecuritiesLending>
        <relyOnRuleTypes>
          <relyOnRuleType>Rule 6c-11 (17 CFR 270.6c-11)</relyOnRuleType>
          <relyOnRuleType>Rule 32a-4 (17 CFR 270.32a-4)</relyOnRuleType>
          <relyOnRuleType>Rule 12d1-4 (17 CFR 270.12d1-4)</relyOnRuleType>
        </relyOnRuleTypes>
        <isExpenseLimitationInPlace>Y</isExpenseLimitationInPlace>
        <isExpenseReducedOrWaived>N</isExpenseReducedOrWaived>
        <isFeesWaivedRecoupable>N</isFeesWaivedRecoupable>
        <isExpenseWaivedRecoupable>N</isExpenseWaivedRecoupable>
        <investmentAdvisers>
          <investmentAdviser>
            <investmentAdviserName>First Trust Advisors L.P.</investmentAdviserName>
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        <transferAgents>
          <transferAgent>
            <transferAgentName>The Bank of New York Mellon</transferAgentName>
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            <isTransferAgentAffiliated>N</isTransferAgentAffiliated>
            <isTransferAgentSubAgent>N</isTransferAgentSubAgent>
          </transferAgent>
        </transferAgents>
        <isTransferAgentHiredOrTerminated>N</isTransferAgentHiredOrTerminated>
        <pricingServices>
          <pricingService>
            <pricingServiceName>ICE Data Pricing &amp; Reference Data, LLC</pricingServiceName>
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            <pricingServiceStateCountry pricingServiceState="US-DE" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
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          <pricingService>
            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
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            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
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          <pricingService>
            <pricingServiceName>LSEG Pricing Service</pricingServiceName>
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        <custodians>
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          <shareholderServicingAgent>
            <shareholderServiceAgentName>The Bank of New York Mellon</shareholderServiceAgentName>
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          <admin>
            <adminName>The Bank of New York Mellon</adminName>
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        <brokerDealers>
          <brokerDealer>
            <brokerDealerName>First Trust Portfolios L.P.</brokerDealerName>
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          <broker>
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          <broker>
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          <broker>
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          <broker>
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          <broker>
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          <broker>
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            <principalName>CIDARA THERAPEUTICS INC</principalName>
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            <principalStateCountry principalState="US-CA" principalCountry="US"/>
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            <liquidityName>Bloomberg Finance L.P.</liquidityName>
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            <pricingServiceName>LSEG Pricing Service</pricingServiceName>
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            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
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            <pricingServiceName>ICE Data Pricing &amp; Reference Data, LLC</pricingServiceName>
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            <brokerDealerName>First Trust Portfolios L.P.</brokerDealerName>
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        </pricingServices>
        <isPricingServiceHiredOrTerminated>N</isPricingServiceHiredOrTerminated>
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        </custodians>
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        <shareholderServicingAgents>
          <shareholderServicingAgent>
            <shareholderServiceAgentName>The Bank of New York Mellon</shareholderServiceAgentName>
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        </shareholderServicingAgents>
        <isShareholderServiceHiredTerminated>N</isShareholderServiceHiredTerminated>
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        <brokerDealers>
          <brokerDealer>
            <brokerDealerName>First Trust Portfolios L.P.</brokerDealerName>
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        <isBrokerageResearchPayment>N</isBrokerageResearchPayment>
        <mnthlyAvgNetAssets>130983311.86000000</mnthlyAvgNetAssets>
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        <liquidityClassifications>
          <liquidityClassificationService>
            <liquidityName>Bloomberg Finance L.P.</liquidityName>
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        <isLiquidityHiredTerminated>N</isLiquidityHiredTerminated>
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      <managementInvestmentQuestion>
        <mgmtInvFundName>First Trust Mid Cap Core AlphaDEX Fund</mgmtInvFundName>
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        <fundLendSecurities didFundLendSecurities="Y">
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          <securityLending>
            <securitiesAgentName>BNY Mellon</securitiesAgentName>
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        <paymentToAgentManagers>
          <paymentToAgentManagerType>Revenue sharing split</paymentToAgentManagerType>
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          <relyOnRuleType>Rule 12d1-4 (17 CFR 270.12d1-4)</relyOnRuleType>
          <relyOnRuleType>Rule 32a-4 (17 CFR 270.32a-4)</relyOnRuleType>
          <relyOnRuleType>Rule 6c-11 (17 CFR 270.6c-11)</relyOnRuleType>
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        <isExpenseWaivedRecoupable>N</isExpenseWaivedRecoupable>
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            <investmentAdviserName>First Trust Advisors L.P.</investmentAdviserName>
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            <transferAgentName>The Bank of New York Mellon</transferAgentName>
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          <pricingService>
            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
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        <netIncomeSecuritiesLending>23441.00000000</netIncomeSecuritiesLending>
        <relyOnRuleTypes>
          <relyOnRuleType>Rule 12d1-4 (17 CFR 270.12d1-4)</relyOnRuleType>
          <relyOnRuleType>Rule 32a-4 (17 CFR 270.32a-4)</relyOnRuleType>
          <relyOnRuleType>Rule 6c-11 (17 CFR 270.6c-11)</relyOnRuleType>
        </relyOnRuleTypes>
        <isExpenseLimitationInPlace>Y</isExpenseLimitationInPlace>
        <isExpenseReducedOrWaived>N</isExpenseReducedOrWaived>
        <isFeesWaivedRecoupable>N</isFeesWaivedRecoupable>
        <isExpenseWaivedRecoupable>N</isExpenseWaivedRecoupable>
        <investmentAdvisers>
          <investmentAdviser>
            <investmentAdviserName>First Trust Advisors L.P.</investmentAdviserName>
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            <isInvestmentAdviserHired>N</isInvestmentAdviserHired>
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        </investmentAdvisers>
        <transferAgents>
          <transferAgent>
            <transferAgentName>The Bank of New York Mellon</transferAgentName>
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            <transferAgentStateCountry transferAgentState="US-NY" transferAgentCountry="US"/>
            <isTransferAgentAffiliated>N</isTransferAgentAffiliated>
            <isTransferAgentSubAgent>N</isTransferAgentSubAgent>
          </transferAgent>
        </transferAgents>
        <isTransferAgentHiredOrTerminated>N</isTransferAgentHiredOrTerminated>
        <pricingServices>
          <pricingService>
            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
            <pricingServiceLei>549300B56MD0ZC402L06</pricingServiceLei>
            <pricingServiceStateCountry pricingServiceState="US-NY" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
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          <pricingService>
            <pricingServiceName>LSEG Pricing Service</pricingServiceName>
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            <pricingServiceCountry>GB</pricingServiceCountry>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
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          <pricingService>
            <pricingServiceName>ICE Data Pricing &amp; Reference Data, LLC</pricingServiceName>
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            <pricingServiceStateCountry pricingServiceState="US-DE" pricingServiceCountry="US"/>
            <isPricingServiceAffiliated>N</isPricingServiceAffiliated>
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        <isPricingServiceHiredOrTerminated>N</isPricingServiceHiredOrTerminated>
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          <custodian>
            <custodianName>The Bank of New York Mellon</custodianName>
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            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
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          <shareholderServicingAgent>
            <shareholderServiceAgentName>The Bank of New York Mellon</shareholderServiceAgentName>
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            <isShareholderServiceAgentSubshare>N</isShareholderServiceAgentSubshare>
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        </shareholderServicingAgents>
        <isShareholderServiceHiredTerminated>N</isShareholderServiceHiredTerminated>
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          <admin>
            <adminName>The Bank of New York Mellon</adminName>
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        <brokerDealers>
          <brokerDealer>
            <brokerDealerName>First Trust Portfolios L.P.</brokerDealerName>
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          <broker>
            <brokerName>CITADEL SECURITIES LLC</brokerName>
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          <broker>
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          <broker>
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            <brokerName>CANTOR FITZGERALD &amp; CO.</brokerName>
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            <grossCommission>99644.57000000</grossCommission>
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          <principalTransaction>
            <principalName>CITADEL SECURITIES LLC</principalName>
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        <isBrokerageResearchPayment>N</isBrokerageResearchPayment>
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        <isInterfundBorrowing>N</isInterfundBorrowing>
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          <liquidityClassificationService>
            <liquidityName>Bloomberg Finance L.P.</liquidityName>
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      <managementInvestmentQuestion>
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        <fundLendSecurities didFundLendSecurities="Y">
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            <securitiesAgentName>BNY Mellon</securitiesAgentName>
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              <didIndemnificationRights>N</didIndemnificationRights>
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          <paymentToAgentManagerType>Revenue sharing split</paymentToAgentManagerType>
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          <relyOnRuleType>Rule 12d1-4 (17 CFR 270.12d1-4)</relyOnRuleType>
          <relyOnRuleType>Rule 6c-11 (17 CFR 270.6c-11)</relyOnRuleType>
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        <isExpenseWaivedRecoupable>N</isExpenseWaivedRecoupable>
        <investmentAdvisers>
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            <transferAgentName>The Bank of New York Mellon</transferAgentName>
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            <pricingServiceName>ICE Data Pricing &amp; Reference Data, LLC</pricingServiceName>
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            <pricingServiceName>Bloomberg L.P.</pricingServiceName>
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            <custodyType>Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))</custodyType>
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          <shareholderServicingAgent>
            <shareholderServiceAgentName>The Bank of New York Mellon</shareholderServiceAgentName>
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