April 20, 2012

VIA EDGAR

Securities and Exchange Commission
100 F Street, NE
Washington, D.C.  20549

Re: Rule 17g-1 Fidelity Bond Filing-Information with Respect to Joint Fidelity
Bond filing under Investment Company Act Rule 17g-1, Bond No 99516111B for the
following management investment companies (Investment Company Act of 1940 File
Number/ SEC Registration Number): First Defined Portfolio Fund, LLC (File No.
811-09235/ SEC Registration No. 333-72447); Macquarie/First Trust Global
Infrastructure/

Utilities Dividend & Income Fund (File No. 811-21496/ SEC Registration No.
333-112202); First Trust Senior Floating Rate Income Fund II (File No.
811-21539/ SEC Registration Nos. 333-113978 and 333-115414); First Trust Energy
Income and Growth Fund (File No. 811-21549/ SEC Registration No. 333-114131,
333-120853, 333-131771, 333-154254, 333-123460 and 333-173334); First Trust
Enhanced Equity Income Fund (File No. 811-21586/ SEC Registration No.
333-116023); First Trust/Aberdeen Global Opportunity Income Fund (File No.
811-21636/ SEC Registration No. 333-119081); First Trust Mortgage Income Fund
(File No. 811-21727/ SEC Registration No. 333-123262 ); First Trust
Exchange-Traded Fund (File No. 811-21774/ SEC Registration No. 333-125751);
First Trust Strategic High Income Fund II (File No. 811-21842/ SEC Registration
No. 333-131194); First Trust/Aberdeen Emerging Opportunity Fund (File No.
811-21905/ SEC Registration No. 333-134540); First Trust Specialty Finance and
Financial Opportunities Fund (File No. 811-22039/ SEC Registration No.
333-141457); First Trust Exchange-Traded AlphaDEX(R) Fund (File No. 811-22019 /
SEC Registration No. 333-140895); First Trust Active Dividend Income Fund (File
No. 811-22080/ SEC Registration No. 333-143792); First Trust Exchange-Traded
Fund II (File No. 811-21944/ SEC Registration No. 333-143964); First Trust High
Income Long/Short Fund (File No. 811-22442/ SEC Registration No. 333-168186);
First Trust Exchange-Traded AlphaDEX Fund II (File No. 811-22519/ SEC
Registration No. 333-171759); First Trust Series Fund (File No. 811-22452/ SEC
Registration No. 333-168727); and First Trust Energy Infrastructure Fund (File
No. 811-22528/SEC Registration No. 333-172439 and 333-177037).

--------------------------------------------------------------------------------

Dear Sir or Madam:

      Enclosed for filing, pursuant to Rule 17g-1 of the Investment Company Act
of 1940, as amended, please find a copy of the Joint Insured Fidelity Bond, as
amended, for the period October 9, 2011 through October 9, 2012 for the First
Trust complex of funds referenced above. Please note that Riders 9 and 10 have
been added to the Joint Insured Fidelity Bond to add series of First Trust
Exchange-Traded AlphaDEX(R) Fund II effective February 14, 2012 or February 15,
2012, as applicable, and to increase the limit of liability to $16,000,000 in
accordance with Rule 17g. Please note for the Commission's records, the
following:

            (i) The Joint Insured Fidelity Bond;

           (ii) a Certificate of Assistant Secretary containing the form of
      resolutions of the Board of Trustees approving the amount, type, form and
      coverage of the Fidelity Bond, the amount of the single insured bond which
      the registrant would have provided had it not been named as an insured
      under the Fidelity Bond, and a statement as to the period for which
      premiums have been paid; and

          (iii) a copy of the Blanket Bond Insurance Agreement.

                                                  Very truly yours,

                                                  FIRST TRUST PORTFOLIOS L.P.


                                                  /s/ Erin E. Chapman
                                                  ----------------------------
                                                    Assistant General Counsel





Enclosures