Click on the [My Agency] tab
Click on the [Reports] sub-tab
Click on the [Add Report] button - see screenshot - https://simon.d.pr/Z8eYMV
Enter a name for your report, select "Alerts" in the type of report, and click [Save & Continue] - see screenshot - https://simon.d.pr/SZIBHD
Select the desired format, and filter accordingly - see screenshot - https://simon.d.pr/nqaRPV
Select the desired order and report fields, and click [View Report] - see screenshot - https://simon.d.pr/IZDmT4

Your report will automatically be placed in your Saved Reports.