Alerts in Data Loss Prevention

Hi Guys.

I have 3 DLP policies created and active. The rules within the policies are configured to generate an alert for each match. In the Activity Explorer, I can see the generated matches, but when I go to the Alerts menu, no information is displayed. Similarly, when I try to view these alerts from the Security portal, they do not appear. My account is a Global Admin. Is there any additional configuration that needs to be done?"