|
|
 |
|
Holdings of the Fund as of 9/29/2023
Total Number of Holdings (excluding cash): 138
| ON SEMICONDUCTOR CORP Convertible, 0.50%, due 03/01/2029 |
|
682189AT2 |
1,725,000 |
$1,902,675.00 |
2.14% |
| PALO ALTO NETWORKS Convertible, 0.375%, due 06/01/2025 |
|
697435AF2 |
798,000 |
$1,883,679.00 |
2.12% |
| SNAP INC Convertible, 0.125%, due 03/01/2028 |
|
83304AAH9 |
2,670,000 |
$1,852,980.00 |
2.09% |
| Wells Fargo & Company, Series L, 7.500% |
WFC.L |
949746804 |
1,595 |
$1,778,425.00 |
2.00% |
| UBER TECHNOLOGIES INC Convertible, 0%, due 12/15/2025 |
|
90353TAJ9 |
1,600,000 |
$1,500,666.03 |
1.69% |
| DEXCOM INC Convertible, 0.25%, due 11/15/2025 |
|
252131AK3 |
1,380,000 |
$1,307,550.00 |
1.47% |
| US Dollar |
$USD |
|
1,171,303 |
$1,171,303.46 |
1.32% |
| WORKIVA INC Convertible, 1.25%, due 08/15/2028 |
|
98139AAC9 |
1,144,000 |
$1,134,276.00 |
1.28% |
| SHIFT4 PAYMENTS INC Convertible, 0%, due 12/15/2025 |
|
82452JAB5 |
1,090,000 |
$1,078,010.00 |
1.21% |
| ROYAL CARIBBEAN CRUISES Convertible, 6%, due 08/15/2025 |
|
780153BQ4 |
511,000 |
$1,009,991.50 |
1.14% |
| ZILLOW GROUP INC Convertible, 2.75%, due 05/15/2025 |
|
98954MAH4 |
985,000 |
$1,016,027.50 |
1.14% |
| PIONEER NATURAL RESOURCES Convertible, 0.25%, due 05/15/2025 |
|
723787AP2 |
403,000 |
$989,123.20 |
1.11% |
| LIBERTY TRIPADVISOR HOLDINGS Convertible, 0.50%, due 06/30/2051 |
|
531465AA0 |
1,150,000 |
$947,025.00 |
1.07% |
| LIBERTY MEDIA CORP Convertible, 2.375%, due 09/30/2053 |
|
531229AR3 |
933,000 |
$940,930.50 |
1.06% |
| MORGAN STANLEY FIN LLC Convertible, 0.125%, due 02/07/2028 |
|
61774TYE6 |
780,000 |
$942,918.60 |
1.06% |
| SOUTHERN CO Convertible, 3.875%, due 12/15/2025 |
|
842587DN4 |
963,000 |
$940,851.00 |
1.06% |
| AKAMAI TECHNOLOGIES INC Convertible, 1.125%, due 02/15/2029 |
|
00971TAM3 |
911,000 |
$923,298.50 |
1.04% |
| EXACT SCIENCES CORP Convertible, 0.375%, due 03/01/2028 |
|
30063PAC9 |
1,068,000 |
$927,130.80 |
1.04% |
| TRANSOCEAN INC Convertible, 4%, due 12/15/2025 |
|
893830BT5 |
512,000 |
$920,012.80 |
1.04% |
| Apollo Global Management, Inc., 6.75%, Due 07/31/2026 |
APO.A |
03769M304 |
16,550 |
$911,905.00 |
1.03% |
| NORTHERN OIL AND GAS INC Convertible, 3.625%, due 04/15/2029 |
|
665531AH2 |
735,000 |
$911,612.98 |
1.03% |
| CARNIVAL CORP Convertible, 5.75%, due 12/01/2027 |
|
143658BU5 |
665,000 |
$891,100.00 |
1.00% |
| HALOZYME THERAPEUTICS INC Convertible, 1%, due 08/15/2028 |
|
40637HAF6 |
945,000 |
$887,118.75 |
1.00% |
| FORD MOTOR COMPANY Convertible, 0%, due 03/15/2026 |
|
345370CZ1 |
885,000 |
$873,937.50 |
0.98% |
| MONGODB INC Convertible, 0.25%, due 01/15/2026 |
|
60937PAD8 |
505,000 |
$864,938.75 |
0.97% |
| DATADOG INC Convertible, 0.125%, due 06/15/2025 |
|
23804LAB9 |
720,000 |
$848,520.00 |
0.96% |
| VENTAS REALTY LP Convertible, 3.75%, due 06/01/2026 |
|
92277GAY3 |
858,000 |
$840,411.00 |
0.95% |
| Bank of America Corporation, Series L, 7.25% |
BAC.L |
060505682 |
751 |
$835,269.71 |
0.94% |
| SOFI TECHNOLOGIES INC Convertible, 0%, due 10/15/2026 |
|
83406FAA0 |
1,050,000 |
$814,800.00 |
0.92% |
| Chart Industries, Inc., Series B, Convertible, 6.75%, Due 12/15/2025 |
GTLS.B |
16115Q407 |
12,165 |
$811,162.20 |
0.91% |
| DEXCOM INC Convertible, 0.375%, due 05/15/2028 |
|
252131AL1 |
903,000 |
$805,476.00 |
0.91% |
| DISH NETWORK CORP Convertible, 3.375%, due 08/15/2026 |
|
25470MAB5 |
1,336,000 |
$809,616.00 |
0.91% |
| AXON ENTERPRISE INC Convertible, 0.50%, due 12/15/2027 |
|
05464CAA9 |
750,000 |
$802,500.00 |
0.90% |
| MICROCHIP TECHNOLOGY INC Convertible, 0.125%, due 11/15/2024 |
|
595017AU8 |
755,000 |
$796,525.00 |
0.90% |
| RIVIAN AUTO INC Convertible, 4.625%, due 03/15/2029 |
|
76954AAA1 |
545,000 |
$791,885.00 |
0.89% |
| WAYFAIR INC Convertible, 3.25%, due 09/15/2027 |
|
94419LAP6 |
655,000 |
$791,895.00 |
0.89% |
| ALPHATEC HOLDINGS INC Convertible, 0.75%, due 08/01/2026 |
|
02081GAB8 |
807,000 |
$777,241.88 |
0.88% |
| CONMED CORP Convertible, 2.25%, due 06/15/2027 |
|
207410AH4 |
805,000 |
$770,385.00 |
0.87% |
| BILL HOLDINGS INC Convertible, 0%, due 12/01/2025 |
|
090043AB6 |
760,000 |
$767,600.00 |
0.86% |
| BOOKING HOLDINGS INC Convertible, 0.75%, due 05/01/2025 |
|
09857LAN8 |
449,000 |
$752,075.00 |
0.85% |
| DUKE ENERGY CORP Convertible, 4.125%, due 04/15/2026 |
|
26441CBX2 |
775,000 |
$754,075.00 |
0.85% |
| LIBERTY BROADBAND CORP Convertible, 3.125%, due 03/31/2053 |
|
530307AE7 |
720,000 |
$753,480.00 |
0.85% |
| HELIX ENERGY SOLUTIONS Convertible, 6.75%, due 02/15/2026 |
|
42330PAK3 |
425,000 |
$733,337.50 |
0.83% |
| SOUTHWEST AIRLINES CO Convertible, 1.25%, due 05/01/2025 |
|
844741BG2 |
739,000 |
$736,228.75 |
0.83% |
| EQT CORP Convertible, 1.75%, due 05/01/2026 |
|
26884LAK5 |
259,000 |
$720,175.40 |
0.81% |
| LANTHEUS HOLDINGS INC Convertible, 2.625%, due 12/15/2027 |
|
516544AA1 |
611,000 |
$711,448.40 |
0.80% |
| BIOMARIN PHARMACEUTICAL Convertible, 0.599%, due 08/01/2024 |
|
09061GAH4 |
716,000 |
$696,310.00 |
0.78% |
| WOLFSPEED INC Convertible, 1.875%, due 12/01/2029 |
|
977852AC6 |
1,050,000 |
$688,275.00 |
0.78% |
| AKAMAI TECHNOLOGIES INC Convertible, 0.125%, due 05/01/2025 |
|
00971TAJ0 |
575,000 |
$681,030.00 |
0.77% |
| HUBSPOT INC Convertible, 0.375%, due 06/01/2025 |
|
443573AD2 |
381,000 |
$679,894.50 |
0.77% |
| BARCLAYS BANK PLC Convertible into MSFT, 0%, due 02/04/2025 |
|
06738G8A1 |
421,000 |
$676,830.33 |
0.76% |
| FLUOR CORP Convertible, 1.125%, due 08/15/2029 |
|
343412AH5 |
654,000 |
$678,361.50 |
0.76% |
| WAYFAIR INC Convertible, 1%, due 08/15/2026 |
|
94419LAF8 |
805,000 |
$662,112.50 |
0.75% |
| DROPBOX INC Convertible, 0%, due 03/01/2028 |
|
26210CAD6 |
690,000 |
$656,880.00 |
0.74% |
| INTEGER HOLDINGS CORP 2.125%, due 02/15/2028 |
|
45826HAA7 |
605,000 |
$660,357.50 |
0.74% |
| JPMORGAN CHASE FINANCIAL Convertible to BA.US, 0.50%, due 06/15/2027 |
|
48133DL24 |
593,000 |
$661,025.40 |
0.74% |
| LIBERTY MEDIA CORP Convertible, 2.25%, due 08/15/2027 |
|
531229AQ5 |
655,000 |
$640,590.00 |
0.72% |
| CABLE ONE INC Convertible, 1.125%, due 03/15/2028 |
|
12685JAG0 |
845,000 |
$632,905.00 |
0.71% |
| INSMED INC Convertible, 0.75%, due 06/01/2028 |
|
457669AB5 |
635,000 |
$633,095.00 |
0.71% |
| UPSTART HOLDINGS INC Convertible, 0.25%, due 08/15/2026 |
|
91680MAB3 |
944,000 |
$628,350.00 |
0.71% |
| ZSCALER INC Convertible, 0.125%, due 07/01/2025 |
|
98980GAB8 |
520,000 |
$627,120.00 |
0.71% |
| FIRSTENERGY CORP Convertible, 4%, due 05/01/2026 |
|
337932AQ0 |
640,000 |
$619,200.00 |
0.70% |
| JAZZ INVESTMENTS I LTD Convertible, 2%, due 06/15/2026 |
|
472145AF8 |
597,000 |
$610,805.63 |
0.69% |
| DIGITALOCEAN HOLDINGS Convertible, 0%, due 12/01/2026 |
|
25402DAB8 |
780,000 |
$600,132.00 |
0.68% |
| BENTLEY SYSTEMS INC Convertible, 0.125%, due 01/15/2026 |
|
08265TAB5 |
615,000 |
$596,550.00 |
0.67% |
| Nextera Energy, Inc., 6.926%, Due 09/01/2025 |
NEE.R |
65339F713 |
15,830 |
$598,848.90 |
0.67% |
| REPAY HOLDINGS Convertible, 0%, due 02/01/2026 |
|
76029LAA8 |
685,000 |
$557,864.00 |
0.63% |
| DISH NETWORK CORP Convertible, 0%, due 12/15/2025 |
|
25470MAF6 |
815,000 |
$548,087.50 |
0.62% |
| MORGAN STANLEY FIN LLC 1%, due 11/23/2027 |
|
61774H2L1 |
540,000 |
$548,702.10 |
0.62% |
| STRIDE INC Convertible, 1.125%, due 09/01/2027 |
|
86333MAA6 |
525,000 |
$554,137.50 |
0.62% |
| MP MATERIALS CORP Convertible, 0.25%, due 04/01/2026 |
|
553368AA9 |
625,000 |
$539,875.00 |
0.61% |
| SAREPTA THERAPEUTICS INC Convertible, 1.25%, due 09/15/2027 |
|
803607AD2 |
486,000 |
$545,243.40 |
0.61% |
| ARRAY TECHNOLOGIES INC Convertible, 1%, due 12/01/2028 |
|
04271TAB6 |
470,000 |
$536,505.00 |
0.60% |
| PARSONS CORP Convertible, 0.25%, due 08/15/2025 |
|
70202LAB8 |
415,000 |
$528,917.50 |
0.60% |
| AFFIRM HOLDINGS INC Convertible, 0%, due 11/15/2026 |
|
00827BAB2 |
698,000 |
$524,407.40 |
0.59% |
| ATI INC Convertible, 3.50%, due 06/15/2025 |
|
01741RAK8 |
195,000 |
$525,427.50 |
0.59% |
| ENVESTNET INC Convertible, 2.625%, due 12/01/2027 |
|
29404KAF3 |
570,000 |
$522,405.00 |
0.59% |
| INSULET CORPORATION Convertible, 0.375%, due 09/01/2026 |
|
45784PAK7 |
530,000 |
$520,990.00 |
0.59% |
| M/A-COM TECH SOLUTIONS Convertible, 0.25%, due 03/15/2026 |
|
55405YAB6 |
460,000 |
$524,860.00 |
0.59% |
| NCL CORPORATION LTD Convertible, 1.125%, due 02/15/2027 |
|
62886HBD2 |
625,000 |
$520,312.50 |
0.59% |
| POST HOLDINGS INC Convertible, 2.50%, due 08/15/2027 |
|
737446AT1 |
525,000 |
$523,162.50 |
0.59% |
| BLOOM ENERGY CORP Convertible, 3%, due 06/01/2028 |
|
093712AJ6 |
515,000 |
$516,596.50 |
0.58% |
| GRANITE CONSTRUCTION INC Convertible, 3.75%, due 05/15/2028 |
|
387328AC1 |
488,000 |
$514,141.27 |
0.58% |
| DRAFTKINGS HOLDINGS INC Convertible, 0%, due 03/15/2028 |
|
26142RAB0 |
660,000 |
$505,890.00 |
0.57% |
| JETBLUE AIRWAYS CORP Convertible, 0.50%, due 04/01/2026 |
|
477143AP6 |
646,000 |
$502,652.60 |
0.57% |
| HAEMONETICS CORP Convertible, 0%, due 03/01/2026 |
|
405024AB6 |
570,000 |
$497,325.00 |
0.56% |
| NCL CORPORATION LTD Convertible, 5.375%, due 08/01/2025 |
|
62886HAX9 |
425,000 |
$496,187.50 |
0.56% |
| THE BEAUTY HEALTH CO Convertible, 1.25%, due 10/01/2026 |
|
88331LAA6 |
640,000 |
$500,800.00 |
0.56% |
| SK HYNIX INC Convertible, 1.75%, due 04/11/2030 |
BP68ZM9 |
|
400,000 |
$484,100.00 |
0.55% |
| SUMMIT HOTEL PROPERTIES Convertible, 1.50%, due 02/15/2026 |
|
866082AA8 |
575,000 |
$485,875.00 |
0.55% |
| ITRON INC Convertible, 0%, due 03/15/2026 |
|
465741AN6 |
550,000 |
$475,750.00 |
0.54% |
| TETRA TECH INC 2.25%, due 08/15/2028 |
|
88162GAA1 |
480,000 |
$475,200.00 |
0.54% |
| AMERICAN AIRLINES GROUP Convertible, 6.50%, due 07/01/2025 |
|
02376RAF9 |
438,000 |
$469,536.00 |
0.53% |
| TRANSMEDICS GROUP INC Convertible, 1.50%, due 06/01/2028 |
|
89377MAA7 |
512,000 |
$464,947.20 |
0.52% |
| MICROSTRATEGY INC Convertible, 0.75%, due 12/15/2025 |
|
594972AC5 |
413,000 |
$448,641.90 |
0.51% |
| BREAD FINANCIAL HLDGS Convertible, 4.25%, due 06/15/2028 |
|
018581AM0 |
407,000 |
$442,856.70 |
0.50% |
| BURLINGTON STORES INC Convertible, 1.25%, due 12/15/2027 |
|
122017AC0 |
476,000 |
$447,440.00 |
0.50% |
| MATCH GROUP FINANCECO 3 Converible, 2%, due 01/15/2030 |
|
44932KAA4 |
510,000 |
$446,541.12 |
0.50% |
| CERENCE INC Convertible, 1.50%, due 07/01/2028 |
|
156727AC3 |
508,000 |
$423,164.00 |
0.48% |
| IMAX CORP Convertible, 0.50%, due 04/01/2026 |
|
45245EAJ8 |
450,000 |
$421,875.00 |
0.48% |
| PEBBLEBROOK HOTEL TRUST Convertible, 1.75%, due 12/15/2026 |
|
70509VAA8 |
512,000 |
$427,212.80 |
0.48% |
| PERFICIENT INC Convertible, 0.125%, due 11/15/2026 |
|
71375UAF8 |
530,000 |
$427,339.00 |
0.48% |
| BRIDGEBIO PHARMA INC Convertible, 2.25%, due 02/01/2029 |
|
10806XAD4 |
555,000 |
$416,250.00 |
0.47% |
| COINBASE GLOBAL INC Convertible, 0.50%, due 06/01/2026 |
|
19260QAB3 |
550,000 |
$415,580.00 |
0.47% |
| LENDINGTREE INC Convertible, 0.50%, due 07/15/2025 |
|
52603BAD9 |
520,000 |
$414,700.00 |
0.47% |
| PATRICK INDUSTRIES INC Convertible, 1.75%, due 12/01/2028 |
|
703343AG8 |
443,000 |
$420,185.50 |
0.47% |
| AMERICAN WATER CAPITAL CORP Convertible, 3.625%, due 06/15/2026 |
|
03040WBB0 |
420,000 |
$406,896.00 |
0.46% |
| EXACT SCIENCES CORP Convertible, 2%, due 03/01/2030 |
|
30063PAD7 |
366,000 |
$404,430.00 |
0.46% |
| IVANHOE MINES LTD Convertible, 2.50%, due 04/15/2026 |
|
46579RAA2 |
323,000 |
$407,842.92 |
0.46% |
| NATERA INC Convertible, 2.25%, due 05/01/2027 |
|
632307AB0 |
309,000 |
$410,197.50 |
0.46% |
| AIR TRANSPORT SERVICES GROUP Convertible, 3.875%, due 08/15/2029 |
|
00922RAC9 |
404,000 |
$398,546.00 |
0.45% |
| CENTERPOINT ENERGY INC Convertible, 4.25%, due 08/15/2026 |
|
15189TBC0 |
410,000 |
$402,005.00 |
0.45% |
| CYBERARK SOFTWARE LTD Convertible, 0%, due 11/15/2024 |
|
23248VAB1 |
349,000 |
$403,967.50 |
0.45% |
| THE CHEESECAKE FACTORY Convertible, 0.375%, due 06/15/2026 |
|
163072AA9 |
485,000 |
$403,156.25 |
0.45% |
| SHOCKWAVE MEDICAL INC Convertible, 1%, due 08/15/2028 |
|
82489TAA2 |
402,000 |
$386,724.00 |
0.44% |
| ADVANCED ENERGY INDUSTRIES Convertible, 2.50%, due 09/15/2028 |
|
007973AD2 |
370,000 |
$375,045.89 |
0.42% |
| ALNYLAM PHARMACEUTICALS Convertible, 1%, due 09/15/2027 |
|
02043QAB3 |
400,000 |
$371,000.00 |
0.42% |
| AMPHASTAR PHARMACEUTICAL Convertible, 2%, due 03/15/2029 |
|
03209RAA1 |
370,000 |
$369,630.00 |
0.42% |
| ASCENDIS PHARMA A/S Convertible, 2.25%, due 04/01/2028 |
|
04351PAD3 |
405,000 |
$371,587.50 |
0.42% |
| ENVISTA HOLDINGS CORP Convertible, 1.75%, due 08/15/2028 |
|
29415FAC8 |
404,000 |
$374,104.00 |
0.42% |
| MICROSTRATEGY INC Convertible, 0%, due 02/15/2027 |
|
594972AE1 |
528,000 |
$372,926.40 |
0.42% |
| DISH NETWORK CORP Convertible, 2.375%, due 03/15/2024 |
|
25470MAD1 |
378,000 |
$364,297.50 |
0.41% |
| RAPID7 INC Convertible, 1.25%, due 03/15/2029 |
|
753422AG9 |
373,000 |
$363,302.00 |
0.41% |
| TYLER TECHNOLOGIES INC Convertible, 0.25%, due 03/15/2026 |
|
902252AB1 |
375,000 |
$363,937.50 |
0.41% |
| ZILLOW GROUP INC Convertible, 1.375%, due 09/01/2026 |
|
98954MAG6 |
300,000 |
$360,450.00 |
0.41% |
| LIVENT CORP Convertible, 4.125%, due 07/15/2025 |
|
53814LAB4 |
163,000 |
$353,873.00 |
0.40% |
| IMPINJ INC Convertible, 1.125%, due 05/15/2027 |
|
453204AD1 |
399,000 |
$347,888.10 |
0.39% |
| REVANCE THERAPEUTICS INC Convertible, 1.75%, due 02/15/2027 |
|
761330AB5 |
433,000 |
$350,210.40 |
0.39% |
| SMART GLOBAL HOLDINGS INC Convertible, 2%, due 02/01/2029 |
|
83205YAC8 |
260,000 |
$342,420.00 |
0.39% |
| SUNNOVA ENERGY INTL INC Convertible, 2.625%, due 02/15/2028 |
|
86745KAH7 |
524,000 |
$324,618.00 |
0.37% |
| NEUROCRINE BIOSCIENCES Convertible, 2.25%, due 05/15/2024 |
|
64125CAD1 |
210,000 |
$313,635.00 |
0.35% |
| NUTANIX INC Convertible, 0.25%, due 10/01/2027 |
|
67059NAH1 |
345,000 |
$309,637.50 |
0.35% |
| THE CHEFS' WAREHOUSE Convertible, 2.375%, due 12/15/2028 |
|
163086AD3 |
345,000 |
$280,726.50 |
0.32% |
| VISHAY INTERTECHNOLOGY Convertible, 2.25%, due 09/15/2030 |
|
928298AQ1 |
278,000 |
$273,691.00 |
0.31% |
| FRESHPET INC Convertible, 3%, due 04/01/2028 |
|
358039AA3 |
221,000 |
$262,271.75 |
0.30% |
| The AES Corporation, 6.875%, Due 02/15/2024 |
AESC |
00130H204 |
4,155 |
$253,455.00 |
0.29% |
| KBR INC Convertible, 2.50%, due 11/01/2023 |
|
48242WAB2 |
99,000 |
$233,046.00 |
0.26% |
| RBC Bearings Incorporated, Series A, 5.00%, Due 10/15/2024 |
RBCP |
75524B203 |
2,025 |
$224,834.33 |
0.25% |
| CYTOKINETICS INC Convertible, 3.50%, due 07/01/2027 |
|
23282WAC4 |
225,000 |
$191,947.50 |
0.22% |
Holdings are subject to change.
The holdings information set forth above for the date indicated reflects creation and redemption transactions from the prior business day and may differ from the holdings information currently available from the Fund's custodian and accounting agent. With respect to the market value of the Fund's holdings set forth above, the pricing sources are generally third party vendors. The Fund ultimately relies on pricing information provided by the Fund's accounting agent.
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The information presented is not intended to constitute an investment recommendation for, or advice to, any specific person. By providing this information, First Trust is not undertaking to give advice in any fiduciary capacity within the meaning of ERISA, the Internal Revenue Code or any other regulatory framework. Financial professionals are responsible for evaluating investment risks independently and for exercising independent judgment in determining whether investments are appropriate for their clients.
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