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Holdings of the Fund as of 9/21/2018 *
Total Number of Holdings: 120
| Wells Fargo & Company, Series L, 7.50% |
WFC.L |
3,636 |
$4,635,827.28 |
2.49% |
| Bank of America Corporation, Series L, 7.25% |
BAC.L |
3,010 |
$3,882,960.20 |
2.08% |
| PALO ALTO NETWORKS Convertible, 0.75%, due 07/01/2023 |
697435AC9 |
3,615,000 |
$3,809,020.67 |
2.04% |
| Becton, Dickinson and Company, Series A, 6.125%, Due 05/01/2020 |
BDXA |
56,000 |
$3,685,360.00 |
1.98% |
| SQUARE INC Convertible, 0.50%, due 05/15/2023 |
852234AC7 |
2,860,000 |
$3,675,829.32 |
1.97% |
| MICROCHIP TECHNOLOGY INC Convertible, 1.625%, due 02/15/2027 |
595017AF1 |
3,055,000 |
$3,375,698.67 |
1.81% |
| ILLUMINA INC Convertible, 0%, due 08/15/2023 |
452327AJ8 |
2,795,000 |
$3,066,039.54 |
1.65% |
| ADVANCED MICRO DEVICES Convertible, 2.125%, due 09/01/2026 |
007903BD8 |
735,000 |
$2,858,453.22 |
1.53% |
| SERVICENOW INC Convertible, 0%, due 06/01/2022 |
81762PAC6 |
1,960,000 |
$2,852,450.72 |
1.53% |
| INTEL CORP Convertible, 3.25%, due 08/01/2039 |
458140AF7 |
1,090,000 |
$2,471,384.30 |
1.33% |
| HERBALIFE LTD Convertible, 2.625%, due 03/15/2024 |
42703MAC7 |
2,270,000 |
$2,441,364.57 |
1.31% |
| Hess Corp, 8.00%, Due 02/01/2019 |
HES.A |
30,750 |
$2,403,420.00 |
1.29% |
| MICROCHIP TECHNOLOGY INC Convertible, 1.625%, due 02/15/2025 |
595017AD6 |
1,510,000 |
$2,404,483.25 |
1.29% |
| NextEra Energy Inc, 6.123%, Due 09/01/2019 |
NEE.R |
41,085 |
$2,395,255.50 |
1.29% |
| EXTRA SPACE STORAGE LP Convertible, 3.125%, due 10/01/2035 |
30225VAD9 |
2,095,000 |
$2,244,792.50 |
1.20% |
| IAC FINANCECO INC Convertible, 0.875%, due 10/01/2022 |
44931RAA0 |
1,500,000 |
$2,179,996.53 |
1.17% |
| INSULET CORPORATION Convertible, 1.375%, due 11/15/2024 |
45784PAG6 |
1,770,000 |
$2,181,397.56 |
1.17% |
| LIGAND PHARMACEUTICALS INC Convertible, 0.75%, due 05/15/2023 |
53220KAE8 |
1,850,000 |
$2,172,813.90 |
1.17% |
| ILLUMINA INC Convertible, 0.50%, due 06/15/2021 |
452327AH2 |
1,450,000 |
$2,154,539.07 |
1.16% |
| JAZZ INVESTMENTS I LTD Convertible, 1.875%, due 08/15/2021 |
472145AB7 |
2,025,000 |
$2,152,765.35 |
1.16% |
| Fortive Corporation, Series A, 5.00%, Due 07/01/2021 |
FTV.A |
1,915 |
$2,087,350.00 |
1.12% |
| TESLA MOTORS INC Convertible, 0.25%, due 03/01/2019 |
88160RAB7 |
2,035,000 |
$2,086,139.55 |
1.12% |
| Sempra Energy, Series A, Convertible, 6.00%, Due 01/15/2021 |
SRE.A |
20,025 |
$2,062,575.00 |
1.11% |
| ZENDESK INC Convertible, 0.25%, due 03/15/2023 |
98936JAA9 |
1,610,000 |
$1,959,692.00 |
1.05% |
| DEXCOM INC Convertible, 0.75%, due 05/15/2022 |
252131AF4 |
1,292,000 |
$1,940,824.31 |
1.04% |
| OIL STATES INTL INC Convertible, 1.50%, due 02/15/2023 |
678026AG0 |
1,875,000 |
$1,932,776.26 |
1.04% |
| NEUROCRINE BIOSCIENCES Convertible, 2.25%, due 05/15/2024 |
64125CAD1 |
1,145,000 |
$1,913,581.25 |
1.03% |
| SPLUNK INC Convertible, 0.50%, due 09/15/2023 |
848637AA2 |
1,863,000 |
$1,881,095.32 |
1.01% |
| WORKDAY INC Convertible, 0.25%, due 10/01/2022 |
98138HAE1 |
1,665,000 |
$1,872,507.30 |
1.00% |
| NAVISTAR INTL CORP Convertible, 4.75%, due 04/15/2019 |
63934EAS7 |
1,800,000 |
$1,838,932.19 |
0.99% |
| ATLAS AIR WORLDWIDE HLDG Convertible, 2.25%, due 06/01/2022 |
049164BH8 |
1,565,000 |
$1,816,965.00 |
0.98% |
| MICRON TECHNOLOGY INC Convertible, 2.125%, due 02/15/2033 |
595112AV5 |
445,000 |
$1,819,071.00 |
0.98% |
| AKAMAI TECHNOLOGIES INC Convertible, 0.125%, due 05/01/2025 |
00971TAH4 |
1,790,000 |
$1,778,005.21 |
0.95% |
| BLACKSTONE MORTGAGE TRUST Convertible, 4.375%, due 05/05/2022 |
09257WAB6 |
1,750,000 |
$1,759,943.50 |
0.94% |
| OKTA INC Convertible, 0.25%, due 02/15/2023 |
679295AA3 |
1,155,000 |
$1,759,848.09 |
0.94% |
| ATLASSIAN INC Convertible, 0.625%, due 05/01/2023 |
04947PAA0 |
1,390,000 |
$1,738,236.70 |
0.93% |
| TWILIO INC Convertible, 0.25%, due 06/01/2023 |
90138FAA0 |
1,310,000 |
$1,728,500.46 |
0.93% |
| CITRIX SYSTEMS INC Convertible, 0.50%, due 04/15/2019 |
177376AD2 |
1,110,000 |
$1,692,311.60 |
0.91% |
| TWITTER INC Convertible, 0.25%, due 06/15/2024 |
90184LAE2 |
1,925,000 |
$1,689,707.25 |
0.91% |
| CHENIERE ENERGY INC Convertible, 4.25%, due 03/15/2045 |
16411RAG4 |
2,090,000 |
$1,668,547.32 |
0.90% |
| PURE STORAGE INC Convertible, 0.125%, due 04/15/2023 |
74624MAA0 |
1,410,000 |
$1,677,054.00 |
0.90% |
| WRIGHT MEDICAL GROUP INC 2%, due 02/15/2020 |
98235TAE7 |
1,550,000 |
$1,673,031.27 |
0.90% |
| Crown Castle Intl Corp, Series A, 6.875%, Due 08/01/2020 |
CCI.A |
1,525 |
$1,661,411.25 |
0.89% |
| ANTHEM INC Convertible, 2.75%, due 10/15/2042 |
94973VBG1 |
435,000 |
$1,638,304.83 |
0.88% |
| Rexnord Corp, Series A, 5.75%, Due 11/15/2019 |
RXN.A |
24,500 |
$1,635,375.00 |
0.88% |
| ALLSCRIPTS HEALTHCARE SOLNS Convertible, 1.25%, due 07/01/2020 |
01988PAD0 |
1,530,000 |
$1,622,135.08 |
0.87% |
| TELADOC INC Convertible, 3%, due 12/15/2022 |
87918AAB1 |
840,000 |
$1,597,890.00 |
0.86% |
| TOTAL SA Convertible, 0.50%, due 12/02/2022 |
F92124BF6 |
1,400,000 |
$1,585,514.00 |
0.85% |
| YAHOO INC Convertible, 0%, due 12/01/2018 |
984332AF3 |
1,255,000 |
$1,593,085.72 |
0.85% |
| KAMAN CORP Convertible, 3.25%, due 05/01/2024 |
483548AF0 |
1,325,000 |
$1,562,853.40 |
0.84% |
| MOLINA HEALTHCARE INC Convertible, 1.125%, due 01/15/2020 |
60855RAC4 |
418,000 |
$1,561,751.25 |
0.84% |
| BIOMARIN PHARMACEUTICAL Convertible, 0.599%, due 08/01/2024 |
09061GAH4 |
1,435,000 |
$1,521,656.78 |
0.82% |
| ON SEMICONDUCTOR CORP 1%, due 12/01/2020 |
682189AK1 |
1,300,000 |
$1,533,634.72 |
0.82% |
| SUPERNUS PHARMACEUTICALS Convertible, 0.625%, due 04/01/2023 |
868459AC2 |
1,380,000 |
$1,519,998.24 |
0.82% |
| CHART INDUSTRIES INC Convertible, 1%, due 11/15/2024 |
16115QAD2 |
1,045,000 |
$1,430,825.50 |
0.77% |
| THE PRICELINE GROUP INC Coinvertible, 0.90%, due 09/15/2021 |
741503AX4 |
1,228,000 |
$1,439,110.39 |
0.77% |
| LIBERTY MEDIA CORP Convertible, 1.375%, due 10/15/2023 |
531229AB8 |
1,130,000 |
$1,424,591.00 |
0.76% |
| SAREPTA THERAPEUTICS INC Convertible, 1.50%, due 11/15/2024 |
803607AA8 |
662,000 |
$1,415,438.75 |
0.76% |
| PACIRA PHARMACEUTICALS Convertible, 2.375%, due 04/01/2022 |
695127AD2 |
1,295,000 |
$1,390,861.08 |
0.75% |
| ETSY INC Convertible, 0%, due 03/01/2023 |
29786AAA4 |
955,000 |
$1,365,288.06 |
0.73% |
| NEW RELIC INC Convertible, 0.50%, due 05/01/2023 |
64829BAA8 |
1,270,000 |
$1,356,570.82 |
0.73% |
| HUBSPOT INC Convertible, 0.25%, due 06/01/2022 |
443573AB6 |
835,000 |
$1,333,676.21 |
0.72% |
| MERITOR INC Convertible, 3.25%, due 10/15/2037 |
59001KAE0 |
1,380,000 |
$1,345,070.83 |
0.72% |
| WHITING PETROLEUM CORP Convertible, 1.25%, due 04/01/2020 |
966387AL6 |
1,395,000 |
$1,340,131.87 |
0.72% |
| THE PRICELINE GROUP INC Convertible, 0.35%, due 06/15/2020 |
741503AS5 |
890,000 |
$1,331,037.72 |
0.71% |
| VERINT SYSTEMS INC Convertible, 1.50%, due 06/01/2021 |
92343XAA8 |
1,285,000 |
$1,316,012.19 |
0.71% |
| CAESARS ENTERTAIN CORP Convertible, 5%, due 10/01/2024 |
127686AA1 |
770,000 |
$1,312,379.52 |
0.70% |
| Mandatory Exch Trust, Series 144A, 5.75%, Due 06/01/2019 |
MNXCZ |
7,000 |
$1,297,065.03 |
0.70% |
| AXA SA Convertible, 7.25%, due 05/15/2021 |
054536AD9 |
1,160,000 |
$1,287,582.60 |
0.69% |
| NRG ENERGY INC Convertible, 2.75%, due 06/01/2048 |
629377CF7 |
1,220,000 |
$1,272,832.10 |
0.68% |
| FIVE9 INC Convertible, 0.125%, due 05/01/2023 |
338307AA9 |
1,045,000 |
$1,250,865.00 |
0.67% |
| RH Convertible, 0%, due 06/15/2023 |
74967XAB9 |
1,280,000 |
$1,235,668.48 |
0.66% |
| VISHAY INTERTECHNOLOGY Convertible, 2.25%, due 06/15/2025 |
928298AN8 |
1,285,000 |
$1,231,993.75 |
0.66% |
| GUIDEWIRE SOFTWARE INC Convertible, 1.25%, due 03/15/2025 |
40171VAA8 |
1,145,000 |
$1,215,131.25 |
0.65% |
| VIAVI SOLUTIONS INC Convertible, 1%, due 03/01/2024 |
925550AB1 |
1,115,000 |
$1,195,872.07 |
0.64% |
| REALPAGE INC Convertible, 1.50%, due 11/15/2022 |
75606NAB5 |
740,000 |
$1,156,501.60 |
0.62% |
| Stanley Black & Decker, Inc., Convertible, 5.375%, Due 05/15/2020 |
SWP |
10,125 |
$1,157,287.50 |
0.62% |
| CREE INC Convertible, 0.875%, due 09/01/2023 |
225447AA9 |
1,195,000 |
$1,127,964.09 |
0.61% |
| TESLA INC Convertible, 2.375%, due 03/15/2022 |
88160RAD3 |
1,017,000 |
$1,135,068.62 |
0.61% |
| TRANSOCEAN INC Convertible, 0.50%, due 01/30/2023 |
893830BJ7 |
785,000 |
$1,134,731.63 |
0.61% |
| CHEGG INC Convertible, 0.25%, due 05/15/2023 |
163092AA7 |
865,000 |
$1,120,956.10 |
0.60% |
| INTEGRATED DEVICE TECH Convertible, 0.875%, due 11/15/2022 |
458118AC0 |
740,000 |
$1,118,148.87 |
0.60% |
| NUVASIVE INC Convertible, 2.25%, due 03/15/2021 |
670704AG0 |
895,000 |
$1,109,967.37 |
0.60% |
| RINGCENTRAL INC Convertible, 0%, due 03/15/2023 |
76680RAC1 |
890,000 |
$1,099,838.86 |
0.59% |
| IONIS PHARMACEUTICALS INC Convertible, 1%, due 11/15/2021 |
464337AJ3 |
1,050,000 |
$1,085,437.50 |
0.58% |
| QIAGEN NV Convertible, 0.375%, due 03/19/2019 |
N72482AA5 |
800,000 |
$1,063,624.00 |
0.57% |
| RPM INTERNATIONAL INC Convertible, 2.25%, due 12/15/2020 |
749685AT0 |
800,000 |
$1,040,268.04 |
0.56% |
| SILICON LABORATORIES INC Convertible, 1.375%, due 03/01/2022 |
826919AB8 |
900,000 |
$1,044,531.00 |
0.56% |
| TWO HARBORS INV CORP Convertible, 6.25%, due 01/15/2022 |
90187BAA9 |
1,005,000 |
$1,039,572.00 |
0.56% |
| APPTIO INC Convertible, 0.875%, due 04/01/2023 |
03835CAA6 |
895,000 |
$1,030,864.58 |
0.55% |
| WIX LTD Convertible, 0%, due 07/01/2023 |
92940WAA7 |
990,000 |
$1,029,025.80 |
0.55% |
| FTI CONSULTING INC Convertible, 2%, due 08/15/2023 |
302941AN9 |
1,000,000 |
$979,400.00 |
0.53% |
| Intl Flavor & Fragrances, Convertible, 6%, Due 09/15/2021 |
IFFT |
18,025 |
$975,693.25 |
0.52% |
| II-VI INC Convertible, 0.25%, due 09/01/2022 |
902104AA6 |
785,000 |
$928,042.70 |
0.50% |
| Q2 HOLDINGS INC Convertible, 0.75%, due 02/15/2023 |
74736LAA7 |
780,000 |
$936,456.31 |
0.50% |
| WORLD WRESTLING ENTERTAINMENT Convertible, 3.375%, due 12/15/2023 |
98156QAA6 |
255,000 |
$922,590.00 |
0.50% |
| AIR TRANSPORT SERVICES GROUP Convertible, 1.125%, due 10/15/2024 |
00922RAA3 |
929,000 |
$904,779.11 |
0.49% |
| OASIS PETROLEUM INC Convertible, 2.625%, due 09/15/2023 |
674215AJ7 |
710,000 |
$907,557.50 |
0.49% |
| RED HAT INC Convertible, 0.25%, due 10/01/2019 |
756577AD4 |
495,000 |
$905,602.50 |
0.49% |
| DOCUSIGN INC Convertible, 0.50%, due 09/15/2023 |
256163AA4 |
904,000 |
$896,340.40 |
0.48% |
| EXACT SCIENCES CORP Convertible, 1%, due 01/15/2025 |
30063PAA3 |
745,000 |
$901,005.24 |
0.48% |
| CYPRESS SEMICONDUCTOR CO Convertible, 4.50%, due 01/15/2022 |
232806AM1 |
655,000 |
$873,609.51 |
0.47% |
| PERFICIENT INC Convertible, 2.375%, due 09/15/2023 |
71375UAA9 |
900,000 |
$878,362.20 |
0.47% |
| DYCOM INDUSTRIES INC Convertible, 0.75%, due 09/15/2021 |
267475AB7 |
775,000 |
$852,937.91 |
0.46% |
| NUTANIX INC Convertible, 0%, due 01/15/2023 |
67059NAA6 |
731,000 |
$849,405.92 |
0.46% |
| NOVELLUS SYSTEMS INC Convertible, 2.625%, due 05/15/2041 |
670008AD3 |
178,000 |
$837,129.73 |
0.45% |
| QUIDEL CORP Convertible, 3.25%, due 12/15/2020 |
74838JAA9 |
390,000 |
$814,194.03 |
0.44% |
| LIVE NATION ENTERTAINMENT Convertible, 2.50%, due 03/15/2023 |
538034AM1 |
750,000 |
$809,446.50 |
0.43% |
| Bunge Ltd, 4.875% |
BGEPF |
7,275 |
$775,733.25 |
0.42% |
| MOMO INC Convertible, 1.25%, due 07/01/2025 |
60879BAA5 |
770,000 |
$771,669.36 |
0.41% |
| CHESAPEAKE ENERGY CORP Convertible, 5.50%, due 09/15/2026 |
165167CY1 |
770,000 |
$751,159.64 |
0.40% |
| PATRICK INDUSTRIES INC Convertible, 1%, due 02/01/2023 |
703343AA1 |
775,000 |
$751,362.50 |
0.40% |
| PDC ENERGY INC Convertible, 1.125%, due 09/15/2021 |
69327RAD3 |
770,000 |
$749,313.18 |
0.40% |
| ZILLOW INC Convertible, 2%, due 12/01/2021 |
98954MAB7 |
705,000 |
$753,657.69 |
0.40% |
| ENVESTNET INC Convertible, 1.75%, due 12/15/2019 |
29404KAA4 |
655,000 |
$724,070.41 |
0.39% |
| MICRON TECHNOLOGY INC Convertible, 3%, due 11/15/2043 |
595112AY9 |
425,000 |
$651,547.10 |
0.35% |
| EMPIRE STATE REALTY TRUST Convertible, 2.625%, due 08/15/2019 |
292102AA8 |
600,000 |
$606,483.60 |
0.33% |
| Welltower Inc, Series I, 6.50% |
WELL.I |
9,500 |
$585,200.00 |
0.31% |
| ROYAL GOLD INC Convertible, 2.875%, due 06/15/2019 |
780287AA6 |
520,000 |
$526,836.96 |
0.28% |
| ATLAS AIR WORLDWIDE HLDG Convertible, 1.875%, due 06/01/2024 |
049164BJ4 |
230,000 |
$275,310.00 |
0.15% |
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 and the Internal Revenue Code. First Trust has no knowledge of and has not been provided any information regarding any investor. Financial advisors must determine whether particular investments are appropriate for their clients. First Trust believes the financial advisor is a fiduciary, is capable of evaluating investment risks independently and is responsible for exercising independent judgment with respect to its retirement plan clients.
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