|
|
 |
|
Holdings of the Fund as of 7/16/2024
Total Number of Holdings (excluding cash): 133
| NEXTERA ENERGY CAPITAL Convertible, 3%, due 03/01/2027 |
|
65339KCX6 |
1,587,000 |
$1,839,333.00 |
2.23% |
| INSMED INC Convertible, 0.75%, due 06/01/2028 |
|
457669AB5 |
666,000 |
$1,617,131.26 |
1.96% |
| Wells Fargo & Company, Series L, 7.500% |
WFC.L |
949746804 |
1,240 |
$1,497,300.00 |
1.81% |
| UBER TECHNOLOGIES INC Convertible, 0.875%, due 12/01/2028 |
|
90353TAL4 |
1,230,000 |
$1,484,610.00 |
1.80% |
| LIBERTY MEDIA CORP Convertible, 2.375%, due 09/30/2053 |
|
531229AR3 |
1,269,000 |
$1,397,169.00 |
1.69% |
| ROYAL CARIBBEAN CRUISES Convertible, 6%, due 08/15/2025 |
|
780153BQ4 |
400,000 |
$1,391,750.00 |
1.69% |
| MORGAN STANLEY FIN LLC Convertible, 0.125%, due 02/07/2028 |
|
61774TYE6 |
702,000 |
$1,381,760.64 |
1.67% |
| PALO ALTO NETWORKS Convertible, 0.375%, due 06/01/2025 |
|
697435AF2 |
386,000 |
$1,315,295.00 |
1.59% |
| Bank of America Corporation, Series L, 7.25% |
BAC.L |
060505682 |
995 |
$1,201,960.00 |
1.46% |
| CARNIVAL CORP Convertible, 5.75%, due 12/01/2027 |
|
143658BV3 |
712,000 |
$1,186,815.02 |
1.44% |
| RIVIAN AUTO INC Convertible, 3.625%, due 10/15/2030 |
|
76954AAC7 |
1,129,000 |
$1,186,324.99 |
1.44% |
| SEAGATE HDD CAYMAN Convertible, 3.50%, due 06/01/2028 |
|
81180WBK6 |
790,000 |
$1,124,170.00 |
1.36% |
| Apollo Global Management, Inc., 6.75%, Due 07/31/2026 |
APO.A |
03769M304 |
16,425 |
$1,111,479.75 |
1.35% |
| MICROSTRATEGY INC Convertible, 0.625%, due 03/15/2030 |
|
594972AH4 |
865,000 |
$1,106,118.75 |
1.34% |
| ON SEMICONDUCTOR CORP Convertible, 0.50%, due 03/01/2029 |
|
682189AU9 |
1,059,000 |
$1,086,269.25 |
1.32% |
| DATADOG INC Convertible, 0.125%, due 06/15/2025 |
|
23804LAB9 |
734,000 |
$1,070,539.00 |
1.30% |
| WESTERN DIGITAL CORP Convertible, 3%, due 11/15/2028 |
|
958102AS4 |
630,000 |
$1,019,025.00 |
1.24% |
| PARSONS CORP Convertible, 2.625%, due 03/01/2029 |
|
70202LAC6 |
925,000 |
$986,975.00 |
1.20% |
| FLUOR CORP Convertible, 1.125%, due 08/15/2029 |
|
343412AH5 |
775,000 |
$973,206.25 |
1.18% |
| BOOKING HOLDINGS INC Convertible, 0.75%, due 05/01/2025 |
|
09857LAN8 |
436,000 |
$955,101.60 |
1.16% |
| SHIFT4 PAYMENTS INC Convertible, 0.50%, due 08/01/2027 |
|
82452JAD1 |
990,000 |
$939,510.00 |
1.14% |
| NATERA INC Convertible, 2.25%, due 05/01/2027 |
|
632307AB0 |
301,000 |
$898,861.25 |
1.09% |
| LIBERTY TRIPADVISOR HOLDINGS Convertible, 0.50%, due 06/30/2051 |
|
531465AA0 |
930,000 |
$872,572.50 |
1.06% |
| INTEGER HOLDINGS CORP 2.125%, due 02/15/2028 |
|
45826HAB5 |
554,000 |
$843,188.00 |
1.02% |
| WAYFAIR INC Convertible, 1%, due 08/15/2026 |
|
94419LAF8 |
916,000 |
$839,834.60 |
1.02% |
| ASCENDIS PHARMA A/S Convertible, 2.25%, due 04/01/2028 |
|
04351PAD3 |
715,000 |
$811,525.00 |
0.98% |
| SK HYNIX INC Convertible, 1.75%, due 04/11/2030 |
BP68ZM9 |
|
400,000 |
$811,788.21 |
0.98% |
| US Dollar |
$USD |
|
780,153 |
$780,152.59 |
0.95% |
| AXON ENTERPRISE INC Convertible, 0.50%, due 12/15/2027 |
|
05464CAB7 |
520,000 |
$765,440.00 |
0.93% |
| FORD MOTOR COMPANY Convertible, 0%, due 03/15/2026 |
|
345370CZ1 |
700,000 |
$761,950.00 |
0.92% |
| MONGODB INC Convertible, 0.25%, due 01/15/2026 |
|
60937PAD8 |
560,000 |
$755,020.00 |
0.92% |
| SUPER MICRO COMPUTER INC Convertible, 0%, due 03/01/2029 |
|
86800UAA2 |
715,000 |
$740,025.00 |
0.90% |
| LANTHEUS HOLDINGS INC Convertible, 2.625%, due 12/15/2027 |
|
516544AB9 |
446,000 |
$730,213.50 |
0.89% |
| Albemarle Corp, Convertible, 7.25%, Due 03/01/2027 |
ALB.A |
012653200 |
15,540 |
$727,738.20 |
0.88% |
| GLOBAL PAYMENTS INC Convertible, 1.50%, due 03/01/2031 |
|
37940XAT9 |
768,000 |
$728,448.00 |
0.88% |
| WAYFAIR INC Convertible, 3.25%, due 09/15/2027 |
|
94419LAP6 |
605,000 |
$726,847.00 |
0.88% |
| NCL CORPORATION LTD Convertible, 1.125%, due 02/15/2027 |
|
62886HBD2 |
755,000 |
$721,459.13 |
0.87% |
| GRANITE CONSTRUCTION INC Convertible, 3.75%, due 05/15/2028 |
|
387328AD9 |
465,000 |
$713,310.00 |
0.86% |
| TRANSMEDICS GROUP INC Convertible, 1.50%, due 06/01/2028 |
|
89377MAB5 |
400,000 |
$707,500.00 |
0.86% |
| AMPHASTAR PHARMACEUTICAL Convertible, 2%, due 03/15/2029 |
|
03209RAA1 |
735,000 |
$696,559.50 |
0.84% |
| DRAFTKINGS HOLDINGS INC Convertible, 0%, due 03/15/2028 |
|
26142RAB0 |
821,000 |
$695,387.00 |
0.84% |
| JPMORGAN CHASE FINANCIAL Convertible to BA.US, 0.50%, due 06/15/2027 |
|
48133DL24 |
640,000 |
$690,240.00 |
0.84% |
| DEXCOM INC Convertible, 0.375%, due 05/15/2028 |
|
252131AM9 |
690,000 |
$686,550.00 |
0.83% |
| MKS INSTRUMENTS INC Convertible, 1.25%, due 06/01/2030 |
|
55306NAA2 |
593,000 |
$676,613.00 |
0.82% |
| TETRA TECH INC 2.25%, due 08/15/2028 |
|
88162GAA1 |
560,000 |
$664,132.00 |
0.81% |
| ATI INC Convertible, 3.50%, due 06/15/2025 |
|
01741RAK8 |
165,000 |
$661,567.50 |
0.80% |
| CNX RESOURCES CORP Convertible, 2.25%, due 05/01/2026 |
|
12653CAG3 |
317,000 |
$660,215.90 |
0.80% |
| AKAMAI TECHNOLOGIES INC Convertible, 0.125%, due 05/01/2025 |
|
00971TAJ0 |
590,000 |
$650,180.00 |
0.79% |
| FRESHPET INC Convertible, 3%, due 04/01/2028 |
|
358039AB1 |
339,000 |
$645,964.50 |
0.78% |
| SAREPTA THERAPEUTICS INC Convertible, 1.25%, due 09/15/2027 |
|
803607AD2 |
520,000 |
$644,020.00 |
0.78% |
| VENTAS REALTY LP Convertible, 3.75%, due 06/01/2026 |
|
92277GAZ0 |
590,000 |
$634,545.00 |
0.77% |
| PG&E CORP Convertible, 4.25%, due 12/01/2027 |
|
69331CAK4 |
615,000 |
$625,916.25 |
0.76% |
| COINBASE GLOBAL INC Convertible, 0.25%, due 04/01/2030 |
|
19260QAE7 |
605,000 |
$616,297.16 |
0.75% |
| DUKE ENERGY CORP Convertible, 4.125%, due 04/15/2026 |
|
26441CBY0 |
595,000 |
$608,090.00 |
0.74% |
| ALNYLAM PHARMACEUTICALS Convertible, 1%, due 09/15/2027 |
|
02043QAB3 |
530,000 |
$588,035.00 |
0.71% |
| ZSCALER INC Convertible, 0.125%, due 07/01/2025 |
|
98980GAB8 |
410,000 |
$576,870.00 |
0.70% |
| HUBSPOT INC Convertible, 0.375%, due 06/01/2025 |
|
443573AD2 |
324,000 |
$565,704.00 |
0.69% |
| CYBERARK SOFTWARE LTD Convertible, 0%, due 11/15/2024 |
|
23248VAB1 |
317,000 |
$557,127.50 |
0.68% |
| SNAP INC Converbible, 0.50%, due 05/01/2030 |
|
83304AAJ5 |
545,000 |
$559,442.50 |
0.68% |
| BARCLAYS BANK PLC Convertible into MSFT, 0%, due 02/04/2025 |
|
06738G8A1 |
236,000 |
$551,026.25 |
0.67% |
| NUTANIX INC Convertible, 0.25%, due 10/01/2027 |
|
67059NAH1 |
503,000 |
$551,288.00 |
0.67% |
| AFFIRM HOLDINGS INC Convertible, 0%, due 11/15/2026 |
|
00827BAB2 |
645,000 |
$546,637.50 |
0.66% |
| LIBERTY MEDIA CORP Convertible, 2.25%, due 08/15/2027 |
|
531229AQ5 |
485,000 |
$535,676.73 |
0.65% |
| MERITAGE HOMES CORP Convertible, 1.75%, due 05/15/2028 |
|
59001ABE1 |
503,000 |
$537,455.50 |
0.65% |
| BURLINGTON STORES INC Convertible, 1.25%, due 12/15/2027 |
|
122017AC0 |
380,000 |
$519,650.00 |
0.63% |
| UNITY SOFTWARE INC Convertible, 0%, due 11/15/2026 |
|
91332UAB7 |
600,000 |
$522,600.00 |
0.63% |
| MIRUM PHARMACEUTICALS Convertible, 4%, due 05/01/2029 |
|
604749AB7 |
348,000 |
$514,605.00 |
0.62% |
| LIBERTY BROADBAND CORP Convertible, 3.125%, due 03/31/2053 |
|
530307AE7 |
515,000 |
$501,713.00 |
0.61% |
| M/A-COM TECH SOLUTIONS Convertible, 0.25%, due 03/15/2026 |
|
55405YAB6 |
340,000 |
$500,735.00 |
0.61% |
| WELLTOWER OP LLC Convertible, 2.75%, due 05/15/2028 |
|
95041AAB4 |
421,000 |
$500,181.46 |
0.61% |
| ITRON INC Convertible, 0%, due 03/15/2026 |
|
465741AN6 |
475,000 |
$495,425.00 |
0.60% |
| ALIBABA GROUP HOLDING Convertible, 0.50%, due 06/01/2031 |
|
01609WBF8 |
485,000 |
$487,061.25 |
0.59% |
| UPSTART HOLDINGS INC Convertible, 0.25%, due 08/15/2026 |
|
91680MAB3 |
585,000 |
$489,060.00 |
0.59% |
| SEMTECH CORP Convertible, 1.625%, due 11/01/2027 |
|
816850AF8 |
406,000 |
$479,486.00 |
0.58% |
| IMPINJ INC Convertible, 1.125%, due 05/15/2027 |
|
453204AD1 |
270,000 |
$468,936.00 |
0.57% |
| MICROSTRATEGY INC Convertible, 0.875%, due 03/15/2031 |
|
594972AK7 |
482,000 |
$468,263.00 |
0.57% |
| AMERICAN AIRLINES GROUP Convertible, 6.50%, due 07/01/2025 |
|
02376RAF9 |
438,000 |
$451,972.75 |
0.55% |
| INSULET CORPORATION Convertible, 0.375%, due 09/01/2026 |
|
45784PAK7 |
417,000 |
$456,510.75 |
0.55% |
| POST HOLDINGS INC Convertible, 2.50%, due 08/15/2027 |
|
737446AT1 |
406,000 |
$457,359.00 |
0.55% |
| REPLIGEN CORP Convertible, 1%, due 12/15/2028 |
|
759916AC3 |
454,000 |
$444,920.00 |
0.54% |
| SHAKE SHACK INC Convertible, 0%, due 03/01/2028 |
|
819047AB7 |
510,000 |
$442,743.75 |
0.54% |
| PATRICK INDUSTRIES INC Convertible, 1.75%, due 12/01/2028 |
|
703343AG8 |
330,000 |
$441,333.76 |
0.53% |
| REVANCE THERAPEUTICS INC Convertible, 1.75%, due 02/15/2027 |
|
761330AB5 |
651,000 |
$440,401.50 |
0.53% |
| BREAD FINANCIAL HLDGS Convertible, 4.25%, due 06/15/2028 |
|
018581AN8 |
290,000 |
$430,331.00 |
0.52% |
| GLENCORE FUNDING LLC Convertible, 0%, due 03/27/2025 |
|
U37786AA5 |
400,000 |
$425,355.90 |
0.52% |
| TYLER TECHNOLOGIES INC Convertible, 0.25%, due 03/15/2026 |
|
902252AB1 |
375,000 |
$430,125.00 |
0.52% |
| AMERICAN WATER CAPITAL CORP Convertible, 3.625%, due 06/15/2026 |
|
03040WBE4 |
420,000 |
$422,310.00 |
0.51% |
| BARCLAYS BANK PLC Convertible into V, 0%, due 02/18/2025 |
|
06739GCF4 |
374,000 |
$414,345.25 |
0.50% |
| GUARDANT HEALTH INC Convertible, 0%, due 11/15/2027 |
|
40131MAB5 |
525,000 |
$411,652.50 |
0.50% |
| NORTHERN OIL AND GAS INC Convertible, 3.625%, due 04/15/2029 |
|
665531AJ8 |
331,000 |
$410,026.25 |
0.50% |
| PENNYMAC CORP Convertible, 5.50%, due 03/15/2026 |
|
70932AAF0 |
425,000 |
$409,615.00 |
0.50% |
| ADVANCED ENERGY INDUSTRIES Convertible, 2.50%, due 09/15/2028 |
|
007973AD2 |
370,000 |
$407,397.76 |
0.49% |
| CENTERPOINT ENERGY INC Convertible, 4.25%, due 08/15/2026 |
|
15189TBC0 |
410,000 |
$408,155.00 |
0.49% |
| Chart Industries, Inc., Series B, Convertible, 6.75%, Due 12/15/2025 |
GTLS.B |
16115Q407 |
6,210 |
$403,339.50 |
0.49% |
| RBC Bearings Incorporated, Series A, 5.00%, Due 10/15/2024 |
RBCP |
75524B203 |
2,990 |
$404,183.12 |
0.49% |
| THE CHEFS' WAREHOUSE Convertible, 2.375%, due 12/15/2028 |
|
163086AE1 |
345,000 |
$403,822.50 |
0.49% |
| VERTEX INC Convertible, 0.75%, due 05/01/2029 |
|
92538JAA4 |
323,000 |
$401,650.50 |
0.49% |
| MP MATERIALS CORP Convertible, 0.25%, due 04/01/2026 |
|
553368AA9 |
440,000 |
$397,804.00 |
0.48% |
| SPOTIFY USA INC Convertible, 0%, due 03/15/2026 |
|
84921RAB6 |
420,000 |
$398,580.00 |
0.48% |
| SUMMIT HOTEL PROPERTIES Convertible, 1.50%, due 02/15/2026 |
|
866082AA8 |
435,000 |
$397,807.50 |
0.48% |
| MAKEMYTRIP LIMITED Convertible, 0%, due 02/15/2028 |
|
56087FAB0 |
171,000 |
$387,400.50 |
0.47% |
| STRIDE INC Convertible, 1.125%, due 09/01/2027 |
|
86333MAA6 |
268,000 |
$391,816.00 |
0.47% |
| THE BEAUTY HEALTH CO Convertible, 1.25%, due 10/01/2026 |
|
88331LAA6 |
465,000 |
$389,437.50 |
0.47% |
| WOLFSPEED INC Convertible, 1.875%, due 12/01/2029 |
|
977852AD4 |
688,000 |
$390,784.00 |
0.47% |
| JETBLUE AIRWAYS CORP Convertible, 0.50%, due 04/01/2026 |
|
477143AP6 |
425,000 |
$376,371.17 |
0.46% |
| MICROCHIP TECHNOLOGY INC Convertible, 0.75%, due 06/01/2030 |
|
595017BF0 |
370,000 |
$378,935.50 |
0.46% |
| BLOOM ENERGY CORP Convertible, 3%, due 06/01/2028 |
|
093712AK3 |
348,000 |
$374,274.00 |
0.45% |
| BOFA FINANCE LLC Convertible into MRK, 0.60%, due 05/25/2027 |
|
09709UV70 |
301,000 |
$366,509.64 |
0.44% |
| CYTOKINETICS INC Convertible, 3.50%, due 07/01/2027 |
|
23282WAC4 |
270,000 |
$362,880.00 |
0.44% |
| LUMENTUM HOLDINGS INC Convertible, 1.50%, due 12/15/2029 |
|
55024UAH2 |
340,000 |
$363,460.00 |
0.44% |
| HAEMONETICS CORP Convertible, 2.50%, due 06/01/2029 |
|
405024AC4 |
340,000 |
$351,730.00 |
0.43% |
| HALOZYME THERAPEUTICS INC Convertible, 1%, due 08/15/2028 |
|
40637HAF6 |
310,000 |
$356,345.00 |
0.43% |
| NRG ENERGY INC Convertible, 2.75%, due 06/01/2048 |
|
629377CG5 |
186,000 |
$351,075.00 |
0.43% |
| VARONIS SYSTEM INC Convertible, 1.25%, due 08/15/2025 |
|
922280AB8 |
211,000 |
$356,168.00 |
0.43% |
| HAT HOLDINGS I LLC/HAT Convertible, 3.75%, due 08/15/2028 |
|
418751AJ2 |
263,000 |
$349,001.00 |
0.42% |
| CAMTEK LTD Convertible, 0%, due 12/01/2026 |
|
13469VAA6 |
149,000 |
$335,622.50 |
0.41% |
| INTERDIGITAL INC Convertible, 3.50%, due 06/01/2027 |
|
45867GAD3 |
208,000 |
$338,436.80 |
0.41% |
| MERIT MEDICAL SYSTEMS INC Convertible, 3%, due 02/01/2029 |
|
589889AA2 |
283,000 |
$336,062.50 |
0.41% |
| MORGAN STANLEY FIN LLC 1%, due 11/23/2027 |
|
61774H2L1 |
246,000 |
$335,662.08 |
0.41% |
| JAZZ INVESTMENTS I LTD Convertible, 2%, due 06/15/2026 |
|
472145AF8 |
345,000 |
$333,701.25 |
0.40% |
| LYFT INC Convertible, 0.625%, due 03/01/2029 |
|
55087PAC8 |
339,000 |
$331,881.00 |
0.40% |
| REXFORD INDUSTRIAL REALT 4.125%, due 03/15/2029 |
|
76169XAE4 |
324,000 |
$331,519.72 |
0.40% |
| SOFI TECHNOLOGIES INC Convertible, 1.25%, due 03/15/2029 |
|
83406FAC6 |
325,000 |
$333,406.06 |
0.40% |
| TANDEM DIABETES CARE INC Convertible, 1.50%, due 03/15/2029 |
|
875372AC8 |
207,000 |
$323,271.89 |
0.39% |
| BRIDGEBIO PHARMA INC Convertible, 2.50%, due 03/15/2027 |
|
10806XAB8 |
300,000 |
$314,850.00 |
0.38% |
| WORKIVA INC Convertible, 1.25%, due 08/15/2028 |
|
98139AAC9 |
350,000 |
$316,750.00 |
0.38% |
| SOUTHERN CO Convertible, 3.875%, due 12/15/2025 |
|
842587DP9 |
275,000 |
$286,343.75 |
0.35% |
| PDD HOLDINGS INC Convertible, 0%, due 12/01/2025 |
|
722304AC6 |
286,000 |
$282,167.60 |
0.34% |
| PERMIAN RESOURCES OPERATING Convertible, 3.25%, due 04/01/2028 |
|
15136AAA0 |
98,000 |
$278,202.40 |
0.34% |
| IMMUNOCORE HOLDINGS Convertible, 2.50%, due 02/01/2030 |
|
45258DAA3 |
298,000 |
$261,331.10 |
0.32% |
| TWO HARBORS INV CORP Convertible, 6.25%, due 01/15/2026 |
|
90187BAB7 |
271,000 |
$264,225.00 |
0.32% |
| ZILLOW GROUP INC Convertible, 1.375%, due 09/01/2026 |
|
98954MAG6 |
177,000 |
$233,905.50 |
0.28% |
| H WORLD GROUP LTD Convertible, 3%, due 05/01/2026 |
|
44332NAB2 |
210,000 |
$220,605.00 |
0.27% |
| REDFIN CORP Convertible, 0.50%, due 04/01/2027 |
|
75737FAE8 |
350,000 |
$203,000.00 |
0.25% |
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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