|
|
 |
|
Holdings of the Fund as of 11/25/2022
Total Number of Holdings (excluding cash): 126
| US Dollar |
$USD |
|
5,765,173 |
$5,765,173.08 |
3.43% |
| DEXCOM INC Convertible, 0.25%, due 11/15/2025 |
|
252131AK3 |
4,415,000 |
$4,727,204.98 |
2.81% |
| PALO ALTO NETWORKS Convertible, 0.75%, due 07/01/2023 |
|
697435AD7 |
2,060,000 |
$4,027,033.60 |
2.40% |
| ENPHASE ENERGY INC Convertible, 0%, due 03/01/2028 |
|
29355AAK3 |
3,050,000 |
$4,012,580.23 |
2.39% |
| NextEra Energy, Inc., Convertible, 5.279%, Due 03/01/2023 |
NEE.P |
65339F770 |
67,825 |
$3,538,430.25 |
2.11% |
| ETSY INC Convertible, 0.125%, due 09/01/2027 |
|
29786AAL0 |
3,315,000 |
$3,188,698.61 |
1.90% |
| 2020 Cash Exch Trust, Convertible, 5.25%, Due 06/01/2023 |
CSHZZ |
901375105 |
2,265 |
$2,809,302.15 |
1.67% |
| ON SEMICONDUCTOR CORP Convertible, 0%, due 05/01/2027 |
|
682189AS4 |
1,820,000 |
$2,746,079.47 |
1.63% |
| SPLUNK INC Convertible, 1.125%, due 09/15/2025 |
|
848637AD6 |
2,963,000 |
$2,724,156.17 |
1.62% |
| JAZZ INVESTMENTS I LTD Convertible, 2%, due 06/15/2026 |
|
472145AF8 |
2,295,000 |
$2,688,018.75 |
1.60% |
| SOUTHWEST AIRLINES CO Convertible, 1.25%, due 05/01/2025 |
|
844741BG2 |
2,030,000 |
$2,646,860.32 |
1.58% |
| CLOUDFLARE INC Convertible, 0%, due 08/15/2026 |
|
18915MAC1 |
3,165,000 |
$2,542,463.46 |
1.51% |
| Wells Fargo & Company, Series L, 7.50% |
WFC.L |
949746804 |
2,085 |
$2,543,700.21 |
1.51% |
| SNAP INC Convertible, 0.125%, due 03/01/2028 |
|
83304AAG1 |
3,600,000 |
$2,440,233.30 |
1.45% |
| PIONEER NATURAL RESOURCES Convertible, 0.25%, due 05/15/2025 |
|
723787AP2 |
895,000 |
$2,280,907.50 |
1.36% |
| SAREPTA THERAPEUTICS INC Convertible, 1.25%, due 09/15/2027 |
|
803607AC4 |
2,085,000 |
$2,238,771.94 |
1.33% |
| Danaher Corporation, Series B, Convertible, 5.00%, Due 04/15/2023 |
DHR.B |
235851409 |
1,577 |
$2,178,387.65 |
1.30% |
| HALOZYME THERAPEUTICS INC Convertible, 1%, due 08/15/2028 |
|
40637HAE9 |
1,850,000 |
$2,112,468.75 |
1.26% |
| UBER TECHNOLOGIES INC Convertible, 0%, due 12/15/2025 |
|
90353TAJ9 |
2,355,000 |
$1,999,730.05 |
1.19% |
| BOOKING HOLDINGS INC Convertible, 0.75%, due 05/01/2025 |
|
09857LAN8 |
1,445,000 |
$1,976,972.81 |
1.18% |
| M/A-COM TECH SOLUTIONS Convertible, 0.25%, due 03/15/2026 |
|
55405YAB6 |
1,900,000 |
$1,990,433.09 |
1.18% |
| WOLFSPEED INC Convertible, 0.25%, due 02/15/2028 |
|
977852AA0 |
1,948,000 |
$1,878,778.20 |
1.12% |
| AKAMAI TECHNOLOGIES INC Convertible, 0.375%, due 09/01/2027 |
|
00971TAL5 |
1,825,000 |
$1,850,909.45 |
1.10% |
| BIOMARIN PHARMACEUTICAL Convertible, 0.599%, due 08/01/2024 |
|
09061GAH4 |
1,745,000 |
$1,802,761.31 |
1.07% |
| CYBERARK SOFTWARE LTD Convertible, 0%, due 11/15/2024 |
|
23248VAB1 |
1,512,000 |
$1,761,520.09 |
1.05% |
| FORD MOTOR COMPANY Convertible, 0%, due 03/15/2026 |
|
345370CZ1 |
1,625,000 |
$1,701,375.00 |
1.01% |
| OKTA INC Convertible, 0.125%, due 09/01/2025 |
|
679295AD7 |
1,992,000 |
$1,681,248.00 |
1.00% |
| ROYAL CARIBBEAN CRUISES Convertible, 6%, due 08/15/2025 |
|
780153BP6 |
1,175,000 |
$1,672,310.76 |
1.00% |
| BLOCK INC Convertible, 0.125%, due 03/01/2025 |
|
852234AF0 |
1,725,000 |
$1,659,234.38 |
0.99% |
| CUTERA INC Convertible, 2.25%, due 06/01/2028 |
|
232109AC2 |
1,583,000 |
$1,665,877.66 |
0.99% |
| JPMORGAN CHASE FINANCIAL Convertible, 0.25%, due 05/01/2023 |
|
48129KAE0 |
1,525,000 |
$1,622,295.00 |
0.97% |
| MICROCHIP TECHNOLOGY INC Convertible, 0.125%, due 11/15/2024 |
|
595017AU8 |
1,400,000 |
$1,530,375.00 |
0.91% |
| MP MATERIALS CORP Convertible, 0.25%, due 04/01/2026 |
|
553368AA9 |
1,507,000 |
$1,517,596.82 |
0.90% |
| SHIFT4 PAYMENTS INC Convertible, 0%, due 12/15/2025 |
|
82452JAB5 |
1,680,000 |
$1,515,150.01 |
0.90% |
| ELEVANCE HEALTH INC Convertible, 2.75%, due 10/15/2042 |
|
94973VBG1 |
205,000 |
$1,501,153.50 |
0.89% |
| BOX INC Convertible, 0%, due 01/15/2026 |
|
10316TAB0 |
1,200,000 |
$1,463,288.88 |
0.87% |
| DEUTSCHE BANK AG LONDON Convertible, 1%, due 05/01/2023 |
|
25155MKU4 |
1,275,000 |
$1,435,879.50 |
0.85% |
| NORTHERN OIL AND GAS INC Convertible, 3.625%, due 04/15/2029 |
|
665531AH2 |
1,215,000 |
$1,425,802.50 |
0.85% |
| LUMENTUM HOLDINGS INC Convertible, 0.50%, due 12/15/2026 |
|
55024UAD1 |
1,610,000 |
$1,411,568.22 |
0.84% |
| COUPA SOFTWARE INC Convertible, 0.125%, due 06/15/2025 |
|
22266LAC0 |
1,507,000 |
$1,395,934.10 |
0.83% |
| REVANCE THERAPEUTICS INC Convertible, 1.75%, due 02/15/2027 |
|
761330AB5 |
1,380,000 |
$1,398,975.00 |
0.83% |
| EQT CORP Convertible, 1.75%, due 05/01/2026 |
|
26884LAK5 |
466,000 |
$1,371,770.94 |
0.82% |
| BURLINGTON STORES INC Convertible, 2.25%, due 04/15/2025 |
|
122017AB2 |
1,186,000 |
$1,364,641.26 |
0.81% |
| SAFRAN SA Convertible, 0.875%, due 05/15/2027 |
|
F4035APT3 |
8,850 |
$1,338,713.92 |
0.80% |
| INSULET CORPORATION Convertible, 0.375%, due 09/01/2026 |
|
45784PAK7 |
941,000 |
$1,327,580.46 |
0.79% |
| Boston Scientific Corporation, Series A, Convertible, 5.50%, Due 06/01/2023 |
BSX.A |
101137206 |
11,440 |
$1,272,471.20 |
0.76% |
| VERINT SYSTEMS INC Convertible, 0.25%, due 04/15/2026 |
|
92343XAC4 |
1,445,000 |
$1,282,544.44 |
0.76% |
| GREEN PLAINS INC Convertible, 2.25%, due 03/15/2027 |
|
393222AK0 |
980,000 |
$1,265,336.12 |
0.75% |
| AIRBNB INC Convertible, 0%, due 03/15/2026 |
|
009066AB7 |
1,485,000 |
$1,239,975.00 |
0.74% |
| PEBBLEBROOK HOTEL TRUST Convertible, 1.75%, due 12/15/2026 |
|
70509VAA8 |
1,390,000 |
$1,244,745.00 |
0.74% |
| MAKEMYTRIP LIMITED Convertible, 0%, due 02/15/2028 |
|
56087FAB0 |
1,195,000 |
$1,216,891.09 |
0.72% |
| ZSCALER INC Convertible, 0.125%, due 07/01/2025 |
|
98980GAB8 |
1,025,000 |
$1,205,002.46 |
0.72% |
| PG&E Corporation, Convertible, 5.50%, Due 08/16/2023 |
PCGU |
69331C140 |
8,775 |
$1,192,610.25 |
0.71% |
| BILL.COM HOLDINGS INC Convertible, 0%, due 12/01/2025 |
|
090043AB6 |
1,100,000 |
$1,176,485.76 |
0.70% |
| LIBERTY MEDIA CORP Convertible, 1.375%, due 10/15/2023 |
|
531229AB8 |
885,000 |
$1,174,945.89 |
0.70% |
| GLENCORE FUNDING LLC Convertible, 0%, due 03/27/2025 |
|
U37786AA5 |
1,000,000 |
$1,139,990.00 |
0.68% |
| RINGCENTRAL INC Convertible, 0%, due 03/01/2025 |
|
76680RAF4 |
1,330,000 |
$1,144,631.25 |
0.68% |
| CHART INDUSTRIES INC Convertible, 1%, due 11/15/2024 |
|
16115QAD2 |
480,000 |
$1,117,496.68 |
0.67% |
| MGP INGREDIENTS INC Convertible, 1.875%, due 11/15/2041 |
|
55303JAB2 |
785,000 |
$1,110,523.23 |
0.66% |
| DROPBOX INC Convertible, 0%, due 03/01/2028 |
|
26210CAD6 |
1,240,000 |
$1,091,820.00 |
0.65% |
| STMICROELECTRONICS NV Convertible, 0%, due 08/04/2025 |
BN4RFG8 |
|
1,000,000 |
$1,089,440.00 |
0.65% |
| CONFLUENT INC Convertible, 0%, due 01/15/2027 |
|
20717MAA1 |
1,438,000 |
$1,068,613.75 |
0.64% |
| GREENBRIER COS INC Convertible, 2.875%, due 04/15/2028 |
|
393657AM3 |
1,150,000 |
$1,072,645.63 |
0.64% |
| NiSource Inc., Convertible, 7.75%, Due 03/01/2024 |
NIMC |
65473P121 |
10,200 |
$1,081,098.00 |
0.64% |
| SUMMIT HOTEL PROPERTIES Convertible, 1.50%, due 02/15/2026 |
|
866082AA8 |
1,180,000 |
$1,078,209.98 |
0.64% |
| DIGITALOCEAN HOLDINGS Convertible, 0%, due 12/01/2026 |
|
25402DAB8 |
1,414,000 |
$1,014,665.65 |
0.60% |
| FIVE9 INC Convertible, 0.50%, due 06/01/2025 |
|
338307AD3 |
1,115,000 |
$1,005,923.47 |
0.60% |
| VAIL RESORTS INC Convertible, 0%, due 01/01/2026 |
|
91879QAN9 |
1,075,000 |
$1,015,875.00 |
0.60% |
| American Electric Power Company, Inc., Convertible, 6.125%, Due 08/15/2023 |
AEPPZ |
02557T307 |
19,025 |
$994,817.25 |
0.59% |
| THE BEAUTY HEALTH CO Convertible, 1.25%, due 10/01/2026 |
|
88331LAA6 |
1,285,000 |
$986,861.84 |
0.59% |
| EXPEDIA GROUP INC Convertible, 0%, due 02/15/2026 |
|
30212PBE4 |
1,112,000 |
$982,011.74 |
0.58% |
| PACIRA PHARMACEUTICALS Convertible, 0.75%, due 08/01/2025 |
|
695127AF7 |
1,010,000 |
$967,706.26 |
0.58% |
| BENTLEY SYSTEMS INC Convertible, 0.125%, due 01/15/2026 |
|
08265TAB5 |
1,015,000 |
$936,054.92 |
0.56% |
| IONIS PHARMACEUTICALS INC Convertible, 0%, due 04/01/2026 |
|
462222AD2 |
975,000 |
$946,968.75 |
0.56% |
| KBR INC Convertible, 2.50%, due 11/01/2023 |
|
48242WAB2 |
441,000 |
$926,975.78 |
0.55% |
| Nextera Energy, Inc., 6.926%, Due 09/01/2025 |
NEE.R |
65339F713 |
18,530 |
$927,241.20 |
0.55% |
| PARSONS CORP Convertible, 0.25%, due 08/15/2025 |
|
70202LAB8 |
785,000 |
$928,266.47 |
0.55% |
| ZIFF DAVIS INC Convertible, 1.75%, due 11/01/2026 |
|
48123VAD4 |
867,000 |
$919,178.21 |
0.55% |
| INSMED INC Convertible, 0.75%, due 06/01/2028 |
|
457669AB5 |
1,145,000 |
$906,038.51 |
0.54% |
| ORMAT TECHNOLOGIES INC Convertible, 2.50%, due 07/15/2027 |
|
686688AA0 |
751,000 |
$903,822.57 |
0.54% |
| PERFICIENT INC Convertible, 0.125%, due 11/15/2026 |
|
71375UAE1 |
1,200,000 |
$909,520.44 |
0.54% |
| ENVESTNET INC Convertible, 0.75%, due 08/15/2025 |
|
29404KAE6 |
995,000 |
$886,793.75 |
0.53% |
| ITRON INC Convertible, 0%, due 03/15/2026 |
|
465741AN6 |
1,068,000 |
$887,828.62 |
0.53% |
| HAEMONETICS CORP Convertible, 0%, due 03/01/2026 |
|
405024AB6 |
1,039,000 |
$872,136.75 |
0.52% |
| H WORLD GROUP LTD Convertible, 3%, due 05/01/2026 |
|
44332NAB2 |
812,000 |
$857,066.00 |
0.51% |
| KITE REALTY GROUP LP Convertible, 0.75%, due 04/01/2027 |
|
49803XAB9 |
900,000 |
$853,654.73 |
0.51% |
| LYFT INC Convertible, 1.50%, due 05/15/2025 |
|
55087PAB0 |
990,000 |
$856,034.07 |
0.51% |
| VISHAY INTERTECHNOLOGY Convertible, 2.25%, due 06/15/2025 |
|
928298AP3 |
842,000 |
$821,545.83 |
0.49% |
| PALO ALTO NETWORKS Convertible, 0.375%, due 06/01/2025 |
|
697435AF2 |
455,000 |
$811,246.13 |
0.48% |
| STRIDE INC Convertible, 1.125%, due 09/01/2027 |
|
86333MAA6 |
860,000 |
$813,517.69 |
0.48% |
| SUNNOVA ENERGY INTL INC Convertible, 2.625%, due 02/15/2028 |
|
86745KAG9 |
875,000 |
$812,437.50 |
0.48% |
| ATI INC Convertible, 3.50%, due 06/15/2025 |
|
01741RAK8 |
397,000 |
$792,554.65 |
0.47% |
| TRAVERE THERAPEUTICS INC Convertible, 2.25%, due 03/01/2029 |
|
89422GAA5 |
892,000 |
$781,865.54 |
0.47% |
| DATADOG INC Convertible, 0.125%, due 06/15/2025 |
|
23804LAB9 |
705,000 |
$776,838.38 |
0.46% |
| LIBERTY MEDIA CORP Convertible, 2.25%, due 08/15/2027 |
|
531229AL6 |
815,000 |
$774,548.98 |
0.46% |
| ALNYLAM PHARMACEUTICALS Convertible, 1%, due 09/15/2027 |
|
02043QAA5 |
745,000 |
$761,934.71 |
0.45% |
| MARRIOTT VACATIONS WORLDWIDE Convertible, 0%, due 01/15/2026 |
|
57164YAD9 |
740,000 |
$763,772.51 |
0.45% |
| NEUROCRINE BIOSCIENCES Convertible, 2.25%, due 05/15/2024 |
|
64125CAD1 |
458,000 |
$744,846.16 |
0.44% |
| PTC THERAPEUTICS INC Convertible, 1.50%, due 09/15/2026 |
|
69366JAD3 |
725,000 |
$742,195.71 |
0.44% |
| AIR TRANSPORT SERVICES GROUP Convertible, 1.125%, due 10/15/2024 |
|
00922RAB1 |
667,000 |
$720,760.55 |
0.43% |
| Becton, Dickinson and Company, Series B, Convertible, 6.00%, Due 06/01/2023 |
BDXB |
075887406 |
14,915 |
$725,316.45 |
0.43% |
| RBC Bearings Incorporated, Series A, 5.00%, Due 10/15/2024 |
RBCP |
75524B203 |
6,000 |
$713,638.51 |
0.42% |
| The AES Corporation, 6.875%, Due 02/15/2024 |
AESC |
00130H204 |
6,955 |
$708,923.15 |
0.42% |
| IRONWOOD PHARMACEUTICALS Convertible, 1.50%, due 06/15/2026 |
|
46333XAH1 |
640,000 |
$682,800.00 |
0.41% |
| MATCH GROUP FINANCECO 2 Convertible, 0.875%, due 06/15/2026 |
|
44932FAA5 |
755,000 |
$692,240.63 |
0.41% |
| ASCENDIS PHARMA A/S Convertible, 2.25%, due 04/01/2028 |
|
04351PAC5 |
678,000 |
$672,787.92 |
0.40% |
| ENVISTA HOLDINGS CORP Convertible, 2.375%, due 06/01/2025 |
|
29415FAB0 |
370,000 |
$679,925.42 |
0.40% |
| POST HOLDINGS INC Convertible, 2.50%, due 08/15/2027 |
|
737446AS3 |
635,000 |
$678,815.00 |
0.40% |
| TYLER TECHNOLOGIES INC Convertible, 0.25%, due 03/15/2026 |
|
902252AB1 |
710,000 |
$671,305.00 |
0.40% |
| ARRAY TECHNOLOGIES INC Convertible, 1%, due 12/01/2028 |
|
04271TAA8 |
570,000 |
$656,583.13 |
0.39% |
| NATIONAL VISION HOLDINGS Convertible, 2.50%, due 05/15/2025 |
|
63845RAB3 |
460,000 |
$652,377.71 |
0.39% |
| PURE STORAGE INC Convertible, 0.125%, due 04/15/2023 |
|
74624MAB8 |
525,000 |
$629,650.65 |
0.37% |
| CYTOKINETICS INC Convertible, 3.50%, due 07/01/2027 |
|
23282WAB6 |
565,000 |
$610,511.87 |
0.36% |
| EVOLENT HEALTH INC Convertible, 1.50%, due 10/15/2025 |
|
30050BAD3 |
558,000 |
$606,761.56 |
0.36% |
| SILICON LABORATORIES INC Convertible, 0.625%, due 06/15/2025 |
|
826919AD4 |
463,000 |
$596,705.44 |
0.36% |
| KKR & Co. Inc., Series C, 6.00%, Due 09/15/2023 |
KKR.C |
48251W401 |
8,800 |
$563,640.00 |
0.34% |
| LI AUTO INC Convertible, 0.25%, due 05/01/2028 |
|
50202MAB8 |
620,000 |
$562,030.00 |
0.33% |
| LIVENT CORP Convertible, 4.125%, due 07/15/2025 |
|
53814LAB4 |
175,000 |
$557,170.36 |
0.33% |
| ALTERYX INC Convertible, 1%, due 08/01/2026 |
|
02156BAF0 |
655,000 |
$535,462.50 |
0.32% |
| TECHTARGET INC Convertible, 0%, due 12/15/2026 |
|
87874RAC4 |
697,000 |
$520,986.84 |
0.31% |
| ZTO EXPRESS KY INC Convertible, 1.50%, due 09/01/2027 |
|
98980AAA3 |
540,000 |
$521,798.86 |
0.31% |
| TRANSOCEAN INC Convertible, 4%, due 12/15/2025 |
|
893830BT5 |
440,000 |
$491,304.26 |
0.29% |
| TOPGOLF CALLAWAY BRANDS CORP Convertible, 2.75%, due 05/01/2026 |
|
131193AE4 |
353,000 |
$473,020.00 |
0.28% |
| DICK'S SPORTING GOODS Convertible, 3.25%, due 04/15/2025 |
|
253393AD4 |
102,000 |
$386,403.71 |
0.23% |
| HELIX ENERGY SOLUTIONS Convertible, 6.75%, due 02/15/2026 |
|
42330PAK3 |
310,000 |
$390,381.46 |
0.23% |
| BLOOM ENERGY CORP Convertible, 2.50%, due 08/15/2025 |
|
093712AH0 |
237,000 |
$355,500.00 |
0.21% |
| THE CHEFS' WAREHOUSE Converitble, 1.875%, due 12/01/2024 |
|
163086AB7 |
275,000 |
$303,073.54 |
0.18% |
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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