NPORT-EX 2 merger_nportex.htm 01.31.24 PART F MERGER

First Trust Merger Arbitrage Fund

SCHEDULE OF INVESTMENTS

As of December 31, 2023  (Unaudited)

 

 

Number
of Shares		      Value 
    COMMON STOCKS — 64.1%    
    APPLICATIONS SOFTWARE — 0.3%    
 270,811   EngageSmart, Inc.*,1  $6,201,572 
           
     COMPUTER SOFTWARE — 2.0%     
 245,674   Splunk, Inc.*,1   37,428,434 
           
     ENTERPRISE SOFTWARE/SERVICE — 2.4%     
 926,356   Alteryx, Inc. - Class A*,1   43,686,949 
           
     HOTELS & MOTELS — 0.2%     
 37,127   Bluegreen Vacations Holding Corp.1   2,788,980 
           
     INDUSTRIAL AUTOMATED/ROBOTS — 0.2%     
 172,038   Hollysys Automation Technologies Ltd.*   4,533,201 
           
     INTERNET CONTENT-INFO — 0.4%     
 719,648   Rover Group, Inc.*   7,829,770 
           
     LIFE/HEALTH INSURANCE — 3.4%     
 930,628   American Equity Investment Life Holding Co.*,1   51,929,043 
 19,768   National Western Life Group, Inc. - Class A   9,548,339 
         61,477,382 
     MEDICAL-BIOMEDICAL/GENERICS — 1.6%     
 533,232   ImmunoGen, Inc.*,1   15,810,329 
 14,751   Karuna Therapeutics, Inc.*   4,668,839 
 812   Mirati Therapeutics, Inc.*   47,705 
 135,153   RayzeBio, Inc.*   8,402,462 
         28,929,335 
     OIL COMP-EXPLORATION & PRODUCTION — 2.0%     
 160,624   Pioneer Natural Resources Co.1   36,121,125 
           
     REITS-SHOPPING CENTERS — 1.6%     
 2,272,180   RPT Realty1   29,152,070 
           
     REITS-SINGLE TENANT — 7.7%     
 3,223,744   Spirit Realty Capital, Inc.1   140,845,375 
           
     RENTAL AUTO/EQUIPMENT — 1.4%     
 517,342   Textainer Group Holdings Ltd.1   25,453,227 
           
     SPECIFIED PURPOSE ACQUISITIONS — 40.9%     
 367,000   99 Acquisition Group, Inc. - Class A*   3,739,730 
 427,345   Alchemy Investments Acquisition Corp. I - Class A*   4,457,208 
 1,485,412   Alpha Partners Technology Merger Corp.2   15,893,908 

 

 

First Trust Merger Arbitrage Fund

SCHEDULE OF INVESTMENTS - Continued

As of December 31, 2023  (Unaudited)

 

 

Number
of Shares		      Value 
    SPECIFIED PURPOSE ACQUISITIONS (Continued)    
 716,243  Alpha Star Acquisition Corp.2  $8,014,759 
 524,847   AlphaVest Acquisition Corp.2   5,615,863 
 980,000   Andretti Acquisition Corp. - Class A2   10,652,600 
 1,083,465   AP Acquisition Corp. - Class A2   12,058,965 
 467,466   APx Acquisition Corp. I - Class A*   5,226,270 
 2,178,556   Ares Acquisition Corp. II - Class A*   22,744,125 
 105,317   ARYA Sciences Acquisition Corp. IV - Class A*   1,145,849 
 430,000   Battery Future Acquisition Corp. - Class A2   4,665,500 
 243,676   Blue Ocean Acquisition Corp. - Class A*   2,626,827 
 213,826   Blue World Acquisition Corp. - Class A*   2,356,362 
 470,000   Bukit Jalil Global Acquisition I Ltd.2   4,883,300 
 525,843   BurTech Acquisition Corp. - Class A   5,631,778 
 145,450   Capitalworks Emerging Markets Acquisition Corp. - Class A*   1,592,677 
 1,501,481   Cartesian Growth Corp. II2   16,456,232 
 330,000   Cartica Acquisition Corp. - Class A*   3,600,300 
 86,899   Catcha Investment Corp. - Class A*   967,186 
 108,838   Cetus Capital Acquisition Corp. - Class A*   1,142,799 
 1,152,305   CF Acquisition Corp. VII - Class A2   12,502,509 
 802,875   Chenghe Acquisition Co. - Class A2   8,831,625 
 360,537   Chenghe Acquisition I Co.2   3,973,118 
 977,186   Churchill Capital Corp. VII - Class A*   10,260,453 
 407,251   Coliseum Acquisition Corp. - Class A2   4,329,078 
 561,575   Compass Digital Acquisition Corp. - Class A2   5,924,616 
 1,490,000   Concord Acquisition Corp. II - Class A2   15,466,200 
 263,611   Consilium Acquisition Corp. I Ltd. - Class A   2,868,088 
 384,008   Constellation Acquisition Corp. I - Class A2   4,243,288 
 333,298   DHC Acquisition Corp. - Class A   3,529,626 
 363,369   Distoken Acquisition Corp.2   3,851,711 
 182,027   DP Cap Acquisition Corp. I - Class A*   1,982,274 
 457,416   DUET Acquisition Corp.   5,013,279 
 194,273   Enphys Acquisition Corp. - Class A   2,072,893 
 695,311   ESH Acquisition Corp. - Class A2   7,106,078 
 593,932   EVe Mobility Acquisition Corp. - Class A*   6,414,466 
 1,104,485   Everest Consolidator Acquisition Corp. - Class A2   12,083,066 
 766,861   Evergreen Corp. - Class A2   8,542,832 
 407,409   Feutune Light Acquisition Corp. - Class A2   4,404,091 
 304,014   Finnovate Acquisition Corp. - Class A*   3,356,315 
 390,001   Fintech Ecosystem Development Corp. - Class A2   4,176,911 
 200,244   Focus Impact Acquisition Corp.   2,192,672 
 1,856,386   FTAC Emerald Acquisition Corp. - Class A2   19,622,000 
 745,980   Generation Asia I Acquisition Ltd. - Class A2   8,093,883 
 532,295   Global Lights Acquisition Corp.2   5,360,211 
 303,270   Global Partner Acquisition Corp. II - Class A2   3,354,166 

 

 

First Trust Merger Arbitrage Fund

SCHEDULE OF INVESTMENTS - Continued

As of December 31, 2023  (Unaudited)

 

 

Number
of Shares		      Value 
    SPECIFIED PURPOSE ACQUISITIONS (Continued)    
 95,182   Global Star Acquisition, Inc. - Class A*  $1,006,074 
 175,641   Golden Star Acquisition Corp.*   1,830,179 
 416,808   Goldenstone Acquisition Ltd.2   4,480,686 
 1,342,238   Gores Holdings IX, Inc. - Class A*   14,093,499 
 1,200,186   Haymaker Acquisition Corp. IV2   12,313,908 
 1,906,539   Hennessy Capital Investment Corp. VI - Class A2   19,885,202 
 509,580   Horizon Space Acquisition I Corp.2   5,457,602 
 673,967   InFinT Acquisition Corp.2   7,561,910 
 1,173,007   Inflection Point Acquisition Corp. II - Class A   12,117,162 
 348,426   Integrated Rail and Resources Acquisition Corp. - Class A2   3,763,001 
 419,484   Integrated Wellness Acquisition Corp. - Class A2   4,706,610 
 958,670   Investcorp Europe Acquisition Corp. I - Class A2   10,564,543 
 1,382,398   Investcorp India Acquisition Corp. - Class A2   15,192,554 
 913,104   Israel Acquisitions Corp.2   9,761,082 
 364,918   IX Acquisition Corp. - Class A*   4,032,344 
 435,882   Kensington Capital Acquisition Corp. V - Class A2   4,659,579 
 521,933   Kernel Group Holdings, Inc. - Class A2   5,605,560 
 1,871,593   L Catterton Asia Acquisition Corp. - Class A2   20,175,772 
 115,200   Mars Acquisition Corp.*   1,224,576 
 26,005   Metal Sky Star Acquisition Corp.*   284,495 
 1,068,517   Mountain & Co. I Acquisition Corp. - Class A2   12,074,242 
 1,588,692   Nabors Energy Transition Corp. II - Class A2   16,490,623 
 548,260   Oak Woods Acquisition Corp. - Class A2   5,773,178 
 55,264   Papaya Growth Opportunity Corp. I - Class A*   594,088 
 1,600,126   Patria Latin American Opportunity Acquisition Corp. - Class A2   17,761,399 
 406,132   Pegasus Digital Mobility Acquisition Corp. - Class A2   4,487,759 
 1,151,759   Pono Capital Three, Inc.   12,231,681 
 126,247   PowerUp Acquisition Corp. - Class A*   1,377,355 
 1,010,393   Project Energy Reimagined Acquisition Corp. - Class A2   10,689,958 
 768,746   Pyrophyte Acquisition Corp. - Class A2   8,456,206 
 109,025   Quantum FinTech Acquisition Corp.   1,169,838 
 2,418,152   Rigel Resource Acquisition Corp. - Class A2   26,502,946 
 442,082   Ross Acquisition Corp. II - Class A2   4,814,273 
 5,999,636   Screaming Eagle Acquisition Corp. - Class A2   63,596,142 
 1,229,756   SDCL EDGE Acquisition Corp. - Class A2   13,232,175 
 622,780   SK Growth Opportunities Corp. - Class A   6,732,252 
 281,110   Spark I Acquisition Corp.*   2,850,455 
 371,025   Spree Acquisitions Corp. - Class A   4,051,593 
 2,176,489   Spring Valley Acquisition Corp. II - Class A2   23,593,141 
 42,246   Target Global Acquisition I Corp. - Class A*   465,973 
 226,637   TLGY Acquisition Corp. - Class A*   2,511,138 

 

 

First Trust Merger Arbitrage Fund

SCHEDULE OF INVESTMENTS - Continued

As of December 31, 2023  (Unaudited)

 

 

Number
of Shares		      Value 
    SPECIFIED PURPOSE ACQUISITIONS (Continued)    
 1,625,830   TortoiseEcofin Acquisition Corp. III - Class A2  $17,266,315 
 959,011   Tristar Acquisition I Corp. - Class A2   10,342,934 
 251,031   two - Class A2   2,658,418 
 570,307   Valuence Merger Corp. I - Class A2   6,381,735 
 399,144   Zalatoris Acquisition Corp. - Class A2   4,254,875 
 599,000   Zalatoris II Acquisition Corp.2   6,379,350 
         748,484,067 
     TOTAL COMMON STOCKS     
     (Cost $1,121,866,525)   1,172,931,487 
           
     PREFERRED STOCKS — 0.5%     
     INDUSTRIALS — 0.5%     
     Textainer Group Holdings Ltd.     
 166,761   6.250%1,3   4,115,662 
 222,417   7.000%1,3,4   5,527,061 
         9,642,723 
     TOTAL PREFERRED STOCKS     
     (Cost $9,536,185)   9,642,723 
           
     RIGHTS — 0.0%     
 287,741   ABIOMED, Inc., Expiration Date: December 30, 2029*,1,5   293,496 
     TOTAL RIGHTS     
     (Cost $293,496)   293,496 
           
     UNITS — 3.2%     
     SPECIFIED PURPOSE ACQUISITIONS — 3.2%     
 2,774,356   Agriculture & Natural Solutions Acquisition Corp.2   28,131,970 
 288,336   Aimei Health Technology Co., Ltd.*   2,941,027 
 314,640   Aimfinity Investment Corp. I*   3,445,308 
 543,089   Bayview Acquisition Corp.2   5,496,061 
 535,425   Colombier Acquisition Corp. II*   5,397,084 
 1,215,815   Keen Vision Acquisition Corp.2   12,595,843 
         58,007,293 
     TOTAL UNITS     
     (Cost $57,316,680)   58,007,293 
           
     WARRANTS — 0.0%     
 92,500   Alchemy Investments Acquisition Corp. I, Expiration Date: June 26, 2028*   13,875 
 653   Haymaker Acquisition Corp. IV, Expiration Date: September 12, 20282   98 
 443,350   Inflection Point Acquisition Corp. II, Expiration Date: July 17, 2028*   44,335 
 664,600   Nabors Energy Transition Corp. II, Expiration Date: September 5, 2028*   86,398 

 

 

First Trust Merger Arbitrage Fund

SCHEDULE OF INVESTMENTS - Continued

As of December 31, 2023  (Unaudited)

 

 

Number
of Shares		      Value 
     WARRANTS (Continued)     
 140,555   Spark I Acquisition Corp., Expiration Date: November 27, 2028*  $15,461 
     TOTAL WARRANTS     
     (Cost $0)   160,167 
           
     SHORT-TERM INVESTMENTS — 33.9%     
 620,656,597   Morgan Stanley Institutional Liquidity Fund - Government Portfolio - Institutional Class, 5.20%6   620,656,597 
     TOTAL SHORT-TERM INVESTMENTS     
     (Cost $620,656,597)   620,656,597 
     TOTAL INVESTMENTS — 101.7%     
     (Cost $1,809,669,483)   1,861,691,763 
     Liabilities in Excess of Other Assets — (1.7)%   (31,667,931)
     TOTAL NET ASSETS — 100.0%  $1,830,023,832 
           
     SECURITIES SOLD SHORT — (11.7)%     
     COMMON STOCKS — (11.7)%     
     INVESTMENT MANAGEMENT/ADVISORY SERVICES — (0.3)%     
 (144,162)  Brookfield Asset Management, Inc. - Class A   (5,790,988)
           
     OIL COMP-INTEGRATED — (2.1)%     
 (374,406)  Exxon Mobil Corp.   (37,433,112)
           
     REITS-SHOPPING CENTERS — (1.6)%     
 (1,374,442)  Kimco Realty Corp.   (29,289,359)
           
     REITS-SINGLE TENANT — (7.7)%     
 (2,456,493)  Realty Income Corp.   (141,051,828)
     TOTAL COMMON STOCKS     
     (Proceeds $185,181,196)   (213,565,287)
     TOTAL SECURITIES SOLD SHORT     
     (Proceeds $185,181,196)  $(213,565,287)

 

*Non-income producing security.

1All or a portion of this security is segregated as collateral for securities sold short. The market value of the securities pledged as collateral is $300,367,263, which represents 16.41% of the total net assets of the Fund.

2Affiliated company.

3Perpetual security. Maturity date is not applicable.

4Variable rate security.

5Level 3 securities fair valued under procedures established by the Board of Trustees. The total value of these securities is $293,496, which represents 0.02% of total net assets of the Fund.

6The rate is the annualized seven-day yield at period end.

 

 

 

First Trust Merger Arbitrage Fund

 

   Value Beginning
of Period		   Additions   Reductions   Net Realized
Gain (Loss)		   Change in Unrealized
Appreciation
(Depreciation)		   Value End of
Period		   Dividend Income* 
Common Stocks                 
Specified Purpose Acquisitions - 32.2%                 
Alpha Partners Technology Merger Corp.  $15,515,620   $209,328   $(692,892)  $-   $861,852   $15,893,908   $- 
Alpha Star Acquisition Corp.⁽¹⁾   4,985,039    2,873,516    (67,135)   -    223,339    8,014,759    - 
AlphaVest Acquisition Corp.   5,547,633    1,750    -    -    66,480    5,615,863    - 
Andretti Acquisition Corp. - Class A   10,535,000    -    (290,626)   -    408,226    10,652,600    - 
AP Acquisition Corp. - Class A   11,896,446    -    (360,594)   -    523,113    12,058,965    - 
Apollo Strategic Growth Capital II - Class A⁽²⁾   12,998,747    -    (13,489,528)   490,781    -    -    - 
Ares Acquisition Corp. - Class A⁽²⁾   32,025,332    -    (33,066,578)   1,041,246    -    -    - 
Battery Future Acquisition Corp. - Class A   10,731,673    4,666,985    (10,719,906)   (11,767)   (1,485)   4,665,500    - 
BioPlus Acquisition Corp. - Class A⁽²⁾   11,440,574    -    (11,929,118)   488,544    -    -    - 
Bukit Jalil Global Acquisition 1 Ltd.   4,831,600    -    (47,000)   -    98,700    4,883,300    - 
BurTech Acquisition Corp. - Class A⁽²⁾   5,558,160    -    (5,558,160)   -    -    -    - 
Cartesian Growth Corp. II⁽¹⁾   11,337,862    4,918,868    (389,894)   -    589,396    16,456,232    - 
CF Acquisition Corp. VII - Class A   12,329,663    -    (542,777)   31,645    683,978    12,502,509    - 
Chenghe Acquisition Co. - Class A   7,590,140    1,118,190    (289,012)   -    412,307    8,831,625    - 
Chenghe Acquisition I Co.⁽¹⁾   5,797,385    3,911,715    (5,887,169)   37,555    113,632    3,973,118    - 
Churchill Capital Corp. V - Class A⁽²⁾   11,783,231    -    (12,165,106)   381,875    -    -    - 
Coliseum Acquisition Corp. - Class A⁽¹⁾   4,788,000    4,333,970    (4,893,133)   105,133    (4,892)   4,329,078    - 
Compass Digital Acquisition Corp. - Class A   13,653,815    5,897,221    (14,136,006)   482,191    27,395    5,924,616    - 
Concord Acquisition Corp. II - Class A   15,317,200    -    (220,693)   -    369,693    15,466,200    - 
Concord Acquisition Corp. III - Class A⁽²⁾   3,923,485    7,192    (3,941,925)   11,248    -    -    - 
Constellation Acquisition Corp. I - Class A   3,819,746    330,300    (339,847)   -    433,089    4,243,288    - 
Denali Capital Acquisition Corp. - Class A⁽²⁾   7,980,445    -    (8,140,575)   160,130    -    -    - 
Distoken Acquisition Corp.⁽¹⁾   93,743    3,775,535    (2,411)   -    (15,156)   3,851,711    - 
DUET Acquisition Corp. - Class A⁽²⁾   4,898,925    -    (4,898,925)   -    -    -    - 
Enphys Acquisition Corp. - Class A⁽²⁾   31,075,600    2,053,466    (33,833,713)   704,647    -    -    - 
ESH Acquisition Corp. - Class A⁽¹⁾   -    7,054,853    -    -    51,225    7,106,078    - 
Everest Consolidator Acquisition Corp. - Class A   13,411,228    -    (1,535,408)   24,223    183,023    12,083,066    - 
Evergreen Corp. - Class A⁽¹⁾   -    8,519,103    -    -    23,729    8,542,832    - 
Feutune Light Acquisition Corp. - Class A   4,351,128    -    (1,124)   -    54,087    4,404,091    - 
Fintech Ecosystem Development Corp. - Class A   7,980,011    -    (4,254,323)   201,590    249,633    4,176,911    - 
Forbion European Acquisition Corp. - Class A⁽²⁾   9,918,488    -    (10,073,372)   154,884    -    -    - 
FTAC Emerald Acquisition Corp. - Class A   19,417,797    -    (58,622)   -    262,825    19,622,000    - 
Generation Asia I Acquisition Ltd. - Class A⁽¹⁾   -    8,039,812    -    -    54,071    8,093,883    - 
Global Lights Acquisition Corp.⁽¹⁾   -    5,419,973    -    -    (59,762)   5,360,211    - 
Global Partner Acquisition Corp. II - Class A   2,166,065    1,139,602    (173,766)   -    222,265    3,354,166    - 
Goldenstone Acquisition Ltd.   4,464,014    -    (32,172)   -    48,844    4,480,686    - 
Haymaker Acquisition Corp. IV   12,205,892    -    (101,925)   298,647    (88,706)   12,313,908    - 
Hennessy Capital Investment Corp. VI - Class A⁽¹⁾   5,038,685    14,684,096    -    -    162,421    19,885,202    - 
Horizon Space Acquisition I Corp.⁽¹⁾   1,118,368    4,289,316    (9,142)   -    59,060    5,457,602    - 
InFinT Acquisition Corp.⁽¹⁾   -    7,505,058    -    -    56,852    7,561,910    - 
Integrated Rail and Resources Acquisition Corp. - Class A⁽¹⁾   869,203    2,935,818    (72,419)   -    30,399    3,763,001    - 
Integrated Wellness Acquisition Corp. - Class A⁽¹⁾   -    4,605,934    -    -    100,676    4,706,610    - 
Investcorp Europe Acquisition Corp. I - Class A   10,430,330    -    (396,763)   -    530,976    10,564,543    - 
Investcorp India Acquisition Corp. - Class A⁽¹⁾   -    15,092,023    -    -    100,531    15,192,554    - 
Israel Acquisitions Corp.   9,633,247    -    (224,386)   -    352,221    9,761,082    - 
Kensington Capital Acquisition Corp. V - Class A⁽¹⁾   2,498,632    2,136,067    (9,456)   -    34,336    4,659,579    - 
Kernel Group Holdings, Inc. - Class A   5,532,490    -    (38,388)   -    111,458    5,605,560    - 
L Catterton Asia Acquisition Corp. - Class A⁽¹⁾   5,885,310    14,094,153    (336,950)   -    533,260    20,175,773    - 
Mountain & Co. I Acquisition Corp. - Class A   7,595,672    4,375,621    (156,547)   92,661    166,835    12,074,242    - 
Nabors Energy Transition Corp. II - Class A⁽¹⁾   14,797,350    1,364,995    (82,525)   -    410,803    16,490,623    - 
Oak Woods Acquisition Corp. - Class A   4,841,654    888,940    (83,817)   -    126,401    5,773,178    - 
Patria Latin American Opportunity Acquisition Corp. - Class A   17,365,585    221,600    (644,423)   -    818,637    17,761,399    - 
Pearl Holdings Acquisition Corp. - Class A⁽²⁾   22,324,689    -    (23,090,274)   765,585    -    -    - 
Pegasus Digital Mobility Acquisition Corp. - Class A⁽¹⁾   470,540    3,998,806    (257)   -    18,670    4,487,759    - 
Project Energy Reimagined Acquisition Corp. - Class A   10,064,919    528,000    (81,846)   -    178,885    10,689,958    - 
PROOF Acquisition Corp. I - Class A⁽²⁾   5,609,556    -    (5,649,017)   39,461    -    -    - 
Pyrophyte Acquisition Corp. - Class A⁽¹⁾   862,796    7,581,165    (7,888)   -    20,133    8,456,206    - 
RF Acquisition Corp. - Class A⁽²⁾   4,260,000    -    (4,597,176)   337,176    -    -    - 
Rigel Resource Acquisition Corp. - Class A   25,069,869    1,274,820    (770,648)   -    928,905    26,502,946    - 
Ross Acquisition Corp. II - Class A⁽¹⁾   -    4,796,926    -    -    17,347    4,814,273    - 
Screaming Eagle Acquisition Corp. - Class A   73,038,812    -    (12,541,967)   257,024    2,842,273    63,596,142    - 
SDCL EDGE Acquisition Corp. - Class A   10,766,823    2,300,263    (348,591)   -    513,680    13,232,175    - 
Slam Corp. - Class A⁽²⁾   40,324,293    -    (43,215,380)   2,891,087    -    -    - 
Spring Valley Acquisition Corp. II - Class A   22,218,432    1,081,000    (724,160)   -    1,017,869    23,593,141    - 
TortoiseEcofin Acquisition Corp. III - Class A   30,828,586    1,647,650    (15,693,541)   150,074    333,546    17,266,315    - 
Tristar Acquisition I Corp. - Class A⁽¹⁾   4,874,686    5,409,338    (63,886)   -    122,796    10,342,934    - 
two - Class A⁽¹⁾   -    2,670,970    -    -    (12,552)   2,658,418    - 
Valuence Merger Corp. I - Class A   5,717,506    620,920    (170,877)   -    214,186    6,381,735    - 
Zalatoris Acquisition Corp. - Class A   4,198,995    -    (42,164)   -    98,044    4,254,875    - 
Zalatoris II Acquisition Corp.⁽¹⁾   -    6,379,350    -    -    -    6,379,350    - 
                             588,990,189      
Units                      
Specified Purpose Acquisitions - 2.5%                      
Agriculture & Natural Solutions Acquisition Corp.⁽¹⁾  $-   $27,933,030   $-   $-   $198,940   $28,131,970   $- 
Bayview Acquisition Corp.⁽¹⁾   -    5,476,759    -    -    19,302    5,496,061    - 
Haymaker Acquisition Corp. IV⁽²⁾   10    -    (20)   10    -    -    - 
Keen Vision Acquisition Corp.   12,437,788    -    (152,223)   -    310,278    12,595,843    - 
                             46,223,874      
Warrants - 0.0%                      
Haymaker Acquisition Corp. IV   137    -    (137)   707,922    (707,824)   98    - 
                                    
Total  $693,044,650   $208,163,997   $(292,046,213)  $9,738,429   $16,313,300   $635,214,161   $- 

 

*Net of foreign withholding taxes.
(1)Not an affiliate at the beginning of the period.

(2)Not an affiliate at the end of the period.

 

 

First Trust Merger Arbitrage Fund

 

Security Description  Shares Beginning
of Period		   Additions   Reductions   Stock Split   Shares End of Period 
Common Stocks                    
Specified Purpose Acquisitions - 32.2%                    
Alpha Partners Technology Merger Corp.   1,465,812    19,600    -    -    1,485,412 
Alpha Star Acquisition Corp.⁽¹⁾   457,763    258,480    -    -    716,243 
AlphaVest Acquisition Corp.   524,847    -    -    -    524,847 
Andretti Acquisition Corp. - Class A   980,000    -    -    -    980,000 
AP Acquisition Corp. - Class A   1,083,465    -    -    -    1,083,465 
Apollo Strategic Growth Capital II - Class A⁽²⁾   1,236,798    -    (1,236,798)   -    - 
Ares Acquisition Corp. - Class A⁽²⁾   2,976,332    -    (2,976,332)   -    - 
Battery Future Acquisition Corp. - Class A   986,367    430,000    (986,367)   -    430,000 
BioPlus Acquisition Corp. - Class A⁽²⁾   1,056,378    -    (1,056,378)   -    - 
Bukit Jalil Global Acquisition 1 Ltd.   470,000    -    -    -    470,000 
BurTech Acquisition Corp. - Class A⁽²⁾   525,843    -    -    -    525,843 
Cartesian Growth Corp. II   1,049,802    451,679    -    -    1,501,481 
CF Acquisition Corp. VII - Class A   1,152,305    -    -    -    1,152,305 
Chenghe Acquisition Co. - Class A   700,844    102,031    -    -    802,875 
Chenghe Acquisition I Co.   527,035    360,536    (527,034)   -    360,537 
Churchill Capital Corp. V - Class A⁽²⁾   1,133,003    -    (1,133,003)   -    - 
Coliseum Acquisition Corp. - Class A⁽¹⁾   450,000    407,251    (450,000)   -    407,251 
Compass Digital Acquisition Corp. - Class A   1,301,603    561,575    (1,301,603)   -    561,575 
Concord Acquisition Corp. II - Class A   1,490,000    -    -    -    1,490,000 
Concord Acquisition Corp. III - Class A⁽²⁾   369,443    -    (369,443)   -    - 
Constellation Acquisition Corp. I - Class A   354,008    30,000    -    -    384,008 
Denali Capital Acquisition Corp. - Class A⁽²⁾   730,810    -    (730,810)   -    - 
Distoken Acquisition Corp.⁽¹⁾   8,894    354,475    -    -    363,369 
DUET Acquisition Corp. - Class A   457,416    -    -    -    457,416 
Enphys Acquisition Corp. - Class A   2,959,581    194,273    (2,959,581)   -    194,273 
ESH Acquisition Corp. - Class A⁽¹⁾   -    695,311    -    -    695,311 
Everest Consolidator Acquisition Corp. - Class A   1,239,485    -    (135,000)   -    1,104,485 
Evergreen Corp. - Class A⁽¹⁾   -    766,861    -    -    766,861 
Feutune Light Acquisition Corp. - Class A   407,409    -    -    -    407,409 
Fintech Ecosystem Development Corp. - Class A   750,001    -    (360,000)   -    390,001 
Forbion European Acquisition Corp. - Class A⁽²⁾   905,798    -    (905,798)   -    - 
FTAC Emerald Acquisition Corp. - Class A   1,856,386    -    -    -    1,856,386 
Generation Asia I Acquisition Ltd. - Class A⁽¹⁾   -    745,980    -    -    745,980 
Global Lights Acquisition Corp.⁽¹⁾   -    532,295    -    -    532,295 
Global Partner Acquisition Corp. II - Class A   200,006    103,264    -    -    303,270 
Goldenstone Acquisition Ltd.   416,808    -    -    -    416,808 
Haymaker Acquisition Corp. IV   1,200,186    -    -    -    1,200,186 
Hennessy Capital Investment Corp. VI - Class A⁽¹⁾   487,772    1,418,767    -    -    1,906,539 
Horizon Space Acquisition I Corp.⁽¹⁾   106,107    403,473    -    -    509,580 
InFinT Acquisition Corp.⁽¹⁾   -    673,967    -    -    673,967 
Integrated Rail and Resources Acquisition Corp. - Class A⁽¹⁾79,890    268,536    -    -    348,426 
Integrated Wellness Acquisition Corp. - Class A   -    419,484    -    -    419,484 
Investcorp Europe Acquisition Corp. I - Class A   958,670    -    -    -    958,670 
Investcorp India Acquisition Corp. - Class A⁽¹⁾   -    1,382,398    -    -    1,382,398 
Israel Acquisitions Corp.   913,104    -    -    -    913,104 
Kensington Capital Acquisition Corp. V - Class A⁽¹⁾   236,389    199,493    -    -    435,882 
Kernel Group Holdings, Inc. - Class A   521,933    -    -    -    521,933 
L Catterton Asia Acquisition Corp. - Class A⁽¹⁾   553,651    1,317,942    -    -    1,871,593 
Mountain & Co. I Acquisition Corp. - Class A   678,185    390,332    -    -    1,068,517 
Nabors Energy Transition Corp. II - Class A⁽¹⁾   1,455,000    133,692    -    -    1,588,692 
Oak Woods Acquisition Corp. - Class A⁽¹⁾   463,760    84,500    -    -    548,260 
Patria Latin American Opportunity Acquisition Corp. - Class A1,580,126    20,000    -    -    1,600,126 
Pearl Holdings Acquisition Corp. - Class A   2,082,527    -    (2,082,527)   -    - 
Pegasus Digital Mobility Acquisition Corp. - Class A   43,011    363,121    -    -    406,132 
Project Energy Reimagined Acquisition Corp. - Class A⁽¹⁾960,393    50,000    -    -    1,010,393 
PROOF Acquisition Corp. I - Class A   522,305    -    (522,305)   -    - 
Pyrophyte Acquisition Corp. - Class A   79,083    689,663    -    -    768,746 
RF Acquisition Corp. - Class A   400,000    -    (400,000)   -    - 
Rigel Resource Acquisition Corp. - Class A   2,302,100    116,052    -    -    2,418,152 
Ross Acquisition Corp. II - Class A   -    442,082    -    -    442,082 
Screaming Eagle Acquisition Corp. - Class A   6,982,678    -    (983,042)   -    5,999,636 
SDCL EDGE Acquisition Corp. - Class A   1,015,738    214,018    -    -    1,229,756 
Slam Corp. - Class A   3,740,658    -    (3,740,658)   -    - 
Spring Valley Acquisition Corp. II - Class A   2,076,489    100,000    -    -    2,176,489 
TortoiseEcofin Acquisition Corp. III - Class A   2,941,659    155,000    (1,470,829)   -    1,625,830 
Tristar Acquisition I Corp. - Class A   456,000    503,011    -    -    959,011 
two - Class A   -    251,031    -    -    251,031 
Valuence Merger Corp. I - Class A   514,627    55,680    -    -    570,307 
Zalatoris Acquisition Corp. - Class A⁽²⁾   399,144    -    -    -    399,144 
Zalatoris II Acquisition Corp.   -    599,000    -    -    599,000 
                          
Units                         
Specified Purpose Acquisitions - 2.5%                         
Agriculture & Natural Solutions Acquisition Corp.⁽¹⁾  -   2,774,356   -   -   2,774,356 
Bayview Acquisition Corp.⁽¹⁾   -    543,089    -    -    543,089 
Haymaker Acquisition Corp. IV   653    -    -    -    653 
Keen Vision Acquisition Corp.   1,215,815    -    -    -    1,215,815 
                          
Warrants - 0.0%                         
Haymaker Acquisition Corp. IV⁽²⁾   1    -    (1)   -    - 

 

(1) Not an affiliate at the beginning of the period.
(2) Not an affiliate at the end of the period.