First Trust Merger Arbitrage Fund
SCHEDULE OF INVESTMENTS
As of June 30, 2025 (Unaudited)
| Number of Shares | Value | |||||||
| COMMON STOCKS — 82.9% | ||||||||
| CONSUMER DISCRETIONARY — 9.1% | ||||||||
| 829,686 | AZEK Co., Inc. - Class A* | $ | 45,093,434 | |||||
| 835,892 | Berto Acquisition Corp.*,1 | 8,709,995 | ||||||
| 292,320 | Foot Locker, Inc.* | 7,161,840 | ||||||
| 330 | GMS, Inc.* | 35,887 | ||||||
| 1,165,768 | Skechers USA, Inc. - Class A*,2 | 73,559,961 | ||||||
| 134,561,117 | ||||||||
| CONSUMER STAPLES — 4.3% | ||||||||
| 752,101 | Kellanova2 | 59,814,593 | ||||||
| 105,600 | SpartanNash Co. | 2,797,344 | ||||||
| 62,611,937 | ||||||||
| ENERGY — 1.1% | ||||||||
| 486,791 | ChampionX Corp. | 12,091,888 | ||||||
| 206,649 | Sitio Royalties Corp. | 3,798,209 | ||||||
| 15,890,097 | ||||||||
| FINANCIALS — 51.2% | ||||||||
| 2,700,502 | AA Mission Acquisition Corp. - Class A*,1,3 | 28,139,231 | ||||||
| 2,829,210 | Agriculture & Natural Solutions Acquisition Corp. - Class A*,1,3 | 30,696,918 | ||||||
| 506,461 | AI Transportation Acquisition Corp.*,1,3,4 | 5,571,071 | ||||||
| 649,911 | Aimei Health Technology Co., Ltd.*,1,3 | 7,201,014 | ||||||
| 1,002,544 | Andretti Acquisition Corp. II - Class A*,1 | 10,406,407 | ||||||
| 2,287,555 | Ares Acquisition Corp. II - Class A*,1 | 25,917,998 | ||||||
| 417,062 | Armada Acquisition Corp. I - Class A*,1 | 4,183,132 | ||||||
| 313,581 | Artius II Acquisition, Inc. - Class A*,1 | 3,173,440 | ||||||
| 122,924 | Bayview Acquisition Corp. - Class A*,1 | 1,382,895 | ||||||
| 611,000 | Black Hawk Acquisition Corp.1,3 | 6,494,930 | ||||||
| 1,945,654 | Bleichroeder Acquisition Corp. I - Class A*,1,3 | 20,098,606 | ||||||
| 333,594 | Cal Redwood Acquisition Corp. - Class A*,1 | 3,325,932 | ||||||
| 167,200 | Cantor Equity Partners II, Inc. - Class A*,1 | 1,844,216 | ||||||
| 82,328 | Cantor Equity Partners III, Inc. - Class A*,1 | 868,560 | ||||||
| 430,937 | Cartesian Growth Corp. II*,1 | 5,154,007 | ||||||
| 66,728 | Cayson Acquisition Corp.*,1 | 688,633 | ||||||
| 2,479,407 | Centurion Acquisition Corp. - Class A*,1,3 | 26,232,126 | ||||||
| 410,807 | ChampionsGate Acquisition Corp. - Class A*,1 | 4,099,854 | ||||||
| 716,459 | Charlton Aria Acquisition Corp. - Class A*,1,3 | 7,365,199 | ||||||
| 531,226 | Columbus Circle Capital Corp. I - Class A*,1 | 5,641,620 | ||||||
| 376,352 | Crane Harbor Acquisition Corp. - Class A*,1 | 3,789,865 | ||||||
| 91,441 | CSLM Acquisition Corp. - Class A*,1 | 1,056,144 | ||||||
| 731,470 | Digital Asset Acquisition Corp. - Class A*,1 | 7,658,491 | ||||||
| 1,929,288 | Drugs Made In America Acquisition Corp.*,1,3 | 19,678,738 | ||||||
| 584,860 | Dune Acquisition Corp. II - Class A*,1 | 5,877,843 | ||||||
First Trust Merger Arbitrage Fund
SCHEDULE OF INVESTMENTS - Continued
As of June 30, 2025 (Unaudited)
| Number of Shares | Value | |||||||
| COMMON STOCKS (Continued) | ||||||||
| FINANCIALS (Continued) | ||||||||
| 654,286 | Dynamix Corp. - Class A*,1 | $ | 6,667,174 | |||||
| 180,000 | Embrace Change Acquisition Corp.*,1 | 2,178,000 | ||||||
| 156,579 | Enstar Group Ltd.*,1,2 | 52,666,912 | ||||||
| 73,790 | Enterprise Bancorp, Inc.*,1 | 2,925,036 | ||||||
| 415,646 | Eureka Acquisition Corp.1,3 | 4,314,405 | ||||||
| 211,662 | Evergreen Corp. - Class A*,1 | 2,609,792 | ||||||
| 372,349 | Fifth Era Acquisition Corp. I - Class A*,1 | 3,779,342 | ||||||
| 556,295 | Flag Ship Acquisition Corp.*,1,3 | 5,857,786 | ||||||
| 404,792 | Gesher Acquisition Corp. II - Class A*,1 | 4,108,639 | ||||||
| 539,554 | GigCapital7 Corp. - Class A*,1 | 5,584,384 | ||||||
| 449,824 | Gores Holdings X, Inc. - Class A*,1 | 4,608,447 | ||||||
| 1,897,607 | GP Act III Acquisition Corp. - Class A*,1,3 | 20,019,754 | ||||||
| 1,931,321 | Graf Global Corp. - Class A*,1,3 | 20,201,618 | ||||||
| 1,939,487 | Haymaker Acquisition Corp. IV - Class A*,1,3 | 21,528,306 | ||||||
| 959,283 | HCM II Acquisition Corp. - Class A*,1 | 10,648,041 | ||||||
| 280,410 | Horizon Space Acquisition I Corp.*,1,3 | 3,406,982 | ||||||
| 551,171 | Inflection Point Acquisition Corp. III - Class A*,1 | 5,649,503 | ||||||
| 477,663 | Jackson Acquisition Co. II - Class A*,1 | 4,919,929 | ||||||
| 183,044 | Jena Acquisition Corp. II*,1 | 1,881,692 | ||||||
| 85,590 | K&F Growth Acquisition Corp. II - Class A*,1 | 871,306 | ||||||
| 91,247 | Keen Vision Acquisition Corp.*,1 | 1,037,478 | ||||||
| 1,866,241 | Launch One Acquisition Corp. - Class A*,1,3 | 19,436,900 | ||||||
| 1,608,549 | Legato Merger Corp. III*,1,3 | 17,179,303 | ||||||
| 1,938,207 | Lionheart Holdings - Class A*,1,3 | 20,428,702 | ||||||
| 44,340 | Live Oak Acquisition Corp. V - Class A*,1 | 474,438 | ||||||
| 1,059,204 | M3-Brigade Acquisition V Corp. - Class A*,1 | 11,958,413 | ||||||
| 1,275,345 | Melar Acquisition Corp. I - Class A*,1,3 | 13,391,122 | ||||||
| 862,098 | Mountain Lake Acquisition Corp. - Class A*,1 | 8,845,125 | ||||||
| 2,463,270 | Nabors Energy Transition Corp. II - Class A*,1,3 | 27,342,297 | ||||||
| 59,190 | Newbury Street II Acquisition Corp. - Class A*,1 | 609,065 | ||||||
| 768,067 | NewHold Investment Corp. II - Class A*,1 | 7,811,241 | ||||||
| 505,710 | Oak Woods Acquisition Corp. - Class A*,1,3 | 5,982,549 | ||||||
| 934,747 | Patria Latin American Opportunity Acquisition Corp. - Class A*,1,4 | 11,076,752 | ||||||
| 558,455 | Plum Acquisition Corp. IV - Class A*,1 | 5,752,086 | ||||||
| 538,832 | Pyrophyte Acquisition Corp. - Class A1,4 | 6,363,606 | ||||||
| 644,211 | Range Capital Acquisition Corp.*,1 | 6,622,489 | ||||||
| 756,454 | Real Asset Acquisition Corp. - Class A*,1 | 7,685,573 | ||||||
| 380,181 | Renatus Tactical Acquisition Corp. I - Class A*,1 | 4,486,136 | ||||||
| 292,586 | Republic Digital Acquisition Co. - Class A*,1 | 3,007,784 | ||||||
| 939,193 | RF Acquisition Corp. II*,1,2,3 | 9,946,054 | ||||||
| 1,245,249 | Rithm Acquisition Corp. - Class A*,1 | 12,689,087 | ||||||
First Trust Merger Arbitrage Fund
SCHEDULE OF INVESTMENTS - Continued
As of June 30, 2025 (Unaudited)
| Number of Shares | Value | |||||||
| COMMON STOCKS (Continued) | ||||||||
| FINANCIALS (Continued) | ||||||||
| 375,130 | Roman DBDR Acquisition Corp. II - Class A*,1 | $ | 3,867,590 | |||||
| 1,386,914 | Siddhi Acquisition Corp. - Class A*,1 | 14,007,831 | ||||||
| 378,680 | Silverbox Corp. IV - Class A*,1 | 4,150,333 | ||||||
| 1,625,271 | SIM Acquisition Corp. I - Class A*,1,3 | 16,951,577 | ||||||
| 339,375 | Sizzle Acquisition Corp.*,1 | 3,410,719 | ||||||
| 760,287 | Slam Corp.*,1 | 9,017,004 | ||||||
| 662,802 | Soulpower Acquisition Corp. - Class A*,1 | 6,654,532 | ||||||
| 786,140 | Spark I Acquisition Corp.*,1 | 8,545,342 | ||||||
| 343,562 | Spring Valley Acquisition Corp. II - Class A*,1 | 4,036,853 | ||||||
| 431,985 | Tavia Acquisition Corp.*,1 | 4,436,486 | ||||||
| 1,425,290 | Texas Ventures Acquisition III Corp. - Class A*,1 | 14,366,923 | ||||||
| 627,836 | Titan Acquisition Corp. - Class A*,1 | 6,297,195 | ||||||
| 558,342 | Translational Development Acquisition Corp. - Class A*,1 | 5,750,923 | ||||||
| 1,602,338 | Vine Hill Capital Investment Corp. - Class A*,1,3 | 16,680,339 | ||||||
| 1,405,632 | Voyager Acquisition Corp. - Class A*,1 | 14,576,404 | ||||||
| 755,850,169 | ||||||||
| HEALTH CARE — 8.3% | ||||||||
| 376,836 | Blueprint Medicines Corp.* | 48,302,839 | ||||||
| 1,584,461 | SpringWorks Therapeutics, Inc.*,2 | 74,453,822 | ||||||
| 122,756,661 | ||||||||
| REAL ESTATE — 0.7% | ||||||||
| 867,717 | Redfin Corp.*,2 | 9,709,753 | ||||||
| TECHNOLOGY — 8.2% | ||||||||
| 2,927,290 | AvidXchange Holdings, Inc.*,2 | 28,658,169 | ||||||
| 8,788,558 | Dun & Bradstreet Holdings, Inc.2 | 79,887,992 | ||||||
| 234,399 | Informatica, Inc. - Class A* | 5,707,616 | ||||||
| 550,903 | PlayAGS, Inc.* | 6,886,287 | ||||||
| 121,140,064 | ||||||||
| TOTAL COMMON STOCKS | ||||||||
| (Cost $1,184,006,252) | 1,222,519,798 | |||||||
| RIGHTS — 0.1% | ||||||||
| 287,741 | Abiomed, Inc., Expiration Date: December 30, 2029*,4 | 293,496 | ||||||
| 230,798 | Columbus Circle Capital Corp. I, Expiration Date: June 4, 2030*,1 | 392,357 | ||||||
| 773,352 | Mercer Park Opportunities Corp., Expiration Date: Pending*,1 | 7,733 | ||||||
| 97,393 | Renatus Tactical Acquisition Corp. I, Expiration Date: June 4, 2030*,1 | 198,682 | ||||||
| TOTAL RIGHTS | ||||||||
| (Cost $293,496) | 892,268 | |||||||
First Trust Merger Arbitrage Fund
SCHEDULE OF INVESTMENTS - Continued
As of June 30, 2025 (Unaudited)
| Number of Units | Value | |||||||
| UNITS — 1.7% | ||||||||
| FINANCIALS — 1.7% | ||||||||
| 536,265 | Axiom Intelligence Acquisition Corp. 1*,1 | $ | 5,416,276 | |||||
| 175,229 | Blue Acquisition Corp.*,1 | 1,759,299 | ||||||
| 206,327 | Blue Water Acquisition Corp.*,1 | 2,064,302 | ||||||
| 193,720 | Centurion Acquisition Corp. - Class A1,3,4 | 2 | ||||||
| 242,151 | Centurion Acquisition Corp. - Class B1,3,4 | 2 | ||||||
| 167,040 | Churchill Capital Corp.*,1 | 1,720,512 | ||||||
| 123,490 | FIGX Capital Acquisition Corp.*,1 | 1,236,752 | ||||||
| 196,235 | GP-Act III Acquisition Corp. - Class A*,1,3,4 | 2 | ||||||
| 245,295 | GP-Act III Acquisition Corp. - Class B*,1,3,4 | 2 | ||||||
| 125,106 | Oyster Enterprises II Acquisition Corp.*,1 | 1,266,073 | ||||||
| 412,498 | Pioneer Acquisition I Corp.*,1 | 4,129,105 | ||||||
| 372,541 | ProCap Acquisition Corp.*,1 | 3,993,640 | ||||||
| 208,818 | Wen Acquisition Corp.*,1 | 2,213,471 | ||||||
| 19,957 | Willow Lane Acquisition Corp.*,1 | 207,553 | ||||||
| 164,655 | Yorkville Acquisition Corp.*,1 | 1,852,369 | ||||||
| 25,859,360 | ||||||||
| TOTAL UNITS | ||||||||
| (Cost $25,824,994) | 25,859,360 | |||||||
| Number of Shares | ||||||||
| WARRANTS — 0.0% | ||||||||
| 1,239,507 | AA Mission Acquisition Corp., Expiration Date: July 31, 2030*,1,3 | 116,514 | ||||||
| 101,150 | Armada Acquisition Corp. II, Expiration Date: May 20, 2030*,1 | 27,310 | ||||||
| 130,858 | Dynamix Corp., Expiration Date: December 5, 2029*,1 | 47,109 | ||||||
| 773,352 | Mercer Park Opportunities Corp., Expiration Date: August 28, 2029*,1 | 3,867 | ||||||
| 44,700 | Republic Digital Acquisition Co., Expiration Date: March 5, 2026*,1 | 28,165 | ||||||
| TOTAL WARRANTS | ||||||||
| (Cost $0) | 222,965 | |||||||
| SHORT-TERM INVESTMENTS — 15.2% | ||||||||
| 171,198,740 | Morgan Stanley Institutional Liquidity Fund - Government Portfolio - Institutional Class, 4.14%5 | 171,198,740 | ||||||
| Principal Amount ($) | ||||||||
| 53,124,140 | UMB Bank, Money Market Special II Deposit Investment, 4.25%5 | 53,124,140 | ||||||
| TOTAL SHORT-TERM INVESTMENTS | ||||||||
| (Cost $224,322,880) | 224,322,880 | |||||||
| TOTAL INVESTMENTS — 99.9% | ||||||||
| (Cost $1,434,447,622) | 1,473,817,271 | |||||||
| Assets in Excess of Other Liabilities — 0.1% | 1,367,596 | |||||||
| TOTAL NET ASSETS — 100.0% | $ | 1,475,184,867 | ||||||
First Trust Merger Arbitrage Fund
SCHEDULE OF INVESTMENTS - Continued
As of June 30, 2025 (Unaudited)
| Number of Shares | Value | |||||||
| SECURITIES SOLD SHORT — (3.5)% | ||||||||
| COMMON STOCKS — (3.5)% | ||||||||
| ENERGY — (1.1)% | ||||||||
| (357,789 | ) | Schlumberger N.V.1 | $ | (12,093,268 | ) | |||
| (100,328 | ) | Viper Energy, Inc. | (3,825,506 | ) | ||||
| (15,918,774 | ) | |||||||
| FINANCIALS — (0.8)% | ||||||||
| (44,276 | ) | Independent Bank Corp. | (2,784,296 | ) | ||||
| (687,499 | ) | Rocket Cos., Inc. - Class A | (9,748,736 | ) | ||||
| (12,533,032 | ) | |||||||
| MATERIALS — (1.6)% | ||||||||
| (856,501 | ) | James Hardie Industries PLC*,1 | (23,031,312 | ) | ||||
| TOTAL COMMON STOCKS | ||||||||
| (Proceeds $51,093,859) | (51,483,118 | ) | ||||||
| RIGHTS — (0.0)% | ||||||||
| (230,798 | ) | Columbus Circle Capital Corp. I, Expiration Date: June 4, 2030*,1 | (392,357 | ) | ||||
| TOTAL RIGHTS | ||||||||
| (Proceeds $85,247) | (392,357 | ) | ||||||
| TOTAL SECURITIES SOLD SHORT | ||||||||
| (Proceeds $51,179,106) | $ | (51,875,475 | ) | |||||
| Number of Contracts | ||||||||
| WRITTEN OPTIONS CONTRACTS — (0.0)% | ||||||||
| CALL OPTIONS — (0.0)% | ||||||||
| AvidXchange Holdings, Inc. | ||||||||
| (836 | ) | Exercise Price: $10.00, Notional Amount: $(836,000), Expiration Date: August 15, 2025* | (2,090 | ) | ||||
| Dun & Bradstreet Holdings, Inc. | ||||||||
| (84 | ) | Exercise Price: $10.00, Notional Amount: $(84,000), Expiration Date: December 19, 2025* | (210 | ) | ||||
| GMS, Inc. | ||||||||
| (3 | ) | Exercise Price: $105.00, Notional Amount: $(31,500), Expiration Date: July 18, 2025* | (1,125 | ) | ||||
| Informatica, Inc. | ||||||||
| (2,017 | ) | Exercise Price: $25.00, Notional Amount: $(5,042,500), Expiration Date: July 18, 2025* | (5,043 | ) | ||||
| SpartanNash Co. | ||||||||
| (1,056 | ) | Exercise Price: $25.00, Notional Amount: $(2,640,000), Expiration Date: July 18, 2025* | (187,440 | ) | ||||
First Trust Merger Arbitrage Fund
SCHEDULE OF INVESTMENTS - Continued
As of June 30, 2025 (Unaudited)
| Number of Contracts | Value | |||||||
| CALL OPTIONS (Continued) | ||||||||
| SpringWorks Therapeutics, Inc. | ||||||||
| (9,674 | ) | Exercise Price: $50.00, Notional Amount: $(48,370,000), Expiration Date: July 18, 2025* | $ | (24,185 | ) | |||
| TOTAL CALL OPTIONS | ||||||||
| (Proceeds $292,233) | (220,093 | ) | ||||||
| TOTAL WRITTEN OPTIONS CONTRACTS | ||||||||
| (Proceeds $292,233) | $ | (220,093 | ) | |||||
PLC — Public Limited Company
| * | Non-income producing security. |
| 1 | Foreign security denominated in U.S. Dollars. |
| 2 | All or a portion of this security is segregated as collateral for securities sold short. The market value of the securities pledged as collateral is $166,676,502, which represents 11.30% of the total net assets of the Fund. |
| 3 | Affiliated company. |
| 4 | The value of these securities was determined using significant unobservable inputs. These are reported as Level 3 securities in the Fair Value Hierarchy. |
| 5 | The rate is the annualized seven-day yield at period end. |
First Trust Merger Arbitrage Fund
| Security Description | Shares/Principal Amount End of Period | 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 - 25.4% | ||||||||||||||||||||||||||||||||
| AA Mission Acquisition Corp. - Class A | 2,700,502 | $ | 26,722,599 | $ | 344,490 | $ | - | $ | - | $ | 1,072,142 | $ | 28,139,231 | - | ||||||||||||||||||
| Agriculture & Natural Solutions Acquisition Corp. - Class A | 2,829,210 | 29,282,313 | - | - | - | 1,414,605 | 30,696,918 | - | ||||||||||||||||||||||||
| AI Transportation Acquisition Corp. | 506,461 | 5,307,711 | - | - | - | 263,360 | 5,571,071 | - | ||||||||||||||||||||||||
| Aimei Health Technology Co., Ltd. | 649,911 | 6,814,317 | - | - | - | 386,697 | 7,201,014 | - | ||||||||||||||||||||||||
| Alchemy Investments Acquisition Corp. I - Class A(1) | - | 8,518,971 | 72,458 | (8,261,134 | ) | - | (330,295 | ) | - | - | ||||||||||||||||||||||
| Alphatime Acquisition Corp.(1) | - | 4,483,125 | - | (4,382,964 | ) | - | (100,161 | ) | - | - | ||||||||||||||||||||||
| AlphaVest Acquisition Corp.(1) | - | 5,846,796 | - | (5,549,383 | ) | - | (297,413 | ) | - | - | ||||||||||||||||||||||
| APx Acquisition Corp. I - Class A(1) | - | 6,383,958 | - | (5,806,702 | ) | - | (577,256 | ) | - | - | ||||||||||||||||||||||
| Ares Acquisition Corp. II - Class A(1) | 2,287,555 | 44,653,130 | 16,348,042 | (61,971,638 | ) | 2,510,917 | (1,540,451 | ) | - | - | ||||||||||||||||||||||
| Bayview Acquisition Corp. - Class A(1) | 122,924 | 3,348,100 | - | (3,227,892 | ) | - | (120,208 | ) | - | - | ||||||||||||||||||||||
| Bayview Acquisition Corp.(1) | - | 2,301,391 | 1,988,633 | (4,495,641 | ) | 258,141 | (52,524 | ) | - | - | ||||||||||||||||||||||
| Black Hawk Acquisition Corp. - Class A | 611,000 | 6,250,530 | - | - | - | 244,400 | 6,494,930 | - | ||||||||||||||||||||||||
| Bleichroeder Acquisition Corp. I - Class A(2) | 1,945,654 | - | 19,473,286 | (155,609 | ) | 155,609 | 625,320 | 20,098,606 | - | |||||||||||||||||||||||
| Bowen Acquisition Corp.(1) | - | 6,276,656 | 1,977,843 | (8,182,783 | ) | 100,648 | (172,364 | ) | - | - | ||||||||||||||||||||||
| Cantor Equity Partners, Inc.(1) | - | 6,889,271 | - | (10,105,655 | ) | 3,222,894 | (6,510 | ) | - | - | ||||||||||||||||||||||
| Cartesian Growth Corp. II(1) | - | 21,144,181 | - | (19,753,399 | ) | - | (1,390,782 | ) | - | - | ||||||||||||||||||||||
| Centurion Acquisition Corp. | 2,479,407 | 23,508,885 | 1,369,878 | - | - | 1,353,363 | 26,232,126 | - | ||||||||||||||||||||||||
| Charlton Aria Acquisition Corp. - Class A(2) | 716,459 | - | 7,118,508 | - | - | 246,691 | 7,365,199 | - | ||||||||||||||||||||||||
| Chenghe Acquisition II Co.(1) | - | 7,087,467 | - | (7,316,119 | ) | 241,205 | (12,553 | ) | - | - | ||||||||||||||||||||||
| Drugs Made In America Acquisition Corp.(2) | 1,929,288 | - | 19,340,273 | (219,434 | ) | 219,434 | 338,465 | 19,678,738 | - | |||||||||||||||||||||||
| DT Cloud Acquisition Corp.(1) | - | 5,975,697 | - | (5,866,598 | ) | - | (109,099 | ) | - | - | ||||||||||||||||||||||
| Eureka Acquisition Corp. | 415,646 | 4,181,399 | - | - | - | 133,006 | 4,314,405 | - | ||||||||||||||||||||||||
| Finnovate Acquisition Corp. - Class A(1) | - | 4,460,374 | - | (4,331,885 | ) | - | (128,489 | ) | - | - | ||||||||||||||||||||||
| Flag Ship Acquisition Corp. | 556,295 | 5,574,076 | - | - | - | 283,710 | 5,857,786 | - | ||||||||||||||||||||||||
| Global Lights Acquisition Corp.(1) | - | 5,567,806 | - | (5,419,973 | ) | - | (147,833 | ) | - | - | ||||||||||||||||||||||
| GP Act III Acquisition Corp. - Class A | 1,897,607 | 23,655,496 | 426,865 | (5,180,563 | ) | 189,483 | 928,473 | 20,019,754 | - | |||||||||||||||||||||||
| Graf Global Corp. - Class A | 1,931,321 | 18,783,199 | 560,465 | - | - | 857,954 | 20,201,618 | - | ||||||||||||||||||||||||
| Haymaker Acquisition Corp. IV | 1,939,487 | 20,420,904 | 254,467 | - | - | 852,935 | 21,528,306 | - | ||||||||||||||||||||||||
| HCM II Acquisition Corp.(1) | 959,283 | 18,689,172 | - | (19,987,781 | ) | 1,275,657 | 22,952 | - | - | |||||||||||||||||||||||
| Horizon Space Acquisition I Corp. | 280,410 | 5,515,619 | - | (2,231,394 | ) | - | 122,756 | 3,406,981 | - | |||||||||||||||||||||||
| Integrated Wellness Acquisition Corp. - Class A(1) | - | 4,945,716 | - | (4,605,934 | ) | - | (339,782 | ) | - | - | ||||||||||||||||||||||
| Israel Acquisitions Corp.(1) | - | 10,168,799 | - | (9,380,757 | ) | - | (788,042 | ) | - | - | ||||||||||||||||||||||
| JVSPAC Acquisition Corp. - Class A(1) | - | 5,480,066 | - | (5,341,523 | ) | - | (138,543 | ) | - | - | ||||||||||||||||||||||
| Keen Vision Acquisition Corp.(1) | 91,247 | 15,027,190 | 1,013,500 | (15,188,456 | ) | - | (852,234 | ) | - | - | ||||||||||||||||||||||
| LatAmGrowth SPAC - Class A(1) | - | 4,178,624 | - | (3,859,486 | ) | - | (319,138 | ) | - | - | ||||||||||||||||||||||
| Launch One Acquisition Corp. | 1,866,241 | 18,606,423 | - | - | - | 830,477 | 19,436,900 | - | ||||||||||||||||||||||||
| Learn CW Investment Corp.(1) | - | 5,320,995 | - | (5,306,470 | ) | - | (14,525 | ) | - | - | ||||||||||||||||||||||
| Legato Merger Corp. III | 1,608,549 | 16,399,157 | - | - | - | 780,146 | 17,179,303 | - | ||||||||||||||||||||||||
| Lionheart Holdings - Class A | 1,938,207 | 18,752,520 | 646,548 | - | - | 1,029,634 | 20,428,702 | - | ||||||||||||||||||||||||
| Melar Acquisition Corp. I - Class A | 1,275,345 | 14,376,428 | - | (1,711,679 | ) | 81,509 | 644,864 | 13,391,122 | - | |||||||||||||||||||||||
| Mountain & Co. I Acquisition Corp. - Class A(1) | - | 13,724,247 | - | (13,289,415 | ) | - | (434,832 | ) | - | - | ||||||||||||||||||||||
| Nabors Energy Transition Corp. II - Class A | 2,463,270 | 27,784,008 | - | (1,608,300 | ) | 134,394 | 1,032,195 | 27,342,297 | - | |||||||||||||||||||||||
| Oak Woods Acquisition Corp. - Class A | 505,710 | 6,091,169 | (447,626 | ) | - | - | 339,006 | 5,982,549 | - | |||||||||||||||||||||||
| Patria Latin American Opportunity Acquisition Corp. - Class A(1) | 934,747 | 10,852,413 | - | (9,767,649 | ) | - | (1,084,764 | ) | - | - | ||||||||||||||||||||||
| Pyrophyte Acquisition Corp. - Class A(1) | 538,832 | 10,977,467 | - | (10,528,475 | ) | - | (448,992 | ) | - | - | ||||||||||||||||||||||
| RF Acquisition Corp. II | 939,193 | 9,504,633 | - | - | - | 441,421 | 9,946,054 | - | ||||||||||||||||||||||||
| SIM Acquisition Corp. I - Class A | 1,625,271 | 16,236,457 | - | - | - | 715,120 | 16,951,577 | - | ||||||||||||||||||||||||
| Spring Valley Acquisition Corp. II - Class A(1) | 343,562 | 21,707,534 | 3,851,330 | (25,143,842 | ) | 752,113 | (1,167,135 | ) | - | - | ||||||||||||||||||||||
| Vine Hill Capital Investment Corp.(2) | 1,602,338 | 9,951,810 | 6,072,985 | - | - | 655,544 | 16,680,339 | - | ||||||||||||||||||||||||
| Zalatoris II Acquisition Corp.(1) | - | 6,720,573 | - | (6,420,400 | ) | - | (300,173 | ) | - | - | ||||||||||||||||||||||
| 374,145,526 | ||||||||||||||||||||||||||||||||
| Rights | ||||||||||||||||||||||||||||||||
| Specified Purpose Acquisitions - 0.0% | ||||||||||||||||||||||||||||||||
| Flag Ship Acquisition Corp. | - | 50,658 | - | (47,875 | ) | 47,875 | (50,658 | ) | - | - | ||||||||||||||||||||||
| - | ||||||||||||||||||||||||||||||||
| Units | ||||||||||||||||||||||||||||||||
| Specified Purpose Acquisitions - 0.0% | ||||||||||||||||||||||||||||||||
| Centurion Acquisition Corp. - Class A | 193,720 | 2 | - | - | - | - | 2 | - | ||||||||||||||||||||||||
| Centurion Acquisition Corp. - Class B | 242,151 | 2 | - | - | - | - | 2 | - | ||||||||||||||||||||||||
| GP-Act III Acquisition Corp. - Class A | 196,235 | 2 | - | - | - | - | 2 | - | ||||||||||||||||||||||||
| GP-Act III Acquisition Corp. - Class B | 245,295 | 2 | - | - | - | - | 2 | - | ||||||||||||||||||||||||
| 8 | ||||||||||||||||||||||||||||||||
| Warrants - 0.0% | ||||||||||||||||||||||||||||||||
| AA Mission Acquisition Corp. | 1,239,507 | 80,008 | - | (8,473 | ) | 8,473 | 36,506 | 116,514 | - | |||||||||||||||||||||||
| Haymaker Acquisition Corp. IV | - | 105 | - | (104 | ) | 104 | (105 | ) | - | - | ||||||||||||||||||||||
| Nabors Energy Transition Corp. II | - | 59,814 | - | (95,353 | ) | 95,353 | (59,814 | ) | - | - | ||||||||||||||||||||||
| 116,514 | ||||||||||||||||||||||||||||||||
| Total | 42,607,840 | $ | 574,639,965 | $ | 80,411,945 | $ | (294,750,738 | ) | $ | 9,293,809 | $ | 4,667,067 | $ | 374,262,048 | $ | - | ||||||||||||||||
| * | Net of foreign withholding taxes. |
| (1) | Not an affiliate at the end of the period. |
| (2) | Not an affiliate at the beginning of the period. |