# EDGAR Filing Document

**Accession Number:** 0001572617
**File Stem:** 0000940400-26-008296
**Filing Date:** 2026-2
**Character Count:** 103718
**Document Hash:** f21b2319d87c8397870b9de42a64a07b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008296.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008296

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Event Opportunities Trust
- **CENTRAL INDEX KEY:** 0001572617

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22818
- **FILM NUMBER:** 26683973

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 800-243-1574

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **STREET 2:** 26TH FLOOR
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Westchester Capital Funds
- **DATE OF NAME CHANGE:** 20130320

## Series and Classes Contracts Data

### Virtus Westchester Credit Event Fund (Series ID: S000059351)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000194735 | Class I      | WCFIX           |
| C000194736 | Class A      | WCFRX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Virtus Event Opportunities Trust

- **b. Investment Company Act file number:** 811-22818

- **c. CIK number of Registrant:** 0001572617

- **d. LEI of Registrant:** 549300CPNDRO644GZH21

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 101 Munson Street

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301

  - **Telephone number:** 800-243-1574

**Item A.2. Information about the Series.**

- **a. Name of Series:** Virtus Westchester Credit Event Fund

- **b. EDGAR series identifier (if any):** S000059351

- **c. LEI of Series:** 5493001BFPGLMDC0QH03

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $93485830.51

**Total Liabilities:** $1226274.00

**Net Assets:** $92259556.51

**Cash Not Reported:** $915497.75

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -293.43184490 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -87.54936911 | **1-Year:** -6.53376665 | **5-Year:** -8593.83786100 | **10-Year:** -1162.54752900 | **30-Year:** -2078.90128100

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000194735 | 0.42%                | -0.84%               | 0.40%                |
| Class ID C000194736 | 0.43%                | -0.77%               | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $107725.34               | $-218890.55                                |
| Month 2  | $35929.41                | $-1050621.34                               |
| Month 3  | $45561.92                | $90062.56                                  |

### Schedule of Portfolio Investments

| Name                                                     | Title                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| J.P. MORGAN SECURITIES LLC                               | USD/EUR FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1311.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIHOLDINGS QUALITY FUND II INC                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3407.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERTO ACQUISITION CORP                                   | BERTO ACQUISITION CORP                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1177 | NC      | $435.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GP-Act III Acquisition Corp                              | GP-Act III Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7972 | NS      | $85300.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Centurion Acquisition Corp                               | Centurion Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4271 | NS      | $45614.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                             | Oxley Bridge Acquisition Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     96180 | NS      | $967570.80    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM Digital Asset Acquisition                           | CSLM Digital Asset Acquisition Corp III Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12761 | NS      | $126971.95    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Apex Treasury Corp                                       | Apex Treasury Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15839 | NS      | $156647.71    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital GSS Investment Co                           | Bain Capital GSS Investment Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7942 | NS      | $81167.24     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GORES HOLDINGS X INC-CL A                                | Gores Holdings X Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3998 | NC      | $2721.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Pegasus Acquisition Cor                           | Silver Pegasus Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11163 | NS      | $112634.67    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GESHER ACQUISITION CORP II-A                             | Gesher Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3818 | NC      | $1336.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIHOLDINGS QUALITY FUND II INC                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3930.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chenghe Acquisition III Co                               | Chenghe Acquisition III Co                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      8782 | NS      | $88083.46     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                 | LUMEN TECHNOLOGIES INC                                        | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   3210329 | PA      | $3190264.14   | 3.46%             | 2029-04-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| NEWHOLD INVESTMENT CORP II-A                             | NewHold Investment Corp III                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3464 | NC      | $1247.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal Redwood Acquisition Corp                             | Cal Redwood Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20478 | NS      | $208466.04    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Launch Two Acquisition Corp                              | Launch Two Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7771 | NS      | $81595.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen Circle Acquisition Corp                            | Cohen Circle Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6605 | NS      | $68427.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SIM Acquisition Corp I                                   | SIM Acquisition Corp I                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39331 | NS      | $416515.29    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                            | EchoStar Corp                                                 | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2294537.47   | 2.49%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Soulpower Acquisition Corp                               | Soulpower Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16273 | NS      | $165170.95    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Treasury Instruments Fund | Goldman Sachs Financial Square Treasury Instruments Fund      | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        |    144765 | NS      | $144764.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME TRUST II                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1162.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESH Acquisition Corp                                     | ESH Acquisition Corp                                          | CUSIP: 296424112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4387 | NS      | $899.34       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Cloud Star Acquisition Corp                           | DT Cloud Star Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14736 | NS      | $160032.96    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Lake Superior Acquisition Corp                           | Lake Superior Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6339 | NS      | $63009.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spring Valley Acquisition Corp                           | Spring Valley Acquisition Corp II                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       176 | NS      | $92.75        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A Paradise Acquisition Corp                              | A Paradise Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     36054 | NS      | $362342.70    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp                             | BEST SPAC I Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      1561 | NS      | $15812.93     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Reserve Acquisition Corp                           | Crown Reserve Acquisition Corp I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     19136 | NS      | $190211.84    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP I-CL A                             | CARTESIAN GROWTH CORP III                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       444 | NC      | $355.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR IV Acquisition Corp                                  | GSR IV Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20671 | NS      | $212911.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners IV Inc                            | Cantor Equity Partners IV Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6317 | NS      | $64938.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME TRUST II                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1017.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                           | DREYFUS GOVERNMENT CASH MANAGE                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    987181 | NS      | $987181.43    | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tavia Acquisition Corp                                   | Tavia Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     12508 | NS      | $2617.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EGH Acquisition Corp                                     | EGH Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2334 | NS      | $560.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CABLEVISION LIGHTPATH                                    | Cablevision Lightpath LLC                                     | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2414055.98   | 2.62%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TEVOGEN BIO HOLDINGS INC                                 | Tevogen Bio Holdings Inc                                      | CUSIP: 88165K119<br>LEI: 549300AC21G4NBK9D322 | N/A              | DE               | CORP              | US        |       325 | NC      | $13.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp                                     | Wen Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1673 | NS      | $16897.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp III                              | NewHold Investment Corp III                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6928 | NS      | $71774.08     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OFFICE REIT                                         | City Office REIT Inc                                          | CUSIP: 178587200<br>LEI: 5493003J7157VP25NL57 | Long             | EP               | CORP              | CA        |     92423 | NS      | $2341074.59   | 2.54%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                                 | Dana Inc                                                      | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   3708000 | PA      | $3590251.72   | 3.89%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Blue Water Acquisition Corp II                           | Blue Water Acquisition Corp III                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6318 | NS      | $65201.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME TRUST II                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1202.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIM ACQUISITION CORP I-A                                 | SIM Acquisition Corp I                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     15059 | NC      | $3243.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GORES HOLDINGS X INC                                     | GORES HOLDINGS X INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15992 | NS      | $164557.68    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp                             | BEST SPAC I Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      1561 | NS      | $235.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCap Acquisition Corp                                  | ProCap Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2159 | NS      | $22108.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NMP Acquisition Corp                                     | NMP Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15908 | NS      | $159398.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL CAPITAL CORP XI                                | CHURCHILL CAPITAL CORP XI                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1578 | NS      | $16111.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                | CARTESIAN GROWTH CORP III                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5665 | NS      | $58292.85     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                 | LUMEN TECHNOLOGIES INC                                        | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1887297 | PA      | $1874444.59   | 2.03%             | 2030-04-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| GigCapital8 Corp                                         | GigCapital8 Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34283 | NS      | $339058.87    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EQV Ventures Acquisition Corp                            | EQV Ventures Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15479 | NS      | $154944.79    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIHOLDINGS QUALITY FUND II INC                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3595.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BERTO ACQUISITION CORP                                   | BERTO ACQUISITION CORP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13792 | NS      | $139850.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                                 | Jena Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12488 | NS      | $1999.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lake Superior Acquisition Corp                           | Lake Superior Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8130 | NS      | $82275.60     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EGH Acquisition Corp                                     | EGH Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10181 | NS      | $103235.34    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit                           | Drugs Made In America Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16363 | NS      | $2583.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTENERGY ACQUISITION CORP-A                             | AltEnergy Acquisition Corp                                    | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       243 | NC      | $6.08         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Providence Acquisition Cor                           | New Providence Acquisition Corp III                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38153 | NS      | $391449.78    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Reserve Acquisition Corp                           | Crown Reserve Acquisition Corp I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7931 | NS      | $80023.79     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON HORSE ACQUISITION II CORP                           | IRON HORSE ACQUISITION II CORP                                | CUSIP: 46283H202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4735 | NS      | $47065.90     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Indigo Acquisition Corp                                  | Indigo Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7942 | NS      | $80055.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIYIELD QUALITY FUND III INC                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3174.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vine Hill Capital Investment C                           | Vine Hill Capital Investment Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1447 | NS      | $15584.19     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Commscope Inc                                            | COMMSCOPE LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1089000 | PA      | $1089511.83   | 1.18%             | 2029-12-17      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| BTC Development Corp                                     | BTC Development Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1588 | NS      | $16102.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitcoin Infrastructure Acquisi                           | Bitcoin Infrastructure Acquisition Corp Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6924 | NS      | $68963.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AA Mission Acquisition Corp II                           | AA Mission Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21466 | NS      | $213586.70    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA ACQUISITION -CLASS A                              | Armada Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2752 | NC      | $2256.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integrated Wellness Acquisitio                           | Integrated Wellness Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17339 | NS      | $221592.42    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Horse Acquisitions Corp                             | IRON HORSE ACQUISITIONS CORP                                  | CUSIP: 462837105<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |       976 | NS      | $5377.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LEDDARTECH HOLDINGS INC                                  | LeddarTech Holdings Inc                                       | CUSIP: 52328E113<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |      3202 | NC      | $1.28         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Acquisition Corp I                             | Perimeter Acquisition Corp I                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4671 | NS      | $49792.86     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME TRUST                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1104.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Acquisition Corp                                    | Blue Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3856 | NS      | $40565.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AA Mission Acquisition Corp II                           | AA Mission Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $198600.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Starry Sea Acquisition Corp                              | Starry Sea Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11969 | NS      | $120049.07    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chenghe Acquisition III Co                               | Chenghe Acquisition III Co                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |        63 | NS      | $628.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RIBBON ACQUISITION CORP                                  | RIBBON ACQUISITION CORP                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     84814 | NS      | $881217.46    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR V CAPITAL CORP-CL A                              | Stellar V Capital Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2967 | NC      | $860.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON HORSE ACQUISITIONS CORP                             | Iron Horse Acquisitions Corp                                  | CUSIP: 462837113<br>LEI: 5493000JDZP9ZR3A1A41 | N/A              | DE               | CORP              | US        |      4884 | NC      | $439.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silicon Valley Acquisition Cor                           | Silicon Valley Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5539 | NS      | $55085.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisit                           | Oyster Enterprises II Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7821 | NS      | $1564.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hawk Acquisition Corp                              | Black Hawk Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102000 | NS      | $1147500.00   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS NUVEEN AMT-FREE MUNICIPAL CREDIT INCOME FUND              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $14181.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UY Scuti Acquisition Corp                                | UY Scuti Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11082 | NS      | $113701.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynamix Corp III                                         | Dynamix Corp III                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1595 | NS      | $16029.75     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Syniverse Holdings Inc.                                  | Syniverse Holdings LLC/DE                                     | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   2349359 | PA      | $2256230.04   | 2.45%             | 2027-05-13      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| Kochav Defense Acquisition Cor                           | Kochav Defense Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9122 | NS      | $92497.08     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc Escrow                                        | Altaba Inc Escrow                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    327452 | NS      | $442060.20    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| DYE & DURHAM LIMITED                                     | Dye & Durham Ltd                                              | CUSIP: 267488AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2787000 | PA      | $1893384.56   | 2.05%             | 2026-03-01      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| Bluerock Acquisition Corp                                | Bluerock Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7821 | NS      | $78210.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                  | Latam Airlines Group SA                                       | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   1730000 | PA      | $1815237.10   | 1.97%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ILEARNINGENGINES INC                                     | iLearningEngines Holdings Inc                                 | CUSIP: 45175Q114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       992 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Armada Acquisition Corp II                               | Armada Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22493 | NS      | $230328.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS EATON VANCE FLOATING-RATE INCOME TRUST                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $1163.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daedalus Special Acquisition C                           | Daedalus Special Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      6055 | NS      | $60852.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AI Infrastructure Acquisition                            | AI Infrastructure Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     74343 | NS      | $738969.42    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition C                           | Inflection Point Acquisition Corp IV                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1638 | NS      | $17559.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                               | Pioneer Acquisition I Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23460 | NS      | $238119.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionsGate Acquisition Corp                           | ChampionsGate Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1871 | NS      | $18953.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                 | Permian Resources Operating LLC                               | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    851000 | PA      | $862114.22    | 0.93%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIGX Capital Acquisition Corp                            | FIGX Capital Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27792 | NS      | $279587.52    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                               | Pioneer Acquisition I Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75585 | NS      | $760385.10    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                    | Illuminate Buyer LLC / Illuminate Holdings IV Inc             | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    414000 | PA      | $414559.73    | 0.45%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MRT MID PART/MRT MID FIN                                 | Martin Midstream Partners LP / Martin Midstream Finance Corp  | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1928710.00   | 2.09%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | CAD/USD FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-5579.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS PERSHING SQUARE ESCROW                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3.85        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAF GLOBAL CORP-CL A                                    | Graf Global Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2871 | NC      | $1297.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGX Capital Acquisition Corp                            | FIGX Capital Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2669 | NS      | $27117.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar V Capital Corp                                   | Stellar V Capital Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5935 | NS      | $61486.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                 | Azul Secured Finance LLP                                      | CUSIP: 05501WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3328061 | PA      | $3370140.83   | 3.65%             | 2026-02-27      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Andretti Acquisition Corp II                             | Andretti Acquisition Corp II                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18282 | NS      | $192692.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantumsphere Acquisition Corp                           | Quantumsphere Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3157 | NS      | $32138.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LaFayette Acquisition Corp                               | LaFayette Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      6392 | NS      | $64047.84     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                   | Mauser Packaging Solutions Holding Co                         | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1626240.00   | 1.76%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Oyster Enterprises II Acquisit                           | Oyster Enterprises II Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48229 | NS      | $487595.19    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| UY Scuti Acquisition Corp                                | UY Scuti Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11082 | NS      | $2216.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS PERSHING TONTINE SPAR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $431.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M3-Brigade Acquisition VI Corp                           | M3-Brigade Acquisition VI Corp                                | CUSIP: 000000000<br>LEI: 529900K3KULJYPOBI946 | Long             | EC               | CORP              | US        |      1583 | NS      | $15988.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit                           | Drugs Made In America Acquisition II Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16049 | NS      | $160490.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GOAL ACQUISITIONS CORP                                   | Goal Acquisitions Corp                                        | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10907 | NC      | $1.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ProCap Acquisition Corp                                  | ProCap Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22561 | NS      | $228542.93    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                  | Big River Steel LLC / BRS Finance Corp                        | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3312000 | PA      | $3336025.25   | 3.62%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Copley Acquisition Corp                                  | Copley Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      7285 | NS      | $74234.15     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| 1RT Acquisition Corp                                     | 1RT Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       855 | NS      | $8857.80      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Calisa Acquisition Corp                                  | Calisa Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       502 | NS      | $5245.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                                      | Exact Sciences Corp                                           | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   2216000 | PA      | $3063398.40   | 3.32%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                     | Grupo Aeromexico SAB de CV                                    | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1875000 | PA      | $1916587.50   | 2.08%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME TRUST                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1001.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Translational Development Acqu                           | Translational Development Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57846 | NS      | $606804.54    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                                | Jackson Acquisition Co II                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15635 | NS      | $162916.70    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit                           | Drugs Made In America Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16363 | NS      | $169684.31    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Globa Terra Acquisition Corp                             | Globa Terra Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     92303 | NS      | $932260.30    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY IMAGES INC                                         | Getty Images Inc                                              | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   2174000 | PA      | $2038505.02   | 2.21%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Flag Ship Acquisition Corp                               | Flag Ship Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1674 | NS      | $18012.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMAN DBDR ACQUISITION CORP                              | Roman DBDR Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4258 | NC      | $2469.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Acquisition Corp I                                | Viking Acquisition Corp I                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2388 | NS      | $23927.76     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CALUMET SPECIALTY PROD                                   | Calumet Specialty Products Partners LP / Calumet Finance Corp | CUSIP: 131477AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    826000 | PA      | $829135.50    | 0.90%             | 2026-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| TaskUS Inc                                               | TaskUS Inc                                                    | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |      2328 | NS      | $27447.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS SABA CAPITAL INCOME & OPPORTUNITIES FUND                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5655.50     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Mountain Lake Acquisition Corp                           | Mountain Lake Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9285 | NS      | $2228.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBL HOLDINGS INC                                         | SBL Holdings Inc                                              | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   3192000 | PA      | $3028206.35   | 3.28%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Emmis Acquisition Corp                                   | Emmis Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5587 | NS      | $55478.91     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AI Infrastructure Acquisition                            | AI Infrastructure Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12726 | NS      | $129550.68    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureCrest Acquisition Corp                             | FutureCrest Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       319 | NS      | $3266.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALISA ACQUISITION CORP                                  | CALISA ACQUISITION CORP                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44378 | NS      | $440673.54    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM Digital Asset Acquisition                           | CSLM Digital Asset Acquisition Corp III Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12725 | NS      | $128777.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II                           | K&F Growth Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7626 | NS      | $78852.84     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dune Acquisition Corp II                                 | Dune Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11452 | NS      | $116695.88    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Acquisition Corp                                 | Voyager Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19124 | NS      | $204053.08    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME TRUST                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1197.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OTG Acquisition Corp I                                   | OTG Acquisition Corp I                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3991 | NS      | $40668.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                            | CoreWeave Inc                                                 | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1260215.00   | 1.37%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Axiom Intelligence Acquisition                           | Axiom Intelligence Acquisition Corp 1                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5462 | NS      | $1147.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solarius Capital Acquisition C                           | Solarius Capital Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20408 | NS      | $205100.40    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                               | Sizzle Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25546 | NS      | $259547.36    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBIUS MERGER SUB                                        | Mobius Merger Sub Inc                                         | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3215000 | PA      | $2229643.01   | 2.42%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GigCapital7 Corp                                         | GigCapital7 Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9908 | NS      | $104430.32    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiom Intelligence Acquisition                           | Axiom Intelligence Acquisition Corp 1                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     21283 | NS      | $214319.81    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Launchpad Cadenza Acquisition                            | Launchpad Cadenza Acquisition Corp I                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10557 | NS      | $105358.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyrophyte Acquisition Corp II                            | Pyrophyte Acquisition Corp II                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7979 | NS      | $80268.74     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME TRUST                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1106.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AA Mission Acquisition Corp                              | AA Mission Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16044 | NS      | $171189.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal Redwood Acquisition Corp                             | Cal Redwood Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4693 | NS      | $47399.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp                           | Mountain Lake Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8018 | NS      | $83387.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Water Acquisition Corp II                           | Blue Water Acquisition Corp III                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12490 | NS      | $131769.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                             | Oxley Bridge Acquisition Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6264 | NS      | $63454.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Galata Acquisition Corp II                               | Galata Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5590 | NS      | $56123.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                                | TEGNA Inc                                                     | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1618000 | PA      | $1603752.20   | 1.74%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCM III Acquisition Corp                                 | HCM III Acquisition Corp                                      | CUSIP: 000000000<br>LEI: 529900X6CMNA2LN6C461 | Long             | EC               | CORP              | US        |       786 | NS      | $8048.64      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 26 CAPITAL ACQUISITION COR-A                             | 26 Capital Acquisition Corp                                   | CUSIP: 90138P118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNER                             | Archimedes Tech SPAC Partners II Co                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4562 | NC      | $2504.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME TRUST II                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1179.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thayer Ventures Acquisition Co                           | Thayer Ventures Acquisition Corp II                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8637 | NS      | $87406.44     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Apex Treasury Corp                                       | Apex Treasury Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4761 | NS      | $47657.61     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMS-OSRAM AG                                             | ams-OSRAM AG                                                  | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   2300000 | PA      | $2571190.75   | 2.79%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VOYAGER ACQUISITION CORP                                 | Voyager Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4860 | NC      | $1116.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spring Valley Acquisition Corp                           | Spring Valley Acquisition Corp III                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6352 | NS      | $65616.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                  | DigitalBridge Group Inc                                       | CUSIP: 25401T405<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |     65208 | NS      | $1447617.60   | 1.57%             |  |  |  | No            |                  1 | On Loan: —       |
| CHART INDUSTRIES INC                                     | Chart Industries Inc                                          | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2274653.06   | 2.47%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| SilverBox Corp V                                         | SilverBox Corp V                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3149 | NS      | $31615.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIHOLDINGS FUND INC                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3853.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIHOLDINGS FUND INC                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4326.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIHOLDINGS FUND INC                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4244.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | USD/EUR FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2362.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIHOLDINGS FUND INC                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4312.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIYIELD QUALITY FUND INC                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-23506.23    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME QUALITY TRUST                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1081.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | TRS SABA CAPITAL INCOME & OPPORTUNITIES FUND                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-459.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME QUALITY TRUST                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1066.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                  | Frontier Communications Holdings LLC                          | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3040704.42   | 3.30%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Harvard Ave Acquisition Corp                             | Harvard Ave Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     19103 | NS      | $191221.03    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Era Acquisition Corp I                             | Fifth Era Acquisition Corp I                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2737 | NS      | $28054.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp                                     | Wen Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12019 | NS      | $122954.37    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher Acquisition Corp II                               | Gesher Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7636 | NS      | $78192.64     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | EUR/USD FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $82.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKinley Acquisition Corp                                | McKinley Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7942 | NS      | $79181.74     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Haymaker Acquisition Corp 4                              | Haymaker Acquisition Corp 4                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23539 | NS      | $267873.82    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners V Inc                             | Cantor Equity Partners V Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14323 | NS      | $146810.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Highview Merger Corp                                     | Highview Merger Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5433 | NS      | $54330.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp                               | Soulpower Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9205 | NS      | $1610.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                                | Jackson Acquisition Co II                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15635 | NS      | $3752.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE LLC                                            | CommScope LLC                                                 | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1807068.60   | 1.96%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                             | ams-OSRAM AG                                                  | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    590000 | PA      | $722002.14    | 0.78%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ITHAX Acquisition Corp III                               | ITHAX Acquisition Corp III                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7841 | NS      | $78096.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW PROVIDENCE ACQUISITION-A                             | New Providence Acquisition Corp III                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12717 | NC      | $6425.90      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME QUALITY TRUST                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $897.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Social Commerce Partners Corp                            | Social Commerce Partners Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3956 | NS      | $39560.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                               | Sizzle Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7834 | NS      | $1253.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pantages Capital Acquisition C                           | Pantages Capital Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12570 | NS      | $2516.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fact II Acquisition Corp                                 | Fact II Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5267 | NS      | $54882.14     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| A Paradise Acquisition Corp                              | A Paradise Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      3138 | NS      | $32227.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Tavia Acquisition Corp                                   | Tavia Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     12508 | NS      | $130583.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                  | Frontier Communications Holdings LLC                          | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190056 | PA      | $1204487.32   | 1.31%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Jena Acquisition Corp II                                 | Jena Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28822 | NS      | $293119.74    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantumsphere Acquisition Corp                           | Quantumsphere Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7942 | NS      | $79499.42     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY IMAGES INC                                         | Getty Images Inc                                              | CUSIP: 374276AP8<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1164672.55   | 1.26%             | 2028-03-01      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS FRANKLIN UNIVERSAL TRUST                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6066.12      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGET GLOBAL ACQUISITION -A                             | Target Global Acquisition I Corp                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |       480 | NC      | $5.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Graf Global Corp                                         | Graf Global Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5746 | NS      | $61798.23     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALDEL FINANCIAL II INC                                   | Aldel Financial II Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4081 | NC      | $1673.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARVARD AVE ACQUISITION CORP                             | HARVARD AVE ACQUISITION CORP                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     44512 | NS      | $442894.40    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners III Inc                           | Cantor Equity Partners III Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1570 | NS      | $16014.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCHEMY INVESTMENTS ACQUISIT                             | Alchemy Investments Acquisition Corp 1                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3082 | NC      | $647.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Digital Acquisition C                           | Republic Digital Acquisition Co                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2354 | NS      | $24552.22     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintergreen Acquisition Corp                             | Wintergreen Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7939 | NS      | $80580.85     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Activate Energy Acquisition Co                           | Activate Energy Acquisition Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11018 | NS      | $110180.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| McKinley Acquisition Corp                                | McKinley Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45981 | NS      | $462568.86    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME QUALITY TRUST                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1024.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                            | CoreWeave Inc                                                 | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1247754.83   | 1.35%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Lightwave Acquisition Corp                               | Lightwave Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     98911 | NS      | $994055.55    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DUNE ACQUISITION CORP II                                 | Dune Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7730 | NC      | $1982.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archimedes Tech SPAC Partners                            | Archimedes Tech SPAC Partners II Co                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17316 | NS      | $179393.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Eureka Acquisition Corp                                  | Eureka Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1571 | NS      | $17265.29     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Acquisition Corp V                              | Live Oak Acquisition Corp V                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50046 | NS      | $515473.80    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Investment Corp I                                 | Origin Investment Corp I                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      7976 | NS      | $80876.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Silverbox Corp IV                                        | Silverbox Corp IV                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5560 | NS      | $58824.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rising Dragon Acquisition Corp                           | Rising Dragon Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12024 | NS      | $125530.56    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Cantor Equity Partners I Inc                             | Cantor Equity Partners I Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4052 | NS      | $42221.84     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME QUALITY TRUST                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5414.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FACT II ACQUISITION CORP                                 | Fact II Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2863 | NC      | $1002.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emmis Acquisition Corp                                   | Emmis Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5587 | NS      | $846.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COPLEY ACQUISITION CORP-A                                | Copley Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      1961 | NS      | $335.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roman DBDR Acquisition Corp II                           | Roman DBDR Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5258 | NS      | $54840.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Meshflow Acquisition Corp                                | Meshflow Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10989 | NS      | $109890.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Harbor Acquisition Corp                            | Crane Harbor Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1569 | NS      | $15791.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp                           | Lakeshore Acquisition III Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13775 | NS      | $2950.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thayer Ventures Acquisition Co                           | Thayer Ventures Acquisition Corp II                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       782 | NS      | $164.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Pegasus Acquisition Cor                           | Silver Pegasus Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3900 | NS      | $40521.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Drive Acquisition Co                            | American Drive Acquisition Co                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4735 | NS      | $47302.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIHOLDINGS QUALITY FUND II INC                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3756.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| StoneBridge Acquisition II Cor                           | StoneBridge Acquisition II Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2791 | NS      | $27770.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ACROPOLIS INFRASTRUCTURE CVR                             | ACROPOLIS INFRASTRUCTURE CVR                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6145 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| K&F Growth Acquisition Corp II                           | K&F Growth Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7626 | NS      | $1220.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTWAVE ACQUISITION CORP-A                             | Lightwave Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     45466 | NC      | $8661.27      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Woods Acquisition Corp                               | Oak Woods Acquisition Corp                                    | CUSIP: 67190B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     46268 | NS      | $559842.80    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp                           | Lakeshore Acquisition III Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21622 | NS      | $220760.62    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionheart Holdings                                       | Lionheart Holdings                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12681 | NS      | $135433.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Leapfrog Acquisition Corp                                | Leapfrog Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3939 | NS      | $39409.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit                           | Drugs Made In America Acquisition II Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15744 | NS      | $155865.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pantages Capital Acquisition C                           | Pantages Capital Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12570 | NS      | $130225.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Virtus Event Opportunities Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer