# EDGAR Filing Document

**Accession Number:** 0001572617
**File Stem:** 0001752724-23-035672
**Filing Date:** 2023-2
**Character Count:** 137657
**Document Hash:** bcd4ad76882143938abb1afd109cf61f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035672.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035672

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Event Opportunities Trust
- **CENTRAL INDEX KEY:** 0001572617
- **IRS NUMBER:** 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:** 23657458

**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:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $61735615.50

**Total Liabilities:** $5266364.16

**Net Assets:** $56469251.34

**Cash Not Reported:** $820273.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** -302.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -1.00000000 | **5-Year:** -7144.00000000 | **10-Year:** -3481.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000194736 | 1.43%                | 0.85%                | -0.07%               |
| Class ID C000194735 | -4.15%               | -4.79%               | -5.56%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $56860.03                | $579588.62                                 |
| Month 2  | $93838.50                | $28971.01                                  |
| Month 3  | $123183.93               | $-249702.54                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| JACK CREEK INVESTMENT C-CL A                     | JACK CREEK INVESTMENT -CW27                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2200 | NC      | $462.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEWORK COS LLC/WW CO-OBL                         | WeWork Cos LLC / WW Co-Obligor Inc                          | CUSIP: 96209BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    732000 | PA      | $239730.00    | 0.42%             | 2025-07-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ExcelFin Acquisition Corp                        | ExcelFin Acquisition Corp                                   | CUSIP: 30069X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3748 | NS      | $38229.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GoGreen Investments Corp                         | GoGreen Investments Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11805 | NS      | $122535.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| SUPERNOVA PARTNERS ACQUISITION CO III LTD        | SUPERNOVA PARTNERS ACQUISITION CO III LTD                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       974 | NC      | $22.40        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GROVE COLLABORATIVE HOLDINGS                     | GROVE COLLABORAT HOLD-CW26                                  | CUSIP: 39957D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       983 | NC      | $98.30        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESGEN Acquisition Corp                           | ESGEN Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       564 | NS      | $5831.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ISTAR INC                                        | ISTAR INC                                                   | CUSIP: 45031UCG4<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1440489.09   | 2.55%             | 2025-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Colonnade Acquisition Corp II                    | Colonnade Acquisition Corp II                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7474 | NS      | $75263.18     | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| AltEnergy Acquisition Corp                       | AltEnergy Acquisition Corp                                  | CUSIP: 02157M207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       487 | NS      | $4967.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Seaport Calibre Materials Acqu                   | Seaport Calibre Materials Acquisition Corp                  | CUSIP: 812204105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1725 | NS      | $17715.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| D AND Z MEDIA ACQUISITION-A                      | D AND Z MEDIA ACQ CL A -CW27                                | CUSIP: 23305Q114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       209 | NC      | $10.74        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                           | Mauser Packaging Solutions Holding Co                       | CUSIP: 12429TAE4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1566470.11   | 2.77%             | 2025-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Northern Star Investment Corp                    | Northern Star Investment Corp IV                            | CUSIP: 66575B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10228 | NS      | $103302.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS CIIG CAPITAL PARTNERS II, INC.                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $13491.61     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Priveterra Acquisition Corp                      | Priveterra Acquisition Corp                                 | CUSIP: 74275N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5970 | NS      | $60028.35     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS ARES ACQUISITION CORPORATION                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3132.78      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oxus Acquisition Corp                            | Oxus Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KZ        |      1833 | NS      | $18934.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Slam Corp                                        | Slam Corp                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6076 | NS      | $61367.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Bullpen Parlay Acquisition Co                    | Bullpen Parlay Acquisition Co                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2117 | NS      | $21678.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS INVESCO SENIOR INCOME TRUST                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2847.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| B Riley Principal 250 Merger C                   | B Riley Principal 250 Merger Corp                           | CUSIP: 05602L104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4789 | NS      | $47746.33     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ECARX HOLDINGS INC-CL A                          | ECARX HOLDINGS INC-CL A-27                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |      2800 | NC      | $274.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS PLUM ACQUISITION CORP I                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1625.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CIIG Capital Partners II Inc                     | CIIG Capital Partners II Inc                                | CUSIP: 12561U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1202 | NS      | $12248.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Mobility Acquisition                    | Live Oak Mobility Acquisition Corp                          | CUSIP: 538126103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4148 | NS      | $41708.14     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ScION Tech Growth II                             | ScION Tech Growth II                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      9177 | NS      | $92779.47     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Longview Acquisition Corp II                     | Longview Acquisition Corp II                                | CUSIP: 54319Q105<br>LEI: 549300KFRIOC6K28E041 | Long             | EC               | CORP              | US        |      5375 | NS      | $54072.50     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LDH Growth Corp I                                | LDH Growth Corp I                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1685 | NS      | $16967.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rose Hill Acquisition Corp                       | Rose Hill Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       248 | NS      | $2566.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ross Acquisition Corp II                         | Ross Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10444 | NS      | $105693.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Warburg Pincus Capital Corp I-                   | Warburg Pincus Capital Corp I-A                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16698 | NS      | $168649.80    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ARROWROOT ACQUISITION CORP                       | ARROWROOT ACQUISITION CORP                                  | CUSIP: 04282M110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       992 | NC      | $5.75         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPA SOFTWARE INC                               | Coupa Software Inc                                          | CUSIP: 22266LAC0<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |    923000 | PA      | $891894.90    | 1.58%             | 2025-06-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                             | Cengage Learning Inc                                        | CUSIP: 15137NAA1<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | DBT              | CORP              | US        |    895000 | PA      | $853606.25    | 1.51%             | 2024-06-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Talon 1 Acquisition Corp                         | Talon 1 Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8149 | NS      | $84423.64     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| InterPrivate IV InfraTech Part                   | InterPrivate IV InfraTech Partners Inc                      | CUSIP: 46064T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2705 | NS      | $27347.55     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Canna-Global Acquisition Corp                    | Canna-Global Acquisition Corp                               | CUSIP: 13767K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1384 | NS      | $14130.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Anzu Special Acquisition Corp                    | Anzu Special Acquisition Corp I                             | CUSIP: 03737A101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6320 | NS      | $63832.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNIVERSE HOLDINGS INC                           | Syniverse Holdings LLC/DE                                   | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   1396500 | PA      | $1213209.38   | 2.15%             | 2027-05-13      | Floating      | 11.53%                | No            |                  2 | On Loan: No      |
| Peridot Acquisition Corp II                      | Peridot Acquisition Corp II                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3846 | NS      | $38844.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Fusion Acquisition Corp II                       | Fusion Acquisition Corp II                                  | CUSIP: 36118N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1539 | NS      | $15451.56     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FOXO TECHNOLOGIES INC                            | DELWINDS INSURANC CL A -CW27                                | CUSIP: 351471115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1072 | NC      | $28.84        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS CHURCHILL CAPITAL CORP VII                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $447.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iconic Sports Acquisition Corp                   | Iconic Sports Acquisition Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     41552 | NS      | $428401.12    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEN MEDIA LLC/CO-ISSR                          | Allen Media LLC / Allen Media Co-Issuer Inc                 | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    451000 | PA      | $171380.00    | 0.30%             | 2028-02-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Conyers Park III Acquisition C                   | Conyers Park III Acquisition Corp                           | CUSIP: 21289P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1699 | NS      | $16752.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ISTAR INC                                        | iStar Inc                                                   | CUSIP: 45031UCJ8<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118694.17    | 0.21%             | 2026-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TPCO Holding Corp                                | TPCO Holding Corp                                           | CUSIP: 87270T106<br>LEI: 254900AZOTMBFK0APG67 | Long             | EC               | CORP              | US        |      2663 | NS      | $403.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ISTAR INC                                        | iStar Inc                                                   | CUSIP: 45031UCF6<br>LEI: QFFLKWYYS3UPWD86E794 | Long             | DBT              | CORP              | US        |    643000 | PA      | $638170.00    | 1.13%             | 2024-10-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ExcelFin Acquisition Corp                        | ExcelFin Acquisition Corp                                   | CUSIP: 30069X201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       486 | NS      | $4957.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Universal Trust                         | Franklin Universal Trust                                    | CUSIP: 355145103<br>LEI: 5493009UE75VG0DU8V76 | Long             | EC               | RF                | US        |     15487 | NS      | $104227.51    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FAT PROJECTS ACQUISITION CORP.                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $750.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FXI HOLDINGS INC                                 | FXI Holdings Inc                                            | CUSIP: 35166FAA0<br>LEI: 549300VLKCUZW3MSVS50 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $904716.12    | 1.60%             | 2026-11-15      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| Kismet Acquisition Three Corp                    | Kismet Acquisition Three Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1557 | NS      | $15647.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Landcadia Holdings IV Inc                        | Landcadia Holdings IV Inc                                   | CUSIP: 51477A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5134 | NS      | $51904.74     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GRANITE US HOLDINGS CORP                         | Granite US Holdings Corp                                    | CUSIP: 38740TAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1699000 | PA      | $1696876.25   | 3.00%             | 2026-09-30      | Floating      | 8.39%                 | No            |                  2 | On Loan: No      |
| RMG Acquisition Corp III                         | RMG Acquisition Corp III                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1700 | NS      | $17170.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Partnering Corp                          | Corsair Partnering Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6303 | NS      | $62714.85     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Newcourt Acquisition Corp                        | Newcourt Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1467 | NS      | $14978.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimar Acquisition Corp III                     | Altimar Acquisition Corp III                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9970 | NS      | $100397.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| bleuacacia ltd                                   | bleuacacia ltd                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5596 | NS      | $56183.84     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Noble Rock Acquisition Corp                      | Noble Rock Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6434 | NS      | $64983.40     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS NUVEEN NY AMT-FREE MUNI INC                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8939.52     | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS DMY TECHNOLOGY GROUP, INC.                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $11167.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MARLIN TECHNOLOGY CORP                           | MARLIN TECHNOLOGY CORP                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1733 | NC      | $2.77         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSILF Government Portfolio                       | MSILF Government Portfolio                                  | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    651961 | NS      | $651961.10    | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK SERVICES INC                             | Aramark Services Inc                                        | CUSIP: 038522AR9<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1155620.70   | 2.05%             | 2025-05-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| XPAC Acquisition Corp                            | XPAC Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1602 | NS      | $16020.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTRESS CAPITAL ACQUISITION CORP                | FORTRESS CAPITAL ACQUISITION CORP                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1965 | NC      | $7.47         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jaws Juggernaut Acquisition Co                   | Jaws Juggernaut Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1047 | NS      | $10574.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Wall Acquisition Corp II                   | Fifth Wall Acquisition Corp III                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2926 | NS      | $29377.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS ROCKET INTERNET GROWTH OPP. CORP                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $892.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 7 Acquisition Corp                               | 7 Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4296 | NS      | $44248.80     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS CARTESIAN GROWTH CORPORATION II                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3915.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Supernova Partners Acquisition                   | Supernova Partners Acquisition Co III Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48777 | NS      | $491672.16    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDEN FALCON ACQUISITION CORP                   | GOLDEN FALCON ACQUISITION CORP                              | CUSIP: 38102H117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4818 | NC      | $722.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS BLACKROCK FLTG RATE INC.                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3685.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS NEW VISTA ACQUISITION CORP                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1968.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ahren Acquisition Corp                           | Ahren Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       897 | NS      | $9239.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS SABA CAPITAL INC & OPPORTUNITIES FUND                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-16756.23    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS HENNESSY CAPITAL INVESTMENT CORP IV                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2099.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS MEDICUS SCIENCES ACQ CORP                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-238.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Social Capital Suvretta Holdin                   | Social Capital Suvretta Holdings Corp IV                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51463 | NS      | $517203.15    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC US Treasury Money Market Fund               | HSBC US Treasury Money Market Fund                          | CUSIP: 44330V464<br>LEI: 213800RE7LTFGSCFQQ20 | Long             | STIV             | RF                | US        |    867771 | NS      | $867770.74    | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPUTE HEALTH ACQUISITION-A                     | COMPUTE HEALTH ACQ A -CW27                                  | CUSIP: 204833115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1754 | NC      | $197.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinite Acquisition Corp                        | Infinite Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30132 | NS      | $308853.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Shelter Acquisition Corp I                       | Shelter Acquisition Corp I                                  | CUSIP: 822821104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $45225.00     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| SENIOR CONNECT ACQUISITION CORP I                | SENIOR CONNECT ACQUISITION CORP I                           | CUSIP: 81723H116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2291 | NC      | $137.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enphys Acquisition Corp                          | Enphys Acquisition Corp                                     | CUSIP: 000000000<br>LEI: 549300KNB8BMJ5TPCU58 | Long             | EC               | CORP              | US        |     47241 | NS      | $473827.23    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund                      | BlackRock Liquidity FedFund                                 | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   1900000 | NS      | $1900000.00   | 3.36%             |  |  |  | No            |                  1 | On Loan: No      |
| GENESIS ENERGY LP/GENESI                         | Genesis Energy LP / Genesis Energy Finance Corp             | CUSIP: 37185LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    173000 | PA      | $166944.06    | 0.30%             | 2024-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Anthemis Digital Acquisitions                    | Anthemis Digital Acquisitions I Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1444 | NS      | $14815.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARNEY TECHNOLOGY ACQU- CL A                     | CARNEY TECHNOLOGY ACQ -CW27                                 | CUSIP: 143636116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       411 | NC      | $24.70        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS PROSPECTOR CAPITAL CORP                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2531.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| D & Z Media Acquisition Corp                     | D & Z Media Acquisition Corp                                | CUSIP: 23305Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4176 | NS      | $41927.04     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Global Partner Acquisition Cor                   | Global Partner Acquisition Corp II                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11040 | NS      | $111614.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fintech Evolution Acquisition                    | Fintech Evolution Acquisition Group                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1493 | NS      | $15034.51     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurora Acquisition Corp                          | Aurora Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |       622 | NS      | $6275.98      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| North Atlantic Acquisition Cor                   | North Atlantic Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8867 | NS      | $89645.37     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kismet Acquisition Two Corp                      | Kismet Acquisition Two Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       921 | NS      | $9302.10      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS QUANTUM-SI INC                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-17833.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| QUANTUM-SI INC                                   | QUANTUM-SI INC                                              | CUSIP: 74765K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3333 | NC      | $833.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dragoneer Growth Opportunities                   | Dragoneer Growth Opportunities Corp III                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13477 | NS      | $132748.45    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EMBARK TECHNOLOGY INC                            | EMBARK TECHNOLOGY INC                                       | CUSIP: 29079J111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1533 | NC      | $30.51        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Belong Acquisition Corp                          | Belong Acquisition Corp                                     | CUSIP: 08069M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       479 | NS      | $4804.37      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goal Acquisitions Corp                           | Goal Acquisitions Corp                                      | CUSIP: 38021H107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $1619.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                          | Talen Energy Supply LLC                                     | CUSIP: 000000000<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |   1600000 | PA      | $1609008.00   | 2.85%             | 2023-11-11      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| ESM Acquisition Corp                             | ESM Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4782 | NS      | $48106.92     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Macondray Capital Acquisition                    | Macondray Capital Acquisition Corp I                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3046 | NS      | $31038.74     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DP Cap Acquisition Corp I                        | DP Cap Acquisition Corp I                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43187 | NS      | $443098.62    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| G SQUARED ASCEND I INC                           | G SQUARED ASCEND I INC                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1150 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS BLACKROCK FLTG RATE INC.                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-277.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fintech Evolution Acquisition                    | Fintech Evolution Acquisition Group                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1503 | NS      | $15180.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Crestview Climate Acq                   | Live Oak Crestview Climate Acquisition Corp                 | CUSIP: 538086208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1531 | NS      | $15065.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartica Acquisition Corp                         | Cartica Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8505 | NS      | $87771.60     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CLAIRE'S STORES INC                              | Claire's Stores Inc                                         | CUSIP: 17958DAL1<br>LEI: 549300N5HNYXI6JY7625 | Long             | LON              | CORP              | US        |    407478 | PA      | $366049.26    | 0.65%             | 2026-12-18      | Floating      | 10.85%                | No            |                  2 | On Loan: No      |
| Athena Technology Acquisition                    | Athena Technology Acquisition Corp II                       | CUSIP: 04687C105<br>LEI: 5493008CK2CE7TGDP465 | Long             | EC               | CORP              | US        |      2793 | NS      | $28069.65     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS DEEP LAKE CAPITAL ACQ. CORP                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1162.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS BLACKROCK DEBT STRATEGIES                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-28768.81    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Thunder Bridge Capital Partner                   | Thunder Bridge Capital Partners III Inc                     | CUSIP: 88605T100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2535 | NS      | $25603.50     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS PERSHING SQ TONTINE ESCROW                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $768.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlantic Coastal Acquisition C                   | Atlantic Coastal Acquisition Corp                           | CUSIP: 048453104<br>LEI: 549300DD1GOILOBIY455 | Long             | EC               | CORP              | US        |     13983 | NS      | $140109.66    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hainan Manaslu Acquisition Cor                   | Hainan Manaslu Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12500 | NS      | $127000.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Carney Technology Acquisition                    | Carney Technology Acquisition Corp II                       | CUSIP: 143636108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1233 | NS      | $12428.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PROOF Acquisition Corp I                         | PROOF Acquisition Corp I                                    | CUSIP: 74349W203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1296 | NS      | $13180.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cazoo Group Ltd                                  | Cazoo Group Ltd                                             | CUSIP: 000000000<br>LEI: 549300PNRTNVMGVJY078 | Long             | EC               | CORP              | GB        |      1894 | NS      | $296.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS INVESCO DYNAMIC CONTRA                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $111.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Motive Capital Corp II                           | Motive Capital Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3315 | NS      | $33879.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS AFTERNEXT HEALTHTECH ACQ CORP.                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $9416.92      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS TORTOISE ECOFIN ACQ. CORP III                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1481.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS SCREAMING EAGLE ACQUISITION                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5334.06      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS CATALYST PARTNERS ACQ CORP                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $14702.07     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Focus Impact Acquisition Corp                    | Focus Impact Acquisition Corp                               | CUSIP: 34417L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3302 | NS      | $33614.36     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIENTIFIC GAMES INTERNA                         | Scientific Games International Inc                          | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    426000 | PA      | $406365.66    | 0.72%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ibere Pharmaceuticals                            | Ibere Pharmaceuticals                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2682 | NS      | $27061.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GX Acquisition Corp II                           | GX Acquisition Corp II                                      | CUSIP: 36260F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5448 | NS      | $54534.48     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS INVESCO SENIOR INCOME TRUST                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-852.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LIQUI-BOX HOLDINGS INC                           | Liqui-Box Holdings Inc                                      | CUSIP: 53631QAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99744 | PA      | $98330.87     | 0.17%             | 2027-02-26      | Floating      | 8.89%                 | No            |                  2 | On Loan: No      |
| Juniper II Corp                                  | Juniper II Corp                                             | CUSIP: 48203N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2611 | NS      | $26553.87     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Power & Digital Infrastructure                   | Power & Digital Infrastructure Acquisition II Corp          | CUSIP: 73919C100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       511 | NS      | $5155.99      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadem Sustainable Impact Corp                    | Kadem Sustainable Impact Corp                               | CUSIP: 48284E105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3269 | NS      | $32788.07     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET INTERNET GROWTH OPP-A                     | ROCKET INTERNET GROWTH -CW27                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      1217 | NC      | $10.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Decarbonization Plus Acquisiti                   | Decarbonization Plus Acquisition Corp IV                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7624 | NS      | $77879.16     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PROSPECTOR CAPITAL CORP                          | PROSPECTOR CAPITAL CORP                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3202 | NC      | $54.43        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Resource Acquisition Cor                   | Rigel Resource Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3488 | NS      | $35891.52     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Coliseum Acquisition Corp                        | Coliseum Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13459 | NS      | $135262.95    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Merger Corp                              | Pioneer Merger Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5376 | NS      | $54512.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS INVESCO DYNAMIC CONTRA                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $111.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELTER ACQUISITION CORP I-A                     | SHELTER ACQ I CL A -CW27                                    | CUSIP: 822821112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2250 | NC      | $0.45         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Innovative International Acqui                   | Innovative International Acquisition Corp                   | CUSIP: 000000000<br>LEI: 549300U6QXNGB66F1K14 | Long             | EC               | CORP              | US        |      4629 | NS      | $47678.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Soar Technology Acquisition Co                   | Soar Technology Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       299 | NS      | $3166.41      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infinite Acquisition Corp                        | Infinite Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       404 | NS      | $4124.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Capital Suvretta Holdin                   | Social Capital Suvretta Holdings Corp II                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6693 | NS      | $67398.51     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Embrace Change Acquisition Cor                   | Embrace Change Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2578 | NS      | $26450.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chain Bridge I                                   | Chain Bridge I                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3078 | NS      | $31641.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GINKGO BIOWORKS HOLDINGS INC                     | GINKGO BIOWORKS HOLDINGS INC                                | CUSIP: 37611X118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       940 | NC      | $188.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biotech Acquisition Co                           | Biotech Acquisition Co                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1685 | NS      | $17018.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FTAC ZEUS ACQUISITION CORP                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-745.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SDCL EDGE Acquisition Corp                       | SDCL EDGE Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       200 | NS      | $2012.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOMBARDIER INC                                   | Bombardier Inc                                              | CUSIP: 097751BT7<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    255000 | PA      | $247343.84    | 0.44%             | 2027-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Waverley Capital Acquisition C                   | Waverley Capital Acquisition Corp 1                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32779 | NS      | $328445.58    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Hera Acquisition Corp                       | FTAC Hera Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4703 | NS      | $47594.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS CONCORD ACQUISITION CORP II                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $10083.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                         | Connect Finco SARL / Connect US Finco LLC                   | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    975000 | PA      | $903590.53    | 1.60%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Growth For Good Acquisition Co                   | Growth For Good Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2832 | NS      | $28404.96     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ARAMARK SERVICES INC                             | Aramark Services Inc                                        | CUSIP: 038522AP3<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | DBT              | CORP              | US        |    497000 | PA      | $484966.07    | 0.86%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arrowroot Acquisition Corp                       | Arrowroot Acquisition Corp                                  | CUSIP: 04282M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1984 | NS      | $19939.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS INVESCO SENIOR INCOME TRUST                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $1339.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS ARES DYNAMIC CREDIT ALLOCATION                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-45630.26    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| DEEP LAKE CAPITAL ACQUISITION CORP               | DEEP LAKE CAPITAL ACQUISITION CORP                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2600 | NC      | $9.10         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corazon Capital V838 Monoceros                   | Corazon Capital V838 Monoceros Corp                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3782 | NS      | $38198.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mason Industrial Technology In                   | Mason Industrial Technology Inc                             | CUSIP: 57520Y205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4330 | NS      | $43040.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                       | Viasat Inc                                                  | CUSIP: 92552VAL4<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |    985000 | PA      | $894724.75    | 1.58%             | 2027-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS HENNESSY CAPITAL INVESTMENT CORP IV                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1900.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise 4.0 Technology Acqu                   | Enterprise 4.0 Technology Acquisition Corp                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       484 | NS      | $4985.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PowerUp Acquisition Corp                         | PowerUp Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3935 | NS      | $40530.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher I Acquisition Corp                        | Gesher I Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     10360 | NS      | $105257.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS INVESCO SENIOR INCOME TRUST                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-39934.77    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS BLACKROCK FLTG RATE INC.                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1354.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1LIFE HEALTHCARE INC                             | 1Life Healthcare Inc                                        | CUSIP: 68269GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2722000 | PA      | $2624008.00   | 4.65%             | 2025-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| M3-Brigade Acquisition II Corp                   | M3-Brigade Acquisition II Corp                              | CUSIP: 553800103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1524 | NS      | $15407.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PEAR THERAPEUTICS INC                            | PEAR THERAPEUTICS INC                                       | CUSIP: 704723113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1433 | NC      | $213.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPRIUS TECHNOLOGIES INC                         | AMPRIUS TECHNOLOGIES INC                                    | CUSIP: 03214Q116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3369 | NC      | $977.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise 4.0 Technology Acqu                   | Enterprise 4.0 Technology Acquisition Corp                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       910 | NS      | $9363.90      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Semper Paratus Acquisition Cor                   | Semper Paratus Acquisition Corp                             | CUSIP: 000000000<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | US        |      5473 | NS      | $56536.09     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGEMENT               | DREYFUS GOVERNMENT CASH MANAGEMENT                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     38018 | NS      | $38017.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Genesis Acquisition C                   | Northern Genesis Acquisition Corp III                       | CUSIP: 66516W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1552 | NS      | $15582.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS SCION TECH GROWTH II UNIT                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-38.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE GREY INC                               | BERKSHIRE GREY INC                                          | CUSIP: 084656115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       311 | NC      | $18.66        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| InterPrivate III Financial Par                   | InterPrivate III Financial Partners Inc                     | CUSIP: 46064R106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2290 | NS      | $23129.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CC Neuberger Principal Holding                   | CC Neuberger Principal Holdings III                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5400 | NS      | $54540.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition C                   | Inflection Point Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       901 | NS      | $9028.02      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Leverage Acquisition Co                   | Social Leverage Acquisition Corp I                          | CUSIP: 83363K102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5408 | NS      | $54350.40     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS GOAL ACQUISITIONS                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2547.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M3-Brigade Acquisition III Cor                   | M3-Brigade Acquisition III Corp                             | CUSIP: 55407R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5371 | NS      | $54461.94     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Partners Technology Merg                   | Alpha Partners Technology Merger Corp                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1697 | NS      | $17054.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp VII                       | Churchill Capital Corp VII                                  | CUSIP: 17144M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7677 | NS      | $76539.69     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS ELLIOTT OPPORTUNITY II CORP UNIT                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $397.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SHELTER ACQUISITION CORPORATION I SPONSOR SHARES | SHELTER ACQUISITION CORPORATION I SPONSOR SHARES            | CUSIP: 822821203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       625 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BIOTE CORP -A                                    | BIOTE CW27                                                  | CUSIP: 090683111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       291 | NC      | $72.75        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brigade-M3 European Acquisitio                   | Brigade-M3 European Acquisition Corp                        | CUSIP: 000000000<br>LEI: 549300LVMHTTS14Q5L37 | Long             | EC               | CORP              | US        |       960 | NS      | $9504.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MONEYLION INC                                    | MONEYLION INC                                               | CUSIP: 60938K114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3781 | NC      | $155.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Creek Investment Corp                       | Jack Creek Investment Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19700 | NS      | $199561.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Investcorp India Acquisition C                   | Investcorp India Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3584 | NS      | $37094.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS APOLLO TACTICAL INCOME FUND INC                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-76488.94    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Spring Valley Acquisition Corp                   | Spring Valley Acquisition Corp II                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1051 | NS      | $10856.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Newcourt Acquisition Corp                        | Newcourt Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38852 | NS      | $397844.48    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| THUNDER BRIDGE CAPITAL PARTNERS III INC          | THUNDER BRIDGE CAPITAL PARTNERS III INC                     | CUSIP: 88605T118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       507 | NC      | $38.89        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS G SQUARED ASCEND I INC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1451.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS SOCIAL CAPITAL SUVRETTA HLD CO II                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $16682.69     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ESGEN ACQUISITION CORP-A                         | ESGEN ACQUISITION A -CW23                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       282 | NC      | $8.85         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Acquisition Corp II                       | Vector Acquisition Corp II                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4911 | NS      | $49601.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Star Investment Corp                    | Northern Star Investment Corp III                           | CUSIP: 66574L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3723 | NS      | $37602.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOLUTE FOREST PRODUCTS                         | Resolute Forest Products Inc                                | CUSIP: 76117WAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2138000 | PA      | $2105383.40   | 3.73%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Powered Brands                                   | Powered Brands                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         7 | NS      | $70.77        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketWise Inc                                   | MarketWise Inc                                              | CUSIP: 57064P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1083 | NS      | $1819.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE US HOLDINGS CORP                         | Granite US Holdings Corp                                    | CUSIP: 38748YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $626981.25    | 1.11%             | 2027-10-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS BLACKROCK FLTG RATE INC. STRAT                          | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-827.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SVF Investment Corp 2                            | SVF Investment Corp 2                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51717 | NS      | $521307.36    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR CORP                                         | NCR Corp                                                    | CUSIP: 62886EAV0<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    722000 | PA      | $675109.71    | 1.20%             | 2029-09-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                          | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1069097.12   | 1.89%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| L Catterton Asia Acquisition C                   | L Catterton Asia Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      1559 | NS      | $15745.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS INVESCO SENIOR INCOME TRUST                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1212.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FOSSIL GROUP INC                                 | Fossil Group Inc                                            | CUSIP: 34988V304<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EP               | CORP              | US        |     20031 | NS      | $317491.35    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAC Hera Acquisition Corp                       | FTAC Hera Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3000 | NS      | $30240.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Acquisition Corp                   | Constellation Acquisition Corp I                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1646 | NS      | $16641.06     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SVF Investment Corp                              | SVF Investment Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3417 | NS      | $34545.87     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GESHER I ACQUISITION CORP-A                      | GESHER I ACQUISITION -CW28                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |       240 | NC      | $120.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS TPG PACE BENEFICIAL II CORP.                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1636.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Valor Latitude Acquisition Cor                   | Valor Latitude Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13581 | NS      | $136624.86    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PONTEM CORP                                      | PONTEM CORP                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2585 | NC      | $206.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Project Energy Reimagined Acqu                   | Project Energy Reimagined Acquisition Corp                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4177 | NS      | $42062.39     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| KLUDEIN I ACQUISITION CORP-A                     | KLUDEIN I ACQUISITION-CW27                                  | CUSIP: 49878L117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2500 | NC      | $200.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAZOO GROUP LTD                                  | CAZOO GROUP LTD                                             | CUSIP: 000000000<br>LEI: 549300PNRTNVMGVJY078 | N/A              | DE               | CORP              | KY        |      2946 | NC      | $23.86        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SLAM CORP-A                                      | SLAM CORP-A -CW27                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       394 | NC      | $34.67        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BioPlus Acquisition Corp                         | BioPlus Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3744 | NS      | $38488.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Soar Technology Acquisition Co                   | Soar Technology Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       104 | NS      | $1082.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Concord Acquisition Corp III                     | Concord Acquisition Corp III                                | CUSIP: 20607V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3231 | NS      | $32923.89     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS KENSINGTON CAP. ACQ CORP.                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2158.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| RMG ACQUISITION CORP III                         | RMG ACQUISITION CORP III                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1120 | NC      | $33.60        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLONNADE ACQUISITION CORP-A                     | COLONNADE ACQ CL A -CW27                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       956 | NC      | $21.51        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USHG Acquisition Corp                            | USHG Acquisition Corp                                       | CUSIP: 91748P100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5426 | NS      | $54802.60     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Jaws Hurricane Acquisition Cor                   | Jaws Hurricane Acquisition Corp                             | CUSIP: 47201B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8514 | NS      | $85140.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FTAC PARNASSUS ACQUISITION CORP                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $13381.48     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Newbury Street Acquisition Cor                   | Newbury Street Acquisition Corp                             | CUSIP: 65101L203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4871 | NS      | $48807.42     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Biotech Acquisition Co                   | Phoenix Biotech Acquisition Corp                            | CUSIP: 71902K105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       480 | NS      | $4924.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aura FAT Projects Acquisition                    | Aura FAT Projects Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      4909 | NS      | $50611.79     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ARYA Sciences Acquisition Corp                   | ARYA Sciences Acquisition Corp IV                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3782 | NS      | $38198.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STEVENS HOLDING CO INC                           | Stevens Holding Co Inc                                      | CUSIP: 86024TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1204002.50   | 2.13%             | 2026-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS MARLIN TECHNOLOGY CORPORATION                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1213.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iris Acquisition Corp                            | Iris Acquisition Corp                                       | CUSIP: 89601Y101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11025 | NS      | $111132.00    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Thunder Bridge Capital Partner                   | Thunder Bridge Capital Partners IV Inc                      | CUSIP: 88605L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6580 | NS      | $66063.20     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOL ENERGY INC                                | CONSOL Energy Inc                                           | CUSIP: 20854LAA6<br>LEI: 549300YJCTPJBTK7IJ81 | Long             | DBT              | CORP              | US        |   1366000 | PA      | $1398879.62   | 2.48%             | 2025-11-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MALLINCKRODT INTERNATIONAL                       | Mallinckrodt International Finance SA                       | CUSIP: 000000000<br>LEI: 549300MQQ92LN1A0B514 | Long             | LON              | CORP              | LU        |    471575 | PA      | $354468.42    | 0.63%             | 2027-09-30      | Floating      | 10.00%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS DOUBLELINE INCOME SOLUTIONS                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-50214.86    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS TLGY ACQUISITION CORPORATION                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $611.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pontem Corp                                      | Pontem Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2901 | NS      | $29329.11     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BABCOCK & WILCOX ENTERPR                         | Babcock & Wilcox Enterprises Inc                            | CUSIP: 05614L506<br>LEI: 5493006H661OZN2C0T54 | Long             | EP               | CORP              | US        |     16450 | NS      | $339528.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| AHERN RENTALS INC                                | Ahern Rentals Inc                                           | CUSIP: 008674AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1445000.00   | 2.56%             | 2023-05-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SCREAMING EAGLE ACQ -CLASS A                     | SCREAMING EAGLE ACQ CL A -27                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1139 | NC      | $268.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS INVESCO DYNAMIC CONTRA                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-164.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CF ACQUISITION CORP VIII                         | CF ACQUISITION CORP VIII                                    | CUSIP: 12520C117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1227 | NC      | $34.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TZP Strategies Acquisition Cor                   | TZP Strategies Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5434 | NS      | $55046.42     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| African Gold Acquisition Corp                    | African Gold Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25115 | NS      | $252405.75    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPPERLIME HEALTH ACQ - A                        | PEPPERLIME HEALTH ACQ -CW23                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5852 | NC      | $64.37        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS NUVEEN NY AMT-FREE MUNI INC                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-0.20        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FAR PEAK ACQUISITION CORP                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $452.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Strategic Growth Capita                   | Apollo Strategic Growth Capital II                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12272 | NS      | $122965.44    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IEA ENERGY SERVICES LLC                          | IEA Energy Services LLC                                     | CUSIP: 45174AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    764000 | PA      | $718160.00    | 1.27%             | 2029-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| RENTPATH LLC                                     | RentPath LLC                                                | CUSIP: 76016VAF0<br>LEI: 5493007W7CFRS1V7XL88 | Long             | LON              | CORP              | US        |     24022 | PA      | $0.00         | 0.00%             | 2021-12-17      | Floating      | 5.75%                 | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS JAWS JUGGERNAUT ACQ CORPORATION SWAP                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $13071.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS KHOSLA VENTURES ACQUISITION CO.                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $11104.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Elliott Opportunity II Corp                      | Elliott Opportunity II Corp                                 | CUSIP: 000000000<br>LEI: 549300796AMMETN58424 | Long             | EC               | CORP              | US        |      8051 | NS      | $81154.08     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fusion Acquisition Corp II                       | Fusion Acquisition Corp II                                  | CUSIP: 36118N201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2500 | NS      | $25075.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                        | TEGNA Inc                                                   | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |   1864000 | PA      | $1768563.20   | 3.13%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NewHold Investment Corp II                       | NewHold Investment Corp II                                  | CUSIP: 651450108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2405 | NS      | $24482.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Acquisition Corp                            | Ares Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4300 | NS      | $43301.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS THRIVE ACQUISITION CORP.                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $801.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESGEN Acquisition Corp                           | ESGEN Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         1 | NS      | $10.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CC Neuberger Principal Holding                   | CC Neuberger Principal Holdings III                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30100 | NS      | $304010.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc Escrow                                | Altaba Inc Escrow                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    225250 | NS      | $851445.00    | 1.51%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS SK GROWTH OPPORTUNITIES CORP                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3029.10      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hennessy Capital Investment Co                   | Hennessy Capital Investment Corp V                          | CUSIP: 42589T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8127 | NS      | $81595.08     | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Moringa Acquisition Corp                         | Moringa Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       931 | NS      | $9421.72      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A SPAC II Acquisition Corp                       | A SPAC II Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      4095 | NS      | $41891.85     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS ROCKET INTERNET GROWTH OPP CORP                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1165.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                             | GrubHub Holdings Inc                                        | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1713000 | PA      | $1240468.95   | 2.20%             | 2027-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Post Holdings Partnering Corp                    | Post Holdings Partnering Corp                               | CUSIP: 737465104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2294 | NS      | $22779.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Thrive Acquisition Corp                          | Thrive Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1251 | NS      | $12935.34     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| G Squared Ascend I Inc                           | G Squared Ascend I Inc                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13743 | NS      | $138873.02    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Jaws Mustang Acquisition Corp                    | Jaws Mustang Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41915 | NS      | $423551.08    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Far Peak Acquisition Corp                        | Far Peak Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11021 | NS      | $110650.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS DRAGONEER GROWTH OPP CORP.                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4229.67      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tio Tech A                                       | Tio Tech A                                                  | CUSIP: 000000000<br>LEI: 9845003AFE50FBFE3940 | Long             | EC               | CORP              | DE        |      9042 | NS      | $91324.20     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREASURY N/B                                  | United States Treasury Note/Bond                            | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -398000 | PA      | $-380867.34   | -0.67%            | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 26 CAPITAL ACQUISITION COR-A                     | 26 CAPITAL ACQ CL A -CW27                                   | CUSIP: 90138P118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1000 | NC      | $250.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS BLACKROCK FLTG RATE INC.                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1738.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Digital Transformation Opportu                   | Digital Transformation Opportunities Corp                   | CUSIP: 25401K107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4108 | NS      | $41264.86     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FIRST TRUST SENIOR FLTG. RATE                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-48554.28    | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Juniper II Corp                                  | Juniper II Corp                                             | CUSIP: 48203N202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2038 | NS      | $20787.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER MERGER CORP                              | PIONEER MERGER CORP                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       751 | NC      | $0.38         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Astrea Acquisition Corp                          | Astrea Acquisition Corp                                     | CUSIP: 04637C106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1676 | NS      | $16927.60     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Andretti Acquisition Corp                        | Andretti Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1775 | NS      | $18326.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIIG CAPITAL PARTNERS II-A                       | CIIG CAPITAL PART IIA -CW28                                 | CUSIP: 12561U117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       601 | NC      | $42.07        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain & Co I Acquisition Co                   | Mountain & Co I Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8108 | NS      | $84161.04     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                       | Federal National Mortgage Association                       | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |      2889 | NS      | $6760.26      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MAXAR TECHNOLOGIES INC                           | Maxar Technologies Inc                                      | CUSIP: 000000000<br>LEI: 549300OEN2G821MIJ922 | Long             | LON              | CORP              | US        |   2400000 | PA      | $2397432.00   | 4.25%             | 2029-06-14      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Bilander Acquisition Corp                        | Bilander Acquisition Corp                                   | CUSIP: 09001T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1702 | NS      | $16832.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bannix Acquisition Corp                          | Bannix Acquisition Corp                                     | CUSIP: 066644105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       265 | NS      | $2695.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES ACQUISITION CORP-A                          | ARES ACQUISITION CL A -CW27                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       860 | NC      | $401.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valuence Merger Corp I                           | Valuence Merger Corp I                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       513 | NS      | $5360.85      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS TCV ACQUISITION CORP.                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1305.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUZZFEED INC                                     | BUZZFEED INC                                                | CUSIP: 12430A110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1000 | NC      | $40.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Global Acquisition I Co                   | Target Global Acquisition I Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      1442 | NS      | $14809.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MONEYGRAM INTERNATIONAL                          | MoneyGram International Inc                                 | CUSIP: 60935YAA7<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2270593.14   | 4.02%             | 2026-08-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENA CONSUMER ACQUISITIO-A                     | ATHENA CONSUMER ACQ -CW23                                   | CUSIP: 04684M114<br>LEI: 549300I3J7Y1D6R3A720 | N/A              | DE               | CORP              | US        |       161 | NC      | $18.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GETAROUND INC                                    | INTERPRIVATE II ACQU -CW28                                  | CUSIP: 37427G119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       458 | NC      | $20.93        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueRiver Acquisition Corp                       | BlueRiver Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49407 | NS      | $498022.56    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Altimar Acquisition Corp III                     | Altimar Acquisition Corp III                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       491 | NS      | $4423.91      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS FORTRESS CAPITAL ACQUISITION                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2195.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAC Emerald Acquisition Corp                    | FTAC Emerald Acquisition Corp                               | CUSIP: 29103K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1614 | NS      | $16172.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS ADIT EDTECH ACQUISITION CORP                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $403.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Plate Acquisition Corp                      | Home Plate Acquisition Corp                                 | CUSIP: 43734R103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4873 | NS      | $49314.76     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| G Squared Ascend II Inc                          | G Squared Ascend II Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       647 | NS      | $6560.58      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Semper Paratus Acquisition Cor                   | Semper Paratus Acquisition Corp                             | CUSIP: 000000000<br>LEI: 549300AC21G4NBK9D322 | Long             | EC               | CORP              | US        |       651 | NS      | $6705.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS PONTEM CORPORATION                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2198.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viscogliosi Brothers Acquisiti                   | Viscogliosi Brothers Acquisition Corp                       | CUSIP: 92838K209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       569 | NS      | $5741.21      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS INVESCO DYNAMIC CONTRA                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $67.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnum Opus Acquisition Ltd                      | Magnum Opus Acquisition Ltd                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      1529 | NS      | $15412.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Khosla Ventures Acquisition Co                   | Khosla Ventures Acquisition Co III                          | CUSIP: 482506102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1542 | NS      | $15350.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Peridot Acquisition Corp II                      | Peridot Acquisition Corp II                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1556 | NS      | $15700.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY IMAGES INC                                 | Getty Images Inc                                            | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   1769000 | PA      | $1746116.18   | 3.09%             | 2027-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Pyrophyte Acquisition Corp                       | Pyrophyte Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       652 | NS      | $6591.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS SK GROWTH OPPORTUNITIES CORP                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1760.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS INVESCO SENIOR INCOME TRUST                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-22905.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| MALLINCKRODT FIN/SB                              | Mallinckrodt International Finance SA / Mallinckrodt CB LLC | CUSIP: 561233AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    392000 | PA      | $336854.11    | 0.60%             | 2025-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| GCM GROSVENOR INC                                | GCM GROSVENOR INC                                           | CUSIP: 36831E116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4103 | NC      | $1805.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TenX Keane Acquisition                           | TenX Keane Acquisition                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3283 | NS      | $33355.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS MEDICUS SCIENCES ACQ CORP                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2349.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAC EMERALD ACQUISITION -A                      | FTAC EMERALD ACQUISITI A -23                                | CUSIP: 29103K118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       807 | NC      | $40.35        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                                      | Federal Home Loan Mortgage Corp                             | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGSE             | US        |     14563 | NS      | $29562.89     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gores Holdings VIII Inc                          | Gores Holdings VIII Inc                                     | CUSIP: 382863108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8325 | NS      | $83749.50     | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Acquisition I Corp                       | Freedom Acquisition I Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5807 | NS      | $58650.70     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| COUPA SOFTWARE INC                               | Coupa Software Inc                                          | CUSIP: 22266LAF3<br>LEI: 549300Q95ICR2GFL2K37 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $979768.50    | 1.74%             | 2026-06-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS INVESCO DYNAMIC CONTRA                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-433.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Authentic Equity Acquisition C                   | Authentic Equity Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $50550.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOAL ACQUISITIONS CORP                           | GOAL ACQUISITIONS CORP                                      | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10907 | NC      | $526.81       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS RMG ACQUISITION CORP. III                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1307.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FTAC Athena Acquisition Corp                     | FTAC Athena Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2220 | NS      | $22444.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| dMY Technology Group Inc VI                      | dMY Technology Group Inc VI                                 | CUSIP: 233247105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8144 | NS      | $81847.20     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA INC                                        | TEGNA Inc                                                   | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    161000 | PA      | $152901.70    | 0.27%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                       | TRS SABA CAPITAL INC & OPPORTUNITIES FUND                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-554.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spree Acquisition Corp 1 Ltd                     | Spree Acquisition Corp 1 Ltd                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      8508 | NS      | $86951.76     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| TALKSPACE INC                                    | TALKSPACE INC                                               | CUSIP: 87427V111<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9468 | NC      | $690.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Athena Consumer Acquisition Co                   | Athena Consumer Acquisition Corp                            | CUSIP: 04684M106<br>LEI: 549300I3J7Y1D6R3A720 | Long             | EC               | CORP              | US        |       322 | NS      | $3310.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS KAIROS ACQUISITION CORP                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $130.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| G Squared Ascend II Inc                          | G Squared Ascend II Inc                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $10130.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA INC                                          | IAA Inc                                                     | CUSIP: 449253AB9<br>LEI: 549300PZCOPC5178W747 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1043906.84   | 1.85%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Independence Holdings Corp                       | Independence Holdings Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4615 | NS      | $46426.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| VECTOR GROUP LTD                                 | Vector Group Ltd                                            | CUSIP: 92240MBJ6<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |    472000 | PA      | $468559.12    | 0.83%             | 2026-11-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| PHOENIX BIOTECH ACQUISI-CL A                     | PHOENIX BIOTECH ACQ -CW26                                   | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       240 | NC      | $9.43         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cartesian Growth Corp                            | Cartesian Growth Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1343 | NS      | $13510.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WEWORK COS INC                                   | WeWork Cos Inc                                              | CUSIP: 96208LAA9<br>LEI: 549300D8U9TF7WBED521 | Long             | DBT              | CORP              | US        |    439000 | PA      | $166820.00    | 0.30%             | 2025-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                              | TreeHouse Foods Inc                                         | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1259700.00   | 2.23%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                          | TRS NUVEEN CREDIT STRATEGIES FUND                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-73841.11    | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWAMSTERDAM PHARMA CO NV                        | NEWAMSTERDAM PHARMA CO NV-27                                | CUSIP: 000000000<br>LEI: 984500B6549TF6E14D36 | N/A              | DE               | CORP              | NL        |      3067 | NC      | $2453.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Biotech Opportunities Co                   | Orion Biotech Opportunities Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       274 | NS      | $2753.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer