# EDGAR Filing Document

**Accession Number:** 0001572617
**File Stem:** 0001752724-25-204516
**Filing Date:** 2025-8
**Character Count:** 127158
**Document Hash:** 646f9510d6491055e88962061dd0d41d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204516.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204516

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22818
- **FILM NUMBER:** 251254748

**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 Event-Driven Fund (Series ID: S000040968)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000127094 | Class A      | WCERX           |
| C000127095 | Class I      | WCEIX           |

## 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 Event-Driven Fund

- **b. EDGAR series identifier (if any):** S000040968

- **c. LEI of Series:** 5493008NZHHNV9ZXUR38

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

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

- **b. Date as of which information is reported:** 2025-06-30

**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:** $148153568.31

**Total Liabilities:** $14067472.18

**Net Assets:** $134086096.13

**Delayed Delivery Securities:** $250000.00

**Cash Not Reported:** $30150518.79

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -47.20997706 | **10-Year:** -458.30534450 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -247.41026170 | **5-Year:** -4319.04161300 | **10-Year:** -367.46975930 | **30-Year:** -132.40400010

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000127095 | -0.28%               | 1.76%                | 0.82%                |
| Class ID C000127094 | -0.28%               | 1.69%                | 0.83%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $126304.60               | $-1299730.87                               |
| Month 2  | $681632.63               | $1082596.34                                |
| Month 3  | $178600.68               | $1163049.63                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Real Asset Acquisition Corp                                      | Real Asset Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11568 | NS      | $117530.88    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9214.11     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Pacific Premier Bancorp Inc                                      | Pacific Premier Bancorp Inc                                      | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |     13177 | NS      | $277902.93    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/GBP FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-22509.17    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen AMT-Free Municipal Credit Income Fund                     | Nuveen AMT-Free Municipal Credit Income Fund                     | CUSIP: 67071L106<br>LEI: 549300LBMO1C0IG71T03 | Long             | EC               | RF                | US        |     67123 | NS      | $800777.39    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR V CAPITAL CORP-CL A                                      | Stellar V Capital Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4836 | NC      | $1069.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $10753.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $162.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | BOEING CO/THE                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -16 | NC      | $-26080.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-344.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                          | BRISTOL-MYERS SQUIBB CO                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169085 | NS      | $169085.00    | 0.13%             |  |  |  | No            |                  3 | On Loan: No      |
| BRIDGER AEROSPACE GROUP HOLD                                     | Bridger Aerospace Group Holdings Inc                             | CUSIP: 96812F110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     27000 | NC      | $2092.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Acquisition Corp                                            | Blue Acquisition Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9311 | NS      | $93482.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-13507.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/SEK FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-12936.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS HONEYWELL INTERNATIONAL INC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $261875.12    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4718.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS CHARTER COMMUNICATIONS INC                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-109355.51   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                                     | INTERNATIONAL GAME TECHNOLOGY PLC                                | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |      1803 | NC      | $93756.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniHoldings Quality Fund II Inc                       | BlackRock MuniHoldings Quality Fund II Inc                       | CUSIP: 09254C107<br>LEI: V04K6JK5YHD4O5SHSC34 | Long             | EC               | RF                | US        |     22077 | NS      | $211497.66    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MCLAREN FINANCE PLC                                              | Mclaren Finance PLC                                              | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |   2625000 | PA      | $2627100.00   | 1.96%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Thayer Ventures Acquisition Co                                   | Thayer Ventures Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13191 | NS      | $134152.47    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | PARAMOUNT GLOBAL                                                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -285 | NC      | $-10545.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | BOEING CO/THE                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        42 | NC      | $210.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1011.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen New York AMT-Free Quality Municipal Income Fund           | Nuveen New York AMT-Free Quality Municipal Income Fund           | CUSIP: 670656107<br>LEI: 549300V4X2BF3UXSCQ58 | Long             | EC               | RF                | US        |     14608 | NS      | $144765.28    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Copley Acquisition Corp                                          | Copley Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      5016 | NS      | $50511.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2082.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $826.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALCHEMY INVESTMENTS ACQUISIT                                     | Alchemy Investments Acquisition Corp 1                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17935 | NC      | $1899.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FG Merger II Corp                                                | FG Merger II Corp                                                | CUSIP: 30334J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67979 | NS      | $670952.73    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/JPY FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13597.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-52127.82    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNER                                     | Archimedes Tech SPAC Partners II Co                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7214 | NC      | $2781.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS KELLANOVA                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-662.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Titan Acquisition Corp                                           | Titan Acquisition Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24971 | NS      | $254204.78    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4603.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EGH Acquisition Corp                                             | EGH Acquisition Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3495 | NS      | $35614.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                                      | Honeywell International Inc                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      4400 | NS      | $1024672.00   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | JPY/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2413.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS SCHLUMBERGER NV                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-105452.67   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2662.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dun & Bradstreet Holdings Inc                                    | Dun & Bradstreet Holdings Inc                                    | CUSIP: 26484T106<br>LEI: 254900LNALVKD1ZX7U27 | Long             | EC               | CORP              | US        |     22847 | NS      | $207679.23    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUNIPER NETWORKS INC                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $188687.53    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS AMEDISYS INC                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $11761.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                            | TRS BROOKFIELD PROPERTY PREFERRED LP                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3733.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SPRING VALLEY ACQUISITION-A                                      | Spring Valley Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3247 | NC      | $426.98       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Universal Trust                                         | Franklin Universal Trust                                         | CUSIP: 355145103<br>LEI: 5493009UE75VG0DU8V76 | Long             | EC               | RF                | US        |     51047 | NS      | $388978.14    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | SPDR S&P 500 ETF TRUST                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -38 | NC      | $-47500.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                                         | Jena Acquisition Corp II                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18687 | NS      | $192102.36    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street II Acquisition Corp                               | Newbury Street II Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12867 | NC      | $2449.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHT & WONDER INTL INC                                          | Light & Wonder International Inc                                 | CUSIP: 80874YBC3<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    673000 | PA      | $674960.41    | 0.50%             | 2028-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $82.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavor Group Holdings Inc                                      | Endeavor Group Holdings Inc                                      | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    389302 | NS      | $11788064.56  | 8.79%             |  |  |  | No            |                  3 | On Loan: No      |
| WILLOW LANE ACQUISITION-CL A                                     | Willow Lane Acquisition Corp                                     | CUSIP: 000000000<br>LEI: 254900Z85UYRON5ZBZ90 | N/A              | DE               | CORP              | US        |      8608 | NC      | $3098.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAPP ELECTRIC VEHICLES GROUP                                     | Zapp Electric Vehicles Group Ltd                                 | CUSIP: 000000000<br>LEI: 984500D6DT79D76DED28 | N/A              | DE               | CORP              | KY        |     13420 | NC      | $29.66        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                                                 | Skechers USA Inc                                                 | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     30677 | NS      | $1935718.70   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5620.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Inc                                       | Charter Communications Inc                                       | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |     -2949 | NS      | $-1205580.69  | -0.90%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | BOEING CO/THE                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        22 | NC      | $1628.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Quality Fund Inc                             | BlackRock MuniYield Quality Fund Inc                             | CUSIP: 09254F100<br>LEI: TFKEE3VA3GBE5LOK5U77 | Long             | EC               | RF                | US        |     70855 | NS      | $787199.05    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEA INC                                                         | Veea Inc                                                         | CUSIP: 693489114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17325 | NC      | $2356.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | IAC INC                                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -1079 | NC      | $-383045.00   | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Syniverse Holdings Inc.                                          | Syniverse Holdings LLC/DE                                        | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   2723000 | PA      | $2572091.34   | 1.92%             | 2027-05-13      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| Mr Cooper Group Inc                                              | Mr Cooper Group Inc                                              | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |     26208 | NS      | $3910495.68   | 2.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher Acquisition Corp II                                       | Gesher Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11360 | NS      | $116326.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                                                | Herc Holdings Inc                                                | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |       280 | NS      | $36873.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc                                      | Columbia Banking System Inc                                      | CUSIP: 197236102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -12055 | NS      | $-281845.90   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners III Inc                                   | Cantor Equity Partners III Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2328 | NS      | $24560.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6317.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4059.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Maywood Acquisition Corp                                         | Maywood Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3147 | NS      | $31879.11     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2241.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                                                     | INTERNATIONAL GAME TECHNOLOGY PLC                                | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |       399 | NC      | $3990.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Providence Acquisition Cor                                   | New Providence Acquisition Corp III                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57107 | NS      | $596768.15    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus Circle Capital Corp I                                   | Columbus Circle Capital Corp I                                   | CUSIP: 000000000<br>LEI: 5299006WPUCKP6KOIM37 | Long             | EC               | CORP              | US        |       586 | NS      | $6750.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FREIGHTOS LTD                                                    | Freightos Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |      4398 | NC      | $747.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ILEARNINGENGINES INC                                             | iLearningEngines Holdings Inc                                    | CUSIP: 45175Q114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     60113 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSHING SQUARE ESCROW                                           | PERSHING SQUARE ESCROW                                           | CUSIP: 715ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44373 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | AssuredPartners Inc                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   2942000 | PA      | $2934198.99   | 2.19%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CERO THERAPEUTICS HOLDINGS I                                     | CERo Therapeutics Holdings Inc                                   | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5078 | NC      | $106.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                                     | INTERNATIONAL GAME TECHNOLOGY PLC                                | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |      -399 | NC      | $-11970.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Quality Fund III Inc                         | BlackRock MuniYield Quality Fund III Inc                         | CUSIP: 09254E103<br>LEI: UB5J2GS6Q51M6A2L8886 | Long             | EC               | RF                | US        |     34978 | NS      | $366919.22    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                        | Kellanova                                                        | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |      3369 | NS      | $267936.57    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1107097.51   | 0.83%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    553000 | PA      | $558518.94    | 0.42%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS KELLANOVA                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-16136.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| NEWBURY STREET ACQUISITION C                                     | Newbury Street Acquisition Corp                                  | CUSIP: 65101L112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     28549 | NC      | $0.03         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $9422.28      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9531.40     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Guild Holdings Co                                                | Guild Holdings Co                                                | CUSIP: 40172N107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6741 | NS      | $133269.57    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCap Acquisition Corp                                          | ProCap Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1135 | NS      | $12167.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS DUPONT DE NEMOURS INC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-552634.53   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1820.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blueprint Medicines Corp                                         | Blueprint Medicines Corp                                         | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      3120 | NS      | $399921.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | GBP/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $3034.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1420.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                           | Calumet Specialty Products Partners LP / Calumet Finance Corp    | CUSIP: 131477AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4826000 | PA      | $4827124.46   | 3.60%             | 2026-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-23441.62    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Nuveen Municipal Value Fund Inc                                  | Nuveen Municipal Value Fund Inc                                  | CUSIP: 670928100<br>LEI: 549300TFLBQ7LJSP8B20 | Long             | EC               | RF                | US        |     42616 | NS      | $370333.04    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | TRS VIVENDI SE                                                   | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $53171.81     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3535.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $126418.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Dynamix Corp                                                     | Dynamix Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4667 | NS      | $47556.73     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | USD/CAD FORWARD                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-34816.87    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | TRS SABA CAPITAL INCOME & OPPORTUNITIES FUND                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $7849.51      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS VIVENDI SE                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $38826.34     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Axiom Intelligence Acquisition                                   | Axiom Intelligence Acquisition Corp 1                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8143 | NS      | $82244.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS HESS CORP                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $13165.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A.                | TRS ABIOMED INC                                                  | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | N/A              | DE               | CORP              | BR        |         1 | NC      | $6897.36      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3588.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                     | ams-OSRAM AG                                                     | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   3800000 | PA      | $4202265.95   | 3.13%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | TRS HESS CORP                                                    | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1543613.96  | -1.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Yorkville Acquisition Corp                                       | Yorkville Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6984 | NS      | $78570.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                                                 | Hewlett Packard Enterprise Co                                    | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    646000 | PA      | $644327.84    | 0.48%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4547.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spring Valley Acquisition Corp                                   | Spring Valley Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6495 | NS      | $889.82       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WHOLE EARTH BRANDS INC                                           | Whole Earth Brands Inc                                           | CUSIP: 96684W126<br>LEI: 254900OFCJ8P8RM9SL35 | N/A              | DE               | CORP              | US        |      7431 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| TARGET GLOBAL ACQUISITION -A                                     | Target Global Acquisition I Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |     10328 | NC      | $259.23       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGX Capital Acquisition Corp                                    | FIGX Capital Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3958 | NS      | $39639.37     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DUN & BRADSTREET CORP                                            | Dun & Bradstreet Corp/The                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2890500.00   | 2.16%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GIBO HOLDINGS LTD-CL A                                           | GIBO Holdings Ltd                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      6595 | NC      | $178.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Municipal Opportunity Trust                              | Invesco Municipal Opportunity Trust                              | CUSIP: 46132C107<br>LEI: WERC5RXCUSU16MOTZ848 | Long             | EC               | RF                | US        |     38867 | NS      | $356799.06    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                           | LUMEN TECHNOLOGIES INC                                           | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    610000 | PA      | $601844.30    | 0.45%             | 2029-04-16      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS TOPCON CORP                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $18465.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MOVELLA HOLDINGS INC                                             | Movella Holdings Inc                                             | CUSIP: 62459N113<br>LEI: 549300MY5MYSR79R7L50 | N/A              | DE               | CORP              | US        |     11102 | NC      | $1.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GETAROUND INC                                                    | Getaround Inc                                                    | CUSIP: 37427G119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11166 | NC      | $0.01         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K&F Growth Acquisition Corp II                                   | K&F Growth Acquisition Corp II                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12053 | NS      | $122699.54    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DYE & DURHAM LIMITED                                             | Dye & Durham Ltd                                                 | CUSIP: 267488AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1176000 | PA      | $833346.30    | 0.62%             | 2026-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS CHARTER COMMUNICATIONS INC                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-47207.86    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | DUPONT DE NEMOURS INC                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -594 | NC      | $-261360.00   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                                       | Sizzle Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8184 | NS      | $82249.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp X                                         | Churchill Capital Corp X                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9372 | NS      | $96531.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBIUS MERGER SUB                                                | Mobius Merger Sub Inc                                            | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $496648.95    | 0.37%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARTESIAN GROWTH CORP II- A                                      | CARTESIAN GROWTH CORP II                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5799 | NC      | $637.89       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent                                   | Frontier Communications Parent Inc                               | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15040 | NS      | $547456.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                        | PHILLIPS 66                                                      | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |        54 | NC      | $1215.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lakeshore Acquisition III Corp                                   | Lakeshore Acquisition III Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20607 | NS      | $209779.26    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp                                     | BEST SPAC I Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      2328 | NS      | $23373.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| XBP EUROPE HOLDINGS INC                                          | XBP Europe Holdings Inc                                          | CUSIP: 98400V119<br>LEI: 984500BE0P94C4CD8C71 | N/A              | DE               | CORP              | US        |     14261 | NC      | $484.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS AZEK CO INC/THE                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $515454.92    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock MuniHoldings Fund Inc                                  | BlackRock MuniHoldings Fund Inc                                  | CUSIP: 09253N104<br>LEI: MZBVMGS24JR92TGE6Z32 | Long             | EC               | RF                | US        |     22077 | NS      | $247262.40    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Horse Acquisitions Corp                                     | Iron Horse Acquisitions Corp                                     | CUSIP: 462837121<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |     31641 | NS      | $15719.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Redfin Corp                                                      | Redfin Corp                                                      | CUSIP: 75737F108<br>LEI: 549300HXWD3JEMZU3O57 | Short            | EC               | CORP              | US        |   -363630 | NS      | $-4069019.70  | -3.03%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2016-2 B PTT                                          | United Airlines 2016-2 Class B Pass Through Trust                | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    113372 | PA      | $112541.59    | 0.08%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS CHARTER COMMUNICATIONS INC                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2274.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $54049.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | TRS NUVEEN NEW YORK AMT-FREE QUALITY MUNICIPAL INCOME FUND       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-28566.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $868.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | USD/EUR FORWARD                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-123977.73   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Armada Acquisition Corp II                                       | Armada Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28135 | NS      | $286414.30    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vine Hill Capital Investment C                                   | Vine Hill Capital Investment Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18492 | NS      | $192501.72    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $12086.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quartzsea Acquisition Corp                                       | Quartzsea Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33242 | NS      | $334082.10    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-38147.88    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EVE MOBILITY ACQUISITION C-A                                     | EVe Mobility Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12551 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $15527.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CO2 Energy Transition Corp                                       | CO2 Energy Transition Corp                                       | CUSIP: 12664M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102834 | NS      | $1038623.40   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS COVESTRO AG                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $159348.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| ECARX HOLDINGS INC-CL A                                          | ECARX Holdings Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |     27750 | NC      | $1645.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Water Acquisition Corp II                                   | Blue Water Acquisition Corp III                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23244 | NS      | $232556.22    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RMG ACQUISITION CORP III -A                                      | RMG Acquisition Corp III                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20895 | NC      | $2.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                        | Bausch + Lomb Corp                                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   2165981 | PA      | $2161302.66   | 1.61%             | 2027-05-10      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| SLAM CORP-A                                                      | Slam Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     43478 | NC      | $1104.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3322.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUZZFEED INC                                                     | BuzzFeed Inc                                                     | CUSIP: 12430A110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     17099 | NC      | $1362.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS EVERI HOLDINGS INC                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $88909.73     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/GBP FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-7335.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $33.81        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLURION TECHNOLOGIES INC                                        | Allurion Technologies Inc                                        | CUSIP: 02008G110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13340 | NC      | $418.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Acquisition Corp                                       | Lightwave Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16268 | NS      | $163493.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACROPOLIS INFRASTRUCTURE CVR                                     | ACROPOLIS INFRASTRUCTURE CVR                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39798 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-7104.35     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5570.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOAL ACQUISITIONS CORP                                           | Goal Acquisitions Corp                                           | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    272843 | NC      | $2728.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisit                                   | Oyster Enterprises II Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11728 | NS      | $118687.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintergreen Acquisition Corp                                     | Wintergreen Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       211 | NS      | $2126.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | BOEING CO/THE                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -31 | NC      | $-25265.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3039.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | COMCAST CORP                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -575 | NC      | $-98900.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS INTERNATIONAL GAME TECHNOLOGY PLC                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-492470.42   | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $41497.35     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-30928.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1618.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sizzle Acquisition Corp II                                       | Sizzle Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11873 | NS      | $120867.14    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/JPY FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-11582.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| International Game Technology                                    | International Game Technology PLC                                | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |    119000 | NS      | $1881390.00   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| FOXO TECHNOLOGIES INC                                            | FOXO Technologies Inc                                            | CUSIP: 351471115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     26187 | NC      | $418.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                                                 | Hewlett Packard Enterprise Co                                    | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    163000 | PA      | $158113.00    | 0.12%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS KELLANOVA                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-22824.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | DUPONT DE NEMOURS INC                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       594 | NC      | $83160.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| E2open Parent Holdings Inc                                       | E2open Parent Holdings Inc                                       | CUSIP: 29788T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103881 | NS      | $335535.63    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                            | TRS BRISTOL-MYERS SQUIBB CO                                      | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $25033.99     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| K&F Growth Acquisition Corp II                                   | K&F Growth Acquisition Corp II                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12053 | NS      | $1506.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS PHILLIPS                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-12329.53    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Altaba Inc Escrow                                                | Altaba Inc Escrow                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1637713 | NS      | $2210912.55   | 1.65%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | COMCAST CORP                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       575 | NC      | $8337.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                         | Kronos Acquisition Holdings Inc                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    538000 | PA      | $488548.33    | 0.36%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GROVE COLLABORATIVE HOLDINGS                                     | Grove Collaborative Holdings                                     | CUSIP: 39957D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20136 | NC      | $173.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS FRONTIER COMMUNICATIONS PARENT INC                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3932.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp                                         | Pan American Silver Corp                                         | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |    930417 | NS      | $227952.17    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NASDAQ, INC.                                                     | INTERNATIONAL GAME TECHNOLOGY PLC                                | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |     -1803 | NC      | $-139732.50   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Gores Holdings X Inc                                             | Gores Holdings X Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24015 | NS      | $249515.85    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                                       | Pioneer Acquisition I Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11633 | NS      | $116446.33    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/EUR FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-79859.01    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| IAC Inc                                                          | IAC Inc                                                          | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      1505 | NS      | $56196.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2780000 | PA      | $2571215.33   | 1.92%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-746.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS FRONTIER COMMUNICATIONS PARENT INC                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $47941.67     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| MidCap Financial Investment Co                                   | MidCap Financial Investment Corp                                 | CUSIP: 03761U502<br>LEI: 5493005P14I7WFB3FW47 | Long             | EC               | CORP              | US        |      7702 | NS      | $97199.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC                                               | Everi Holdings Inc                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |    486000 | PA      | $491100.57    | 0.37%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $924.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | GBP/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $7039.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain Lake Acquisition Corp                                   | Mountain Lake Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19099 | NS      | $2675.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS CHAMPIONX CORP                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1179670.39  | -0.88%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS CHEVRON CORP                                                 | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $1087774.92   | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Newbury Street II Acquisition                                    | Newbury Street II Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32960 | NS      | $339158.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KEEN VISION ACQUISITION CORP                                     | Keen Vision Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     67562 | NC      | $3648.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS CHARTER COMMUNICATIONS INC                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4474.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                         | California Resources Corp                                        | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    184000 | PA      | $184111.87    | 0.14%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6934.92     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | HONEYWELL INTERNATIONAL INC                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -171 | NC      | $-291213.00   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                                           | BERTO ACQUISITION CORP                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3518 | NS      | $37888.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                                            | DuPont de Nemours Inc                                            | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     22200 | NS      | $1522698.00   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | SEK/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $14677.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLATO GROUP INC                                                 | Volato Group Inc                                                 | CUSIP: 74349W112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     13646 | NC      | $347.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                        | CARTESIAN GROWTH CORP III                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4645 | NS      | $47053.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                                     | Comcast Corp                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     57500 | NS      | $2052175.00   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $992.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-21593.39    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| 26 CAPITAL ACQUISITION COR-A                                     | 26 Capital Acquisition Corp                                      | CUSIP: 90138P118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25800 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-23801.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Mountain Lake Acquisition Corp                                   | Mountain Lake Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60896 | NS      | $624792.96    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Siddhi Acquisition Corp                                          | Siddhi Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31857 | NS      | $321755.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS PAN AMERICAN SILVER CORP                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-103167.66   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| ALTENERGY ACQUISITION CORP-A                                     | AltEnergy Acquisition Corp                                       | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5160 | NC      | $103.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                                     | Oxley Bridge Acquisition Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9296 | NS      | $93052.96     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LA FINAC ATALIAN                                                 | La Financiere Atalian                                            | CUSIP: 000000000<br>LEI: 969500ICOLJMB33J0L87 | Long             | DBT              | CORP              | FR        |         1 | PA      | $0.44         | 0.00%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Copley Acquisition Corp                                          | Copley Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      5864 | NS      | $59050.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal Income Quality Trust                         | BlackRock Municipal Income Quality Trust                         | CUSIP: 092479104<br>LEI: ZQ1Z8W71OQGQTC6ZJ410 | Long             | EC               | RF                | US        |     52916 | NS      | $558792.96    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| AKOUOS INC                                                       | AKOUOS INC                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26079 | NS      | $19559.25     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Parkland Corp                                                    | Parkland Corp                                                    | CUSIP: 70137W108<br>LEI: 549300UY5C6HUV0XLS53 | Long             | EC               | CORP              | CA        |     23749 | NS      | $671791.06    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| INHIBRX INC                                                      | INHIBRX INC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35267 | NS      | $39675.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LEDDARTECH HOLDINGS INC                                          | LeddarTech Holdings Inc                                          | CUSIP: 52328E113<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |     58973 | NC      | $337.62       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS PAN AMERICAN SILVER CORP                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-54810.28    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | SPDR S&P 500 ETF TRUST                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -25 | NC      | $-625.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                        | PHILLIPS 66                                                      | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -54 | NC      | $-32400.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | GBP/USD FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5369.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSHING TONTINE SPAR                                            | PERSHING TONTINE SPAR                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11093 | NS      | $4991.85      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Perimeter Acquisition Corp I                                     | Perimeter Acquisition Corp I                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7008 | NS      | $73373.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                          | Latam Airlines Group SA                                          | CUSIP: 51818LAB4<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   1406000 | PA      | $1575198.04   | 1.17%             | 2029-10-15      | Fixed         | 13.38%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-25850.93    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| TEVOGEN BIO HOLDINGS INC                                         | Tevogen Bio Holdings Inc                                         | CUSIP: 88165K119<br>LEI: 549300AC21G4NBK9D322 | N/A              | DE               | CORP              | US        |      6900 | NC      | $482.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp II                                       | Armada Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11621 | NS      | $116558.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Roman DBDR Acquisition Corp II                                   | Roman DBDR Acquisition Corp II                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15231 | NS      | $157031.61    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                        | CARTESIAN GROWTH CORP III                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11621 | NS      | $116210.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS SABA CAPITAL INCOME & OPPORTUNITIES FUND                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $17818.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMAN DBDR ACQUISITION CORP                                      | Roman DBDR Acquisition Corp II                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      7615 | NC      | $3807.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                                               | Everi Holdings Inc                                               | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     27892 | NS      | $397182.08    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6044.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco Value Municipal Income Trust                             | Invesco Value Municipal Income Trust                             | CUSIP: 46132P108<br>LEI: X075VJ33QQP2G2NTOV20 | Long             | EC               | RF                | US        |     90772 | NS      | $1056586.08   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings In                                   | Spirit AeroSystems Holdings Inc                                  | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25936 | NS      | $989458.40    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2058.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | USD/CAD FORWARD                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-13963.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS KELLANOVA                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-79445.07    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Amedisys Inc                                                     | Amedisys Inc                                                     | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |      2080 | NS      | $204651.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                                             | Juniper Networks Inc                                             | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |      2250 | NS      | $89842.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | USD/CAD FORWARD                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $4573.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-21173.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | Goldman Sachs Financial Square Funds - Treasury Instruments Fund | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        |   5840800 | NS      | $5840800.33   | 4.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                                        | Jackson Acquisition Co II                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9982 | NS      | $102814.60    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Archimedes Tech SPAC Partners                                    | Archimedes Tech SPAC Partners II Co                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14429 | NS      | $147608.67    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $239.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Willow Lane Acquisition Corp                                     | Willow Lane Acquisition Corp                                     | CUSIP: 000000000<br>LEI: 254900Z85UYRON5ZBZ90 | Long             | EC               | CORP              | US        |     17216 | NS      | $176119.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/EUR FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-34998.21    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                           | Mauser Packaging Solutions Holding Co                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   5703000 | PA      | $5663013.42   | 4.22%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $927.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1859.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ChampionsGate Acquisition Corp                                   | ChampionsGate Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2797 | NS      | $28445.49     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | USD/GBP FORWARD                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2476.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                | Herc Holdings Inc                                                | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Short            | EC               | CORP              | US        |      -280 | NS      | $-36873.20    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $39819.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SPARK I ACQUISITION CORP                                         | Spark I Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     28847 | NC      | $5524.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar V Capital Corp                                           | Stellar V Capital Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9672 | NS      | $98944.56     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JAWS MUSTANG ACQUISITION C-A                                     | Jaws Mustang Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23996 | NC      | $719.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALDEL FINANCIAL II INC                                           | Aldel Financial II Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11683 | NC      | $6075.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESH Acquisition Corp                                             | ESH Acquisition Corp                                             | CUSIP: 296424112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34175 | NS      | $2477.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Interpublic Group of Cos Inc/T                                   | Interpublic Group of Cos Inc/The                                 | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |    116041 | NS      | $2840683.68   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Acquisition Corp II                                         | Ares Acquisition Corp II                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57818 | NS      | $655077.94    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                                                          | GMS Inc                                                          | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      2662 | NS      | $289492.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dune Acquisition Corp II                                         | Dune Acquisition Corp II                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17132 | NS      | $174232.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $13841.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UY Scuti Acquisition Corp                                        | UY Scuti Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4727 | NS      | $48215.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                                   | Cantaloupe Inc                                                   | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |     68688 | NS      | $754881.12    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Saba Capital Income & Opportunities Fund                         | Saba Capital Income & Opportunities Fund                         | CUSIP: 78518H202<br>LEI: 549300MGSUUJ7E55N746 | Long             | EC               | RF                | US        |     29430 | NS      | $237205.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Aerosystems Inc                                           | Spirit AeroSystems Inc                                           | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |   2997672 | PA      | $2997672.03   | 2.24%             | 2027-01-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| Wen Acquisition Corp                                             | Wen Acquisition Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17948 | NS      | $190248.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp                                       | Soulpower Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23281 | NS      | $237000.58    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5485.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYVIEW ACQUISITION CORP                                         | BAYVIEW ACQUISITION CORP                                         | CUSIP: 07323B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8153 | NS      | $91721.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON HORSE ACQUISITIONS CORP                                     | Iron Horse Acquisitions Corp                                     | CUSIP: 462837113<br>LEI: 5493000JDZP9ZR3A1A41 | N/A              | DE               | CORP              | US        |     31641 | NC      | $1898.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5908.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS OMNICOM GROUP INC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10858.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                       | Federal National Mortgage Association                            | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |     36324 | NS      | $544860.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | SPDR S&P 500 ETF TRUST                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       127 | NC      | $8509.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionX Corp                                                   | ChampionX Corp                                                   | CUSIP: 15872M104<br>LEI: 549300EP2909K6DYYP38 | Long             | EC               | CORP              | US        |     42325 | NS      | $1051353.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNER GROWTH ACQUISITION-A                                      | Corner Growth Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20673 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Cal Redwood Acquisition Corp                                     | Cal Redwood Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7000 | NS      | $71820.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-21078.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                | CI Financial Corp                                                | CUSIP: 125491100<br>LEI: 549300M9W7JJQSVCEM78 | Long             | EC               | CORP              | CA        |    122916 | NS      | $2860442.84   | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                        | TRS JAMES HARDIE INDUSTRIES PLC                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3140.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1877.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS IAC INC                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-636877.66   | -0.47%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                                  | HONEYWELL INTERNATIONAL INC                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       171 | NC      | $18810.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS JUST EAT TAKEAWAY.COM NV                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1920.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                            | Illuminate Buyer LLC / Illuminate Holdings IV Inc                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4722000 | PA      | $4745185.02   | 3.54%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | USD/EUR FORWARD                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-27894.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic Digital Acquisition C                                   | Republic Digital Acquisition Co                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3518 | NS      | $37220.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEO ENERGY CORP                                                  | Zeo Energy Corp                                                  | CUSIP: 98944F117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5942 | NC      | $379.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp                                           | Liberty Broadband Corp                                           | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |     38657 | NS      | $3781427.74   | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | USD/EUR FORWARD                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-6708.36     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ProAssurance Corp                                                | ProAssurance Corp                                                | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     96214 | NS      | $2196565.62   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer