# EDGAR Filing Document

**Accession Number:** 0001572617
**File Stem:** 0000940400-26-022213
**Filing Date:** 2026-5
**Character Count:** 322883
**Document Hash:** 3fdb9847e2456abea348e4accb459d18
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022213.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0000940400-26-022213

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**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:** 261043868

**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           |

## Nport-Ex

**VIRTUS Westchester Event-Driven Fund**

**SCHEDULE OF INVESTMENTS (Unaudited)**

**March 31, 2026**

($ reported in thousands)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Par Value**<sup>(1)</sup> <br>| **Value** |
| **Convertible Bonds and Notes—0.6%** | **Convertible Bonds and Notes—0.6%** | **Convertible Bonds and Notes—0.6%** |
| **Health Care—0.6%** | **Health Care—0.6%** |  |
| &nbsp;&nbsp;&nbsp; Exact Sciences Corp. 144A <br>2.000%, 3/1/30<sup>(2)</sup> <br>| $510 | &nbsp;&nbsp; $723 |
| **Total Convertible Bonds and Notes** <br>**(Identified Cost $700)** | **Total Convertible Bonds and Notes** <br>**(Identified Cost $700)** | &nbsp;&nbsp; **723** |
| **Corporate Bonds and Notes—13.9%** | **Corporate Bonds and Notes—13.9%** | **Corporate Bonds and Notes—13.9%** |
| **Communication Services—3.6%** | **Communication Services—3.6%** |  |
| &nbsp;&nbsp;&nbsp; DISH Network Corp. 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>11.750%, 11/15/27<sup>(2)</sup> <br>| 674 | &nbsp;&nbsp; 694 |
| &nbsp;&nbsp;&nbsp; EchoStar Corp. <br>10.750%, 11/30/29<br>| 975 | &nbsp;&nbsp; 1053 |
| &nbsp;&nbsp;&nbsp; Getty Images, Inc. 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>11.250%, 2/21/30<sup>(2)(3)</sup> <br>| 3243 | &nbsp;&nbsp; 2921 |
|  |  | &nbsp;&nbsp; 4668 |
| **Financials—3.6%** | **Financials—3.6%** |  |
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate Finance, Inc. 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.625%, 6/15/29<sup>(2)</sup> <br>| 1336 | &nbsp;&nbsp; 1325 |
| Frontier Communications Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.875%, 11/1/29 | 441 | &nbsp;&nbsp; 444 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 6.000%, 1/15/30<sup>(2)</sup> <br>| 1093 | &nbsp;&nbsp; 1100 |
| &nbsp;&nbsp;&nbsp; Mobius Merger Sub, Inc. 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>9.000%, 6/1/30<sup>(2)</sup> <br>| 555 | &nbsp;&nbsp; 391 |
| &nbsp;&nbsp;&nbsp; SBL Holdings, Inc. 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>6.500% <sup>(2)(4)(5)</sup> <br>| 1665 | &nbsp;&nbsp; 1375 |
|  |  | &nbsp;&nbsp; 4635 |
| **Industrials—4.5%** | **Industrials—4.5%** |  |
| &nbsp;&nbsp;&nbsp; Conduent Business Services LLC 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>6.000%, 11/1/29<sup>(2)</sup> <br>| 731 | &nbsp;&nbsp; 496 |
| &nbsp;&nbsp;&nbsp; Mauser Packaging Solutions Holding Co. 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>9.250%, 4/15/30<sup>(2)</sup> <br>| 5703 | &nbsp;&nbsp; 5299 |
|  |  | &nbsp;&nbsp; 5795 |
| **Information Technology—0.2%** | **Information Technology—0.2%** |  |
| &nbsp;&nbsp;&nbsp; ams-OSRAM AG RegS <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>10.500%, 3/30/29<sup>(6)</sup> <br>| 210 <br><sup>EUR</sup><br>| &nbsp;&nbsp; 254 |
| **Materials—0.8%** | **Materials—0.8%** |  |
| &nbsp;&nbsp;&nbsp; Illuminate Buyer LLC 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>9.000%, 7/1/28<sup>(2)</sup> <br>| 1028 | &nbsp;&nbsp; 1029 |
| **Real Estate—1.2%** | **Real Estate—1.2%** |  |
| &nbsp;&nbsp;&nbsp; Kennedy-Wilson, Inc. <br>5.000%, 3/1/31<br>| 1601 | &nbsp;&nbsp; 1597 |
| **Total Corporate Bonds and Notes** <br>**(Identified Cost $18,919)** | **Total Corporate Bonds and Notes** <br>**(Identified Cost $18,919)** | &nbsp;&nbsp; **17978** |

---

---

| | | |
|:---|:---|:---|
|  | **Par Value**<sup>(1)</sup> | **Value** |
| **Leveraged Loans—1.9%** | **Leveraged Loans—1.9%** | **Leveraged Loans—1.9%** |
| **Media / Telecom - Telecommunications—1.9%** | **Media / Telecom - Telecommunications—1.9%** |  |
| &nbsp;&nbsp;&nbsp; Syniverse Holdings, Inc. (2 month Term SOFR + <br> 7.000%) <br>10.700%, 5/13/27<sup>(7)</sup> <br>| $2702 | &nbsp;&nbsp; $2493 |
| **Total Leveraged Loans** <br>**(Identified Cost $2,672)** | **Total Leveraged Loans** <br>**(Identified Cost $2,672)** | &nbsp;&nbsp; **2493** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| **Closed-End Funds—2.5%** | **Closed-End Funds—2.5%** | **Closed-End Funds—2.5%** |
| **Equity Funds—2.5%** | **Equity Funds—2.5%** |  |
| BlackRock MuniHoldings Fund, Inc.<sup>(8)</sup> <br>| 106446 | &nbsp;&nbsp; 1200 |
| BlackRock MuniYield Quality Fund III, Inc.<sup>(8)</sup> <br>| 51836 | &nbsp;&nbsp; 545 |
| BlackRock MuniYield Quality Fund, Inc.<sup>(8)</sup> <br>| 86782 | &nbsp;&nbsp; 953 |
| Eaton Vance Floating-Rate Income Trust<sup>(8)</sup> <br>| 13115 | &nbsp;&nbsp; 141 |
| Franklin Universal Trust<sup>(8)</sup> <br>| 43979 | &nbsp;&nbsp; 352 |
|  |  | &nbsp;&nbsp; 3191 |
| **Total Closed-End Funds** <br>**(Identified Cost $3,316)** | **Total Closed-End Funds** <br>**(Identified Cost $3,316)** | &nbsp;&nbsp; **3191** |
| **Preferred Stocks—0.8%** | **Preferred Stocks—0.8%** | **Preferred Stocks—0.8%** |
| **Financials—0.8%** | **Financials—0.8%** |  |
| Federal Home Loan Mortgage Corp. Series Z, 8.375%<sup>(7)</sup> <br>| 58875 | &nbsp;&nbsp; 665 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage Association Series T, <br> 8.250%<br>| 6425 | &nbsp;&nbsp; 64 |
| Federal National Mortgage Association Series P<sup>(7)</sup> <br>| 31800 | &nbsp;&nbsp; 301 |
|  |  | &nbsp;&nbsp; 1030 |
| **Total Preferred Stocks** <br>**(Identified Cost $1,319)** | **Total Preferred Stocks** <br>**(Identified Cost $1,319)** | &nbsp;&nbsp; **1030** |
| **Common Stocks—43.4%** | **Common Stocks—43.4%** | **Common Stocks—43.4%** |
| **Communication Services—10.7%** | **Communication Services—10.7%** |  |
| Electronic Arts, Inc. | 6955 | &nbsp;&nbsp; 1418 |
| Endeavor Group Holdings, Inc. Class A <sup>(9)(10)(11)</sup> <br>| 389302 | &nbsp;&nbsp; 11788 |
| Warner Bros Discovery, Inc.<sup>(10)</sup> <br>| 22611 | &nbsp;&nbsp; 621 |
|  |  | &nbsp;&nbsp; 13827 |
| **Consumer Discretionary—5.1%** | **Consumer Discretionary—5.1%** |  |
| Aptiv plc<sup>(10)</sup> <br>| 54200 | &nbsp;&nbsp; 3764 |
| Caesars Entertainment, Inc.<sup>(10)</sup> <br>| 105479 | &nbsp;&nbsp; 2788 |
| Golden Entertainment, Inc. | 540 | &nbsp;&nbsp; 14 |
|  |  | &nbsp;&nbsp; 6566 |
| **Consumer Staples—0.8%** | **Consumer Staples—0.8%** |  |
| CN Healthy Food Tech Group Corp.<sup>(10)</sup> <br>| 6328 | &nbsp;&nbsp; 35 |
| Kenvue, Inc.<sup>(3)</sup> <br>| 15091 | &nbsp;&nbsp; 260 |
| Keurig Dr Pepper, Inc. | 24300 | &nbsp;&nbsp; 640 |
| Treehouse Foods, Inc.<sup>(9)(10)</sup> <br>| 30336 | &nbsp;&nbsp; 72 |
|  |  | &nbsp;&nbsp; 1007 |
| **Energy—2.6%** | **Energy—2.6%** |  |
| Coterra Energy, Inc. | 80256 | &nbsp;&nbsp; 2820 |

---

See Notes to Schedule of Investments

------

**VIRTUS Westchester Event-Driven Fund**

**SCHEDULE OF INVESTMENTS (Unaudited) (Continued)**

**March 31, 2026**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Energy—continued** | **Energy—continued** |  |
| Valaris Ltd.<sup>(10)</sup> <br>| 5012 | &nbsp;&nbsp; $491 |
|  |  | &nbsp;&nbsp; 3311 |
| **Financials—5.5%** | **Financials—5.5%** |  |
| Acropolis Infrastructure<sup>(9)(10)</sup> <br>| 39798 | &nbsp;&nbsp; — |
| Brighthouse Financial, Inc.<sup>(10)</sup> <br>| 4003 | &nbsp;&nbsp; 240 |
| Cantaloupe, Inc.<sup>(10)</sup> <br>| 4371 | &nbsp;&nbsp; 47 |
| DigitalBridge Group, Inc. | 18 | &nbsp;&nbsp; — <br><sup>(12)</sup><br>|
| Janus Henderson Group plc | 12629 | &nbsp;&nbsp; 649 |
| MidCap Financial Investment Corp.<sup>(5)</sup> <br>| 7702 | &nbsp;&nbsp; 87 |
| Webster Financial Corp.<sup>(3)</sup> <br>| 88304 | &nbsp;&nbsp; 6130 |
|  |  | &nbsp;&nbsp; 7153 |
| **Health Care—4.0%** | **Health Care—4.0%** |  |
| Apellis Pharmaceuticals, Inc.<sup>(10)</sup> <br>| 16783 | &nbsp;&nbsp; 675 |
| Atrium Therapeutics, Inc.<sup>(10)</sup> <br>| 2659 | &nbsp;&nbsp; 35 |
| Hologic, Inc.<sup>(3)(10)</sup> <br>| 24487 | &nbsp;&nbsp; 1851 |
| Inhibrx, Inc.<sup>(10)</sup> <br>| 35267 | &nbsp;&nbsp; 40 |
| Masimo Corp.<sup>(10)</sup> <br>| 6263 | &nbsp;&nbsp; 1114 |
| Penumbra, Inc.<sup>(3)(10)</sup> <br>| 4293 | &nbsp;&nbsp; 1410 |
|  |  | &nbsp;&nbsp; 5125 |
| **Industrials—7.8%** | **Industrials—7.8%** |  |
| Air Lease Corp. Class A<sup>(3)</sup> <br>| 15259 | &nbsp;&nbsp; 991 |
| Chart Industries, Inc.<sup>(10)</sup> <br>| 33 | &nbsp;&nbsp; 7 |
| FedEx Corp.<sup>(3)</sup> <br>| 7500 | &nbsp;&nbsp; 2671 |
| L3Harris Technologies, Inc. | 38 | &nbsp;&nbsp; 13 |
| Norfolk Southern Corp.<sup>(3)</sup> <br>| 8914 | &nbsp;&nbsp; 2558 |
| UniFirst Corp. | 15278 | &nbsp;&nbsp; 3844 |
|  |  | &nbsp;&nbsp; 10084 |
| **Information Technology—4.3%** | **Information Technology—4.3%** |  |
| Clearwater Analytics Holdings, Inc. Class A <sup>(3)(10)</sup> <br>| 150774 | &nbsp;&nbsp; 3566 |
| Onestream, Inc. Class A<sup>(10)</sup> <br>| 38148 | &nbsp;&nbsp; 915 |
| Qorvo, Inc.<sup>(3)(10)</sup> <br>| 14519 | &nbsp;&nbsp; 1124 |
|  |  | &nbsp;&nbsp; 5605 |
| **Materials—2.6%** | **Materials—2.6%** |  |
| Barrick Mining Corp. | 75200 | &nbsp;&nbsp; 3067 |
| Sealed Air Corp. | 8052 | &nbsp;&nbsp; 339 |
|  |  | &nbsp;&nbsp; 3406 |
| **Total Common Stocks** <br>**(Identified Cost $55,659)** | **Total Common Stocks** <br>**(Identified Cost $55,659)** | &nbsp;&nbsp; **56084** |
| **Rights—0.7%** | **Rights—0.7%** | **Rights—0.7%** |
| **Financials—0.0%** | **Financials—0.0%** |  |
| Axiom Intelligence Acquisition Corp. 1, 10/20/30<sup>(10)</sup> <br>| 8143 | &nbsp;&nbsp; 1 |
| BEST SPAC I Acquisition Corp., 02/01/30<sup>(10)</sup> <br>| 2328 | &nbsp;&nbsp; — <br><sup>(12)</sup><br>|
| Cal Redwood Acquisition Corp., 05/15/30<sup>(10)</sup> <br>| 7000 | &nbsp;&nbsp; 1 |
| Emmis Acquisition Corp., 09/26/30<sup>(10)</sup> <br>| 7731 | &nbsp;&nbsp; 1 |
| GSR IV Acquisition Corp., 09/05/30<sup>(10)</sup> <br>| 4112 | &nbsp;&nbsp; 8 |
| Jena Acquisition Corp. II, 03/31/30<sup>(10)</sup> <br>| 18687 | &nbsp;&nbsp; 3 |
| K&F Growth Acquisition Corp. II, 08/29/31<sup>(10)</sup> <br>| 12053 | &nbsp;&nbsp; 1 |
| Lakeshore Acquisition III Corp., <sup>(10)</sup> <br>| 20607 | &nbsp;&nbsp; 4 |
| Mountain Lake Acquisition Corp., 12/31/26<sup>(10)</sup> <br>| 16606 | &nbsp;&nbsp; 4 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Financials—continued** | **Financials—continued** |  |
| Oyster Enterprises II Acquisition Corp., 03/31/30<sup>(10)</sup> <br>| 11728 | &nbsp;&nbsp; $2 |
| Pershing Tontine Spar, 09/29/33<sup>(9)(10)</sup> <br>| 11093 | &nbsp;&nbsp; 5 |
| Sizzle Acquisition Corp. II, <sup>(10)</sup> <br>| 11873 | &nbsp;&nbsp; 2 |
| Soulpower Acquisition Corp., 12/31/49<sup>(10)</sup> <br>| 13952 | &nbsp;&nbsp; 3 |
| Thayer Ventures Acquisition Corp. II, 05/15/30<sup>(10)</sup> <br>| 13191 | &nbsp;&nbsp; 2 |
| UY Scuti Acquisition Corp., 03/03/30<sup>(10)</sup> <br>| 4727 | &nbsp;&nbsp; 1 |
| Wintergreen Acquisition Corp., 12/18/26<sup>(10)</sup> <br>| 211 | &nbsp;&nbsp; — <br><sup>(12)</sup><br>|
|  |  | &nbsp;&nbsp; 38 |
| **Health Care—0.2%** | **Health Care—0.2%** |  |
| Akouos, Inc., 12/31/49<sup>(9)(10)</sup> <br>| 26079 | &nbsp;&nbsp; 20 |
| Bristol-Myers Squibb Co., 12/31/35<sup>(9)(10)</sup> <br>| 169085 | &nbsp;&nbsp; 232 |
|  |  | &nbsp;&nbsp; 252 |
| **Materials—0.5%** | **Materials—0.5%** |  |
| Pan American Silver Corp., 12/31/48<sup>(10)</sup> <br>| 978488 | &nbsp;&nbsp; 587 |
| **Total Rights** <br>**(Identified Cost $617)** | **Total Rights** <br>**(Identified Cost $617)** | &nbsp;&nbsp; **877** |
| **Warrants—0.0%** | **Warrants—0.0%** | **Warrants—0.0%** |
| **Consumer Staples—0.0%** | **Consumer Staples—0.0%** |  |
| CN Healthy Food Tech Group Corp., 02/16/29<sup>(10)</sup> <br>| 31641 | &nbsp;&nbsp; 3 |
| **Financials—0.0%** | **Financials—0.0%** |  |
| 26 Capital Acquisition Corp., 12/31/27<sup>(9)(10)</sup> <br>| 25800 | &nbsp;&nbsp; — |
| AA Mission Acquisition Corp. II, 09/09/31<sup>(10)</sup> <br>| 10563 | &nbsp;&nbsp; 2 |
| Alchemy Investments Acquisition Corp. 1, 06/26/28<sup>(10)</sup> <br>| 17935 | &nbsp;&nbsp; 3 |
| Aldel Financial II, Inc., 10/10/29<sup>(10)</sup> <br>| 9701 | &nbsp;&nbsp; 3 |
| AltEnergy Acquisition Corp., 11/02/28<sup>(10)</sup> <br>| 5160 | &nbsp;&nbsp; — <br><sup>(12)</sup><br>|
| Archimedes Tech SPAC Partners II Co., 04/02/30<sup>(10)</sup> <br>| 7214 | &nbsp;&nbsp; 4 |
| Armada Acquisition Corp. II, 05/20/30<sup>(10)</sup> <br>| 4128 | &nbsp;&nbsp; 3 |
| Berto Acquisition Corp., 04/28/30<sup>(10)</sup> <br>| 1759 | &nbsp;&nbsp; — <br><sup>(12)</sup><br>|
| Blue Water Acquisition Corp. III, 12/31/26<sup>(10)</sup> <br>| 9297 | &nbsp;&nbsp; 4 |
| Cartesian Growth Corp. II, 07/12/28<sup>(10)</sup> <br>| 5799 | &nbsp;&nbsp; — <br><sup>(12)</sup><br>|
| Cartesian Growth Corp. III, 03/06/30<sup>(10)</sup> <br>| 664 | &nbsp;&nbsp; — <br><sup>(12)</sup><br>|
| Copley Acquisition Corp., 05/23/30<sup>(10)</sup> <br>| 2831 | &nbsp;&nbsp; — <br><sup>(12)</sup><br>|
| Corner Growth Acquisition Corp., 12/31/27<sup>(9)(10)</sup> <br>| 20673 | &nbsp;&nbsp; — |
| Dune Acquisition Corp. II, 06/12/30<sup>(10)</sup> <br>| 11564 | &nbsp;&nbsp; 3 |
| Galata Acquisition Corp. II, 09/18/30<sup>(10)</sup> <br>| 2582 | &nbsp;&nbsp; 1 |
| Gesher Acquisition Corp. II, 03/12/30<sup>(10)</sup> <br>| 5680 | &nbsp;&nbsp; 1 |
| Goal Acquisitions Corp., 02/11/27<sup>(10)</sup> <br>| 272843 | &nbsp;&nbsp; — <br><sup>(12)</sup><br>|
| Gores Holdings X, Inc., 06/20/31<sup>(10)</sup> <br>| 5981 | &nbsp;&nbsp; 3 |
| Jaws Mustang Acquisition Corp., 02/04/28<sup>(10)</sup> <br>| 23996 | &nbsp;&nbsp; 1 |
| Keen Vision Acquisition Corp., 09/15/28<sup>(10)</sup> <br>| 63143 | &nbsp;&nbsp; 2 |
| Lightwave Acquisition Corp., 06/24/30<sup>(10)</sup> <br>| 11341 | &nbsp;&nbsp; 3 |
| New Providence Acquisition Corp. III, 04/24/30<sup>(10)</sup> <br>| 16236 | &nbsp;&nbsp; 3 |
| Newbury Street II Acquisition Corp., 12/29/29<sup>(10)</sup> <br>| 12867 | &nbsp;&nbsp; 2 |
| Oxley Bridge Acquisition Ltd., 08/15/30<sup>(10)</sup> <br>| 4648 | &nbsp;&nbsp; 1 |
| Perimeter Acquisition Corp. I, 06/17/30<sup>(10)</sup> <br>| 3504 | &nbsp;&nbsp; 2 |
| Pioneer Acquisition I Corp., 06/17/30<sup>(10)</sup> <br>| 17468 | &nbsp;&nbsp; 4 |
| Republic Digital Acquisition Co., 10/31/31<sup>(10)</sup> <br>| 1759 | &nbsp;&nbsp; 1 |
| Roman DBDR Acquisition Corp. II, 02/03/30<sup>(10)</sup> <br>| 7615 | &nbsp;&nbsp; 2 |
| Spark I Acquisition Corp., 11/27/28<sup>(10)</sup> <br>| 28847 | &nbsp;&nbsp; 5 |
| Stellar V Capital Corp., 03/24/30<sup>(10)</sup> <br>| 4836 | &nbsp;&nbsp; 1 |
| Target Global Acquisition I Corp., 12/31/27<sup>(10)</sup> <br>| 10328 | &nbsp;&nbsp; — <br><sup>(12)</sup><br>|
| Titan Acquisition Corp., 06/02/30<sup>(10)</sup> <br>| 12485 | &nbsp;&nbsp; 3 |

---

See Notes to Schedule of Investments

------

**VIRTUS Westchester Event-Driven Fund**

**SCHEDULE OF INVESTMENTS (Unaudited) (Continued)**

**March 31, 2026**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Financials—continued** | **Financials—continued** |  |
| Wen Acquisition Corp., 05/15/31<sup>(10)</sup> <br>| 8974 | &nbsp;&nbsp; $3 |
|  |  | &nbsp;&nbsp; 60 |
| **Health Care—0.0%** | **Health Care—0.0%** |  |
| Tevogen Bio Holdings, Inc., 11/04/26<sup>(10)</sup> <br>| 6900 | &nbsp;&nbsp; — <br><sup>(12)</sup><br>|
| **Information Technology—0.0%** | **Information Technology—0.0%** |  |
| iLearningEngines Holdings, Inc., 04/16/29<sup>(10)</sup> <br>| 60113 | &nbsp;&nbsp; — <br><sup>(12)</sup><br>|
| LeddarTech Holdings, Inc., 12/21/28<sup>(10)</sup> <br>| 58973 | &nbsp;&nbsp; — <br><sup>(12)</sup><br>|
|  |  | &nbsp;&nbsp; — <br><sup>(12)</sup><br>|
| **Total Warrants** <br>**(Identified Cost $326)** | **Total Warrants** <br>**(Identified Cost $326)** | &nbsp;&nbsp; **63** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares/Units** |  |
| **Special Purpose Acquisition Companies—20.9%** | **Special Purpose Acquisition Companies—20.9%** | **Special Purpose Acquisition Companies—20.9%** |
| 1RT Acquisition Corp.<sup>(10)</sup> <br>| 5247 | &nbsp;&nbsp; 54 |
| A Paradise Acquisition Corp.<sup>(10)</sup> <br>| 4625 | &nbsp;&nbsp; 49 |
| A Paradise Acquisition Corp. Class A<sup>(10)</sup> <br>| 50166 | &nbsp;&nbsp; 510 |
| AA Mission Acquisition Corp. II Class A<sup>(10)</sup> <br>| 21127 | &nbsp;&nbsp; 212 |
| Abony Acquisition Corp. I<sup>(10)</sup> <br>| 5516 | &nbsp;&nbsp; 55 |
| Activate Energy Acquisition Corp.<sup>(10)</sup> <br>| 15323 | &nbsp;&nbsp; 154 |
| Activate Energy Acquisition Corp. Class A<sup>(10)</sup> <br>| 11024 | &nbsp;&nbsp; 109 |
| AI Infrastructure Acquisition Corp.<sup>(10)</sup> <br>| 17611 | &nbsp;&nbsp; 180 |
| AI Infrastructure Acquisition Corp. Class A<sup>(10)</sup> <br>| 11573 | &nbsp;&nbsp; 116 |
| Aldabra 4 Liquidity Opportunity Vehicle, Inc.<sup>(10)</sup> <br>| 11050 | &nbsp;&nbsp; 110 |
| American Drive Acquisition Co.<sup>(10)</sup> <br>| 6305 | &nbsp;&nbsp; 63 |
| Apex Treasury Corp.<sup>(10)</sup> <br>| 6636 | &nbsp;&nbsp; 67 |
| Apex Treasury Corp. Class A<sup>(10)</sup> <br>| 43846 | &nbsp;&nbsp; 438 |
| Archimedes Tech SPAC Partners II Co.<sup>(10)</sup> <br>| 25821 | &nbsp;&nbsp; 269 |
| Archimedes Tech SPAC Partners III Co.<sup>(10)</sup> <br>| 4411 | &nbsp;&nbsp; 44 |
| Armada Acquisition Corp. II Class A<sup>(10)</sup> <br>| 33581 | &nbsp;&nbsp; 346 |
| Axiom Intelligence Acquisition Corp. 1 Class A<sup>(10)</sup> <br>| 30300 | &nbsp;&nbsp; 307 |
| Bain Capital GSS Investment Corp.<sup>(10)</sup> <br>| 11055 | &nbsp;&nbsp; 113 |
| Berto Acquisition Corp.<sup>(10)</sup> <br>| 31573 | &nbsp;&nbsp; 324 |
| BEST SPAC I Acquisition Corp. Class A<sup>(10)</sup> <br>| 2328 | &nbsp;&nbsp; 24 |
| Bitcoin Infrastructure Acquisition Corp., Ltd.<sup>(10)</sup> <br>| 9617 | &nbsp;&nbsp; 96 |
| Blue Acquisition Corp.<sup>(10)</sup> <br>| 5750 | &nbsp;&nbsp; 59 |
| Blue Water Acquisition Corp. III Class A<sup>(10)</sup> <br>| 25878 | &nbsp;&nbsp; 266 |
| Blue Water Acquisition Corp. IV<sup>(10)</sup> <br>| 4356 | &nbsp;&nbsp; 43 |
| Blueport Acquisition Ltd. Class A<sup>(10)</sup> <br>| 4368 | &nbsp;&nbsp; 44 |
| Bluerock Acquisition Corp.<sup>(10)</sup> <br>| 10936 | &nbsp;&nbsp; 110 |
| BTC Development Corp.<sup>(10)</sup> <br>| 2209 | &nbsp;&nbsp; 22 |
| Cal Redwood Acquisition Corp. Class A<sup>(10)</sup> <br>| 45696 | &nbsp;&nbsp; 464 |
| Calisa Acquisition Corp.<sup>(10)</sup> <br>| 696 | &nbsp;&nbsp; 7 |
| Cambridge Acquisition Corp.<sup>(10)</sup> <br>| 8821 | &nbsp;&nbsp; 88 |
| Cantor Equity Partners I, Inc. Class A<sup>(10)</sup> <br>| 5565 | &nbsp;&nbsp; 58 |
| Cantor Equity Partners III, Inc. Class A<sup>(10)</sup> <br>| 2328 | &nbsp;&nbsp; 24 |
| Cantor Equity Partners V, Inc. Class A<sup>(10)</sup> <br>| 19821 | &nbsp;&nbsp; 200 |
| Cartesian Growth Corp. III Class A<sup>(10)</sup> <br>| 8357 | &nbsp;&nbsp; 86 |
| Centurion Acquisition Corp.<sup>(10)</sup> <br>| 4 | &nbsp;&nbsp; — <br><sup>(12)</sup><br>|
| ChampionsGate Acquisition Corp.<sup>(10)</sup> <br>| 2797 | &nbsp;&nbsp; 28 |
| Chenghe Acquisition III Co.<sup>(10)</sup> <br>| 12168 | &nbsp;&nbsp; 123 |
| Chenghe Acquisition III Co. Class A<sup>(10)</sup> <br>| 88 | &nbsp;&nbsp; 1 |
| Churchill Capital Corp. XI<sup>(10)</sup> <br>| 2101 | &nbsp;&nbsp; 22 |
| CO2 Energy Transition Corp.<sup>(5)(10)</sup> <br>| 102834 | &nbsp;&nbsp; 1066 |
| Cohen Circle Acquisition Corp. II<sup>(10)</sup> <br>| 9839 | &nbsp;&nbsp; 102 |
| Colombier Acquisition Corp. III<sup>(10)</sup> <br>| 3849 | &nbsp;&nbsp; 39 |
| Columbus Circle Capital Corp. II<sup>(10)</sup> <br>| 6610 | &nbsp;&nbsp; 66 |
| Copley Acquisition Corp. Class A<sup>(10)</sup> <br>| 10880 | &nbsp;&nbsp; 112 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares/Units** | **Value** |
| Crane Harbor Acquisition Corp. II<sup>(10)</sup> <br>| 2185 | &nbsp;&nbsp; $22 |
| Crown Reserve Acquisition Corp. I<sup>(10)</sup> <br>| 10951 | &nbsp;&nbsp; 111 |
| Crown Reserve Acquisition Corp. I Class A<sup>(10)</sup> <br>| 26677 | &nbsp;&nbsp; 267 |
| CSLM Digital Asset Acquisition Corp. III Ltd.<sup>(10)</sup> <br>| 17727 | &nbsp;&nbsp; 180 |
| CSLM Digital Asset Acquisition Corp. III Ltd. Class A<sup>(10)</sup> <br>| 28593 | &nbsp;&nbsp; 287 |
| D Boral ARC Acquisition I Corp. Class A<sup>(10)</sup> <br>| 21476 | &nbsp;&nbsp; 217 |
| Daedalus Special Acquisition Corp.<sup>(10)</sup> <br>| 6216 | &nbsp;&nbsp; 62 |
| Drugs Made In America Acquisition II Corp.<sup>(10)</sup> <br>| 22215 | &nbsp;&nbsp; 223 |
| Drugs Made In America Acquisition II Corp.<sup>(10)</sup> <br>| 21825 | &nbsp;&nbsp; 218 |
| Dune Acquisition Corp. II<sup>(10)</sup> <br>| 17132 | &nbsp;&nbsp; 177 |
| Dynamix Corp. III<sup>(10)</sup> <br>| 2210 | &nbsp;&nbsp; 22 |
| EGH Acquisition Corp. Class A<sup>(10)</sup> <br>| 3766 | &nbsp;&nbsp; 38 |
| Emmis Acquisition Corp. Class A<sup>(10)</sup> <br>| 7731 | &nbsp;&nbsp; 78 |
| EQV Ventures Acquisition Corp. II<sup>(10)</sup> <br>| 75000 | &nbsp;&nbsp; 762 |
| Eureka Acquisition Corp.<sup>(10)</sup> <br>| 2338 | &nbsp;&nbsp; 27 |
| FG Merger II Corp.<sup>(10)</sup> <br>| 54415 | &nbsp;&nbsp; 550 |
| Fifth Era Acquisition Corp. I Class A<sup>(10)</sup> <br>| 3828 | &nbsp;&nbsp; 39 |
| FIGX Capital Acquisition Corp.<sup>(10)</sup> <br>| 3958 | &nbsp;&nbsp; 40 |
| FIGX Capital Acquisition Corp. Class A<sup>(10)</sup> <br>| 5576 | &nbsp;&nbsp; 56 |
| Flag Ship Acquisition Corp.<sup>(10)</sup> <br>| 2336 | &nbsp;&nbsp; 26 |
| Future Vision II Acquisition Corp.<sup>(10)</sup> <br>| 17683 | &nbsp;&nbsp; 190 |
| FutureCrest Acquisition Corp.<sup>(10)</sup> <br>| 442 | &nbsp;&nbsp; 5 |
| Galata Acquisition Corp. II Class A<sup>(10)</sup> <br>| 7747 | &nbsp;&nbsp; 77 |
| Gesher Acquisition Corp. II Class A<sup>(10)</sup> <br>| 11360 | &nbsp;&nbsp; 118 |
| GigCapital7 Corp. Class A<sup>(10)</sup> <br>| 4447 | &nbsp;&nbsp; 47 |
| GigCapital8 Corp. Class A<sup>(10)</sup> <br>| 58587 | &nbsp;&nbsp; 584 |
| GigCapital9 Corp.<sup>(10)</sup> <br>| 13235 | &nbsp;&nbsp; 133 |
| GigCapital9 Corp. Class A<sup>(10)</sup> <br>| 4355 | &nbsp;&nbsp; 43 |
| Globa Terra Acquisition Corp. Class A<sup>(10)</sup> <br>| 62071 | &nbsp;&nbsp; 636 |
| Gores Holdings X, Inc. Class A<sup>(10)</sup> <br>| 23927 | &nbsp;&nbsp; 245 |
| GP-Act III Acquisition Corp. Class A<sup>(10)</sup> <br>| 6951 | &nbsp;&nbsp; 75 |
| GSR IV Acquisition Corp. Class A<sup>(10)</sup> <br>| 28786 | &nbsp;&nbsp; 289 |
| Harvard Ave Acquisition Corp.<sup>(10)</sup> <br>| 26455 | &nbsp;&nbsp; 268 |
| Haymaker Acquisition Corp. 4<sup>(10)</sup> <br>| 34929 | &nbsp;&nbsp; 400 |
| HCM III Acquisition Corp.<sup>(10)</sup> <br>| 1153 | &nbsp;&nbsp; 12 |
| Highview Merger Corp. Class A<sup>(10)</sup> <br>| 7484 | &nbsp;&nbsp; 75 |
| Idea Acquisition Corp.<sup>(10)</sup> <br>| 6610 | &nbsp;&nbsp; 66 |
| Illumination Acquisition Corp. I<sup>(10)</sup> <br>| 6584 | &nbsp;&nbsp; 65 |
| Indigo Acquisition Corp.<sup>(10)</sup> <br>| 11056 | &nbsp;&nbsp; 112 |
| Infinite Eagle Acquisition Corp.<sup>(10)</sup> <br>| 2217 | &nbsp;&nbsp; 23 |
| Inflection Point Acquisition Corp. V Class A<sup>(10)</sup> <br>| 3147 | &nbsp;&nbsp; 33 |
| Iron Horse Acquisition II Corp.<sup>(10)</sup> <br>| 6305 | &nbsp;&nbsp; 63 |
| ITHAX Acquisition Corp. III<sup>(10)</sup> <br>| 10929 | &nbsp;&nbsp; 109 |
| Jackson Acquisition Co. II Class A<sup>(10)</sup> <br>| 9982 | &nbsp;&nbsp; 106 |
| Jena Acquisition Corp. II Class A<sup>(10)</sup> <br>| 41343 | &nbsp;&nbsp; 423 |
| K&F Growth Acquisition Corp. II Class A<sup>(10)</sup> <br>| 9440 | &nbsp;&nbsp; 99 |
| Kochav Defense Acquisition Corp. Class A<sup>(10)</sup> <br>| 13623 | &nbsp;&nbsp; 140 |
| KRAKacquisition Corp.<sup>(10)</sup> <br>| 2209 | &nbsp;&nbsp; 22 |
| LaFayette Acquisition Corp.<sup>(10)</sup> <br>| 8913 | &nbsp;&nbsp; 90 |
| Lafayette Digital Acquisition Corp. I<sup>(10)</sup> <br>| 4415 | &nbsp;&nbsp; 44 |
| Lake Superior Acquisition Corp.<sup>(10)</sup> <br>| 11265 | &nbsp;&nbsp; 114 |
| Lake Superior Acquisition Corp. Class A<sup>(10)</sup> <br>| 8768 | &nbsp;&nbsp; 88 |
| Lakeshore Acquisition III Corp.<sup>(10)</sup> <br>| 32249 | &nbsp;&nbsp; 332 |
| Launchpad Cadenza Acquisition Corp. I<sup>(10)</sup> <br>| 14061 | &nbsp;&nbsp; 140 |
| Leapfrog Acquisition Corp.<sup>(10)</sup> <br>| 5473 | &nbsp;&nbsp; 55 |
| Legato Merger Corp. IV<sup>(10)</sup> <br>| 6617 | &nbsp;&nbsp; 66 |
| Lightwave Acquisition Corp. Class A<sup>(10)</sup> <br>| 33719 | &nbsp;&nbsp; 341 |
| Lionheart Holdings Class A<sup>(10)</sup> <br>| 17717 | &nbsp;&nbsp; 190 |
| M Evo Global Acquisition Corp. II<sup>(10)</sup> <br>| 12933 | &nbsp;&nbsp; 129 |
| M3-Brigade Acquisition VI Corp.<sup>(10)</sup> <br>| 2219 | &nbsp;&nbsp; 23 |
| McKinley Acquisition Corp.<sup>(10)</sup> <br>| 4435 | &nbsp;&nbsp; 45 |
| McKinley Acquisition Corp. Class A<sup>(10)</sup> <br>| 32690 | &nbsp;&nbsp; 329 |
| Mercer Park Opportunities Corp.<sup>(10)</sup> <br>| 12189 | &nbsp;&nbsp; 127 |
| Meshflow Acquisition Corp.<sup>(10)</sup> <br>| 15294 | &nbsp;&nbsp; 152 |

---

See Notes to Schedule of Investments

------

**VIRTUS Westchester Event-Driven Fund**

**SCHEDULE OF INVESTMENTS (Unaudited) (Continued)**

**March 31, 2026**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares/Units** | **Value** |
| Miluna Acquisition Corp. Class A<sup>(10)</sup> <br>| 19868 | &nbsp;&nbsp; $199 |
| Mountain Lake Acquisition Corp. Class A<sup>(10)</sup> <br>| 45724 | &nbsp;&nbsp; 481 |
| Mountain Lake Acquisition Corp. II<sup>(10)</sup> <br>| 27121 | &nbsp;&nbsp; 269 |
| MOZAYYX Acquisition Corp.<sup>(10)</sup> <br>| 8779 | &nbsp;&nbsp; 87 |
| Muzero Acquisition Corp.<sup>(10)</sup> <br>| 8811 | &nbsp;&nbsp; 87 |
| New Providence Acquisition Corp. III Class A<sup>(10)</sup> <br>| 50370 | &nbsp;&nbsp; 517 |
| Newbury Street II Acquisition Corp. Class A<sup>(10)</sup> <br>| 41428 | &nbsp;&nbsp; 435 |
| NMP Acquisition Corp. Class A<sup>(10)</sup> <br>| 21941 | &nbsp;&nbsp; 223 |
| Origin Investment Corp. I<sup>(10)</sup> <br>| 11060 | &nbsp;&nbsp; 113 |
| OTG Acquisition Corp. I<sup>(10)</sup> <br>| 5532 | &nbsp;&nbsp; 56 |
| Oxley Bridge Acquisition Ltd. Class A<sup>(10)</sup> <br>| 46843 | &nbsp;&nbsp; 475 |
| Oyster Enterprises II Acquisition Corp. Class A<sup>(10)</sup> <br>| 30980 | &nbsp;&nbsp; 317 |
| Perimeter Acquisition Corp. I Class A<sup>(10)</sup> <br>| 7008 | &nbsp;&nbsp; 72 |
| Pioneer Acquisition I Corp. Class A<sup>(10)</sup> <br>| 50058 | &nbsp;&nbsp; 509 |
| Praetorian Acquisition Corp.<sup>(10)</sup> <br>| 6617 | &nbsp;&nbsp; 65 |
| ProCap Acquisition Corp.<sup>(10)</sup> <br>| 3231 | &nbsp;&nbsp; 33 |
| ProCap Acquisition Corp. Class A<sup>(10)</sup> <br>| 10879 | &nbsp;&nbsp; 111 |
| Proem Acquisition Corp. I<sup>(10)</sup> <br>| 5387 | &nbsp;&nbsp; 54 |
| Pyrophyte Acquisition Corp. II Class A<sup>(10)</sup> <br>| 11036 | &nbsp;&nbsp; 111 |
| Quantumsphere Acquisition Corp.<sup>(10)</sup> <br>| 4430 | &nbsp;&nbsp; 45 |
| Quantumsphere Acquisition Corp.<sup>(10)</sup> <br>| 11056 | &nbsp;&nbsp; 112 |
| Quartzsea Acquisition Corp.<sup>(10)</sup> <br>| 33242 | &nbsp;&nbsp; 345 |
| Real Asset Acquisition Corp. Class A<sup>(10)</sup> <br>| 10365 | &nbsp;&nbsp; 109 |
| Republic Digital Acquisition Co. Class A<sup>(10)</sup> <br>| 36539 | &nbsp;&nbsp; 373 |
| Ribbon Acquisition Corp.<sup>(10)</sup> <br>| 3979 | &nbsp;&nbsp; 42 |
| Roman DBDR Acquisition Corp. II<sup>(10)</sup> <br>| 9405 | &nbsp;&nbsp; 98 |
| SC II Acquisition Corp. Class A<sup>(10)</sup> <br>| 22150 | &nbsp;&nbsp; 221 |
| Siddhi Acquisition Corp. Class A<sup>(10)</sup> <br>| 63115 | &nbsp;&nbsp; 655 |
| Silicon Valley Acquisition Corp.<sup>(10)</sup> <br>| 7758 | &nbsp;&nbsp; 78 |
| Silver Pegasus Acquisition Corp.<sup>(10)</sup> <br>| 5824 | &nbsp;&nbsp; 60 |
| Silver Pegasus Acquisition Corp. Class A<sup>(10)</sup> <br>| 15484 | &nbsp;&nbsp; 157 |
| SilverBox Corp. V<sup>(10)</sup> <br>| 4365 | &nbsp;&nbsp; 44 |
| SIM Acquisition Corp. I Class A<sup>(10)</sup> <br>| 13513 | &nbsp;&nbsp; 145 |
| Sizzle Acquisition Corp. II Class A<sup>(10)</sup> <br>| 38117 | &nbsp;&nbsp; 391 |
| Social Commerce Partners Corp.<sup>(10)</sup> <br>| 5542 | &nbsp;&nbsp; 55 |
| Solarius Capital Acquisition Corp. Class A<sup>(10)</sup> <br>| 28293 | &nbsp;&nbsp; 288 |
| Soren Acquisition Corp.<sup>(10)</sup> <br>| 8840 | &nbsp;&nbsp; 88 |
| Soulpower Acquisition Corp. Class A<sup>(10)</sup> <br>| 25026 | &nbsp;&nbsp; 257 |
| Space Asset Acquisition Corp.<sup>(10)</sup> <br>| 2760 | &nbsp;&nbsp; 28 |
| SPACSphere Acquisition Corp.<sup>(10)</sup> <br>| 22024 | &nbsp;&nbsp; 222 |
| Spring Valley Acquisition Corp. III<sup>(10)</sup> <br>| 3323 | &nbsp;&nbsp; 34 |
| Starry Sea Acquisition Corp.<sup>(10)</sup> <br>| 16554 | &nbsp;&nbsp; 168 |
| Stellar V Capital Corp. Class A<sup>(10)</sup> <br>| 9672 | &nbsp;&nbsp; 101 |
| Thayer Ventures Acquisition Corp. II Class A<sup>(10)</sup> <br>| 24882 | &nbsp;&nbsp; 255 |
| Titan Acquisition Corp. Class A<sup>(10)</sup> <br>| 24971 | &nbsp;&nbsp; 258 |
| Translational Development Acquisition Corp.<sup>(10)</sup> <br>| 8748 | &nbsp;&nbsp; 92 |
| UY Scuti Acquisition Corp.<sup>(10)</sup> <br>| 4727 | &nbsp;&nbsp; 49 |
| Vendome Acquisition Corp. I Class A<sup>(10)</sup> <br>| 22892 | &nbsp;&nbsp; 232 |
| Viking Acquisition Corp. I<sup>(10)</sup> <br>| 3293 | &nbsp;&nbsp; 33 |
| Wen Acquisition Corp. Class A<sup>(10)</sup> <br>| 30603 | &nbsp;&nbsp; 312 |
| Westin Acquisition Corp. Class A<sup>(10)</sup> <br>| 9985 | &nbsp;&nbsp; 100 |
| White Pearl Acquisition Corp.<sup>(10)</sup> <br>| 12984 | &nbsp;&nbsp; 131 |
| White Pearl Acquisition Corp. Class A<sup>(10)</sup> <br>| 10973 | &nbsp;&nbsp; 108 |
| Wintergreen Acquisition Corp.<sup>(10)</sup> <br>| 11286 | &nbsp;&nbsp; 116 |
| Yorkville Acquisition Corp. Class A<sup>(10)</sup> <br>| 24256 | &nbsp;&nbsp; 245 |
| **Total Special Purpose Acquisition Companies** <br>**(Identified Cost $26,546)** | **Total Special Purpose Acquisition Companies** <br>**(Identified Cost $26,546)** | &nbsp;&nbsp; **27056** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Purchased Options—0.4%** | **Purchased Options—0.4%** | **Purchased Options—0.4%** |
| (See open purchased options schedule) | (See open purchased options schedule) |  |
| **Total Purchased Options** <br>**(Premiums Paid $585)** | **Total Purchased Options** <br>**(Premiums Paid $585)** | &nbsp;&nbsp; **$517** |
| **Escrow Notes—1.7%** | **Escrow Notes—1.7%** | **Escrow Notes—1.7%** |
| **Financials—1.7%** | **Financials—1.7%** |  |
| Altaba, Inc. Escrow<sup>(9)(10)</sup> <br>| 1637713 | &nbsp;&nbsp; 2211 |
| Pershing Square Escrow<sup>(9)(10)</sup> <br>| 44373 | &nbsp;&nbsp; — |
|  |  | &nbsp;&nbsp; 2211 |
| **Total Escrow Notes** <br>**(Identified Cost $1,817)** | **Total Escrow Notes** <br>**(Identified Cost $1,817)** | &nbsp;&nbsp; **2211** |
| **Total Long-Term Investments—86.8%** <br>**(Identified Cost $112,476)** | **Total Long-Term Investments—86.8%** <br>**(Identified Cost $112,476)** | &nbsp;&nbsp; **112223** |
| **Securities Lending Collateral—0.4%** | **Securities Lending Collateral—0.4%** | **Securities Lending Collateral—0.4%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Government Cash Management Fund - <br> Institutional Shares (seven-day effective yield <br> 3.531%)<sup>(8)(13)</sup> <br>| 507389 | &nbsp;&nbsp; 507 |
| **Total Securities Lending Collateral** <br>**(Identified Cost $507)** | **Total Securities Lending Collateral** <br>**(Identified Cost $507)** | &nbsp;&nbsp; **507** |
| **TOTAL INVESTMENTS, BEFORE SECURITIES SOLD SHORT AND** <br> **WRITTEN OPTIONS**—**87.2%** <br>**(Identified Cost $112,983)** | **TOTAL INVESTMENTS, BEFORE SECURITIES SOLD SHORT AND** <br> **WRITTEN OPTIONS**—**87.2%** <br>**(Identified Cost $112,983)** | &nbsp;&nbsp; **112730** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Securities Sold Short—(1.2)%**<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Common Stocks—(1.2)%** | **Common Stocks—(1.2)%** | **Common Stocks—(1.2)%** |
| **Energy—(0.7)%** | **Energy—(0.7)%** |  |
| Devon Energy Corp. | (16395)<br>| (825) |
| **Health Care—(0.0)%** | **Health Care—(0.0)%** |  |
| Boston Scientific Corp.<sup>(10)</sup> <br>| (430)<br>| (27) |
| **Industrials—(0.5)%** | **Industrials—(0.5)%** |  |
| Cintas Corp. | (796)<br>| (135) |
| Union Pacific Corp. | (2102)<br>| (510) |
|  |  | &nbsp;&nbsp; (645)<br>|
| **Total Securities Sold Short** <br>**(Identified Proceeds $(1439))** | **Total Securities Sold Short** <br>**(Identified Proceeds $(1439))** | &nbsp;&nbsp; **(1497)**<br>|
| **Written Options—(1.1)%** | **Written Options—(1.1)%** | **Written Options—(1.1)%** |
| (See open written options schedule) |  |  |
| **Total Written Options** <br>**(Premiums Received $2,114)** | **Total Written Options** <br>**(Premiums Received $2,114)** | &nbsp;&nbsp; **(1476)**<br>|
| **TOTAL INVESTMENTS, NET OF SECURITIES SOLD SHORT AND** <br> **WRITTEN OPTIONS—84.9%** <br>**(Identified Cost $109,430)** | **TOTAL INVESTMENTS, NET OF SECURITIES SOLD SHORT AND** <br> **WRITTEN OPTIONS—84.9%** <br>**(Identified Cost $109,430)** | &nbsp;&nbsp; **$109757** |
| Other assets and liabilities, net—15.1% | Other assets and liabilities, net—15.1% | &nbsp;&nbsp; 19455 |
| **NET ASSETS—100.0%** | **NET ASSETS—100.0%** | &nbsp;&nbsp; **$129212** |

---

See Notes to Schedule of Investments

------

**VIRTUS Westchester Event-Driven Fund**

**SCHEDULE OF INVESTMENTS (Unaudited) (Continued)**

**March 31, 2026**

($ reported in thousands)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| ETF | Exchange-Traded Fund |
| LLC | Limited Liability Company |
| OBFR | Overnight Bank Funding Rate |
| plc | Public Limited Company |
| S&P | Standard & Poor's |
| SOFR | Secured Overnight Financing Rate |
| SPAC | Special Purpose Acquisition Company |
| SPDR | S&P Depositary Receipt |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Footnote Legend:** | **Footnote Legend:** |
| <sup>(1)</sup> <br>| Par Value disclosed in foreign currency is reported in thousands. |
| <sup>(2)</sup> <br>| Security exempt from registration under Rule 144A of the Securities Act of 1933. <br> These securities may be resold in transactions exempt from registration, <br> normally to qualified institutional buyers. At March 31, 2026, these securities <br> amounted to a value of $15,353 or 11.9% of net assets.<br>|
| <sup>(3)</sup> <br>| All or a portion of the shares have been committed as collateral for open <br> securities sold short and written option contracts. The value of securities <br> segregated as collateral is $14,962.<br>|
| <sup>(4)</sup> <br>| No contractual maturity date. |
| <sup>(5)</sup> <br>| All or a portion of security is on loan. |
| <sup>(6)</sup> <br>| Regulation S security. Security is offered and sold outside of the United States; <br> therefore, it is exempt from registration with the SEC under Rules 903 and 904 of <br> the Securities Act of 1933.<br>|
| <sup>(7)</sup> <br>| Variable rate security. Rate disclosed is as of March 31, 2026. Information in <br> parenthesis represents benchmark and reference rate for each security. Certain <br> variable rate securities are not based on a published reference rate and spread but <br> are determined by the issuer or agent and are based on current market <br> conditions, or, for mortgage-backed securities, are impacted by the individual <br> mortgages which are paying off over time. These securities do not indicate a <br> reference rate and spread in their descriptions.<br>|
| <sup>(8)</sup> <br>| Shares of this fund are publicly offered, and its prospectus and annual report are <br> publicly available.<br>|
| <sup>(9)</sup> <br>| The value of this security was determined using significant unobservable inputs <br> and is reported as a Level 3 security in the Fair Value Hierarchy table located after <br> the Schedule of Investments.<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(10)</sup> Non-income producing.

<sup>(11)</sup> Delisted security. As of March 31, 2026, the common stock is classified as a Level 3 investment due to the absence of observable market inputs and had a cost of $10,640 and its market value represents 9.1% of total net assets. The security was delisted on March 24, 2025 and is currently subject to appraisal rights proceedings in connection with an acquisition. Due to the uncertainty of fair valuation in the absence of an active market and the pending legal proceedings, the fair value of the security may differ materially from the presented estimated fair value. 

<sup>(12)</sup> Amount is less than $500 (not in thousands).

<sup>(13)</sup> Represents security purchased with cash collateral received for securities on loan. 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Counterparties:** |  |
| BAML | Bank of America-Merrill Lynch |
| GS | Goldman Sachs & Co.  |
| JPM | JPMorgan Chase Bank N.A. |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Foreign Currencies:** | **Foreign Currencies:** |
| EUR | Euro |
| GBP | United Kingdom Pound Sterling |
| JPY | Japanese Yen |
| USD | United States Dollar |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Country Weightings**<sup>†</sup>  | **Country Weightings**<sup>†</sup>  |
| United States | 69<br> %<br>|
| Cayman Islands | 22 |
| Jersey | 4 |
| Canada | 3 |
| Virgin Islands(British) | 1 |
| Bermuda | 1 |
| Total | 100<br> %<br>|
| <sup>†</sup>% of total investments, net of securities sold short and written options, as of <br> March 31, 2026. | <sup>†</sup>% of total investments, net of securities sold short and written options, as of <br> March 31, 2026. |

---

See Notes to Schedule of Investments

------

**VIRTUS Westchester Event-Driven Fund**

**SCHEDULE OF INVESTMENTS (Unaudited) (Continued)**

**March 31, 2026**

($ reported in thousands)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open purchased options contracts as of March 31, 2026 were as follows:** | **Open purchased options contracts as of March 31, 2026 were as follows:** | **Open purchased options contracts as of March 31, 2026 were as follows:** | **Open purchased options contracts as of March 31, 2026 were as follows:** | **Open purchased options contracts as of March 31, 2026 were as follows:** | **Open purchased options contracts as of March 31, 2026 were as follows:** |
| **Description of Options** | &nbsp;&nbsp;&nbsp; **Number** <br> **of** <br>**Contracts**<br>| &nbsp;&nbsp; **Contract** <br>**Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Strike** <br>**Price**<sup>(1)</sup> <br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Value** |
| **Put Options**<sup>(2)</sup> |  |  |  |  |  |
| Aptiv plc | 465 | &nbsp;&nbsp;&nbsp;&nbsp; $3255 | &nbsp;&nbsp;&nbsp;&nbsp; $70.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; $198 |
| Aptiv plc | 77 | &nbsp;&nbsp;&nbsp;&nbsp; 501 | &nbsp;&nbsp;&nbsp;&nbsp;65.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 17 |
| Barrick Mining Corp. | 293 | &nbsp;&nbsp;&nbsp;&nbsp; 1055 | &nbsp;&nbsp;&nbsp;&nbsp;36.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 32 |
| Barrick Mining Corp. | 290 | &nbsp;&nbsp;&nbsp;&nbsp; 1102 | &nbsp;&nbsp;&nbsp;&nbsp;38.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 49 |
| Barrick Mining Corp. | 169 | &nbsp;&nbsp;&nbsp;&nbsp; 541 | &nbsp;&nbsp;&nbsp;&nbsp;32.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 6 |
| Caesars Entertainment, Inc. | 451 | &nbsp;&nbsp;&nbsp;&nbsp; 1037 | &nbsp;&nbsp;&nbsp;&nbsp;23.00 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 48 |
| Caesars Entertainment, Inc. | 604 | &nbsp;&nbsp;&nbsp;&nbsp; 1087 | &nbsp;&nbsp;&nbsp;&nbsp;18.00 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 23 |
| Clearwater Analytics Holdings, Inc. | 1 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;17.50 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(3)</sup><br>|
| FedEx Corp. | 21 | &nbsp;&nbsp;&nbsp;&nbsp; 504 | &nbsp;&nbsp;&nbsp;&nbsp;240.00 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(3)</sup><br>|
| FedEx Corp. | 54 | &nbsp;&nbsp;&nbsp;&nbsp; 1620 | &nbsp;&nbsp;&nbsp;&nbsp;300.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 13 |
| Honeywell International, Inc. | 130 | &nbsp;&nbsp;&nbsp;&nbsp; 2600 | &nbsp;&nbsp;&nbsp;&nbsp;200.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 27 |
| Keurig Dr Pepper, Inc. | 1205 | &nbsp;&nbsp;&nbsp;&nbsp; 2892 | &nbsp;&nbsp;&nbsp;&nbsp;24.00 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 15 |
| Keurig Dr Pepper, Inc. | 243 | &nbsp;&nbsp;&nbsp;&nbsp; 559 | &nbsp;&nbsp;&nbsp;&nbsp;23.00 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10 |
| Kraft Heinz Co. (The) | 240 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp;&nbsp;&nbsp;20.00 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2 |
| L3Harris Technologies, Inc. | 19 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;300.00 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; 2 |
| L3Harris Technologies, Inc. | 19 | &nbsp;&nbsp;&nbsp;&nbsp; 589 | &nbsp;&nbsp;&nbsp;&nbsp;310.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 10 |
| State Street SPDR S&P 500<sup>®</sup> ETF Trust | 77 | &nbsp;&nbsp;&nbsp;&nbsp; 4735 | &nbsp;&nbsp;&nbsp;&nbsp;615.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; 65 |
| **Total Purchased Options** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $517 |
| **Footnote Legend:** | **Footnote Legend:** |  |  |  |  |
| <sup>(1)</sup> Strike price not reported in thousands. |  |  |  |  |  |
| <sup>(2)</sup> Unless otherwise noted, options are exchange-traded. |  |  |  |  |  |
| <sup>(3)</sup> Amount is less than $500 (not in thousands). |  |  |  |  |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open written options contracts as of March 31, 2026 were as follows:** | **Open written options contracts as of March 31, 2026 were as follows:** | **Open written options contracts as of March 31, 2026 were as follows:** | **Open written options contracts as of March 31, 2026 were as follows:** | **Open written options contracts as of March 31, 2026 were as follows:** | **Open written options contracts as of March 31, 2026 were as follows:** |
| **Description of Options** | &nbsp;&nbsp;&nbsp; **Number** <br> **of** <br>**Contracts**<br>| &nbsp;&nbsp; **Contract** <br>**Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Strike** <br>**Price**<sup>(1)</sup> <br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Value** |
| **Call Options**<sup>(2)</sup> |  |  |  |  |  |
| Aptiv plc | (542) | &nbsp;&nbsp;&nbsp;&nbsp; $(4200)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $77.50 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; $(75) <br>|
| Barrick Mining Corp. | (169) | &nbsp;&nbsp;&nbsp;&nbsp; (625)<br>| &nbsp;&nbsp;&nbsp;&nbsp;37.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (89) <br>|
| Barrick Mining Corp. | (290) | &nbsp;&nbsp;&nbsp;&nbsp; (1247)<br>| &nbsp;&nbsp;&nbsp;&nbsp;43.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (62) <br>|
| Barrick Mining Corp. | (293) | &nbsp;&nbsp;&nbsp;&nbsp; (1172)<br>| &nbsp;&nbsp;&nbsp;&nbsp;40.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (101) <br>|
| Caesars Entertainment, Inc. | (451) | &nbsp;&nbsp;&nbsp;&nbsp; (1218)<br>| &nbsp;&nbsp;&nbsp;&nbsp;27.00 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; (93) <br>|
| Caesars Entertainment, Inc. | (604) | &nbsp;&nbsp;&nbsp;&nbsp; (1329)<br>| &nbsp;&nbsp;&nbsp;&nbsp;22.00 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; (338) <br>|
| Chart Industries, Inc. | (1) | &nbsp;&nbsp;&nbsp;&nbsp; (21)<br>| &nbsp;&nbsp;&nbsp;&nbsp;210.00 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; (— ) <sup>(3)</sup><br>|
| DigitalBridge Group, Inc. | (1234) | &nbsp;&nbsp;&nbsp;&nbsp; (1974)<br>| &nbsp;&nbsp;&nbsp;&nbsp;16.00 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; (6) <br>|
| DigitalBridge Group, Inc. | (23) | &nbsp;&nbsp;&nbsp;&nbsp; (37)<br>| &nbsp;&nbsp;&nbsp;&nbsp;16.00 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; (— ) <sup>(3)</sup><br>|
| Electronic Arts, Inc. | (4) | &nbsp;&nbsp;&nbsp;&nbsp; (84)<br>| &nbsp;&nbsp;&nbsp;&nbsp;210.00 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; (— ) <sup>(3)</sup><br>|
| FedEx Corp. | (21) | &nbsp;&nbsp;&nbsp;&nbsp; (588)<br>| &nbsp;&nbsp;&nbsp;&nbsp;280.00 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; (162) <br>|
| FedEx Corp. | (54) | &nbsp;&nbsp;&nbsp;&nbsp; (1782)<br>| &nbsp;&nbsp;&nbsp;&nbsp;330.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (189) <br>|
| Honeywell International, Inc. | (130) | &nbsp;&nbsp;&nbsp;&nbsp; (2990)<br>| &nbsp;&nbsp;&nbsp;&nbsp;230.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (85) <br>|
| Keurig Dr Pepper, Inc. | (1205) | &nbsp;&nbsp;&nbsp;&nbsp; (3254)<br>| &nbsp;&nbsp;&nbsp;&nbsp;27.00 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; (48) <br>|
| Keurig Dr Pepper, Inc. | (243) | &nbsp;&nbsp;&nbsp;&nbsp; (632)<br>| &nbsp;&nbsp;&nbsp;&nbsp;26.00 | &nbsp;&nbsp;&nbsp;&nbsp; 06/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; (43) <br>|
| L3Harris Technologies, Inc. | (19) | &nbsp;&nbsp;&nbsp;&nbsp; (627)<br>| &nbsp;&nbsp;&nbsp;&nbsp;330.00 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; (39) <br>|
| L3Harris Technologies, Inc. | (19) | &nbsp;&nbsp;&nbsp;&nbsp; (646)<br>| &nbsp;&nbsp;&nbsp;&nbsp;340.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (39) <br>|
| Masimo Corp. | (19) | &nbsp;&nbsp;&nbsp;&nbsp; (342)<br>| &nbsp;&nbsp;&nbsp;&nbsp;180.00 | &nbsp;&nbsp;&nbsp;&nbsp; 09/18/26 | &nbsp;&nbsp;&nbsp;&nbsp; (2) <br>|
| State Street SPDR S&P 500<sup>®</sup> ETF Trust | (51) | &nbsp;&nbsp;&nbsp;&nbsp; (3442)<br>| &nbsp;&nbsp;&nbsp;&nbsp;675.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (40) <br>|
| Warner Bros Discovery, Inc. | (48) | &nbsp;&nbsp;&nbsp;&nbsp; (130)<br>| &nbsp;&nbsp;&nbsp;&nbsp;27.00 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; (2) <br>|
| Warner Bros Discovery, Inc. | (69) | &nbsp;&nbsp;&nbsp;&nbsp; (193)<br>| &nbsp;&nbsp;&nbsp;&nbsp;28.00 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; (1) <br>|
| Warner Bros Discovery, Inc. | (193) | &nbsp;&nbsp;&nbsp;&nbsp; (483)<br>| &nbsp;&nbsp;&nbsp;&nbsp;25.00 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; (44) <br>|
| Warner Bros Discovery, Inc. | (809) | &nbsp;&nbsp;&nbsp;&nbsp; (2346)<br>| &nbsp;&nbsp;&nbsp;&nbsp;29.00 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; (1) <br>|
| Warner Bros Discovery, Inc. | (136) | &nbsp;&nbsp;&nbsp;&nbsp; (408)<br>| &nbsp;&nbsp;&nbsp;&nbsp;30.00 | &nbsp;&nbsp;&nbsp;&nbsp; 04/17/26 | &nbsp;&nbsp;&nbsp;&nbsp; (— ) <sup>(3)</sup><br>|
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; (1459)<br>|

---

See Notes to Schedule of Investments

------

**VIRTUS Westchester Event-Driven Fund**

**SCHEDULE OF INVESTMENTS (Unaudited) (Continued)**

**March 31, 2026**

($ reported in thousands)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open written options contracts as of March 31, 2026 were as follows (continued):** | **Open written options contracts as of March 31, 2026 were as follows (continued):** | **Open written options contracts as of March 31, 2026 were as follows (continued):** | **Open written options contracts as of March 31, 2026 were as follows (continued):** | **Open written options contracts as of March 31, 2026 were as follows (continued):** | **Open written options contracts as of March 31, 2026 were as follows (continued):** |
| **Description of Options** | &nbsp;&nbsp;&nbsp; **Number** <br> **of**<br> **Contracts**<br>| &nbsp;&nbsp; **Contract**<br> **Notional**<br> **Amount**<br>| &nbsp;&nbsp; **Strike**<br> **Price**<sup>(1)</sup><br>| &nbsp;&nbsp; **Expiration**<br> **Date**<br>| **Value** |
| **Put Option**<sup>(2)</sup> |  |  |  |  |  |
| State Street SPDR S&P 500<sup>®</sup> ETF Trust | (56) | &nbsp;&nbsp;&nbsp;&nbsp; $(3164)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $565.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; $(17) <br>|
| **Total Written Options** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(1476)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Footnote Legend:** |
| <sup>(1)</sup> Strike price not reported in thousands. |
| <sup>(2)</sup> Unless otherwise noted, options are exchange-traded. |
| <sup>(3)</sup> Amount is less than $500 (not in thousands). |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts as of March 31, 2026 were as follows:** | **Forward foreign currency exchange contracts as of March 31, 2026 were as follows:** | **Forward foreign currency exchange contracts as of March 31, 2026 were as follows:** | **Forward foreign currency exchange contracts as of March 31, 2026 were as follows:** | **Forward foreign currency exchange contracts as of March 31, 2026 were as follows:** | **Forward foreign currency exchange contracts as of March 31, 2026 were as follows:** | **Forward foreign currency exchange contracts as of March 31, 2026 were as follows:** | **Forward foreign currency exchange contracts as of March 31, 2026 were as follows:** |
| **Currency** <br>**Purchased**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Currency** <br>**Amount** <br>**Purchased**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Currency** <br>**Sold**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Currency** <br>**Amount** <br>**Sold**<br>| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Settlement** <br>**Date**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Unrealized** <br>**Depreciation**<br>|
| JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175100 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1101 | GS | 04/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $—<br>|
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 248 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 210 | JPM | 04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; —<br>|
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2465 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1839 | GS | 04/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; —<br>|
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1112 | JPY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 175100 | GS | 04/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; —<br>|
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2466 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1817 | GS | 08/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; —<br>|
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 589 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 504 | GS | 09/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; —<br>|
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 228 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 195 | JPM | 09/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; —<br>|
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2180 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1611 | GS | 11/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; —<br>|
| **Total** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $—<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** |
| **Referenced Entity** | **Pay/Receive** | **Financing Rate**<sup>(1)</sup> <br>| **Payment** <br>**Frequency**<br>| **Counterparty** | **Expiration** <br>**Date**<br>| **Notional** <br>**Amount** | **Value**<sup>(2)</sup> <br>| **Unrealized** <br>**Appreciation**<br>| **Unrealized** <br>**Depreciation**<br>|
| **Long Total Return Swap** <br> **Contracts**<br>|  |  |  |  |  |  |  |  |  |
| ABIOMED, Inc.<sup>(3)</sup> <br>| Pay | 6.070% (0.750% + OBFR) | 1 Month | BAML | &nbsp;&nbsp; 04/03/27 | &nbsp;&nbsp; $— <br><sup>(4)</sup><br>| &nbsp;&nbsp; $7<br>| &nbsp;&nbsp; $7<br>| &nbsp;&nbsp; $—<br>|
| Beazley plc | Pay | 4.490% (0.850% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 02/25/27 | &nbsp;&nbsp; 2270 | &nbsp;&nbsp; 79<br>| &nbsp;&nbsp; 79<br>| &nbsp;&nbsp; —<br>|
| Bristol-Myers Squibb <br> Co.<sup>(3),(5)</sup> <br>| Pay | 4.390% (0.750% + OBFR) | 1 Month | BAML | &nbsp;&nbsp; 03/02/27 | &nbsp;&nbsp; — <br><sup>(4)</sup><br>| &nbsp;&nbsp; 34<br>| &nbsp;&nbsp; 34<br>| &nbsp;&nbsp; —<br>|
| Cantaloupe, Inc. | Pay | 4.020% (0.380% + OBFR) | 3 Month | JPM | &nbsp;&nbsp; 10/16/26 | &nbsp;&nbsp; 301 | &nbsp;&nbsp; (1) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (1) <br>|
| Chart Industries, Inc. | Pay | 4.250% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 09/09/26 | &nbsp;&nbsp; 3565 | &nbsp;&nbsp; 140<br>| &nbsp;&nbsp; 140<br>| &nbsp;&nbsp; —<br>|
| Chart Industries, Inc. | Pay | 4.020% (0.380% + OBFR) | 3 Month | JPM | &nbsp;&nbsp; 10/19/26 | &nbsp;&nbsp; 1488 | &nbsp;&nbsp; 52<br>| &nbsp;&nbsp; 52<br>| &nbsp;&nbsp; —<br>|
| CoinShares International <br> Ltd.<br>| Pay | 4.490% (0.850% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 11/05/26 | &nbsp;&nbsp; 548 | &nbsp;&nbsp; (290) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (290) <br>|
| Cyberark Software Ltd. | Pay | 4.250% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 03/15/27 | &nbsp;&nbsp; 833 | &nbsp;&nbsp; (1) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (1) <br>|
| Digitalbridge Group, Inc. <br> Class A<br>| Pay | 4.250% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 04/20/27 | &nbsp;&nbsp; 2397 | &nbsp;&nbsp; 6<br>| &nbsp;&nbsp; 6<br>| &nbsp;&nbsp; —<br>|
| Electronic Arts, Inc. | Pay | 4.250% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 03/02/27 | &nbsp;&nbsp; 2564 | &nbsp;&nbsp; (4) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (4) <br>|
| Electronic Arts, Inc. | Pay | 4.020% (0.380% + OBFR) | 3 Month | JPM | &nbsp;&nbsp; 02/26/27 | &nbsp;&nbsp; 4314 | &nbsp;&nbsp; 58<br>| &nbsp;&nbsp; 58<br>| &nbsp;&nbsp; —<br>|
| Honeywell International, <br> Inc.<br>| Pay | 4.250% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 04/26/27 | &nbsp;&nbsp; 2832 | &nbsp;&nbsp; 36<br>| &nbsp;&nbsp; 36<br>| &nbsp;&nbsp; —<br>|
| Honeywell International, <br> Inc.<br>| Pay | 4.020% (0.380% + OBFR) | 3 Month | JPM | &nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp; 51 | &nbsp;&nbsp; 17<br>| &nbsp;&nbsp; 17<br>| &nbsp;&nbsp; —<br>|
| Just Group plc | Pay | 4.490% (0.850% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 09/03/26 | &nbsp;&nbsp; 2362 | &nbsp;&nbsp; 61<br>| &nbsp;&nbsp; 61<br>| &nbsp;&nbsp; —<br>|
| Keurig Dr Pepper, Inc. | Pay | 4.250% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 12/07/26 | &nbsp;&nbsp; 3237 | &nbsp;&nbsp; (41) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (41) <br>|
| Kraft Heinz Co. (The) | Pay | 4.250% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 10/14/26 | &nbsp;&nbsp; 638 | &nbsp;&nbsp; (98) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (98) <br>|
| L3Harris Technologies, Inc. | Pay | 4.250% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 02/23/27 | &nbsp;&nbsp; 1311 | &nbsp;&nbsp; 9<br>| &nbsp;&nbsp; 9<br>| &nbsp;&nbsp; —<br>|
| Liberty Broadband Corp. <br> Class A<br>| Pay | 4.020% (0.380% + OBFR) | 3 Month | JPM | &nbsp;&nbsp; 11/09/26 | &nbsp;&nbsp; 845 | &nbsp;&nbsp; (194) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (194) <br>|
| Norfolk Southern Corp. | Pay | 4.020% (0.380% + OBFR) | 3 Month | JPM | &nbsp;&nbsp; 12/21/26 | &nbsp;&nbsp; 5013 | &nbsp;&nbsp; (35) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (35) <br>|
| ProAssurance Corp. | Pay | 4.020% (0.380% + OBFR) | 3 Month | JPM | &nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp; 2058 | &nbsp;&nbsp; 61<br>| &nbsp;&nbsp; 61<br>| &nbsp;&nbsp; —<br>|
| Schroders plc | Pay | 3.540% (1.00% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 03/17/27 | &nbsp;&nbsp; 2085 | &nbsp;&nbsp; (9) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (9) <br>|
| Sealed Air Corp. | Pay | 4.250% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 03/09/27 | &nbsp;&nbsp; 1409 | &nbsp;&nbsp; 6<br>| &nbsp;&nbsp; 6<br>| &nbsp;&nbsp; —<br>|

---

See Notes to Schedule of Investments

------

**VIRTUS Westchester Event-Driven Fund**

**SCHEDULE OF INVESTMENTS (Unaudited) (Continued)**

**March 31, 2026**

($ reported in thousands)

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows (continued):** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows (continued):** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows (continued):** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows (continued):** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows (continued):** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows (continued):** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows (continued):** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows (continued):** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows (continued):** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows (continued):** |
| **Referenced Entity** | **Pay/Receive** | **Financing Rate**<sup>(1)</sup> | **Payment**<br> **Frequency**<br>| **Counterparty** | **Expiration**<br> **Date**<br>| **Notional**<br> **Amount** | **Value**<sup>(2)</sup> | **Unrealized**<br> **Appreciation**<br>| **Unrealized**<br> **Depreciation**<br>|
| Vivendi S.A. | Pay | 4.250% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 07/22/26 | &nbsp;&nbsp; $1337 | &nbsp;&nbsp; $(549) <br>| &nbsp;&nbsp; $—<br>| &nbsp;&nbsp; $(549) <br>|
| Vivendi SE | Pay | 4.190% (0.550% + OBFR) | 3 Month | JPM | &nbsp;&nbsp; 03/01/27 | &nbsp;&nbsp; 187 | &nbsp;&nbsp; (54) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (54) <br>|
| Warner Bros Discovery, <br> Inc. Class A<br>| Pay | 4.250% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp; 9417 | &nbsp;&nbsp; 1222<br>| &nbsp;&nbsp; 1222<br>| &nbsp;&nbsp; —<br>|
| Webster Financial Corp. | Pay | 4.250% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 03/12/27 | &nbsp;&nbsp; 389 | &nbsp;&nbsp; (14) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (14) <br>|
| Webster Financial Corp. | Pay | 4.020% (0.380% + OBFR) | 3 Month | JPM | &nbsp;&nbsp; 03/25/27 | &nbsp;&nbsp; 651 | &nbsp;&nbsp; (29) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (29) <br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp; 469 | &nbsp;&nbsp; 1788 | &nbsp;&nbsp; (1319)<br>|
| **Short Total Return Swap** <br> **Contracts**<br>|  |  |  |  |  |  |  |  |  |
| Banco Santander S.A. <br> Sponsored ADR<br>| Receive | 3.190% ((0.450)% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 03/12/27 | &nbsp;&nbsp; (2018)<br>| &nbsp;&nbsp; 102<br>| &nbsp;&nbsp; 102<br>| &nbsp;&nbsp; —<br>|
| Banco Santander S.A. <br> Sponsored ADR<br>| Receive | 3.140% ((0.500)% + OBFR) | 3 Month | JPM | &nbsp;&nbsp; 04/26/27 | &nbsp;&nbsp; (502)<br>| &nbsp;&nbsp; 44<br>| &nbsp;&nbsp; 44<br>| &nbsp;&nbsp; —<br>|
| Boston Scientific Corp. | Receive | 3.290% ((0.350)% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 04/13/27 | &nbsp;&nbsp; (282)<br>| &nbsp;&nbsp; 30<br>| &nbsp;&nbsp; 30<br>| &nbsp;&nbsp; —<br>|
| Charter Communications, <br> Inc.<br>| Receive | 3.290% ((0.350)% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp; (752)<br>| &nbsp;&nbsp; 91<br>| &nbsp;&nbsp; 91<br>| &nbsp;&nbsp; —<br>|
| Cintas Corp. | Receive | 3.290% ((0.350)% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 04/13/27 | &nbsp;&nbsp; (2153)<br>| &nbsp;&nbsp; 296<br>| &nbsp;&nbsp; 296<br>| &nbsp;&nbsp; —<br>|
| Devon Energy Corp. | Receive | 3.290% ((0.350)% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 04/13/27 | &nbsp;&nbsp; (1522)<br>| &nbsp;&nbsp; (163) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (163) <br>|
| Devon Energy Corp. | Receive | 3.390% ((0.250)% + OBFR) | 3 Month | JPM | &nbsp;&nbsp; 04/12/27 | &nbsp;&nbsp; (263)<br>| &nbsp;&nbsp; (31) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (31) <br>|
| Kimberly-Clark Corp. | Receive | 3.290% ((0.350)% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 04/06/27 | &nbsp;&nbsp; (231)<br>| &nbsp;&nbsp; 16<br>| &nbsp;&nbsp; 16<br>| &nbsp;&nbsp; —<br>|
| Pan American Silver Corp. | Receive | 3.390% ((0.250)% + OBFR) | 3 Month | JPM | &nbsp;&nbsp; 11/30/26 | &nbsp;&nbsp; (496)<br>| &nbsp;&nbsp; (283) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (283) <br>|
| Skyworks Solutions, Inc. | Receive | 3.290% ((0.350)% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 03/18/27 | &nbsp;&nbsp; (678)<br>| &nbsp;&nbsp; 71<br>| &nbsp;&nbsp; 71<br>| &nbsp;&nbsp; —<br>|
| Skyworks Solutions, Inc. | Receive | 3.390% ((0.250)% + OBFR) | 3 Month | JPM | &nbsp;&nbsp; 03/29/27 | &nbsp;&nbsp; (155)<br>| &nbsp;&nbsp; 15<br>| &nbsp;&nbsp; 15<br>| &nbsp;&nbsp; —<br>|
| Transocean Ltd. | Receive | 3.290% ((0.350)% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 04/13/27 | &nbsp;&nbsp; (464)<br>| &nbsp;&nbsp; (41) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (41) <br>|
| Union Pacific Corp. | Receive | 3.290% ((0.350)% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 12/29/26 | &nbsp;&nbsp; (3294)<br>| &nbsp;&nbsp; (144) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (144) <br>|
| Union Pacific Corp. | Receive | 3.390% ((0.250)% + OBFR) | 3 Month | JPM | &nbsp;&nbsp; 04/12/27 | &nbsp;&nbsp; (2372)<br>| &nbsp;&nbsp; (49) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (49) <br>|
| Universal Music Group N.V. | Receive | 3.370% ((0.270)% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 09/03/26 | &nbsp;&nbsp; (831)<br>| &nbsp;&nbsp; 249<br>| &nbsp;&nbsp; 249<br>| &nbsp;&nbsp; —<br>|
| VICI Properties, Inc. | Receive | 3.290% ((0.350)% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 03/03/27 | &nbsp;&nbsp; (12)<br>| &nbsp;&nbsp; — <br><sup>(4)</sup><br>| &nbsp;&nbsp; — <br><sup>(4)</sup><br>| &nbsp;&nbsp; —<br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp; 203 | &nbsp;&nbsp; 914 | &nbsp;&nbsp; (711) <br>|
| **Total**  |  |  |  |  |  |  | &nbsp;&nbsp; $672 | &nbsp;&nbsp; $2702 | &nbsp;&nbsp; $(2030) <br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Footnote Legend:** | **Footnote Legend:** |
| <sup>(1)</sup> <br>| The Fund pays the floating rate (+/- a spread) and receives the total return of the reference entity. |
| <sup>(2)</sup> <br>| There were no upfront premiums paid or received for the open swap contracts held. |
| <sup>(3)</sup> <br>| The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security in the Fair Value Hierarchy table located after the Schedule <br> of Investments.<br>|
| <sup>(4)</sup> <br>| Amount is less than $500 (not in thousands). |
| <sup>(5)</sup> <br>| Security held is the direct result of a corporate action. There is no associated financing rate and the security is held with a zero cost basis. |

---

See Notes to Schedule of Investments

------

**VIRTUS Westchester Event-Driven Fund**

**SCHEDULE OF INVESTMENTS (Unaudited) (Continued)**

**March 31, 2026**

($ reported in thousands)

The following table summarizes the value of the Fund's investments as of March 31, 2026, based on the inputs used to value them (See Security Valuation Note 1 in the Notes to Schedule of Investments):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Total <br>Value at <br>March 31, 2026<br>| Level 1 <br>Quoted Prices<br>| Level 2 <br>Significant <br>Observable <br>Inputs<br>| Level 3 <br>Significant <br>Unobservable <br>Inputs<br>|
| Assets: |  |  |  |  |
| Debt Instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Convertible Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp;&nbsp; Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17978 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Leveraged Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Equity Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Closed-End Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 56084 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 44149 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 75 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11860 <br><sup>(1)</sup><br>|
| &nbsp;&nbsp;&nbsp; Rights | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 257 |
| &nbsp;&nbsp;&nbsp; Warrants | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 63 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(1)</sup><br>|
| &nbsp;&nbsp;&nbsp; Special Purpose Acquisition Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27056 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 491 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Escrow Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2211 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2211 <br><sup>(1)</sup><br>|
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 507 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Other Financial Instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Purchased Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 517 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Forward Foreign Currency Exchange Contracts<sup>\*</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 165 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Over-the-Counter Total Return Swaps<sup>\*</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2702 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2661 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41 |
| Total Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115597 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 76624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24604 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14369 |
| Liabilities: |  |  |  |  |
| Securities Sold Short: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1497)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1497)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Other Financial Instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Written Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1476)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (1476)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Over-the-Counter Total Return Swaps<sup>\*</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2030)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2030)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (5003)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2973)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2030)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments, Net of Securities Sold Short and Written <br> Options<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $110594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $73651 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $22574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $14369 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> Includes internally fair valued securities currently priced at zero ($0).

<sup>\*</sup> Swap contracts and forward currency exchange contracts are valued at the net unrealized appreciation (depreciation) on the instrument by level and counterparty.

Securities held by the Fund with an end of period value of $2,211 were transferred from Level 2 to Level 3 due to a decrease in trading activities at period end.

Some of the Fund's investments that were categorized as Level 3 may have been valued utilizing third party pricing information without adjustment. If applicable, such valuations are based on unobservable inputs. A significant change in third party information could result in a significantly lower or higher value of Level 3 investments.

The following is a reconciliation of assets of the Fund for Level 3 investments for which significant unobservable inputs were used to determine fair value.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | Total | Common <br>stocks<br>| Rights | Warrants | Escrow <br>Notes<br>| Over-the-Counter <br>Total Return Swaps<br>|
| **Investments in Securities** |  |  |  |  |  |  |
| **Balance as of December 31, 2025:** | &nbsp;&nbsp;&nbsp;&nbsp; $}12,086 | &nbsp;&nbsp;&nbsp;&nbsp; $11788 <br><sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp; $257 | &nbsp;&nbsp;&nbsp;&nbsp; $— <br><sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp; $— <br><sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp; $41 |
| Net change in unrealized appreciation (depreciation)<sup>(b)</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp;&nbsp; 72 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Purchases | &nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — |
| Transfers into Level 3<sup>(d)</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 2211 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2211 | &nbsp;&nbsp;&nbsp;&nbsp; — |
| **Balance as of March 31, 2026** | &nbsp;&nbsp;&nbsp;&nbsp; $14369 | &nbsp;&nbsp;&nbsp;&nbsp; $11860 <br><sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp; $257 | &nbsp;&nbsp;&nbsp;&nbsp; $— <br><sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp; $2211 <br><sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp; $41 |

---

<sup>(a)</sup> Includes internally fair valued security currently priced at zero ($0).

<sup>(b)</sup> The net change in unrealized appreciation (depreciation) on investments still held at March 31, 2026, was $72.

<sup>(c)</sup> Amount is less than $500 (not in thousands).

<sup>(d)</sup> Transfers into and/or from represent the ending value as of March 31, 2026, for any investment security where a change in the pricing level occurred from the beginning to the end of the period.

See Notes to Schedule of Investments

------

**VIRTUS Westchester Event-Driven Fund**

**SCHEDULE OF INVESTMENTS (Unaudited) (Continued)**

**March 31, 2026**

($ reported in thousands)

The following table presents additional information about valuation techniques and inputs used for investments that are measured at fair value and categorized within Level 3 at March 31, 2026:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Investments in** <br>**Securities – Assets**<br>| **Ending** <br>**Balance** <br>**at March 31, 2026**<br>| **Valuation Technique** <br>**Used**<br>| **Unobservable** <br>**Inputs**<br>| **Input** <br>**Values**<br>| **Impact to Valuation** <br>**from an Increase in** <br>**Unobservable Inputs**<sup>(a)</sup> <br>|
| **Common Stocks:** |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Endeavor Group <br>Holdings, Inc. <br>Class A<br>| &nbsp;&nbsp;&nbsp;&nbsp; $11788 | Market Approach | &nbsp;&nbsp;&nbsp;&nbsp; Spread (parent and <br>subsidiary ownership)<br>| 8.1015 (6.8131 - 8.9796) | &nbsp;&nbsp;&nbsp;&nbsp; Decrease |

---

<sup>(a)</sup> A significant change in unobservable inputs could result in a significantly higher or lower fair value.

See Notes to Schedule of Investments

------

**VIRTUS WESTCHESTER EVENT-DRIVEN FUND**

**NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)**

**March 31, 2026**

**Note 1. Security Valuation**

The Fund's Board of Trustees has designated the investment adviser as the valuation designee to perform fair valuations pursuant to Rule 2a-5 under the Investment Company Act of 1940. The Fund utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels. The Fund's policy is to recognize transfers into or out of Level 3 at the end of the reporting period.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – quoted prices in active markets for identical securities (security types generally include listed equities).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – prices determined using other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – prices determined using significant unobservable inputs (including the investment adviser's Valuation Committee's own assumptions in determining the fair value of investments).

A description of the valuation techniques applied to the Fund's major categories of assets and liabilities measured at fair value on a recurring basis is as follows:

Equity securities are valued at the official closing price (typically last sale) on the exchange on which the securities are primarily traded or, if no closing price is available, at the last bid price and are categorized as Level 1 in the hierarchy. Illiquid, restricted equity securities and illiquid private placements are internally fair valued by the investment adviser's Valuation Committee, and are generally categorized as Level 3 in the hierarchy.

Certain non-U.S. securities may be fair valued in cases where closing prices are not readily available or are deemed not reflective of readily available market prices. For example, significant events (such as movement in the U.S. securities market, or other regional and local developments) may occur between the time that non-U.S. markets close (where the security is principally traded) and the time that the Fund calculates its net asset value ("NAV") at the close of regular trading on the New York Stock Exchange ("NYSE") (generally 4 p.m. Eastern time) that may impact the value of securities traded in these non-U.S. markets. In such cases, the Fund fair values non-U.S. securities using an independent pricing service which considers the correlation of the trading patterns of the non-U.S. security to the intraday trading in the U.S. markets for investments such as American Depositary Receipts, financial futures, Exchange-Traded Funds ("ETFs"), and certain indexes, as well as prices for similar securities. Such fair valuations are categorized as Level 2 in the hierarchy. Because the frequency of significant events is not predictable, fair valuation of certain non-U.S. common stocks may occur on a frequent basis.

Debt instruments, including convertible bonds, restricted securities, and leveraged loans are valued based on either evaluated or composite quotations received from independent pricing services or from dealers who make markets in such securities. For most bond types, the pricing service utilizes matrix pricing that considers one or more of the following factors: yield or price of bonds of comparable quality, coupon, maturity, current cash flows, type, activity of the underlying equities, and current day trade information, as well as dealer supplied prices. These valuations are generally categorized as Level 2 in the hierarchy. Structured debt instruments, such as mortgage-backed and asset-backed securities may also incorporate collateral analysis and utilize cash flow models for valuation and are generally categorized as Level 2 in the hierarchy. Pricing services do not provide pricing for all securities and therefore indicative bids from dealers are utilized which are based on pricing models used by market makers in the security and are generally categorized as Level 2 in the hierarchy. Debt instruments that are internally fair valued by the investment adviser's Valuation Committee are generally categorized as Level 3 in the hierarchy.

Listed derivatives, such as options and futures, that are actively traded are valued at the last posted settlement price from the exchange where they are principally traded and are categorized as Level 1 in the hierarchy. Over-the-counter derivative contracts, which include forward currency contracts, swaps, swaptions, options and equity linked instruments, are valued based on model prices provided by independent pricing services or from dealer quotes. Depending on the derivative type and the specific terms of the transaction, these models vary and include observable inputs in actively quoted markets including but not limited to: underlying reference entity details, indices, spreads, interest rates, yield curves, dividend and exchange rates. These instruments are generally categorized as Level 2 in the hierarchy. Centrally cleared swaps listed or traded on a bilateral or trade facility platform, such as a registered exchange, are valued at the last posted settlement price determined by the respective exchange. These securities are generally categorized as Level 2 within the hierarchy.

Investments in open-end mutual funds are valued at NAV. Investments in closed-end funds and ETFs are valued as of the close of regular trading on the NYSE each business day. Each is categorized as Level 1 in the hierarchy.

A summary of the inputs used to value the Fund's net assets by each major security type is disclosed at the end of the Schedule of Investments for the Fund. The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those

securities.

*For additional information about significant accounting policies, refer to the Fund's most recent semi or annual financial statements.*

------

## 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:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $136102094.20

**Total Liabilities:** $6890192.03

**Net Assets:** $129211902.17

**Cash Not Reported:** $19247688.48

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000127095 | 0.29%                | 0.48%                | -0.48%               |
| Class ID C000127094 | 0.30%                | 0.49%                | -0.59%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $525210.36               | $-372293.03                                |
| Month 2  | $-458004.26              | $-50775.53                                 |
| Month 3  | $-236087.20              | $-1880744.37                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INHIBRX INC                                                            | INHIBRX INC                                                                                                                    | CUSIP: 457CVR017<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35267 | NS      | $39675.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HIGHVIEW MERGER CORP                                                   | Highview Merger Corp. ORD SH CL A                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7484 | NS      | $75214.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS CHART INDUSTRIES INC                                                                                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $52194.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $30484.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | USD/GBP FORWARD                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $30032.25     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CARTESIAN GROWTH CORP II                                               | Cartesian Growth Corp II C/WTS 12/07/2028 (TO PUR COM CL A)                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      5799 | NC      | $463.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ABONY ACQUISITION CORP I                                               | Abony Acquisition Corp. I UNIT 1 CL A ORD & 1/3 WT                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5516 | NS      | $54829.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                                               | Jena Acquisition Corp II RT EXP 033130                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     18687 | NS      | $2391.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPORT ACQUISITION LTD                                               | Blueport Acquisition Ltd. USD CL A ORD SHS                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4368 | NS      | $43723.68     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GP-ACT III ACQUISITION CORP                                            | GP-Act III Acquisition Corp. CL A                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6951 | NS      | $75348.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Acquisition Corp                                                 | Titan Acquisition Corp CL A                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     24971 | NS      | $257950.43    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6920.96      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-14564.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                  | Air Lease Corporation CL A                                                                                                     | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     15259 | NS      | $990919.46    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Apellis Pharmaceuticals Inc                                            | Apellis Pharmaceuticals Inc COM                                                                                                | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |     16783 | NS      | $675180.09    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BEAZLEY PLC                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1813.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | APTV A 2026-05-15 PUT 65                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        77 | NC      | $17325.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DRUGS MADE IN AMERICA ACQUISITION II CORP                              | Drugs Made In America Acquisition II Corp. UNITS 1 ORD SH &S 1 RT                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     22215 | NS      | $223038.60    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| EGH ACQUISITION CORP                                                   | EGH Acquisition Corp. SHS CL A                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3766 | NS      | $38450.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BITCOIN INFRASTRUCTURE ACQUISITION CORP LTD                            | Bitcoin Infrastructure Acquisition Corp Ltd. UNIT EXP 110630                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9617 | NS      | $96170.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GORES HOLDINGS X INC                                                   | Gores Holdings X Inc. WT EXP 050230                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      5981 | NC      | $2990.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROEM ACQUISITION CORP I                                               | Proem Acquisition Corp. I UNIT 1 COM & 1/2 WT                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5387 | NS      | $53762.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENGHE ACQUISITION III CO                                             | Chenghe Acquisition III Co. UNIT EXP 090930                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12168 | NS      | $123018.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UY SCUTI ACQUISITION CORP                                              | UY Scuti Acquisition Corp. RT EXP 030330                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4727 | NS      | $519.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS VIVENDI SE                                                                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-37960.25    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-876.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ATRIUM THERAPEUTICS INC                                                | Atrium Therapeutics Inc. COM                                                                                                   | CUSIP: 04965N104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2659 | NS      | $35550.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SC II ACQUISITION CORP                                                 | SC II Acquisition Corp. ORD SHS USD0.0001 CL A                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     22150 | NS      | $221057.00    | 0.17%             |  |  |  | No            |                  1 | 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            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | B A 2026-05-15 CALL 40                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -293 | NC      | $-101085.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | WBD A 2026-04-17 CALL 29                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -404 | NC      | $-404.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $376.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS VIVENDI SE                                                                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-53512.68    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS DEVON ENERGY CORP                                                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-37758.76    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| D. BORAL ARC ACQUISITION I CORP                                        | D. Boral ARC Acquisition I Corp. SHS CL A                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     21476 | NS      | $217337.12    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | FDX A 2026-05-15 PUT 300                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        54 | NC      | $13500.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 1RT ACQUISITION CORP                                                   | 1RT Acquisition Corp. UNIT EXP 062630                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5247 | NS      | $53939.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1572.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Centurion Acquisition Corp                                             | Centurion Acquisition Corp COM USD0.0001 CLASS A                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |         4 | NS      | $43.10        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGX CAPITAL ACQUISITION CORP                                          | FIGX Capital Acquisition Corp. UNIT EXP 061730                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3958 | NS      | $40332.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $15164.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAKE SUPERIOR ACQUISITION CORP                                         | Lake Superior Acquisition Corp. UNIT EXP 091930                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     11265 | NS      | $114001.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVOGEN BIO HOLDINGS INC                                               | Tevogen Bio Holdings Inc. WT EXP 021429                                                                                        | CUSIP: 88165K119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6900 | NC      | $233.91       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Trust                                                    | Goldman Sachs Trust SQR TRY IN FST                                                                                             | CUSIP: 38142B500<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |    217650 | NS      | $217649.66    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                                   | Electronic Arts Inc. COM                                                                                                       | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      6955 | NS      | $1417915.85   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | CZR A 2026-06-18 CALL 27                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -451 | NC      | $-93357.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc Escrow                                                      | Altaba Inc Escrow                                                                                                              | CUSIP: 021ESC017<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1637713 | NS      | $2210912.55   | 1.71%             |  |  |  | No            |                  3 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | APTV A 2026-05-15 PUT 70                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       465 | NC      | $197625.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS DEVON ENERGY CORP                                                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-11560.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                               | Devon Energy Corporation COM                                                                                                   | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Short            | EC               | CORP              | US        |    -16395 | NS      | $-824996.40   | -0.64%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BOSTON SCIENTIFIC CORP                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $29979.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PROCAP ACQUISITION CORP                                                | Procap Acquisition Corp. UNIT EX 051630                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3231 | NS      | $33020.82     | 0.03%             |  |  |  | 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      | $91366.74     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKROCK MUNIHOLDINGS FD INC                                          | BLACKROCK MUNIHOLDINGS FD INC COM                                                                                              | CUSIP: 09253N104<br>LEI: MZBVMGS24JR92TGE6Z32 | Long             | EC               | RF                | US        |    106446 | NS      | $1200710.88   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS KRAFT HEINZ CO/THE                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-97816.92    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS CINTAS CORP                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $293.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IRON HORSE ACQUISITIONS CORP II                                        | Iron Horse Acquisitions II Corp. UNIT EXP 071130                                                                               | CUSIP: 46283H202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6305 | NS      | $62797.80     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                              | Union Pacific Corporation COM                                                                                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | EC               | CORP              | US        |     -2102 | NS      | $-509987.24   | -0.39%            |  |  |  | No            |                  1 | On Loan: No      |
| AKOUOS INC                                                             | AKOUOS INC                                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26079 | NS      | $19559.25     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Hologic Inc                                                            | Hologic Inc COM                                                                                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     24487 | NS      | $1850972.33   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | B A 2026-05-15 CALL 43                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -290 | NC      | $-62060.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS UNIVERSAL MUSIC GROUP NV                                                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $46910.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| THAYER VENTURES ACQUISITION CORP II                                    | Thayer Ventures Acquisition Corp. II RT EXP 051530                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     13191 | NS      | $1981.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SCHRODERS PLC                                                                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1292.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PERIMETER ACQUISITION CORP I                                           | Perimeter Acquisition Corp. I COM CL A                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7008 | NS      | $71832.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RIBBON ACQUISITION CORP                                                | Ribbon Acquisition Corp. ORD SHS CL A                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3979 | NS      | $41739.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| QUANTUMSPHERE ACQUISITION CORP                                         | Quantumsphere Acquisition Corp. ORD SHS                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11056 | NS      | $111886.72    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SKYWORKS SOLUTIONS INC                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $414.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS COINSHARES INTERNATIONAL LTD                                                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-70660.10    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barrick Mining Corp.                                                   | Barrick Mining Corp. COM SHS                                                                                                   | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |     75200 | NS      | $3067408.00   | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-813.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | KDP A 2026-04-17 CALL 27                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |     -1205 | NC      | $-48200.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4523.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | KDP A 2026-04-17 PUT 24                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      1205 | NC      | $15062.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                          | Boston Scientific Corporation COM                                                                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Short            | EC               | CORP              | US        |      -430 | NS      | $-26982.50    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS DEVON ENERGY CORP                                                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-69614.02    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| TRANSLATIONAL DEVELOPMENT ACQUISITION CORP                             | Translational Development Acquisition Corp. COM CL A                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8748 | NS      | $92378.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS HONEYWELL INTERNATIONAL INC                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $35679.12     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS KEURIG DR PEPPER INC                                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-40739.96    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS DEVON ENERGY CORP                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-31395.78    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $448.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DYNAMIX CORP III                                                       | Dynamix Corp. III UNIT EXP 100930                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2210 | NS      | $22188.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | KHC A 2026-04-17 PUT 20                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       240 | NC      | $1680.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRANE HARBOR ACQUISITION CORP II                                       | Crane Harbor Acquisition Corp. II UNIT EXP 120930                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2185 | NS      | $22068.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Galata Acquisition Corp II                                             | Galata Acquisition Corp II ORD SHS CL A                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7747 | NS      | $77392.53     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INFINITE EAGLE ACQUISITION CORP                                        | Infinite Eagle Acquisition Corp. UNIT EXP 011331                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2217 | NS      | $22524.72     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS WEBSTER FINANCIAL CORP                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-856.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $55876.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3393.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNERS II CO                                    | Archimedes Tech SPAC Partners II Co. ORD SHS                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     25821 | NS      | $268796.61    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS WARNER BROS DISCOVERY INC                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-54358.11    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| OTG ACQUISITION CORP I                                                 | Otg Acquisition Corp. I UNIT EXP 090530                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5532 | NS      | $56315.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS PROASSURANCE CORP                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $60730.65     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LIGHTWAVE ACQUISITION CORP                                             | LightWave Acquisition Corp. WT EXP 060630                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     11341 | NC      | $2722.97      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | WBD A 2026-04-17 CALL 28                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -46 | NC      | $-506.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GIGCAPITAL9 CORP                                                       | GigCapital9 Corp. CL A                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4355 | NS      | $42853.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKE SUPERIOR ACQUISITION CORP                                         | Lake Superior Acquisition Corp. USD CL A ORD SHS                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      8768 | NS      | $87943.04     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN RESERVE ACQUISITION CORP I                                       | Crown Reserve Acquisition Corp.I ORD SHS CL A                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     26677 | NS      | $267303.54    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International Inc.                                           | MGI 9 06/01/30 144A                                                                                                            | CUSIP: 606950AA1<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |    555000 | PA      | $391317.79    | 0.30%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Kennedy Wilson Inc                                                     | KW 5 03/01/31                                                                                                                  | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1597227.92   | 1.24%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ACTIVATE ENERGY ACQUISITION CORP                                       | Activate Energy Acquisition Corp. UNIT EXP 111030                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15323 | NS      | $153536.46    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | MASI A 2026-09-18 CALL 180                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -19 | NC      | $-2185.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SILVER PEGASUS ACQUISITION CORP                                        | Silver Pegasus Acquisition Corp. SHS CL A                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15484 | NS      | $157472.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE PEARL ACQUISITION CORP                                           | White Pearl Acquisition Corp. UNITS CONSISTING OF ONE CL A ORD SH & ONE RT                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     12984 | NS      | $131138.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1148.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CSLM DIGITAL ASSET ACQUISITION CORP III LTD                            | CSLM Digital Asset Acquisition Corp III Ltd. UNIT 1 CL A & 1/2 RED WT                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     17727 | NS      | $179751.78    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DRUGS MADE IN AMERICA ACQUISITION II CORP                              | Drugs Made In America Acquisition II Corp. USD ORD SHS                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     21825 | NS      | $217813.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                              | Cartesian Growth Corp. III WT EXP 050230                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |       664 | NC      | $431.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp II                                      | Mountain Lake Acquisition Corp II UNIT EXP 012131                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     27121 | NS      | $269311.53    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNERS III CO                                   | Archimedes Tech SPAC Partners III Co. UNIT EXP 012331                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4411 | NS      | $44021.78     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTUMSPHERE ACQUISITION CORP                                         | Quantumsphere Acquisition Corp. UNIT EXP 073030                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4430 | NS      | $44787.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $608.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PRAETORIAN ACQUISITION CORP                                            | Praetorian Acquisition Corp. UNITS 1 ORD A & 1/3 RED WT (16/01/2031)                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6617 | NS      | $65442.13     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiom Intelligence Acquisition Corp 1                                  | Axiom Intelligence Acquisition Corp 1 ORD USD0.0001 CLASS A                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     30300 | NS      | $306939.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS CINTAS CORP                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $86719.04     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| AI INFRASTRUCTURE ACQUISITION CORP                                     | AI Infrastructure Acquisition Corp. UNIT 1 COM & 1 RT                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     17611 | NS      | $180336.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-7191.80     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BEAZLEY PLC                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $18371.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL GSS INVESTMENT CORP                                       | Bain Capital GSS Investment Corp. UNITS, EACH CONSISTING OF ONE CLASS A ORDINARY SHARE AND ONE-FIFTH OF ONE REDEEMABLE WARRANT | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11055 | NS      | $112871.55    | 0.09%             |  |  |  | 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      | $-53636.86    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SKYWORKS SOLUTIONS INC                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $28114.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUE WATER ACQUISITION CORP III                                        | Blue Water Acquisition Corp. III ORD SHS CL A                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     25878 | NS      | $266284.62    | 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      | $62577.90     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SPRING VALLEY ACQUISITION CORP III                                     | Spring Valley Acquisition Corp. III UNIT EXP 090430                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3323 | NS      | $34226.90     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $257.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-520.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                  | Federal National Mortgage Association 8.25% NON-CUMULATIVE PREFERRED STOCK, SERIES T                                           | CUSIP: 313586737<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |      6425 | NS      | $64250.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1754.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1083.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STARRY SEA ACQUISITION CORP                                            | Starry Sea Acquisition Corp. SHS                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     16554 | NS      | $168023.10    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTERGREEN ACQUISITION CORP                                           | Wintergreen Acquisition Corp. RT                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       211 | NS      | $25.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMBRIDGE ACQUISITION CORP                                             | Cambridge Acquisition Corp. UNITS 1 CL A SHS ORD & 1/3 WT(30/01/2031                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8821 | NS      | $87857.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INFLECTION POINT ACQUISITION CORP V                                    | Inflection Point Acquisition Corp. V ORD SHS CL A                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3147 | NS      | $32728.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOREN ACQUISITION CORP                                                 | Soren Acquisition Corp. UNIT EXP 121930                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8840 | NS      | $87781.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MILUNA ACQUISITION CORP                                                | Miluna Acquisition Corp. USD CL A ORD SHS                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     19868 | NS      | $198878.68    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Water Acquisition Corp. III                                       | Blue Water Acquisition Corp. III C/WTS EXP 23/05/2030 (TO PUR COM)                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      9297 | NC      | $4183.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                             | EUR/USD FORWARD                                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5656.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS HONEYWELL INTERNATIONAL INC                                                                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $17090.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                                         | DREYFUS GOVERNMENT CASH MANAGE                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    507389 | NS      | $507389.38    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd.                                          | Oxley Bridge Acquisition Ltd. WT EXP 061730                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      4648 | NC      | $883.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $412.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SCHRODERS PLC                                                                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-650.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS L3HARRIS TECHNOLOGIES INC                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $8943.17      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan American Silver Corp.                                              | Pan American Silver Corp. CONT VALUE RIGHT                                                                                     | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |    978488 | NS      | $587092.80    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SCHRODERS PLC                                                                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-334.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $78.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS ELECTRONIC ARTS INC                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-270.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Masimo Corporation                                                     | Masimo Corporation COM                                                                                                         | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      6263 | NS      | $1113999.81   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-58105.52    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS VIVENDI SE                                                                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-61805.90    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| DigitalBridge Group Inc                                                | DigitalBridge Group Inc CL A NEW                                                                                               | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |        18 | NS      | $277.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goal Acquisitions Corp                                                 | Goal Acquisitions Corp WT EXP                                                                                                  | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    272843 | NC      | $27.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1235.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Getty Images Inc.                                                      | ABEGET 11.25 02/21/30 144A                                                                                                     | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   3243000 | PA      | $2920613.37   | 2.26%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Cantaloupe Inc.                                                        | Cantaloupe Inc. COM                                                                                                            | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |      4371 | NS      | $47250.51     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $425.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-392.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | CZR A 2026-06-18 PUT 18                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       479 | NC      | $18202.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                                             | EXAS 2 03/01/30                                                                                                                | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    510000 | PA      | $722925.00    | 0.56%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PIONEER ACQUISITION I CORP                                             | Pioneer Acquisition I Corp. CL A ORD SHS                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     50058 | NS      | $508589.28    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Analytics Holdings Inc                                      | Clearwater Analytics Holdings Inc CL A                                                                                         | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    150774 | NS      | $3565805.10   | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BEAZLEY PLC                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4535.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                   | Chart Industries Inc COM                                                                                                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |        33 | NS      | $6822.75      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SCHRODERS PLC                                                                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4559.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KRAKACQUISITION CORP                                                   | KRAKacquisition Corp. UNITS CONS 1 SHS A & 1/4 WT(23/12/2030)                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2209 | NS      | $22112.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1910.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BEAZLEY PLC                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $11499.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Webster Financial Corp.                                                | Webster Financial Corp. COM                                                                                                    | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |     88304 | NS      | $6130063.68   | 4.74%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10171.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SIZZLE ACQUISITION CORP II                                             | Sizzle Acquisition Corp. II RT EXP 040230                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11873 | NS      | $2350.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOULPOWER ACQUISITION CORP                                             | Soulpower Acquisition Corp. USD CL A ORD SHS                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     25026 | NS      | $256516.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | SPY A 2026-05-15 PUT 615                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        77 | NC      | $65219.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEA ACQUISITION CORP                                                  | Idea Acquisition Corp. UNIT CONST CL A ORD & 1/3 WT(06/01/2031)                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6610 | NS      | $65505.10     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE ACQUISITION CORP                                                  | Blue Acquisition Corp. UNIT EXP 060230                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5750 | NS      | $59397.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiom Intelligence Acquisition Corp 1                                  | Axiom Intelligence Acquisition Corp 1 ORD USD0.0001 CL A (SUBS/RTS) 10/06/2030                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8143 | NS      | $1222.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SCHRODERS PLC                                                                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $91.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5236.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OneStream Inc                                                          | OneStream Inc CL A                                                                                                             | CUSIP: 68278B107<br>LEI: 254900CRBCHIYDC37W82 | Long             | EC               | CORP              | US        |     38148 | NS      | $915552.00    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street II Acquisition Corp                                     | Newbury Street II Acquisition Corp ORD SHS CL A                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     41428 | NS      | $435408.28    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                            | ARI 4.625 06/15/29 144A                                                                                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1325233.84   | 1.03%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WHITE PEARL ACQUISITION CORP                                           | White Pearl Acquisition Corp. ORD SHS CL A                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     10973 | NS      | $108193.78    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR IV ACQUISITION CORP                                                | GSR IV Acquisition Corp. CL A SHS                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     28786 | NS      | $288723.58    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS WEBSTER FINANCIAL CORP                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-17682.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS TRANSOCEAN LTD                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-41490.48    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| FIGX CAPITAL ACQUISITION CORP                                          | FIGX Capital Acquisition Corp. USD CL A ORD SHS                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5576 | NS      | $56484.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS UNIVERSAL MUSIC GROUP NV                                                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $151498.70    | 0.12%             |  |  |  | No            |                  2 | 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      |
| Mauser Packaging Solutions Holding Co.                                 | BWY 9.25 04/15/30 144A                                                                                                         | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   5703000 | PA      | $5299043.96   | 4.10%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Flag Ship Acquisition Corp                                             | Flag Ship Acquisition Corp ORD SHS                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2336 | NS      | $25555.84     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $19766.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLUMINATION ACQUISITION CORP I                                        | Illumination Acquisition Corp. I UNIT 1 CL A & 1/3 WT                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6584 | NS      | $65313.28     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GIGCAPITAL9 CORP                                                       | GigCapital9 Corp. UNIT CL A & RT PUR 1/5TH CL A                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     13235 | NS      | $132879.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GigCapital7 Corp                                                       | GigCapital7 Corp ORD SHS CL A                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4447 | NS      | $47360.55     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COPLEY ACQUISITION CORP                                                | Copley Acquisition Corp. ORD SHS CL A                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10880 | NS      | $111955.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Digital Acquisition Co.                                       | Republic Digital Acquisition Co. WT EXP 050130                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      1759 | NC      | $773.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VALARIS LTD                                                            | Valaris Ltd. CL A                                                                                                              | CUSIP: 000000000<br>LEI: 5299008BQ9IREYWBTS30 | Long             | EC               | CORP              | BM        |      5012 | NS      | $491376.48    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros. Discovery Inc.                                            | Warner Bros. Discovery Inc. COM SER A                                                                                          | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     22611 | NS      | $620898.06    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS UNIVERSAL MUSIC GROUP NV                                                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $31158.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CANTOR EQUITY PARTNERS III INC                                         | Cantor Equity Partners III Inc. SHS CL A                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2328 | NS      | $24001.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Acquisition Corp. I                                          | Perimeter Acquisition Corp. I WT EXP 051330                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      3504 | NC      | $2102.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galata Acquisition Corp II                                             | Galata Acquisition Corp II C/WTS 12/09/2030 (TO PUR ORD)                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      2582 | NC      | $620.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM DIGITAL ASSET ACQUISITION CORP III LTD                            | CSLM Digital Asset Acquisition Corp III Ltd. COM USD0.0001 CL A                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     28593 | NS      | $287073.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                                           | Norfolk Southern Corporation COM                                                                                               | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      8914 | NS      | $2558318.00   | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings Inc                                            | Endeavor Group Holdings Inc CL A COM                                                                                           | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    389302 | NS      | $11788064.56  | 9.12%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS WARNER BROS DISCOVERY INC                                                                                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1276035.83   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| iLearningEngines Inc                                                   | iLearningEngines Inc WT EXP 041629                                                                                             | CUSIP: 45175Q114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     60113 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| K&F Growth Acquisition Corp II                                         | K&F Growth Acquisition Corp II RT EXP 082931                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12053 | NS      | $1254.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                                               | Jena Acquisition Corp II USD CL A ORD SHS                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     41343 | NS      | $422525.46    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $607.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIAL COMMERCE PARTNERS CORP                                          | Social Commerce Partners Corp. UNIT EXP 112430                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5542 | NS      | $55475.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | KDP A 2026-06-18 CALL 26                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -243 | NC      | $-42525.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA ACQUISITION CORP II                                             | Armada Acquisition Corp. II COM CL A                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     33581 | NS      | $346220.11    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENGHE ACQUISITION III CO                                             | Chenghe Acquisition III Co. ORD SHS CL A                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        88 | NS      | $887.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALISA ACQUISITION CORP                                                | Calisa Acquisition Corp. UNITS(1 ORD & 1 RT)11/09/2030                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       696 | NS      | $7308.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS CINTAS CORP                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $783.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                              | Qorvo Inc COM                                                                                                                  | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     14519 | NS      | $1123770.60   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ITHAX ACQUISITION CORP III                                             | Ithax Acquisition Corp. III UNIT EXP 111730                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10929 | NS      | $108852.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment Inc.                                             | Caesars Entertainment Inc. COM                                                                                                 | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |    105479 | NS      | $2787809.97   | 2.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3243.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS WEBSTER FINANCIAL CORP                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-11386.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | CZR A 2026-06-18 PUT 18                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       125 | NC      | $4750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                                                     | Coterra Energy Inc COM                                                                                                         | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     80256 | NS      | $2820195.84   | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| EQV VENTURES ACQUISITION CORP II                                       | EQV Ventures Acquisition Corp. II UNIT EXP 063032                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     75000 | NS      | $762000.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CINTAS CORP                                                            | Cintas Corporation COM                                                                                                         | CUSIP: 172908105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -796 | NS      | $-134635.44   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| APEX TREASURY CORP                                                     | Apex Treasury Corp. ORD SHS CL A                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     43846 | NS      | $438021.54    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTWAVE ACQUISITION CORP                                             | LightWave Acquisition Corp. USD CL A ORD SHS                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     33719 | NS      | $341236.28    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings Llc                                   | FYBR 5.875 11/01/29                                                                                                            | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440830 | PA      | $443474.54    | 0.34%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Franklin Universal Trust                                               | Franklin Universal Trust SH BEN INT                                                                                            | CUSIP: 355145103<br>LEI: 5493009UE75VG0DU8V76 | Long             | EC               | RF                | US        |     43979 | NS      | $352271.79    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $480.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GORES HOLDINGS X INC                                                   | Gores Holdings X Inc. SHS CL A                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     23927 | NS      | $244533.94    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2074.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | B A 2026-05-15 PUT 32                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       169 | NC      | $6591.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MidCap Financial Investment Corp                                       | MidCap Financial Investment Corp COM NEW                                                                                       | CUSIP: 03761U502<br>LEI: 5493005P14I7WFB3FW47 | Long             | EC               | RF                | US        |      7702 | NS      | $86570.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $677.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Group PLC                                              | Janus Henderson Group PLC ORD USD1.50                                                                                          | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |     12629 | NS      | $648751.73    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SCHRODERS PLC                                                                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-290.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $621.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WINTERGREEN ACQUISITION CORP                                           | Wintergreen Acquisition Corp. SHS                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11286 | NS      | $115794.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GESHER ACQUISITION CORP II                                             | Gesher Acquisition Corporation II WT EXP 103131                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      5680 | NC      | $1249.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $7312.18      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KEEN VISION ACQUISITION CORP                                           | Keen Vision Acquisition Corp WT EXP 031528                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | VG        |     63143 | NC      | $1906.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legato Merger Corp IV                                                  | Legato Merger Corp IV UNITS 1 ORD & 1/3 WT                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6617 | NS      | $66037.66     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| A PARADISE ACQUISITION CORP                                            | A Paradise Acquisition Corp. UNIT EXP 072930                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      4625 | NS      | $48701.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIZZLE ACQUISITION CORP II                                             | Sizzle Acquisition Corp. II USD CL A ORD SHS                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     38117 | NS      | $391080.42    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-159.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-817.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9794.68     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | KDP A 2026-06-18 PUT 23                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       243 | NC      | $9720.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON VALLEY ACQUISITION CORP                                        | Silicon Valley Acquisition Corp. UNIT EXP 120830                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7758 | NS      | $77735.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | DBRG A 2026-04-17 CALL 16                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |     -1230 | NC      | $-6150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-723.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GSR IV ACQUISITION CORP                                                | GSR IV Acquisition Corp. RIGHT EXP 082230                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4112 | NS      | $7895.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2784.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | LHX A 2026-04-17 PUT 300                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        19 | NC      | $2033.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3253.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FG MERGER II CORP                                                      | FG Merger II Corp. COM                                                                                                         | CUSIP: 30334J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54415 | NS      | $549591.50    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BEAZLEY PLC                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6539.25      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ROMAN DBDR ACQUISITION CORP II                                         | Roman DBDR Acquisition Corp. II ORD SHS CL A                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9405 | NS      | $98470.35     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                  | Federal National Mortgage Association 144A VARIABLE RATE NON-CUMULATIVE PREFERRED STOCK, SERIES P                              | CUSIP: 313586786<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |     31800 | NS      | $300510.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10074.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS COINSHARES INTERNATIONAL LTD                                                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-30162.77    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS CHART INDUSTRIES INC                                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $140327.86    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Vendome Acquisition Corp I                                             | Vendome Acquisition Corp I COM CL A                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     22892 | NS      | $231895.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4038.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCKINLEY ACQUISITION CORP                                              | Mckinley Acquisition Corp. UNIT EXP 072530                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4435 | NS      | $45015.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-126892.69   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Copley Acquisition Corp.                                               | Copley Acquisition Corp. WT EXP                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      2831 | NC      | $424.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syniverse Holdings Inc.                                                | Syniverse Holdings Term Loan B 700 2027-04-21                                                                                  | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   2702000 | PA      | $2492595.00   | 1.93%             | 2027-05-13      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                       | Federal Home Loan Mortgage Corp. 8.375% FIXED TO FLTG NON-CUMUMLATIVE PERPTUAL SERIES Z                                        | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGSE             | US        |     58875 | NS      | $665287.50    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AA Mission Acquisition Corp. II                                        | AA Mission Acquisition Corp. II WT EXP 072332                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     10563 | NC      | $1700.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SKYWORKS SOLUTIONS INC                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $8354.63      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $30.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Acquisition Corp I                                              | Viking Acquisition Corp I UNITS EACH CONSISTING OF ONE CLASS A ORDINARY SHARE AND ONE-THIRD OF ONE WARRANT                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3293 | NS      | $32962.93     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS VIVENDI SE                                                                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-87762.20    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| STELLAR V CAPITAL CORP                                                 | Stellar V Capital Corp. WT EXP 101529                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      4836 | NC      | $1063.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | EUR/USD FORWARD                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $2087.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | B A 2026-05-15 PUT 38                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       290 | NC      | $48720.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOUNTAIN LAKE ACQUISITION CORP                                         | Mountain Lake Acquisition Corp. SHS CL A                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     45724 | NS      | $481473.72    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| 26 Capital Acquisition Corp                                            | 26 Capital Acquisition Corp WT EXP 123127                                                                                      | CUSIP: 90138P118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25800 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1182.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $9163.70      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS COINSHARES INTERNATIONAL LTD                                                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-28913.57    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BEAZLEY PLC                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $10210.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | WBD A 2026-04-17 CALL 30                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -136 | NC      | $-136.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Business Services LLC / Conduent State & Local Solutions Inc. | CNDT 6 11/01/29 144A                                                                                                           | CUSIP: 20679LAB7<br>LEI: 54930026CNAIP718XD30 | Long             | DBT              | CORP              | US        |    731000 | PA      | $495629.77    | 0.38%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc.                                                            | Kenvue Inc. COM                                                                                                                | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |     15091 | NS      | $260168.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $9.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS VIVENDI SE                                                                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-181985.79   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| LAUNCHPAD CADENZA ACQUISITION CORP I                                   | Launchpad Cadenza Acquisition Corp. I UNIT EXP 121530                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     14061 | NS      | $140328.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FedEx Corporation                                                      | FedEx Corporation COM                                                                                                          | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      7500 | NS      | $2671350.00   | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SCHRODERS PLC                                                                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $570.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | LHX A 2026-04-17 CALL 330                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -19 | NC      | $-38760.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Altenergy Acquisition Corporation                                      | Altenergy Acquisition Corporation WT EXP                                                                                       | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5160 | NC      | $330.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS ELECTRONIC ARTS INC                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-493.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | GTLS A 2026-06-18 CALL 210                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -1 | NC      | $-25.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | CZR A 2026-06-18 CALL 22                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -125 | NC      | $-70000.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I ACQUISITION CORP                                           | BEST SPAC I Acquisition Corp. RT EXP 052730                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      2328 | NS      | $211.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEN ACQUISITION CORP                                                   | Wen Acquisition Corp. COM CL A                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     30603 | NS      | $311538.54    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9985.76     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS WEBSTER FINANCIAL CORP                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3991.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS KIMBERLY-CLARK CORP                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $16048.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Investment Corp I                                               | Origin Investment Corp I ORD SHS                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11060 | NS      | $112922.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | GBP/USD FORWARD                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $52481.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $945.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                              | Aptiv PLC COM SHS                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JE        |     54200 | NS      | $3763648.00   | 2.91%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $28.42        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LEAPFROG ACQUISITION CORP                                              | Leapfrog Acquisition Corp. UNIT EXP 111030                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5473 | NS      | $55003.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BEAZLEY PLC                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2913.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | DBRG A 2026-04-17 CALL 16                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -4 | NC      | $-20.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ROMAN DBDR ACQUISITION CORP II                                         | Roman DBDR Acquisition Corp. II WT EXP 103131                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      7615 | NC      | $1617.43      | 0.00%             |  |  |  | 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      | $2316.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $3683.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2441.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CN Healthy Food Tech Group Corp.                                       | CN Healthy Food Tech Group Corp. WT EXP 093030                                                                                 | CUSIP: 462837113<br>LEI: 5493000JDZP9ZR3A1A41 | N/A              | DE               | CORP              | US        |     31641 | NC      | $2847.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS COINSHARES INTERNATIONAL LTD                                                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-61450.48    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS CYBER CASH CONTRA CFD                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1179.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CORNER GROWTH ACQUISITION CORP                                         | Corner Growth Acquisition Corp WT EX                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     20673 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | 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      | $34421.74     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | JPY/USD FORWARD                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $6135.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC DIGITAL ACQUISITION COMPANY                                   | Republic Digital Acquisition Co. USD CL A ORD SHS                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     36539 | NS      | $373428.58    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL REDWOOD ACQUISITION CORP                                           | Cal Redwood Acquisition Corp. COM CL A                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     45696 | NS      | $463814.40    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK MUNIYIELD QUALITY FD INC                                     | BLACKROCK MUNIYIELD QUALITY FD INC COM                                                                                         | CUSIP: 09254F100<br>LEI: TFKEE3VA3GBE5LOK5U77 | Long             | EC               | RF                | US        |     86782 | NS      | $952866.36    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL REDWOOD ACQUISITION CORP                                           | Cal Redwood Acquisition Corp. RT EXP 051530                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7000 | NS      | $1260.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEROCK ACQUISITION CORP                                              | Bluerock Acquisition Corp. UNIT 1 CL A & 1/3 WAR                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10936 | NS      | $109688.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREKA ACQUISITION CORP                                                | Eureka Acquisition Corp. SHS CL A                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2338 | NS      | $26512.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS UNIVERSAL MUSIC GROUP NV                                                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $19300.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CHURCHILL CAPITAL CORP XI                                              | Churchill Capital Corp. XI UNITS EXP 121030                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2101 | NS      | $21535.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $4660.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                             | EUR/USD FORWARD                                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $955.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SIDDHI ACQUISITION CORP                                                | Siddhi Acquisition Corp. CL A SHS                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     63115 | NS      | $655133.70    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LAFAYETTE DIGITAL ACQUISITION CORP I                                   | Lafayette Digital Acquisition Corp. I UNIT EXP 122330                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4415 | NS      | $43840.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALDABRA 4 LIQUIDITY OPPORTUNITY VEHICLE INC                            | Aldabra 4 Liquidity Opportunity Vehicle Inc. UNIT EXP 122330                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11050 | NS      | $110168.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS VIVENDI SE                                                                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-59629.08    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| ACTIVATE ENERGY ACQUISITION CORP                                       | Activate Energy Acquisition Corp. CL A ORD SHS                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11024 | NS      | $109027.36    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | HON A 2026-05-15 CALL 230                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -130 | NC      | $-84500.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $141.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $8973.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC                                                    | TREEHOUSE FOODS INC                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30336 | NS      | $72048.00     | 0.06%             |  |  |  | No            |                  3 | On Loan: No      |
| BLACKROCK MUNIYIELD QUALITY FD III INC                                 | BLACKROCK MUNIYIELD QUALITY FD III INC COM                                                                                     | CUSIP: 09254E103<br>LEI: UB5J2GS6Q51M6A2L8886 | Long             | EC               | RF                | US        |     51836 | NS      | $544796.36    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON VANCE MUNICIPAL INCOME TRUST                                     | Eaton Vance Floating Rate Income Trust COM                                                                                     | CUSIP: 278279104<br>LEI: 549300DINBO2K1M6KL63 | Long             | EC               | RF                | US        |     13115 | NS      | $140723.95    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MOUNTAIN LAKE ACQUISITION CORP                                         | Mountain Lake Acquisition Corp. COM USD0.0001 CL A (SUB/RIGHTS) 15/11/28                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     16606 | NS      | $4317.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3828.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SCHRODERS PLC                                                                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-863.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS NORFOLK SOUTHERN CORP                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-89140.46    | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                               | DISH 11.75 11/15/27 144A                                                                                                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    674000 | PA      | $694385.13    | 0.54%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| AA MISSION ACQUISITION CORP II                                         | AA Mission Acquisition Corp. II ORD SHS CL A                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     21127 | NS      | $211903.81    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GIGCAPITAL8 CORP                                                       | GigCapital8 Corp. ORD CL A                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     58587 | NS      | $584112.39    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE WATER ACQUISITION CORP IV                                         | Blue Water Acquisition Corp. IV UNITS EACH CONSISTING OF ONE CLASS A ORDINARY SHARE AND ONE-HALF OF ONE REDEEMABLE WARRANT     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4356 | NS      | $43211.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN ACQUISITION CORP                                                 | Titan Acquisition Corp WT EXP 051631                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     12485 | NC      | $3247.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5970.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THAYER VENTURES ACQUISITION CORP II                                    | Thayer Ventures Acquisition Corp. II CL A                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     24882 | NS      | $254542.86    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BEAZLEY PLC                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6066.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | WBD A 2026-04-17 CALL 27                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -48 | NC      | $-2448.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FUTURECREST ACQUISITION CORP                                           | FutureCrest Acquisition Corp. USD UNITS CONSISTING ONE-QUARTER OF ONE RED WT                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       442 | NS      | $4499.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYMAKER ACQUISITION CORP 4                                            | Haymaker Acquisition Corp IV CLASS A                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     34929 | NS      | $400286.34    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-677.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS PAN AMERICAN SILVER CORP                                                                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-283347.57   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| NEW PROVIDENCE ACQUISITION CORP III                                    | New Providence Acquisition Corp. III WT EXP 042430                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     16236 | NC      | $3092.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings Llc                                   | FYBR 6 01/15/30 144A                                                                                                           | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1099538.33   | 0.85%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-719.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUNE ACQUISITION CORP II                                               | Dune Acquisition Corp. II WT EXP 040430                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     11564 | NC      | $3122.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS ELECTRONIC ARTS INC                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4512.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STELLAR V CAPITAL CORP                                                 | Stellar V Capital Corp. SHS CL A                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9672 | NS      | $101265.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp.                                                       | Sealed Air Corp. COM                                                                                                           | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |      8052 | NS      | $338586.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | WBD A 2026-04-17 CALL 29                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -405 | NC      | $-405.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Illuminate Buyer Llc / Illuminate Holdings IV Inc                      | LUMMUS 9 07/01/28 144A                                                                                                         | CUSIP: 45232TAA9<br>LEI: 549300K1Y0YC1YC1H809 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1028830.62   | 0.80%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| WESTIN ACQUISITION CORP                                                | Westin Acquisition Corp. ORD SHS CL A                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9985 | NS      | $99750.15     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $112.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                   | Keurig Dr Pepper Inc COM                                                                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     24300 | NS      | $639819.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNERS II CO                                    | Archimedes Tech SPAC Partners II Co. WT EXP 101529                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      7214 | NC      | $3679.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YORKVILLE ACQUISITION CORP                                             | Yorkville Acquisition Corp. SHS CL A                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     24256 | NS      | $245228.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS NORFOLK SOUTHERN CORP                                                                                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $54030.66     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | FDX A 2026-04-17 PUT 240                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        21 | NC      | $63.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $16258.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CANTOR EQUITY PARTNERS V INC                                           | Cantor Equity Partners V Inc. SHS CL A S                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     19821 | NS      | $200192.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCAP ACQUISITION CORP                                                | Procap Acquisition Corp. SHS CL A                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10879 | NS      | $110857.01    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $181.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BEAZLEY PLC                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $414.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SILVERBOX CORP V                                                       | Silverbox Corp. V UNITS EACH CONSISTING OF ONE CLASS A ORDINARY SHARE AND ONE-THIRD OF ONE REDEEMABLE WARRANT                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4365 | NS      | $43868.25     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | B A 2026-05-15 PUT 36                                                                                                          | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       293 | NC      | $31644.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners I Inc                                           | Cantor Equity Partners I Inc SHS CL A                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5565 | NS      | $58432.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS DEVON ENERGY CORP                                                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2136.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OXLEY BRIDGE ACQUISITION LTD                                           | Oxley Bridge Acquisition Ltd. USD CL A ORD SHS                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     46843 | NS      | $474519.59    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCHEMY INVESTMENTS ACQUISITION CORP 1                                 | Alchemy Investments Acquisition Corp 1 WT EXP 113027                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     17935 | NC      | $2869.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-238.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MOZAYYX ACQUISITION CORP                                               | Mozayyx Acquisition Corp. UNITS CONSISTING ONE CL A ORD SH & ONE-QTR ONE RED WT                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8779 | NS      | $87263.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS DEVON ENERGY CORP                                                                                                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-40958.13    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS DEVON ENERGY CORP                                                                                                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-66.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                | BRISTOL-MYERS SQUIBB CO                                                                                                        | CUSIP: 110122157<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169085 | NS      | $232491.88    | 0.18%             |  |  |  | No            |                  3 | On Loan: No      |
| LAKESHORE ACQUISITION III CORP                                         | Lakeshore Acquisition III Corp. USD ORD SHS                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     32249 | NS      | $332164.70    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN RESERVE ACQUISITION CORP I                                       | Crown Reserve Acquisition Corp.I UNIT EXP 101430                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10951 | NS      | $110824.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN DRIVE ACQUISITION COMPANY                                     | American Drive Acquisition Co. UNIT EXP 120430                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6305 | NS      | $62860.85     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NMP ACQUISITION CORP                                                   | NMP Acquisition Corp. CL A                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     21941 | NS      | $222920.56    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc.                                                          | Penumbra Inc. COM                                                                                                              | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      4293 | NS      | $1409692.41   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $250.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAKESHORE ACQUISITION III CORP                                         | Lakeshore Acquisition III Corp. RT EXP 080126                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     20607 | NS      | $3711.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Golden Entertainment Inc                                               | Golden Entertainment Inc COM                                                                                                   | CUSIP: 381013101<br>LEI: 549300P8YYCKQVJ0Y638 | Long             | EC               | CORP              | US        |       540 | NS      | $14412.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS CINTAS CORP                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $207540.55    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-958.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SCHRODERS PLC                                                                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-720.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | USD/JPY FORWARD                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $5153.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | WBD A 2026-04-17 CALL 28                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -23 | NC      | $-253.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | DBRG A 2026-06-18 CALL 16                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -23 | NC      | $-115.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DUNE ACQUISITION CORP II                                               | Dune Acquisition Corp. II SHS CL A                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     17132 | NS      | $176973.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SEALED AIR CORP                                                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5754.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1202.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS LIBERTY BROADBAND CORP                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-193679.53   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | SPY A 2026-05-15 CALL 675                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -51 | NC      | $-40239.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| M EVO GLOBAL ACQUISITION CORP II                                       | M Evo Global Acquisition Corp. II UNIT EXP 012331                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12933 | NS      | $129459.33    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-338.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS VICI PROPERTIES INC                                                                                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $140.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LIONHEART HOLDINGS LTD                                                 | Lionheart Holdings SHS CL A                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     17717 | NS      | $190457.75    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SBL Holdings Inc.                                                      | SECBEN V6.5 PERP 144A                                                                                                          | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1375125.33   | 1.06%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| THE OPTIONS CLEARING CORPORATION                                       | B A 2026-05-15 CALL 37                                                                                                         | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -169 | NC      | $-88725.00    | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| MCKINLEY ACQUISITION CORP                                              | Mckinley Acquisition Corp. SHS CL A                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     32690 | NS      | $328861.40    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $62093.20     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| OYSTER ENTERPRISES II ACQUISITION CORP                                 | Oyster Enterprises II Acquisition Corp. ORD SHS CL A                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     30980 | NS      | $316615.60    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SKYWORKS SOLUTIONS INC                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2785.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS VIVENDI SE                                                                                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-65525.98    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Future Vision II Acquisition Corp                                      | Future Vision II Acquisition Corp SHS                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     17683 | NS      | $190445.91    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SCHRODERS PLC                                                                                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2021.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | WBD A 2026-04-17 CALL 25                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -193 | NC      | $-44390.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | LHX A 2026-05-15 PUT 310                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        19 | NC      | $9595.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BEAZLEY PLC                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5835.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMMIS ACQUISITION CORP                                                 | Emmis Acquisition Corp. ORD USD0.0001 (S/R 12/09/2030)                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7731 | NS      | $928.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS DIGITALBRIDGE GROUP INC                                                                                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5960.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | CZR A 2026-06-18 PUT 23                                                                                                        | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       451 | NC      | $48031.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SKYWORKS SOLUTIONS INC                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6957.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGET GLOBAL ACQUISITION I CORP                                       | Target Global Acquisition I Corp C/WTS (TO PUR COM)                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     10328 | NC      | $109.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SPARK I ACQUISITION CORP                                               | Spark I Acquisition Corp. C/WTS 01/10/2030(TO PUR COM)                                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     28847 | NC      | $5192.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HARVARD AVE ACQUISITION CORP                                           | Harvard Ave Acquisition Corp. UNIT EXP 100330                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     26455 | NS      | $267724.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-272.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AI INFRASTRUCTURE ACQUISITION CORP                                     | AI Infrastructure Acquisition Corp. ORD SHS CL A                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11573 | NS      | $116077.19    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifirst Corp                                                          | Unifirst Corp COM                                                                                                              | CUSIP: 904708104<br>LEI: 5493003XBTNWBC8UK019 | Long             | EC               | CORP              | US        |     15278 | NS      | $3843792.02   | 2.97%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS SKYWORKS SOLUTIONS INC                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $24703.92     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ARMADA ACQUISITION CORP II                                             | Armada Acquisition Corp. II WT EXP 052130                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      4128 | NC      | $2476.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-73.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | CWAN A 2026-06-18 PUT 17.5                                                                                                     | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         1 | NC      | $25.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2212.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BEAZLEY PLC                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4152.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| APEX TREASURY CORP                                                     | Apex Treasury Corp. UNITS 1 CLASS A & 1/2 WT                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6636 | NS      | $66957.24     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CN Healthy Food Tech Group Corp.                                       | CN Healthy Food Tech Group Corp. COM                                                                                           | CUSIP: 462837105<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |      6328 | NS      | $34867.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Acquisition I Corp.                                            | Pioneer Acquisition I Corp. C/WTS 16/06/2030(TO PUR COM)                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     17468 | NC      | $3670.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1800.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MUZERO ACQUISITION CORP                                                | Muzero Acquisition Corp. UNITS 1 ORD SHS A & 1/2 WT(30/01/2031)                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8811 | NS      | $87493.23     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2763.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | LHX A 2026-05-15 CALL 340                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -19 | NC      | $-39140.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| INDIGO ACQUISITION CORP                                                | Indigo Acquisition Corp. ORD SHS                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11056 | NS      | $112107.84    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ams OSRAM AG                                                           | AMSSW 10.5 03/30/29 REGs                                                                                                       | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    210000 | PA      | $254125.98    | 0.20%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| COLOMBIER ACQUISITION CORP III                                         | Colombier Acquisition Corp. III UNITS 1 CL A ORD SH & 1/8 WT                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3849 | NS      | $39182.82     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                                                 | Berto Acquisition Corp. ORD SHS                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     31573 | NS      | $323623.25    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JAWS MUSTANG ACQUISITION CORP                                          | Jaws Mustang Acquisition Corp C/WTS 01/06/2030 (TO PUR COM)                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     23996 | NC      | $602.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4486.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SILVER PEGASUS ACQUISITION CORP                                        | Silver Pegasus Acquisition Corp. UNIT EXP 062630                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5824 | NS      | $60394.88     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $895.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW PROVIDENCE ACQUISITION CORP III                                    | New Providence Acquisition Corp. III USD CL A ORD SHS                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     50370 | NS      | $516796.20    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $8734.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DAEDALUS SPECIAL ACQUISITION CORP                                      | Daedalus Special Acquisition Corp. UNIT EXP 111030                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6216 | NS      | $62346.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIM ACQUISITION CORP I                                                 | SIM Acquisition Corp. I SHS CL A                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     13513 | NS      | $144994.49    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-BRIGADE ACQUISITION VI CORP                                         | M3-Brigade Acquisition VI Corp. UNIT EXP 081830                                                                                | CUSIP: 000000000<br>LEI: 529900K3KULJYPOBI946 | Long             | EC               | CORP              | KY        |      2219 | NS      | $22522.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $76.67        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quartzsea Acquisition Corp                                             | Quartzsea Acquisition Corp ORD SHS                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     33242 | NS      | $345051.96    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $16.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERSHING SQUARE SPARC HOLDINGS LTD                                     | Pershing Square Sparc Hldgs Ltd SPECIAL PURPOSE ACQUISITION RIGHTS                                                             | CUSIP: 714920113<br>LEI: 5493000J0QXAU1Z8FB80 | Long             | EC               | CORP              | US        |     11093 | NS      | $4991.85      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-352.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1867.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | FDX A 2026-05-15 CALL 330                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -54 | NC      | $-189405.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| LAFAYETTE ACQUISITION CORP                                             | LaFayette Acquisition Corp. UNIT EXP 102430                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8913 | NS      | $89575.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc.                                             | Brighthouse Financial Inc. COM                                                                                                 | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      4003 | NS      | $239699.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                         | SATS 10.75 11/30/29 .                                                                                                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1053244.50   | 0.82%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Mercer Park Opportunities Corp                                         | Mercer Park Opportunities Corp USD CL A R                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12189 | NS      | $127496.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GESHER ACQUISITION CORP II                                             | Gesher Acquisition Corporation II USD CL A ORD SHS                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11360 | NS      | $117689.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CO2 ENERGY TRANSITION CORP                                             | CO2 Energy Transition Corp. COM                                                                                                | CUSIP: 12664M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102834 | NS      | $1066388.58   | 0.83%             |  |  |  | No            |                  1 | On Loan: —       |
| SPACSPHERE ACQUISITION CORP                                            | SPACSphere Acquisition Corp. UNIT EXP 020631                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     22024 | NS      | $221781.68    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UY SCUTI ACQUISITION CORP                                              | UY Scuti Acquisition Corp. ORD SHS                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4727 | NS      | $48924.45     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Era Acquisition Corp I                                           | Fifth Era Acquisition Corp I ORD SHS CL A                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3828 | NS      | $39390.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $611.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS SKYWORKS SOLUTIONS INC                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $6485.84      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $858.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHAMPIONSGATE ACQUISITION CORP                                         | ChampionsGate Acquisition Corp. UNITS CONSISTING ONE CL A ORD SH & ONE RT                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2797 | NS      | $28333.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3151.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REAL ASSET ACQUISITION CORP                                            | Real Asset Acquisition Corp. SHS CL A                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10365 | NS      | $108728.85    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS SKYWORKS SOLUTIONS INC                                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $9223.20      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1400.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS CANTALOUPE INC                                                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1093.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pershing Square Tontine Holdings Ltd                                   | Pershing Square Tontine Holdings Ltd SHS                                                                                       | CUSIP: 715ESC018<br>LEI: 549300ZDVEYEVCF35B08 | Long             | EC               | CORP              | US        |     44373 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS UNION PACIFIC CORP                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-435.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | CZR A 2026-06-18 CALL 22                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -479 | NC      | $-268240.00   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| SOULPOWER ACQUISITION CORP                                             | Soulpower Acquisition Corp. RT EXP                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     13952 | NS      | $2511.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                                             | L3 Harris Technologies Inc COM                                                                                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |        38 | NS      | $13115.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aldel Financial II Inc.                                                | Aldel Financial II Inc. WT EXP 092631                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9701 | NC      | $2523.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBA TERRA ACQUISITION CORP                                           | Globa Terra Acquisition Corp. CL A ORD SHS                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     62071 | NS      | $636227.75    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                              | Cartesian Growth Corp. III COM CL A                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8357 | NS      | $85659.25     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIUS CAPITAL ACQUISITION CORP                                      | Solarius Capital Acquisition Corp. SHS CL A                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     28293 | NS      | $288022.74    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | EA A 2026-06-18 CALL 210                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        -4 | NC      | $-20.00       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EMMIS ACQUISITION CORP                                                 | Emmis Acquisition Corp. COM USD0.0001 CLASS A                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7731 | NS      | $77696.55     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS COINSHARES INTERNATIONAL LTD                                                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-63702.23    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| PYROPHYTE ACQUISITION CORP II                                          | Pyrophyte Acquisition Corp. II CL A SHS                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11036 | NS      | $111353.24    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus Circle Capital Corp II                                        | Columbus Circle Capital Corp II UNIT EXP 021131                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6610 | NS      | $65703.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON ACQUISITION COMPANY II                                         | Jackson Acquisition Co II COM SHS CL A                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9982 | NS      | $105709.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS ELECTRONIC ARTS INC                                                                                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $58426.84     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS WEBSTER FINANCIAL CORP                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9274.19     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BEAZLEY PLC                                                                                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6127.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OYSTER ENTERPRISES II ACQUISITION CORP                                 | Oyster Enterprises II Acquisition Corp. RT EXP 052230                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11728 | NS      | $1759.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | HON A 2026-05-15 PUT 200                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       130 | NC      | $27300.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BTC DEVELOPMENT CORP                                                   | BTC Development Corp. UNIT EXP 091130                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2209 | NS      | $22288.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen Circle Acquisition Corp II                                       | Cohen Circle Acquisition Corp II UNIT EXP 070130                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9839 | NS      | $101735.26    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | SPY A 2026-05-15 PUT 565                                                                                                       | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -56 | NC      | $-16800.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp.                                                  | Wen Acquisition Corp. WT EXP                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      8974 | NC      | $2876.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BANCO SANTANDER SA                                                                                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $162.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | APTV A 2026-05-15 CALL 77.5                                                                                                    | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -542 | NC      | $-74525.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| LeddarTech Holdings Inc.                                               | LeddarTech Holdings Inc. WT EXP 122128                                                                                         | CUSIP: 52328E113<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |     58973 | NC      | $23.59        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOCHAV DEFENSE ACQUISITION CORP                                        | Kochav Defense Acquisition Corp. SHS CL A                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     13623 | NS      | $139635.75    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS JUST GROUP PLC                                                                                                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $7713.11      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS COINSHARES INTERNATIONAL LTD                                                                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-35351.97    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| MESHFLOW ACQUISITION CORP                                              | Meshflow Acquisition Corp. UNIT EXP 111930                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15294 | NS      | $152328.24    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION                                       | FDX A 2026-04-17 CALL 280                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -21 | NC      | $-161752.50   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| SPACE ASSET ACQUISITION CORP                                           | Space Asset Acquisition Corp. UNITS 1 CL A & 1/3 WT                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2760 | NS      | $28083.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                                                 | Berto Acquisition Corp. WT EXP 050130                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      1759 | NC      | $439.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II                                         | K&F Growth Acquisition Corp II SHS CL A                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9440 | NS      | $98553.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HCM III ACQUISITION CORP                                               | HCM III Acquisition Corp. UNIT EXP 072330                                                                                      | CUSIP: 000000000<br>LEI: 529900X6CMNA2LN6C461 | Long             | EC               | CORP              | KY        |      1153 | NS      | $11864.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I ACQUISITION CORP                                           | BEST SPAC I Acquisition Corp. USD CL A ORD SHS                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      2328 | NS      | $23792.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A PARADISE ACQUISITION CORP                                            | A Paradise Acquisition Corp. COM CL A                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     50166 | NS      | $510188.22    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer