# EDGAR Filing Document

**Accession Number:** 0001572617
**File Stem:** 0000940400-25-010869
**Filing Date:** 2025-11
**Character Count:** 147338
**Document Hash:** 44c2e6555b8c54ea260714c715461bad
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-010869.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0000940400-25-010869

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22818
- **FILM NUMBER:** 251527439

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**VIRTUS Westchester Credit Event Fund**

**SCHEDULE OF INVESTMENTS (Unaudited)**

**September 30, 2025**

($ reported in thousands)

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

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Convertible Bonds and Notes—7.2%** | **Convertible Bonds and Notes—7.2%** | **Convertible Bonds and Notes—7.2%** |
| **Information Technology—7.2%** | **Information Technology—7.2%** |  |
| &nbsp;&nbsp;&nbsp; ams-OSRAM AG RegS <br>2.125%, 11/3/27<sup>(1)</sup> <br>| 3000 <br><sup>EUR</sup><br>| &nbsp;&nbsp; $3368 |
| &nbsp;&nbsp;&nbsp; Dye & Durham Ltd. 144A <br>3.750%, 3/1/26<sup>(2)</sup> <br>| 4686 <br><sup>CAD</sup><br>| &nbsp;&nbsp; 3340 |
|  |  | &nbsp;&nbsp; 6708 |
| **Total Convertible Bonds and Notes** <br>**(Identified Cost $6,456)** | **Total Convertible Bonds and Notes** <br>**(Identified Cost $6,456)** | &nbsp;&nbsp; **6708** |
| **Corporate Bonds and Notes—56.4%** | **Corporate Bonds and Notes—56.4%** | **Corporate Bonds and Notes—56.4%** |
| **Communication Services—13.7%** | **Communication Services—13.7%** |  |
| &nbsp;&nbsp;&nbsp; Cablevision Lightpath LLC 144A <br>5.625%, 9/15/28<sup>(2)</sup> <br>| $2470 | &nbsp;&nbsp; 2430 |
| CommScope LLC |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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 7.125%, 7/1/28<sup>(2)</sup> <br>| 1800 | &nbsp;&nbsp; 1807 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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 9.500%, 12/15/31<sup>(2)</sup> <br>| 1726 | &nbsp;&nbsp; 1786 |
| &nbsp;&nbsp;&nbsp; Consolidated Communications, Inc. 144A <br>6.500%, 10/1/28<sup>(2)</sup> <br>| 2141 | &nbsp;&nbsp; 2176 |
| &nbsp;&nbsp;&nbsp; EchoStar Corp. <br>10.750%, 11/30/29<br>| 2075 | &nbsp;&nbsp; 2283 |
| Getty Images, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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 9.750%, 3/1/27<sup>(2)</sup> <br>| 1239 | &nbsp;&nbsp; 1176 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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 11.250%, 2/21/30<sup>(2)</sup> <br>| 1200 | &nbsp;&nbsp; 1146 |
|  |  | &nbsp;&nbsp; 12804 |
| **Consumer Discretionary—3.9%** | **Consumer Discretionary—3.9%** |  |
| &nbsp;&nbsp;&nbsp; Dana, Inc. <br>4.250%, 9/1/30<br>| 3708 | &nbsp;&nbsp; 3672 |
| **Energy—7.1%** | **Energy—7.1%** |  |
| &nbsp;&nbsp;&nbsp; California Resources Corp. 144A <br>7.125%, 2/1/26<sup>(2)</sup> <br>| 661 | &nbsp;&nbsp; 661 |
| &nbsp;&nbsp;&nbsp; Calumet Specialty Products Partners LP 144A <br>11.000%, 4/15/26<sup>(2)</sup> <br>| 826 | &nbsp;&nbsp; 825 |
| &nbsp;&nbsp;&nbsp; Martin Midstream Partners LP 144A <br>11.500%, 2/15/28<sup>(2)</sup> <br>| 1868 | &nbsp;&nbsp; 1987 |
| &nbsp;&nbsp;&nbsp; Shelf Drilling Holdings Ltd. 144A <br>9.625%, 4/15/29<sup>(2)</sup> <br>| 2999 | &nbsp;&nbsp; 3134 |
|  |  | &nbsp;&nbsp; 6607 |
| **Financials—15.2%** | **Financials—15.2%** |  |
| Frontier Communications Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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>5.875%, 11/1/29 | 1493 | &nbsp;&nbsp; 1509 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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>| 2990 | &nbsp;&nbsp; 3025 |
| &nbsp;&nbsp;&nbsp; Mobius Merger Sub, Inc. 144A <br>9.000%, 6/1/30<sup>(2)</sup> <br>| 3215 | &nbsp;&nbsp; 2694 |
| Nationstar Mortgage Holdings, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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 5.125%, 12/15/30<sup>(2)</sup> <br>| 439 | &nbsp;&nbsp; 443 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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 5.750%, 11/15/31<sup>(2)</sup> <br>| 2603 | &nbsp;&nbsp; 2630 |
| &nbsp;&nbsp;&nbsp; Permian Resources Operating LLC 144A <br>8.000%, 4/15/27<sup>(2)</sup> <br>| 851 | &nbsp;&nbsp; 864 |
| &nbsp;&nbsp;&nbsp; SBL Holdings, Inc. 144A <br>6.500% <sup>(2)(3)</sup> <br>| 2672 | &nbsp;&nbsp; 2599 |
| &nbsp;&nbsp;&nbsp; United Airlines, Inc. Pass-Through Trust 2016-2, B <br>3.650%, 4/7/27<br>| 402 | &nbsp;&nbsp; 402 |
|  |  | &nbsp;&nbsp; 14166 |

---

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Industrials—7.1%** | **Industrials—7.1%** |  |
| &nbsp;&nbsp;&nbsp; Foundation Building Materials, Inc. 144A <br>6.000%, 3/1/29<sup>(2)</sup> <br>| $1234 | &nbsp;&nbsp; $1251 |
| &nbsp;&nbsp;&nbsp; Grupo Aeromexico SAB de C.V. 144A <br>8.625%, 11/15/31<sup>(2)(4)</sup> <br>| 1875 | &nbsp;&nbsp; 1865 |
| &nbsp;&nbsp;&nbsp; Latam Airlines Group S.A. 144A <br>7.875%, 4/15/30<sup>(2)</sup> <br>| 1730 | &nbsp;&nbsp; 1802 |
| &nbsp;&nbsp;&nbsp; Mauser Packaging Solutions Holding Co. 144A <br>9.250%, 4/15/27<sup>(2)</sup> <br>| 1694 | &nbsp;&nbsp; 1698 |
|  |  | &nbsp;&nbsp; 6616 |
| **Information Technology—3.8%** | **Information Technology—3.8%** |  |
| &nbsp;&nbsp;&nbsp; ams-OSRAM AG RegS <br>10.500%, 3/30/29<sup>(1)</sup> <br>| 590 <br><sup>EUR</sup><br>| &nbsp;&nbsp; 738 |
| CoreWeave, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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 9.250%, 6/1/30<sup>(2)</sup> <br>| 1342 | &nbsp;&nbsp; 1386 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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 9.000%, 2/1/31<sup>(2)</sup> <br>| 1375 | &nbsp;&nbsp; 1409 |
|  |  | &nbsp;&nbsp; 3533 |
| **Materials—5.6%** | **Materials—5.6%** |  |
| &nbsp;&nbsp;&nbsp; Big River Steel LLC 144A <br>6.625%, 1/31/29<sup>(2)</sup> <br>| 3312 | &nbsp;&nbsp; 3313 |
| &nbsp;&nbsp;&nbsp; Illuminate Buyer LLC 144A <br>9.000%, 7/1/28<sup>(2)</sup> <br>| 1902 | &nbsp;&nbsp; 1908 |
|  |  | &nbsp;&nbsp; 5221 |
| **Total Corporate Bonds and Notes** <br>**(Identified Cost $52,466)** | **Total Corporate Bonds and Notes** <br>**(Identified Cost $52,466)** | &nbsp;&nbsp; **52619** |
| **Leveraged Loans—11.7%** | **Leveraged Loans—11.7%** | **Leveraged Loans—11.7%** |
| **Aerospace—2.6%** | **Aerospace—2.6%** |  |
| &nbsp;&nbsp;&nbsp; Spirit AeroSystems, Inc. (3 month Term SOFR + <br> 4.500%) <br>8.808%, 1/15/27<sup>(5)</sup> <br>| 2458 | &nbsp;&nbsp; 2465 |
| **Media / Telecom - Telecommunications—7.9%** | **Media / Telecom - Telecommunications—7.9%** |  |
| Lumen Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Tranche B-1 (1 month Term SOFR + 2.464%) <br>6.628%, 4/15/29<sup>(5)</sup> <br>| 3219 | &nbsp;&nbsp; 3195 |
| &nbsp;&nbsp;&nbsp; Tranche B-2 (1 month Term SOFR + 2.464%) <br>6.628%, 4/15/30<sup>(5)</sup> <br>| 1892 | &nbsp;&nbsp; 1878 |
| &nbsp;&nbsp;&nbsp; Syniverse Holdings, Inc. (3 month Term SOFR + <br> 7.000%) <br>11.002%, 5/13/27<sup>(5)</sup> <br>| 2355 | &nbsp;&nbsp; 2284 |
|  |  | &nbsp;&nbsp; 7357 |
| **Media / Telecom - Wireless Communications—1.2%** | **Media / Telecom - Wireless Communications—1.2%** |  |
| &nbsp;&nbsp;&nbsp; Commscope, Inc. <br>0.000%, 12/17/29<sup>(5)(6)</sup> <br>| 1089 | &nbsp;&nbsp; 1101 |
| **Total Leveraged Loans** <br>**(Identified Cost $10,912)** | **Total Leveraged Loans** <br>**(Identified Cost $10,912)** | &nbsp;&nbsp; **10923** |

---

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

See Notes to Schedule of Investments

------

**VIRTUS Westchester Credit Event Fund**

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

**September 30, 2025**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Closed-End Fund—0.1%** | **Closed-End Fund—0.1%** | **Closed-End Fund—0.1%** |
| **Equity Fund—0.1%** | **Equity Fund—0.1%** |  |
| Eaton Vance Floating-Rate Income Trust<sup>(7)</sup> <br>| 9423 | &nbsp;&nbsp; $111 |
| **Total Closed-End Fund** <br>**(Identified Cost $113)** | **Total Closed-End Fund** <br>**(Identified Cost $113)** | &nbsp;&nbsp; **111** |
| **Preferred Stock—2.5%** | **Preferred Stock—2.5%** | **Preferred Stock—2.5%** |
| **Real Estate—2.5%** | **Real Estate—2.5%** |  |
| City Office REIT, Inc. Series A, 6.625% | 92423 | &nbsp;&nbsp; 2329 |
| **Total Preferred Stock** <br>**(Identified Cost $2,280)** | **Total Preferred Stock** <br>**(Identified Cost $2,280)** | &nbsp;&nbsp; **2329** |
| **Common Stocks—0.0%** | **Common Stocks—0.0%** | **Common Stocks—0.0%** |
| **Financials—0.0%** | **Financials—0.0%** |  |
| Acropolis Infrastructure<sup>(8)(9)</sup> <br>| 6145 | &nbsp;&nbsp; — |
| **Industrials—0.0%** | **Industrials—0.0%** |  |
| TaskUS, Inc. Class A<sup>(9)</sup> <br>| 2328 | &nbsp;&nbsp; 41 |
| **Total Common Stocks** <br>**(Identified Cost $41)** | **Total Common Stocks** <br>**(Identified Cost $41)** | &nbsp;&nbsp; **41** |
| **Warrants—0.0%** | **Warrants—0.0%** | **Warrants—0.0%** |
| **Communication Services—0.0%** | **Communication Services—0.0%** |  |
| BuzzFeed, Inc., 12/01/26<sup>(9)</sup> <br>| 986 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| **Consumer Discretionary—0.0%** | **Consumer Discretionary—0.0%** |  |
| Allurion Technologies, Inc., 08/01/30<sup>(9)</sup> <br>| 1074 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| ECARX Holdings, Inc., 12/21/27<sup>(9)</sup> <br>| 2800 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| Grove Collaborative Holdings, 06/16/27<sup>(9)</sup> <br>| 983 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| Zapp Electric Vehicles Group Ltd., 03/03/28<sup>(9)</sup> <br>| 601 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
|  |  | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| **Financials—0.0%** | **Financials—0.0%** |  |
| 26 Capital Acquisition Corp., 12/31/27<sup>(9)</sup> <br>| 1000 | &nbsp;&nbsp; — |
| Alchemy Investments Acquisition Corp. 1, 06/26/28<sup>(9)</sup> <br>| 3082 | &nbsp;&nbsp; 1 |
| Aldel Financial II, Inc., 10/10/29<sup>(9)</sup> <br>| 4081 | &nbsp;&nbsp; 2 |
| AltEnergy Acquisition Corp., 11/10/28<sup>(9)</sup> <br>| 243 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| Andretti Acquisition Corp. II, 10/24/29<sup>(9)</sup> <br>| 6104 | &nbsp;&nbsp; 1 |
| Archimedes Tech SPAC Partners II Co., 04/02/30<sup>(9)</sup> <br>| 4562 | &nbsp;&nbsp; 2 |
| Copley Acquisition Corp., 05/23/30<sup>(9)</sup> <br>| 1961 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| EVe Mobility Acquisition Corp., 12/31/28<sup>(8)(9)</sup> <br>| 1945 | &nbsp;&nbsp; — |
| Fact II Acquisition Corp., 12/20/29<sup>(9)</sup> <br>| 3096 | &nbsp;&nbsp; 1 |
| Gesher Acquisition Corp. II, 03/12/30<sup>(9)</sup> <br>| 3818 | &nbsp;&nbsp; 1 |
| Goal Acquisitions Corp., 02/11/26<sup>(9)</sup> <br>| 10907 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| Graf Global Corp., 08/07/29<sup>(9)</sup> <br>| 2871 | &nbsp;&nbsp; 1 |
| Iron Horse Acquisitions Corp., 02/16/29<sup>(9)</sup> <br>| 4884 | &nbsp;&nbsp; 1 |
| Newbury Street Acquisition Corp., 12/31/27<sup>(9)</sup> <br>| 2435 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| NewHold Investment Corp. III, 04/17/30<sup>(9)</sup> <br>| 3464 | &nbsp;&nbsp; 1 |
| Roman DBDR Acquisition Corp. II, 02/03/30<sup>(9)</sup> <br>| 4258 | &nbsp;&nbsp; 2 |
| SIM Acquisition Corp. I, 08/28/29<sup>(9)</sup> <br>| 15059 | &nbsp;&nbsp; 6 |
| Slam Corp. Class A, 12/31/27<sup>(9)</sup> <br>| 217 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| Stellar V Capital Corp., 03/24/30<sup>(9)</sup> <br>| 2967 | &nbsp;&nbsp; 1 |
| Target Global Acquisition I Corp., 12/31/27<sup>(9)</sup> <br>| 480 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| Voyager Acquisition Corp., 05/16/31<sup>(9)</sup> <br>| 4860 | &nbsp;&nbsp; 1 |
| XBP Global Holdings, Inc., 12/31/27<sup>(9)</sup> <br>| 1227 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Financials—continued** | **Financials—continued** |  |
| Zeo Energy Corp., 10/20/26<sup>(9)</sup> <br>| 282 | &nbsp;&nbsp; $— <br><sup>(10)</sup><br>|
|  |  | &nbsp;&nbsp; 21 |
| **Health Care—0.0%** | **Health Care—0.0%** |  |
| CERo Therapeutics Holdings, Inc., 02/14/29<sup>(9)</sup> <br>| 240 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| Psyence Biomedical Ltd., 01/25/29<sup>(9)</sup> <br>| 733 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| Tevogen Bio Holdings, Inc., 11/04/26<sup>(9)</sup> <br>| 325 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
|  |  | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| **Industrials—0.0%** | **Industrials—0.0%** |  |
| Bridger Aerospace Group Holdings, Inc., 01/25/28<sup>(9)</sup> <br>| 2200 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| Getaround, Inc., 03/09/26<sup>(9)</sup> <br>| 458 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| Volato Group, Inc., 12/03/28<sup>(9)</sup> <br>| 648 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
|  |  | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| **Information Technology—0.0%** | **Information Technology—0.0%** |  |
| FOXO Technologies, Inc., 08/01/27<sup>(9)</sup> <br>| 1072 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| iLearningEngines Holdings, Inc., 03/02/26<sup>(9)</sup> <br>| 992 | &nbsp;&nbsp; — |
| LeddarTech Holdings, Inc., 09/21/28<sup>(9)</sup> <br>| 3202 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
|  |  | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| **Total Warrants** <br>**(Identified Cost $30)** | **Total Warrants** <br>**(Identified Cost $30)** | &nbsp;&nbsp; **21** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares/Units** |  |
| **Special Purpose Acquisition Companies—20.0%** | **Special Purpose Acquisition Companies—20.0%** | **Special Purpose Acquisition Companies—20.0%** |
| 1RT Acquisition Corp.<sup>(9)</sup> <br>| 855 | &nbsp;&nbsp; 9 |
| A Paradise Acquisition Corp.<sup>(9)</sup> <br>| 3138 | &nbsp;&nbsp; 31 |
| A Paradise Acquisition Corp. Class A<sup>(9)</sup> <br>| 28104 | &nbsp;&nbsp; 278 |
| AA Mission Acquisition Corp. Class A<sup>(9)</sup> <br>| 16044 | &nbsp;&nbsp; 169 |
| Andretti Acquisition Corp. II Class A<sup>(9)</sup> <br>| 19112 | &nbsp;&nbsp; 200 |
| Archimedes Tech SPAC Partners II Co.<sup>(9)</sup> <br>| 17088 | &nbsp;&nbsp; 174 |
| Armada Acquisition Corp. II<sup>(9)</sup> <br>| 12143 | &nbsp;&nbsp; 126 |
| Armada Acquisition Corp. II Class A<sup>(9)</sup> <br>| 19797 | &nbsp;&nbsp; 207 |
| Axiom Intelligence Acquisition Corp. 1<sup>(9)</sup> <br>| 5462 | &nbsp;&nbsp; 55 |
| Axiom Intelligence Acquisition Corp. 1 Class A<sup>(9)</sup> <br>| 15821 | &nbsp;&nbsp; 157 |
| Bain Capital GSS Investment Corp.<sup>(9)</sup> <br>| 794 | &nbsp;&nbsp; 8 |
| Berto Acquisition Corp.<sup>(9)</sup> <br>| 2354 | &nbsp;&nbsp; 25 |
| BEST SPAC I Acquisition Corp.<sup>(9)</sup> <br>| 1561 | &nbsp;&nbsp; 16 |
| Black Hawk Acquisition Corp. Class A<sup>(9)</sup> <br>| 102000 | &nbsp;&nbsp; 1141 |
| Bleichroeder Acquisition Corp. I<sup>(9)</sup> <br>| 27798 | &nbsp;&nbsp; 289 |
| Blue Acquisition Corp.<sup>(9)</sup> <br>| 6244 | &nbsp;&nbsp; 63 |
| Blue Water Acquisition Corp. III<sup>(9)</sup> <br>| 15612 | &nbsp;&nbsp; 158 |
| Blue Water Acquisition Corp. III Class A<sup>(9)</sup> <br>| 15004 | &nbsp;&nbsp; 149 |
| BTC Development Corp.<sup>(9)</sup> <br>| 1588 | &nbsp;&nbsp; 16 |
| Cal Redwood Acquisition Corp.<sup>(9)</sup> <br>| 4693 | &nbsp;&nbsp; 48 |
| Cal Redwood Acquisition Corp. Class A<sup>(9)</sup> <br>| 15693 | &nbsp;&nbsp; 157 |
| Cantor Equity Partners I, Inc. Class A<sup>(9)</sup> <br>| 4052 | &nbsp;&nbsp; 42 |
| Cantor Equity Partners III, Inc. Class A<sup>(9)</sup> <br>| 1570 | &nbsp;&nbsp; 16 |
| Cantor Equity Partners IV, Inc. Class A<sup>(9)</sup> <br>| 6317 | &nbsp;&nbsp; 64 |
| Cartesian Growth Corp. II Class A<sup>(9)</sup> <br>| 10365 | &nbsp;&nbsp; 125 |
| Cartesian Growth Corp. III<sup>(9)</sup> <br>| 3105 | &nbsp;&nbsp; 32 |
| Cartesian Growth Corp. III Class A<sup>(9)</sup> <br>| 16871 | &nbsp;&nbsp; 169 |
| Centurion Acquisition Corp.<sup>(9)</sup> <br>| 4268 | &nbsp;&nbsp; 45 |
| ChampionsGate Acquisition Corp.<sup>(9)</sup> <br>| 1871 | &nbsp;&nbsp; 19 |
| Chenghe Acquisition III Co.<sup>(9)</sup> <br>| 8782 | &nbsp;&nbsp; 88 |
| Cohen Circle Acquisition Corp. II<sup>(9)</sup> <br>| 6605 | &nbsp;&nbsp; 68 |
| Columbus Circle Capital Corp. I Class A<sup>(9)</sup> <br>| 4767 | &nbsp;&nbsp; 48 |
| Copley Acquisition Corp. Class A<sup>(9)</sup> <br>| 7285 | &nbsp;&nbsp; 74 |

---

See Notes to Schedule of Investments

------

**VIRTUS Westchester Credit Event Fund**

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

**September 30, 2025**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares/Units** | **Value** |
| CSLM Digital Asset Acquisition Corp. III Ltd.<sup>(9)</sup> <br>| 12725 | &nbsp;&nbsp; $129 |
| D Boral ARC Acquisition I Corp. Class A<sup>(9)</sup> <br>| 103784 | &nbsp;&nbsp; 1030 |
| Drugs Made In America Acquisition Corp.<sup>(9)</sup> <br>| 16363 | &nbsp;&nbsp; 168 |
| Drugs Made In America Acquisition Corp.<sup>(9)</sup> <br>| 16363 | &nbsp;&nbsp; 4 |
| Drugs Made In America Acquisition II Corp.<sup>(9)</sup> <br>| 6385 | &nbsp;&nbsp; 63 |
| Dune Acquisition Corp. II<sup>(9)</sup> <br>| 11452 | &nbsp;&nbsp; 117 |
| EGH Acquisition Corp.<sup>(9)</sup> <br>| 2334 | &nbsp;&nbsp; 23 |
| EGH Acquisition Corp. Class A<sup>(9)</sup> <br>| 7847 | &nbsp;&nbsp; 79 |
| Emmis Acquisition Corp.<sup>(9)</sup> <br>| 5587 | &nbsp;&nbsp; 56 |
| EQV Ventures Acquisition Corp. II<sup>(9)</sup> <br>| 15479 | &nbsp;&nbsp; 155 |
| ESH Acquisition Corp.<sup>(9)</sup> <br>| 4387 | &nbsp;&nbsp; 1 |
| Eureka Acquisition Corp.<sup>(9)</sup> <br>| 1571 | &nbsp;&nbsp; 17 |
| Fact II Acquisition Corp.<sup>(9)</sup> <br>| 6192 | &nbsp;&nbsp; 64 |
| Fifth Era Acquisition Corp. I Class A<sup>(9)</sup> <br>| 2737 | &nbsp;&nbsp; 28 |
| FIGX Capital Acquisition Corp.<sup>(9)</sup> <br>| 2669 | &nbsp;&nbsp; 27 |
| FIGX Capital Acquisition Corp. Class A<sup>(9)</sup> <br>| 27699 | &nbsp;&nbsp; 277 |
| Flag Ship Acquisition Corp.<sup>(9)</sup> <br>| 1674 | &nbsp;&nbsp; 18 |
| FutureCrest Acquisition Corp.<sup>(9)</sup> <br>| 319 | &nbsp;&nbsp; 3 |
| Galata Acquisition Corp. II<sup>(9)</sup> <br>| 5590 | &nbsp;&nbsp; 56 |
| Gesher Acquisition Corp. II Class A<sup>(9)</sup> <br>| 7636 | &nbsp;&nbsp; 78 |
| GigCapital7 Corp. Class A<sup>(9)</sup> <br>| 19870 | &nbsp;&nbsp; 209 |
| Globa Terra Acquisition Corp. Class A<sup>(9)</sup> <br>| 92303 | &nbsp;&nbsp; 921 |
| Gores Holdings X, Inc.<sup>(9)</sup> <br>| 15992 | &nbsp;&nbsp; 165 |
| Graf Global Corp. Class A<sup>(9)</sup> <br>| 5746 | &nbsp;&nbsp; 61 |
| GSR IV Acquisition Corp.<sup>(9)</sup> <br>| 21466 | &nbsp;&nbsp; 218 |
| Haymaker Acquisition Corp. 4<sup>(9)</sup> <br>| 23539 | &nbsp;&nbsp; 267 |
| HCM III Acquisition Corp.<sup>(9)</sup> <br>| 786 | &nbsp;&nbsp; 8 |
| Integrated Wellness Acquisition Corp. Class A<sup>(9)</sup> <br>| 17339 | &nbsp;&nbsp; 210 |
| Iron Horse Acquisitions Corp.<sup>(9)</sup> <br>| 4884 | &nbsp;&nbsp; 4 |
| Jackson Acquisition Co. II<sup>(9)</sup> <br>| 15635 | &nbsp;&nbsp; 4 |
| Jackson Acquisition Co. II Class A<sup>(9)</sup> <br>| 15635 | &nbsp;&nbsp; 162 |
| Jena Acquisition Corp. II<sup>(9)</sup> <br>| 12488 | &nbsp;&nbsp; 130 |
| Jena Acquisition Corp. II Class A<sup>(9)</sup> <br>| 16334 | &nbsp;&nbsp; 166 |
| K&F Growth Acquisition Corp. II<sup>(9)</sup> <br>| 7626 | &nbsp;&nbsp; 1 |
| K&F Growth Acquisition Corp. II Class A<sup>(9)</sup> <br>| 7626 | &nbsp;&nbsp; 78 |
| Kochav Defense Acquisition Corp. Class A<sup>(9)</sup> <br>| 9122 | &nbsp;&nbsp; 91 |
| Lakeshore Acquisition III Corp.<sup>(9)</sup> <br>| 21622 | &nbsp;&nbsp; 218 |
| Lakeshore Acquisition III Corp.<sup>(9)</sup> <br>| 13775 | &nbsp;&nbsp; 3 |
| Launch Two Acquisition Corp. Class A<sup>(9)</sup> <br>| 7771 | &nbsp;&nbsp; 81 |
| Lightwave Acquisition Corp.<sup>(9)</sup> <br>| 90932 | &nbsp;&nbsp; 913 |
| Lionheart Holdings Class A<sup>(9)</sup> <br>| 9489 | &nbsp;&nbsp; 100 |
| Live Oak Acquisition Corp. V Class A<sup>(9)</sup> <br>| 50046 | &nbsp;&nbsp; 509 |
| M3-Brigade Acquisition VI Corp.<sup>(9)</sup> <br>| 1583 | &nbsp;&nbsp; 16 |
| McKinley Acquisition Corp.<sup>(9)</sup> <br>| 45981 | &nbsp;&nbsp; 459 |
| Mountain Lake Acquisition Corp.<sup>(9)</sup> <br>| 10678 | &nbsp;&nbsp; 2 |
| Mountain Lake Acquisition Corp. Class A<sup>(9)</sup> <br>| 10678 | &nbsp;&nbsp; 110 |
| Nabors Energy Transition Corp. II Class A<sup>(9)</sup> <br>| 21837 | &nbsp;&nbsp; 245 |
| New Providence Acquisition Corp. III<sup>(9)</sup> <br>| 38153 | &nbsp;&nbsp; 392 |
| NewHold Investment Corp. III Class A<sup>(9)</sup> <br>| 6928 | &nbsp;&nbsp; 71 |
| NMP Acquisition Corp. Class A<sup>(9)</sup> <br>| 15908 | &nbsp;&nbsp; 158 |
| Oak Woods Acquisition Corp. Class A<sup>(9)</sup> <br>| 8400 | &nbsp;&nbsp; 101 |
| Origin Investment Corp. I<sup>(9)</sup> <br>| 7976 | &nbsp;&nbsp; 80 |
| OTG Acquisition Corp. I<sup>(9)</sup> <br>| 3991 | &nbsp;&nbsp; 40 |
| Oxley Bridge Acquisition Ltd.<sup>(9)</sup> <br>| 6264 | &nbsp;&nbsp; 63 |
| Oxley Bridge Acquisition Ltd. Class A<sup>(9)</sup> <br>| 83156 | &nbsp;&nbsp; 827 |
| Oyster Enterprises II Acquisition Corp.<sup>(9)</sup> <br>| 7821 | &nbsp;&nbsp; 78 |
| Oyster Enterprises II Acquisition Corp. Class A<sup>(9)</sup> <br>| 40408 | &nbsp;&nbsp; 405 |
| Pantages Capital Acquisition Corp.<sup>(9)</sup> <br>| 12570 | &nbsp;&nbsp; 129 |
| Pantages Capital Acquisition Corp.<sup>(9)</sup> <br>| 12570 | &nbsp;&nbsp; 2 |
| Perimeter Acquisition Corp. I<sup>(9)</sup> <br>| 4671 | &nbsp;&nbsp; 49 |
| Pioneer Acquisition I Corp.<sup>(9)</sup> <br>| 23460 | &nbsp;&nbsp; 236 |
| Pioneer Acquisition I Corp. Class A<sup>(9)</sup> <br>| 64612 | &nbsp;&nbsp; 642 |
| ProCap Acquisition Corp.<sup>(9)</sup> <br>| 2159 | &nbsp;&nbsp; 23 |
| ProCap Acquisition Corp. Class A<sup>(9)</sup> <br>| 22561 | &nbsp;&nbsp; 232 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares/Units** | **Value** |
| Quantumsphere Acquisition Corp.<sup>(9)</sup> <br>| 3157 | &nbsp;&nbsp; $32 |
| Republic Digital Acquisition Co.<sup>(9)</sup> <br>| 2354 | &nbsp;&nbsp; 25 |
| Rising Dragon Acquisition Corp.<sup>(9)</sup> <br>| 12024 | &nbsp;&nbsp; 125 |
| Roman DBDR Acquisition Corp. II<sup>(9)</sup> <br>| 8097 | &nbsp;&nbsp; 83 |
| Silver Pegasus Acquisition Corp.<sup>(9)</sup> <br>| 3900 | &nbsp;&nbsp; 40 |
| Silver Pegasus Acquisition Corp. Class A<sup>(9)</sup> <br>| 7983 | &nbsp;&nbsp; 80 |
| Silverbox Corp. IV Class A<sup>(9)</sup> <br>| 5560 | &nbsp;&nbsp; 58 |
| SIM Acquisition Corp. I Class A<sup>(9)</sup> <br>| 39331 | &nbsp;&nbsp; 413 |
| Sizzle Acquisition Corp. II<sup>(9)</sup> <br>| 7834 | &nbsp;&nbsp; 1 |
| Sizzle Acquisition Corp. II Class A<sup>(9)</sup> <br>| 25546 | &nbsp;&nbsp; 259 |
| Solarius Capital Acquisition Corp. Class A<sup>(9)</sup> <br>| 9557 | &nbsp;&nbsp; 95 |
| Soulpower Acquisition Corp.<sup>(9)</sup> <br>| 15360 | &nbsp;&nbsp; 3 |
| Soulpower Acquisition Corp. Class A<sup>(9)</sup> <br>| 16273 | &nbsp;&nbsp; 164 |
| Spring Valley Acquisition Corp. II<sup>(9)</sup> <br>| 176 | &nbsp;&nbsp; — <br><sup>(10)</sup><br>|
| Spring Valley Acquisition Corp. III<sup>(9)</sup> <br>| 6352 | &nbsp;&nbsp; 66 |
| Stellar V Capital Corp. Class A<sup>(9)</sup> <br>| 5935 | &nbsp;&nbsp; 61 |
| Tavia Acquisition Corp.<sup>(9)</sup> <br>| 12508 | &nbsp;&nbsp; 129 |
| Tavia Acquisition Corp.<sup>(9)</sup> <br>| 12508 | &nbsp;&nbsp; 2 |
| Thayer Ventures Acquisition Corp. II<sup>(9)</sup> <br>| 782 | &nbsp;&nbsp; 8 |
| Thayer Ventures Acquisition Corp. II Class A<sup>(9)</sup> <br>| 7855 | &nbsp;&nbsp; 79 |
| Translational Development Acquisition Corp.<sup>(9)</sup> <br>| 57846 | &nbsp;&nbsp; 598 |
| UY Scuti Acquisition Corp.<sup>(9)</sup> <br>| 11082 | &nbsp;&nbsp; 2 |
| UY Scuti Acquisition Corp.<sup>(9)</sup> <br>| 11082 | &nbsp;&nbsp; 113 |
| Vine Hill Capital Investment Corp. Class A<sup>(9)</sup> <br>| 8404 | &nbsp;&nbsp; 90 |
| Voyager Acquisition Corp.<sup>(9)</sup> <br>| 19124 | &nbsp;&nbsp; 200 |
| Wen Acquisition Corp.<sup>(9)</sup> <br>| 12019 | &nbsp;&nbsp; 125 |
| Wen Acquisition Corp. Class A<sup>(9)</sup> <br>| 1665 | &nbsp;&nbsp; 17 |
| Wintergreen Acquisition Corp.<sup>(9)</sup> <br>| 7939 | &nbsp;&nbsp; 80 |
| YHN Acquisition I Ltd.<sup>(9)</sup> <br>| 12310 | &nbsp;&nbsp; 129 |
| **Total Special Purpose Acquisition Companies** <br>**(Identified Cost $18,363)** | **Total Special Purpose Acquisition Companies** <br>**(Identified Cost $18,363)** | &nbsp;&nbsp; **18615** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| **Escrow Notes—0.5%** | **Escrow Notes—0.5%** | **Escrow Notes—0.5%** |
| **Financials—0.5%** | **Financials—0.5%** |  |
| Altaba, Inc. Escrow<sup>(9)</sup> <br>| 327452 | &nbsp;&nbsp; 442 |
| **Total Escrow Notes** <br>**(Identified Cost $232)** | **Total Escrow Notes** <br>**(Identified Cost $232)** | &nbsp;&nbsp; **442** |
| **Total Long-Term Investments—98.4%** <br>**(Identified Cost $90,893)** | **Total Long-Term Investments—98.4%** <br>**(Identified Cost $90,893)** | &nbsp;&nbsp; **91809** |
| **Short-Term Investments—2.9%** | **Short-Term Investments—2.9%** | **Short-Term Investments—2.9%** |
| **Money Market Mutual Funds—2.9%** | **Money Market Mutual Funds—2.9%** | **Money Market Mutual Funds—2.9%** |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Financial Square Funds - Treasury <br> Instruments Fund - Standard Shares (seven-day <br> effective yield 3.969%)<sup>(7)</sup> <br>| 1900000 | &nbsp;&nbsp; 1900 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Financial Square Government Fund - <br> Standard Shares (seven-day effective yield <br> 4.034%)<sup>(7)</sup> <br>| 851744 | &nbsp;&nbsp; 852 |
| **Total Short-Term Investments** <br>**(Identified Cost $2,752)** | **Total Short-Term Investments** <br>**(Identified Cost $2,752)** | &nbsp;&nbsp; **2752** |

---

See Notes to Schedule of Investments

------

**VIRTUS Westchester Credit Event Fund**

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

**September 30, 2025**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Securities Lending Collateral—1.3%** | **Securities Lending Collateral—1.3%** | **Securities Lending Collateral—1.3%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Government Cash Management Fund - <br> Institutional Shares (seven-day effective yield <br> 4.041%)<sup>(7)(11)</sup> <br>| 1189650 | &nbsp;&nbsp; $1190 |
| **Total Securities Lending Collateral** <br>**(Identified Cost $1,190)** | **Total Securities Lending Collateral** <br>**(Identified Cost $1,190)** | &nbsp;&nbsp; **1190** |
| **TOTAL INVESTMENTS—102.6%** <br>**(Identified Cost $94,835)** | **TOTAL INVESTMENTS—102.6%** <br>**(Identified Cost $94,835)** | &nbsp;&nbsp; **$95751** |
| Other assets and liabilities, net—(2.6)% | Other assets and liabilities, net—(2.6)% | &nbsp;&nbsp; (2452)<br>|
| **NET ASSETS—100.0%** | **NET ASSETS—100.0%** | &nbsp;&nbsp; **$93299** |

---

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

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| AMT | Alternative Minimum Tax |
| LLC | Limited Liability Company |
| LP | Limited Partnership |
| OBFR | Overnight Bank Funding Rate |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |
| SPAC | Special Purpose Acquisition Company |

---

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

---

| | |
|:---|:---|
| **Footnote Legend:** | **Footnote Legend:** |
| <sup>(1)</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>(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 September 30, 2025, these securities <br> amounted to a value of $47,355 or 50.8% of net assets.<br>|
| <sup>(3)</sup> <br>| No contractual maturity date. |
| <sup>(4)</sup> <br>| All or a portion of security is on loan. |
| <sup>(5)</sup> <br>| Variable rate security. Rate disclosed is as of September 30, 2025. 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>|

---

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

<sup>(6)</sup> This loan will settle after September 30, 2025, at which time the interest rate, calculated on the base lending rate and the agreed upon spread on trade date, will be reflected. 

<sup>(7)</sup> Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. 

<sup>(8)</sup> 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 of Investments. 

<sup>(9)</sup> Non-income producing.

<sup>(10)</sup> Amount is less than $500 (not in thousands).

<sup>(11)</sup> Represents security purchased with cash collateral received for securities on loan. 

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

---

| | |
|:---|:---|
| **Counterparties:** |  |
| GS | Goldman Sachs & Co.  |
| JPM | JPMorgan Chase Bank N.A. |

---

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

---

| | |
|:---|:---|
| **Foreign Currencies:** | **Foreign Currencies:** |
| CAD | Canadian Dollar |
| EUR | Euro |
| USD | United States Dollar |

---

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

---

| | |
|:---|:---|
| **Country Weightings**<sup>†</sup>  | **Country Weightings**<sup>†</sup>  |
| United States | 66<br> %<br>|
| Cayman Islands | 21 |
| Austria | 4 |
| Canada | 3 |
| Mexico | 2 |
| Chile | 2 |
| Virgin Islands(British) | 2 |
| Total | 100<br> %<br>|
| <sup>†</sup> % of total investments as of September 30, 2025. | <sup>†</sup> % of total investments as of September 30, 2025. |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts as of September 30, 2025 were as follows:** | **Forward foreign currency exchange contracts as of September 30, 2025 were as follows:** | **Forward foreign currency exchange contracts as of September 30, 2025 were as follows:** | **Forward foreign currency exchange contracts as of September 30, 2025 were as follows:** | **Forward foreign currency exchange contracts as of September 30, 2025 were as follows:** | **Forward foreign currency exchange contracts as of September 30, 2025 were as follows:** | **Forward foreign currency exchange contracts as of September 30, 2025 were as follows:** | **Forward foreign currency exchange contracts as of September 30, 2025 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>|
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3258 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2850 | JPM | 12/17/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(103) <br>|
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3418 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4686 | JPM | 12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; —<br>|
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 760 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 646 | JPM | 12/18/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (2) <br>|
| **Total** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $(105) <br>|

---

See Notes to Schedule of Investments

------

**VIRTUS Westchester Credit Event Fund**

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

**September 30, 2025**

($ reported in thousands)

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Over-the-counter total return swaps outstanding as of September 30, 2025 were as follows:** | **Over-the-counter total return swaps outstanding as of September 30, 2025 were as follows:** | **Over-the-counter total return swaps outstanding as of September 30, 2025 were as follows:** | **Over-the-counter total return swaps outstanding as of September 30, 2025 were as follows:** | **Over-the-counter total return swaps outstanding as of September 30, 2025 were as follows:** | **Over-the-counter total return swaps outstanding as of September 30, 2025 were as follows:** | **Over-the-counter total return swaps outstanding as of September 30, 2025 were as follows:** | **Over-the-counter total return swaps outstanding as of September 30, 2025 were as follows:** | **Over-the-counter total return swaps outstanding as of September 30, 2025 were as follows:** | **Over-the-counter total return swaps outstanding as of September 30, 2025 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>|  |  |  |  |  |  |  |  |  |
| Blackrock Municipal <br> Income Quality Trust <br> Mutual Fund<br>| Pay | 4.700% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 02/18/26 | &nbsp;&nbsp; $519 | &nbsp;&nbsp; $1<br>| &nbsp;&nbsp; $1<br>| &nbsp;&nbsp; $—<br>|
| Blackrock Municipal <br> Income Trust II Mutual <br> Fund<br>| Pay | 4.700% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 07/14/26 | &nbsp;&nbsp; 95 | &nbsp;&nbsp; 4<br>| &nbsp;&nbsp; 4<br>| &nbsp;&nbsp; —<br>|
| Blackrock Municipal <br> Income Trust Mutual Fund<br>| Pay | 4.700% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 07/14/26 | &nbsp;&nbsp; 91 | &nbsp;&nbsp; 4<br>| &nbsp;&nbsp; 4<br>| &nbsp;&nbsp; —<br>|
| Blackrock MuniHoldings <br> Fund, Inc.<br>| Pay | 4.700% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 07/14/26 | &nbsp;&nbsp; 364 | &nbsp;&nbsp; 20<br>| &nbsp;&nbsp; 20<br>| &nbsp;&nbsp; —<br>|
| Blackrock MuniHoldings <br> Quality Fund II, Inc.<br>| Pay | 4.700% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 07/14/26 | &nbsp;&nbsp; 311 | &nbsp;&nbsp; 18<br>| &nbsp;&nbsp; 18<br>| &nbsp;&nbsp; —<br>|
| Blackrock Muniyield <br> Quality Fund, Inc.<br>| Pay | 4.700% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 09/03/25 | &nbsp;&nbsp; 595 | &nbsp;&nbsp; (3) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (3) <br>|
| Blackrock Munyield Quality <br> Fund III, Inc.<br>| Pay | 4.700% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 03/06/26 | &nbsp;&nbsp; 85 | &nbsp;&nbsp; (1) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (1) <br>|
| Franklin Universal Trust <br> (SBI) Mutual Fund<br>| Pay | 4.700% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 03/06/26 | &nbsp;&nbsp; 115 | &nbsp;&nbsp; 7<br>| &nbsp;&nbsp; 7<br>| &nbsp;&nbsp; —<br>|
| Nuveen AMT-Free <br> Municipal Credit Income <br> Fund<br>| Pay | 4.700% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 02/18/26 | &nbsp;&nbsp; 593 | &nbsp;&nbsp; — <br><sup>(3)</sup><br>| &nbsp;&nbsp; — <br><sup>(3)</sup><br>| &nbsp;&nbsp; —<br>|
| Pershing Square Escrow<sup>(4)</sup> <br>| Pay | 5.300% (1.210% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 02/18/26 | &nbsp;&nbsp; — <br><sup>(3)</sup><br>| &nbsp;&nbsp; — <br><sup>(3)</sup><br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; — <br><sup>(3)</sup><br>|
| Pershing Tontine Spar<sup>(4)</sup> <br>| Pay | 5.300% (1.210% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 02/18/26 | &nbsp;&nbsp; — <br><sup>(3)</sup><br>| &nbsp;&nbsp; 1<br>| &nbsp;&nbsp; 1<br>| &nbsp;&nbsp; —<br>|
| Saba Capital Income & <br> Opportunities Fund<br>| Pay | 4.700% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 02/18/26 | &nbsp;&nbsp; 98 | &nbsp;&nbsp; 5<br>| &nbsp;&nbsp; 5<br>| &nbsp;&nbsp; —<br>|
| Saba Capital Income & <br> Opportunities Fund<br>| Pay | 4.470% (0.380% + OBFR) | 3 Month | JPM | &nbsp;&nbsp; 09/22/26 | &nbsp;&nbsp; 3 | &nbsp;&nbsp; — <br><sup>(3)</sup><br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; — <br><sup>(3)</sup><br>|
|  |  |  |  |  |  |  | &nbsp;&nbsp; 56 | &nbsp;&nbsp; 60 | &nbsp;&nbsp; (4)<br>|
| **Total**  |  |  |  |  |  |  | &nbsp;&nbsp; $56 | &nbsp;&nbsp; $60 | &nbsp;&nbsp; $(4) <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>| Amount is less than $500 (not in thousands). |
| <sup>(4)</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>|

---

See Notes to Schedule of Investments

------

**VIRTUS Westchester Credit Event Fund**

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

**September 30, 2025**

($ reported in thousands)

The following table summarizes the value of the Fund's investments as of September 30, 2025, 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>September 30, 2025<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; $6708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $6708 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp;&nbsp; Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 52619 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Leveraged Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Equity Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Closed-End Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 111 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Preferred Stock | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2329 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(1)</sup><br>|
| &nbsp;&nbsp;&nbsp; Warrants | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(1)</sup><br>|
| &nbsp;&nbsp;&nbsp; Special Purpose Acquisition Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Escrow Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Money Market Mutual Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2752 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Other Financial Instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Forward Foreign Currency Exchange Contracts<sup>\*</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Over-the-Counter Total Return Swaps<sup>\*</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 60 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 59 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| Total Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 95850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 70790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1 |
| Liabilities: |  |  |  |  |
| Other Financial Instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Forward Foreign Currency Exchange Contracts<sup>\*</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (105)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (105)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Over-the-Counter Total Return Swaps<sup>\*</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (4)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(2)</sup><br>|
| Total Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (109)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(2)</sup><br>|
| Total Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $95741 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $25059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $70681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1 |

---

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

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

<sup>(2)</sup> Amount is less than $500 (not in thousands).

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

Security held by the Fund with an end of period value of $0 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.

Management has determined that the amount of Level 3 securities compared to total net assets is not material; therefore, the roll-forward of Level 3 securities and assumptions are not shown for the period ended September 30, 2025.

See Notes to Schedule of Investments

------

**VIRTUS WESTCHESTER CREDIT EVENT FUND**

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

**September 30, 2025**

**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 Credit Event Fund

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

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

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

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

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $99207698.85

**Total Liabilities:** $5983844.64

**Net Assets:** $93223854.21

**Delayed Delivery Securities:** $300000.00

**Cash Not Reported:** $1448089.10

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -392.57468990 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -0.65390789 | **1-Year:** -228.24401250 | **5-Year:** -8728.49772400 | **10-Year:** -2478.79819200 | **30-Year:** -325.54623610

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000194736 | 0.44%                | 0.35%                | 0.78%                |
| Class ID C000194735 | 0.43%                | 0.43%                | 0.68%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $80816.06                | $-165161.21                                |
| Month 2  | $246890.76               | $-138491.30                                |
| Month 3  | $69747.51                | $120372.91                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MOBIUS MERGER SUB                                        | Mobius Merger Sub Inc                                         | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3215000 | PA      | $2694332.68   | 2.89%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Andretti Acquisition Corp II                             | Andretti Acquisition Corp II                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19112 | NS      | $200102.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM Digital Asset Acquisition                           | CSLM Digital Asset Acquisition Corp III Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12725 | NS      | $128522.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp                             | BEST SPAC I Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      1561 | NS      | $15859.76     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionsGate Acquisition Corp                           | ChampionsGate Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1871 | NS      | $18953.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dune Acquisition Corp II                                 | Dune Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11452 | NS      | $117039.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWHOLD INVESTMENT CORP II-A                             | NewHold Investment Corp III                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3464 | NC      | $1247.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Pegasus Acquisition Cor                           | Silver Pegasus Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3900 | NS      | $39741.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vine Hill Capital Investment C                           | Vine Hill Capital Investment Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8404 | NS      | $90006.84     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME TRUST                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1272.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME QUALITY TRUST                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1053.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GESHER ACQUISITION CORP II-A                             | Gesher Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3818 | NC      | $1221.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIM Acquisition Corp I                                   | SIM Acquisition Corp I                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39331 | NS      | $412975.50    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AMS-OSRAM AG                                             | ams-OSRAM AG                                                  | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    590000 | PA      | $738014.57    | 0.79%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                         | Getty Images Inc                                              | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1145916.00   | 1.23%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Jackson Acquisition Co II                                | Jackson Acquisition Co II                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15635 | NS      | $3908.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A Paradise Acquisition Corp                              | A Paradise Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     28104 | NS      | $278229.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Acquisition Corp I                             | Perimeter Acquisition Corp I                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4671 | NS      | $49045.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VOLATO GROUP INC                                         | Volato Group Inc                                              | CUSIP: 74349W112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       648 | NC      | $6.48         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit Aerosystems Inc                                   | Spirit AeroSystems Inc                                        | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |   2458189 | PA      | $2465096.80   | 2.64%             | 2027-01-15      | Floating      | 8.81%                 | No            |                  2 | On Loan: No      |
| ALTENERGY ACQUISITION CORP-A                             | AltEnergy Acquisition Corp                                    | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       243 | NC      | $7.73         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMS-OSRAM AG                                             | ams-OSRAM AG                                                  | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   3000000 | PA      | $3368055.94   | 3.61%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Nabors Energy Transition Corp                            | Nabors Energy Transition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21837 | NS      | $244792.77    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                                   | BERTO ACQUISITION CORP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2354 | NS      | $25164.26     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LEDDARTECH HOLDINGS INC                                  | LeddarTech Holdings Inc                                       | CUSIP: 52328E113<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |      3202 | NC      | $1.60         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galata Acquisition Corp II                               | Galata Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5590 | NS      | $55788.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GROVE COLLABORATIVE HOLDINGS                             | Grove Collaborative Holdings                                  | CUSIP: 39957D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       983 | NC      | $10.22        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                                 | Jena Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12488 | NS      | $130000.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                  | Frontier Communications Holdings LLC                          | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1492869 | PA      | $1508578.15   | 1.62%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STELLAR V CAPITAL CORP-CL A                              | Stellar V Capital Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2967 | NC      | $1056.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMAN DBDR ACQUISITION CORP                              | Roman DBDR Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4258 | NC      | $2192.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bleichroeder Acquisition Corp                            | Bleichroeder Acquisition Corp I                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27798 | NS      | $288821.22    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Vance Floating-Rate Income Trust                   | Eaton Vance Floating-Rate Income Trust                        | CUSIP: 278279104<br>LEI: HQOIMOIFYDO5NKVU2640 | Long             | EC               | RF                | US        |      9423 | NS      | $110908.71    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLURION TECHNOLOGIES INC                                | Allurion Technologies Inc                                     | CUSIP: 02008G110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1074 | NC      | $29.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COPLEY ACQUISITION CORP-A                                | Copley Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      1961 | NS      | $393.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OTG Acquisition Corp I                                   | OTG Acquisition Corp I                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3991 | NS      | $40189.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ACROPOLIS INFRASTRUCTURE CVR                             | ACROPOLIS INFRASTRUCTURE CVR                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6145 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GigCapital7 Corp                                         | GigCapital7 Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19870 | NS      | $209429.80    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureCrest Acquisition Corp                             | FutureCrest Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       319 | NS      | $3381.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER ACQUISITION CORP                                 | Voyager Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4860 | NC      | $826.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVOGEN BIO HOLDINGS INC                                 | Tevogen Bio Holdings Inc                                      | CUSIP: 88165K119<br>LEI: 549300AC21G4NBK9D322 | N/A              | DE               | CORP              | US        |       325 | NC      | $17.88        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS PERSHING SQUARE ESCROW                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3.85        | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS PERSHING TONTINE SPAR                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $431.90       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SBL HOLDINGS INC                                         | SBL Holdings Inc                                              | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   2672000 | PA      | $2598766.63   | 2.79%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GRUPO AEROMEXICO SAB                                     | Grupo Aeromexico SAB de CV                                    | CUSIP: 40054JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |   1875000 | PA      | $1865437.50   | 2.00%             | 2031-11-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: —       |
| Cantor Equity Partners I Inc                             | Cantor Equity Partners I Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4052 | NS      | $42383.92     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                 | Permian Resources Operating LLC                               | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    851000 | PA      | $864217.79    | 0.93%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME QUALITY TRUST                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2933.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANDRETTI ACQUISITION CORP -A                             | Andretti Acquisition Corp II                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6104 | NC      | $1220.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                   | Mauser Packaging Solutions Holding Co                         | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1697875.87   | 1.82%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIHOLDINGS FUND INC                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4809.91      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wintergreen Acquisition Corp                             | Wintergreen Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7939 | NS      | $79866.34     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEO ENERGY CORP                                          | Zeo Energy Corp                                               | CUSIP: 98944F117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       282 | NC      | $15.48        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Era Acquisition Corp I                             | Fifth Era Acquisition Corp I                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2737 | NS      | $27807.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME QUALITY TRUST                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1180.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wen Acquisition Corp                                     | Wen Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12019 | NS      | $125358.17    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EQV Ventures Acquisition Corp                            | EQV Ventures Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15479 | NS      | $154944.79    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGX Capital Acquisition Corp                            | FIGX Capital Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2669 | NS      | $26876.83     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DYE & DURHAM LIMITED                                     | Dye & Durham Ltd                                              | CUSIP: 267488AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4686000 | PA      | $3340156.68   | 3.58%             | 2026-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Spring Valley Acquisition Corp                           | Spring Valley Acquisition Corp II                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       176 | NS      | $88.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                           | DREYFUS GOVERNMENT CASH MANAGE                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1189650 | NS      | $1189649.50   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                               | Sizzle Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25546 | NS      | $258525.52    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME TRUST II                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1331.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centurion Acquisition Corp                               | Centurion Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4268 | NS      | $45027.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NMP Acquisition Corp                                     | NMP Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15908 | NS      | $157966.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit                           | Drugs Made In America Acquisition II Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6385 | NS      | $63498.83     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Archimedes Tech SPAC Partners                            | Archimedes Tech SPAC Partners II Co                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17088 | NS      | $174468.48    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OFFICE REIT                                         | City Office REIT Inc                                          | CUSIP: 178587200<br>LEI: 5493003J7157VP25NL57 | Long             | EP               | CORP              | CA        |     92423 | NS      | $2329068.84   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                  | Latam Airlines Group SA                                       | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   1730000 | PA      | $1802097.75   | 1.93%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Oak Woods Acquisition Corp                               | Oak Woods Acquisition Corp                                    | CUSIP: 67190B104<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      8400 | NS      | $100800.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| HCM III Acquisition Corp                                 | HCM III Acquisition Corp                                      | CUSIP: 000000000<br>LEI: 529900X6CMNA2LN6C461 | Long             | EC               | CORP              | US        |       786 | NS      | $8103.66      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME QUALITY TRUST                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1237.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                  | Big River Steel LLC / BRS Finance Corp                        | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3312000 | PA      | $3313294.99   | 3.55%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Cal Redwood Acquisition Corp                             | Cal Redwood Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4693 | NS      | $48009.39     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chenghe Acquisition III Co                               | Chenghe Acquisition III Co                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      8782 | NS      | $87644.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp                                     | Wen Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1665 | NS      | $16866.45     | 0.02%             |  |  |  | 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      | $-102670.28   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME TRUST                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1363.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECARX HOLDINGS INC-CL A                                  | ECARX Holdings Inc                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |      2800 | NC      | $145.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS SABA CAPITAL INCOME & OPPORTUNITIES FUND                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4369.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund           | Goldman Sachs Financial Square Government Fund                | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |    732806 | NS      | $732805.83    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiom Intelligence Acquisition                           | Axiom Intelligence Acquisition Corp 1                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     15821 | NS      | $157418.95    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2016-2 B PTT                                  | United Airlines 2016-2 Class B Pass Through Trust             | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    401986 | PA      | $401860.61    | 0.43%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Sizzle Acquisition Corp II                               | Sizzle Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7834 | NS      | $1331.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners III Inc                           | Cantor Equity Partners III Inc                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1570 | NS      | $16202.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCHEMY INVESTMENTS ACQUISIT                             | Alchemy Investments Acquisition Corp 1                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3082 | NC      | $400.66       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Investment Corp I                                 | Origin Investment Corp I                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |      7976 | NS      | $80079.04     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ALDEL FINANCIAL II INC                                   | Aldel Financial II Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4081 | NC      | $2081.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Haymaker Acquisition Corp 4                              | Haymaker Acquisition Corp 4                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23539 | NS      | $266932.26    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Kochav Defense Acquisition Cor                           | Kochav Defense Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9122 | NS      | $91493.66     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UY Scuti Acquisition Corp                                | UY Scuti Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11082 | NS      | $113258.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Acquisition Corp                                 | Voyager Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19124 | NS      | $200037.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP II                                 | CARTESIAN GROWTH CORP II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10365 | NS      | $125416.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| BTC DEVELOPMENT CORP                                     | BTC DEVELOPMENT CORP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1588 | NS      | $16038.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Pantages Capital Acquisition C                           | Pantages Capital Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12570 | NS      | $1509.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                                | Jackson Acquisition Co II                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15635 | NS      | $162291.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Silver Pegasus Acquisition Cor                           | Silver Pegasus Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7983 | NS      | $79590.51     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GETAROUND INC                                            | Getaround Inc                                                 | CUSIP: 37427G119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       458 | NC      | $0.14         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                             | Oxley Bridge Acquisition Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     83156 | NS      | $826570.64    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Acquisition Corp V                              | Live Oak Acquisition Corp V                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50046 | NS      | $509468.28    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Acquisition Corp                                    | Blue Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6244 | NS      | $63314.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR IV Acquisition Corp                                  | GSR IV Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21466 | NS      | $217557.91    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWBURY STREET ACQUISITION C                             | Newbury Street Acquisition Corp                               | CUSIP: 65101L112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2435 | NC      | $0.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | USD/EUR FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-2497.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Soulpower Acquisition Corp                               | Soulpower Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16273 | NS      | $164031.84    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit                           | Drugs Made In America Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16363 | NS      | $3558.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EVE MOBILITY ACQUISITION C-A                             | EVe Mobility Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1945 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME TRUST II                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1354.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIHOLDINGS QUALITY FUND II INC                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4589.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PSYENCE BIOMEDICAL LTD                                   | Psyence Biomedical Ltd                                        | CUSIP: 74449F118<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       733 | NC      | $18.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition VI Corp                           | M3-Brigade Acquisition VI Corp                                | CUSIP: 000000000<br>LEI: 529900K3KULJYPOBI946 | Long             | EC               | CORP              | US        |      1583 | NS      | $16019.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Black Hawk Acquisition Corp                              | Black Hawk Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102000 | NS      | $1141380.00   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS FRANKLIN UNIVERSAL TRUST                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6671.80      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAIN CAPITAL GSS INVESTMENT CORP                         | BAIN CAPITAL GSS INVESTMENT CORP                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       794 | NS      | $8011.46      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal Redwood Acquisition Corp                             | Cal Redwood Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15693 | NS      | $156930.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME QUALITY TRUST                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1222.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | TRS SABA CAPITAL INCOME & OPPORTUNITIES FUND                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-179.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TaskUS Inc                                               | TaskUS Inc                                                    | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |      2328 | NS      | $41554.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                 | Consolidated Communications Inc                               | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   2141000 | PA      | $2175791.25   | 2.33%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                   | Nationstar Mortgage Holdings Inc                              | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $442863.20    | 0.48%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GOAL ACQUISITIONS CORP                                   | Goal Acquisitions Corp                                        | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10907 | NC      | $109.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIHOLDINGS QUALITY FUND II INC                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4067.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                 | LUMEN TECHNOLOGIES INC                                        | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   3226776 | PA      | $3203027.16   | 3.44%             | 2029-04-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Launch Two Acquisition Corp                              | Launch Two Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7771 | NS      | $81129.24     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| FACT II ACQUISITION CORP                                 | Fact II Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3096 | NC      | $866.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Translational Development Acqu                           | Translational Development Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57846 | NS      | $598127.64    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Silverbox Corp IV                                        | Silverbox Corp IV                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5560 | NS      | $58213.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNER                             | Archimedes Tech SPAC Partners II Co                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4562 | NC      | $1597.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisit                           | Oyster Enterprises II Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7821 | NS      | $78210.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Integrated Wellness Acquisitio                           | Integrated Wellness Acquisition Corp                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17339 | NS      | $209975.29    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tavia Acquisition Corp                                   | Tavia Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     12508 | NS      | $129457.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp II                               | Armada Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12143 | NS      | $126287.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| YHN Acquisition I Ltd                                    | YHN Acquisition I Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     12310 | NS      | $128639.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Digital Acquisition C                           | Republic Digital Acquisition Co                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2354 | NS      | $24669.92     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FOUNDATION BUILDING M                                    | Foundation Building Materials Inc                             | CUSIP: 350392AA4<br>LEI: 549300ZVE6MONHB01I28 | Long             | DBT              | CORP              | US        |   1234000 | PA      | $1250796.32   | 1.34%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| K&F Growth Acquisition Corp II                           | K&F Growth Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7626 | NS      | $992.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Horse Acquisitions Corp                             | Iron Horse Acquisitions Corp                                  | CUSIP: 462837121<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |      4884 | NS      | $3565.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Water Acquisition Corp II                           | Blue Water Acquisition Corp III                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15004 | NS      | $149439.84    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| UY Scuti Acquisition Corp                                | UY Scuti Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11082 | NS      | $2216.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIHOLDINGS FUND INC                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4419.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mountain Lake Acquisition Corp                           | Mountain Lake Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10678 | NS      | $109983.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIYIELD QUALITY FUND III INC                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1183.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Spring Valley Acquisition Corp                           | Spring Valley Acquisition Corp III                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6352 | NS      | $66060.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCap Acquisition Corp                                  | ProCap Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2159 | NS      | $22863.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGX Capital Acquisition Corp                            | FIGX Capital Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27699 | NS      | $276713.01    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Graf Global Corp                                         | Graf Global Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5746 | NS      | $60562.84     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar V Capital Corp                                   | Stellar V Capital Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5935 | NS      | $61130.50     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EGH Acquisition Corp                                     | EGH Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7847 | NS      | $78626.94     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantumsphere Acquisition Corp                           | Quantumsphere Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3157 | NS      | $31980.41     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                               | Pioneer Acquisition I Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64612 | NS      | $642243.28    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                               | Pioneer Acquisition I Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23460 | NS      | $235773.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Acquisition Corp                               | Lightwave Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90932 | NS      | $912957.28    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| DANA INC                                                 | Dana Inc                                                      | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   3708000 | PA      | $3672189.99   | 3.94%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CABLEVISION LIGHTPATH                                    | Cablevision Lightpath LLC                                     | CUSIP: 12687GAB5<br>LEI: 5493002ZVBLRLGES1R71 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2429676.76   | 2.61%             | 2028-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AA Mission Acquisition Corp                              | AA Mission Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16044 | NS      | $168782.88    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIYIELD QUALITY FUND INC                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2827.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Pantages Capital Acquisition C                           | Pantages Capital Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12570 | NS      | $129219.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisit                           | Oyster Enterprises II Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     40408 | NS      | $404888.16    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Treasury Instruments Fund | Goldman Sachs Financial Square Treasury Instruments Fund      | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        |   1900000 | NS      | $1900000.00   | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIHOLDINGS QUALITY FUND II INC                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4254.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Flag Ship Acquisition Corp                               | Flag Ship Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1674 | NS      | $17677.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionheart Holdings                                       | Lionheart Holdings                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9489 | NS      | $99729.39     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                  | Frontier Communications Holdings LLC                          | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3025171.37   | 3.25%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRAF GLOBAL CORP-CL A                                    | Graf Global Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2871 | NC      | $947.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tavia Acquisition Corp                                   | Tavia Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     12508 | NS      | $2439.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BUZZFEED INC                                             | BuzzFeed Inc                                                  | CUSIP: 12430A110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       986 | NC      | $54.23        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME TRUST                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1270.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XBP EUROPE HOLDINGS INC                                  | XBP Europe Holdings Inc                                       | CUSIP: 98400V119<br>LEI: 984500BE0P94C4CD8C71 | N/A              | DE               | CORP              | US        |      1227 | NC      | $49.08        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CERO THERAPEUTICS HOLDINGS I                             | CERo Therapeutics Holdings Inc                                | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       240 | NC      | $3.19         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                | CARTESIAN GROWTH CORP III                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3105 | NS      | $31577.85     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | CAD/USD FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $38544.65     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| FOXO TECHNOLOGIES INC                                    | FOXO Technologies Inc                                         | CUSIP: 351471115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1072 | NC      | $10.18        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solarius Capital Acquisition C                           | Solarius Capital Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9557 | NS      | $95187.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME TRUST                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1167.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGET GLOBAL ACQUISITION -A                             | Target Global Acquisition I Corp                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |       480 | NC      | $9.65         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globa Terra Acquisition Corp                             | Globa Terra Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     92303 | NS      | $921183.94    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                            | EchoStar Corp                                                 | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2282852.75   | 2.45%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Axiom Intelligence Acquisition                           | Axiom Intelligence Acquisition Corp 1                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5462 | NS      | $55056.96     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME TRUST II                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1314.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                            | CoreWeave Inc                                                 | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1342000 | PA      | $1386009.55   | 1.49%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Mountain Lake Acquisition Corp                           | Mountain Lake Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10678 | NS      | $2135.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CALUMET SPECIALTY PROD                                   | Calumet Specialty Products Partners LP / Calumet Finance Corp | CUSIP: 131477AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    826000 | PA      | $825093.55    | 0.89%             | 2026-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| ESH Acquisition Corp                                     | ESH Acquisition Corp                                          | CUSIP: 296424112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4387 | NS      | $767.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Commscope Inc                                            | COMMSCOPE LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1089000 | PA      | $1101251.25   | 1.18%             | 2029-12-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIHOLDINGS QUALITY FUND II INC                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4415.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZAPP ELECTRIC VEHICLES GROUP                             | Zapp Electric Vehicles Group Ltd                              | CUSIP: 000000000<br>LEI: 984500D6DT79D76DED28 | N/A              | DE               | CORP              | KY        |       601 | NC      | $3.31         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                    | Illuminate Buyer LLC / Illuminate Holdings IV Inc             | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1908010.32   | 2.05%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Jena Acquisition Corp II                                 | Jena Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16334 | NS      | $165790.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gores Holdings X Inc                                     | Gores Holdings X Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15992 | NS      | $165037.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Roman DBDR Acquisition Corp II                           | Roman DBDR Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8097 | NS      | $83480.07     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Water Acquisition Corp II                           | Blue Water Acquisition Corp III                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15612 | NS      | $157525.08    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SIM ACQUISITION CORP I-A                                 | SIM Acquisition Corp I                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     15059 | NC      | $5722.42      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thayer Ventures Acquisition Co                           | Thayer Ventures Acquisition Corp II                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7855 | NS      | $78785.65     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EGH Acquisition Corp                                     | EGH Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2334 | NS      | $23363.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Rising Dragon Acquisition Corp                           | Rising Dragon Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12024 | NS      | $125290.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II                           | K&F Growth Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7626 | NS      | $77937.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIHOLDINGS FUND INC                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4878.32      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Altaba Inc Escrow                                        | Altaba Inc Escrow                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    327452 | NS      | $442060.20    | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS NUVEEN AMT-FREE MUNICIPAL CREDIT INCOME FUND              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $215.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cohen Circle Acquisition Corp                            | Cohen Circle Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6605 | NS      | $67965.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                 | California Resources Corp                                     | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    661000 | PA      | $660568.90    | 0.71%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| 26 CAPITAL ACQUISITION COR-A                             | 26 Capital Acquisition Corp                                   | CUSIP: 90138P118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Syniverse Holdings Inc.                                  | Syniverse Holdings LLC/DE                                     | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   2355429 | PA      | $2283659.38   | 2.45%             | 2027-05-13      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| SHELF DRILL HOLD LTD                                     | Shelf Drilling Holdings Ltd                                   | CUSIP: 822538AH7<br>LEI: 54930078ZJ3XP4MRYB68 | Long             | DBT              | CORP              | KY        |   2999000 | PA      | $3133955.00   | 3.36%             | 2029-04-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Copley Acquisition Corp                                  | Copley Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      7285 | NS      | $73651.35     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                | CARTESIAN GROWTH CORP III                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16871 | NS      | $169469.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                   | Nationstar Mortgage Holdings Inc                              | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2603000 | PA      | $2630339.31   | 2.82%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NewHold Investment Corp III                              | NewHold Investment Corp III                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6928 | NS      | $70527.04     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MRT MID PART/MRT MID FIN                                 | Martin Midstream Partners LP / Martin Midstream Finance Corp  | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1986720.74   | 2.13%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Armada Acquisition Corp II                               | Armada Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19797 | NS      | $206680.68    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher Acquisition Corp II                               | Gesher Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7636 | NS      | $77505.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGER AEROSPACE GROUP HOLD                             | Bridger Aerospace Group Holdings Inc                          | CUSIP: 96812F110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2200 | NC      | $176.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thayer Ventures Acquisition Co                           | Thayer Ventures Acquisition Corp II                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       782 | NS      | $7976.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| D Boral ARC Acquisition I Corp                           | D Boral ARC Acquisition I Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103784 | NS      | $1029537.28   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                             | Oxley Bridge Acquisition Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6264 | NS      | $62953.20     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE LLC                                            | CommScope LLC                                                 | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1806615.00   | 1.94%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fact II Acquisition Corp                                 | Fact II Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6192 | NS      | $63777.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners IV Inc                            | Cantor Equity Partners IV Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6317 | NS      | $64370.23     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit                           | Drugs Made In America Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16363 | NS      | $168048.01    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus Circle Capital Corp I                           | Columbus Circle Capital Corp I                                | CUSIP: 000000000<br>LEI: 5299006WPUCKP6KOIM37 | Long             | EC               | CORP              | US        |      4767 | NS      | $48242.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp                               | Soulpower Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15360 | NS      | $2918.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| 1RT Acquisition Corp                                     | 1RT Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       855 | NS      | $8968.95      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCap Acquisition Corp                                  | ProCap Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22561 | NS      | $231701.47    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMSCOPE LLC                                            | CommScope LLC                                                 | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1726000 | PA      | $1786584.33   | 1.92%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNIHOLDINGS FUND INC                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4892.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                         | Getty Images Inc                                              | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1175888.81   | 1.26%             | 2027-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Lakeshore Acquisition III Corp                           | Lakeshore Acquisition III Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21622 | NS      | $218057.87    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SLAM CORP-A                                              | Slam Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       217 | NC      | $1.09         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A Paradise Acquisition Corp                              | A Paradise Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      3138 | NS      | $31317.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                 | LUMEN TECHNOLOGIES INC                                        | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   1896966 | PA      | $1883004.63   | 2.02%             | 2030-04-15      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Eureka Acquisition Corp                                  | Eureka Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1571 | NS      | $16793.99     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp                           | Lakeshore Acquisition III Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13775 | NS      | $2755.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emmis Acquisition Corp                                   | Emmis Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5587 | NS      | $55758.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                            | CoreWeave Inc                                                 | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1409208.63   | 1.51%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS BLACKROCK MUNICIPAL INCOME TRUST II                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1170.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New Providence Acquisition Cor                           | New Providence Acquisition Corp III                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38153 | NS      | $392212.84    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON HORSE ACQUISITIONS CORP                             | Iron Horse Acquisitions Corp                                  | CUSIP: 462837113<br>LEI: 5493000JDZP9ZR3A1A41 | N/A              | DE               | CORP              | US        |      4884 | NC      | $493.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ILEARNINGENGINES INC                                     | iLearningEngines Holdings Inc                                 | CUSIP: 45175Q114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       992 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKinley Acquisition Corp                                | McKinley Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45981 | NS      | $459350.19    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-18

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer