# EDGAR Filing Document

**Accession Number:** 0001572617
**File Stem:** 0000940400-26-008290
**Filing Date:** 2026-2
**Character Count:** 164251
**Document Hash:** d041b53a5303ab4c5c258840778e144f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008290.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008290

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22818
- **FILM NUMBER:** 26683969

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

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

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

## Series and Classes Contracts Data

### Virtus Westchester Event-Driven Fund (Series ID: S000040968)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $140526041.72

**Total Liabilities:** $10869402.65

**Net Assets:** $129656639.07

**Cash Not Reported:** $23903101.57

**Currency Risk Metrics (dv01):**

- 

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

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

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

- **3-Month:** -29.29945410 | **1-Year:** -23.23983680 | **5-Year:** -5263.37971700 | **10-Year:** 0.00000000 | **30-Year:** -1133.50600000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000127094 | 0.63%                | -0.27%               | 0.61%                |
| Class ID C000127095 | 0.71%                | -0.26%               | 0.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1554083.75             | $1859757.44                                |
| Month 2  | $-623068.96              | $-173737.23                                |
| Month 3  | $-597589.69              | $815627.18                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                          | TECK RESOURCES LTD                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       723 | NC      | $1446.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | COMCAST CORP                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       221 | NC      | $442.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS PROASSURANCE CORP                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $14850.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS VIVENDI SE                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4913.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1358.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HUNTINGTON BANCSHARES INC/OH                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $16157.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS FIFTH THIRD BANCORP                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $45662.79     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS KEURIG DR PEPPER INC                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $134769.63    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $97.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS COMCAST CORP                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $189253.64    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $8694.16      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $121.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -1032 | NC      | $-356040.00   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $915.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1169.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1285.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA MERRILL LYNCH BANCO MULTIPLO S.A.        | TRS ABIOMED INC                                               | CUSIP: 000000000<br>LEI: KPTCWFWJ4GW0WZNEMH59 | N/A              | DE               | CORP              | BR        |         1 | NC      | $6897.37      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $705.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $532.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS COMERICA INC                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $282898.89    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS WARNER BROS DISCOVERY INC                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1549029.86   | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS CSX CORP                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-54926.62    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS HONEYWELL INTERNATIONAL INC                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-217172.63   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | AIR LEASE CORP                                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -46 | NC      | $-460.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS TECK RESOURCES LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $195483.78    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1800.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | TRS VIVENDI SE                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $9637.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $94.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                    | TRS BRISTOL-MYERS SQUIBB CO                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |         1 | NC      | $34421.74     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $96.24        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1408.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $8702.14      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $8939.52      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $9778.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | APTIV PLC                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       132 | NC      | $5280.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS VIVENDI SE                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-40633.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS VIVENDI SE                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-76332.56    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS DAYFORCE INC                                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3212.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS VIVENDI SE                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-32382.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS VIVENDI SE                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-35954.01    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1057.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-5254.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-298.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS LIBERTY BROADBAND CORP                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-528983.56   | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $301.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | TECK RESOURCES LTD                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -471 | NC      | $-355605.00   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1863.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $37.87        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-168.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $763.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $232.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5.92         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1075.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $300.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $138.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $174.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | USD/EUR FORWARD                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $103.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $482.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $525.00       | 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      | $-9445.71     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HONEYWELL INTERNATIONAL INC                               | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $270500.23    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-11245.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6849.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-18712.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-20396.68    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-26023.58    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $592.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | HKD/USD FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $705.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS COINSHARES INTERNATIONAL LTD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-12779.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS COINSHARES INTERNATIONAL LTD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-29260.99    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS CYBERARK SOFTWARE LTD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-447591.26   | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS COINSHARES INTERNATIONAL LTD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-8619.81     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS COINSHARES INTERNATIONAL LTD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-10965.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS COINSHARES INTERNATIONAL LTD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-30942.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS CYBERARK SOFTWARE LTD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $97339.51     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS COINSHARES INTERNATIONAL LTD                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-26621.85    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS CYBERARK SOFTWARE LTD                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $224287.73    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS DAYFORCE INC                                              | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $1747.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | SPDR S&P 500 ETF TRUST                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       101 | NC      | $4646.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS NORFOLK SOUTHERN CORP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-77712.44    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS NORFOLK SOUTHERN CORP                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $71929.58     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS FRONTIER COMMUNICATIONS PARENT INC                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $144495.65    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                  | Frontier Communications Holdings LLC                          | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1111535.09   | 0.86%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Harvard Ave Acquisition Corp                             | Harvard Ave Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     26455 | NS      | $264814.55    | 0.20%             |  |  |  | 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        |      3828 | NS      | $39237.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC                                              | Federal Home Loan Mortgage Corp                               | CUSIP: 313400624<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | EP               | USGSE             | US        |     47876 | NS      | $689414.40    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp                                     | Wen Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17948 | NS      | $183608.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Gesher Acquisition Corp II                               | Gesher Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11360 | NS      | $116326.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| McKinley Acquisition Corp                                | McKinley Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11056 | NS      | $110228.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | USD/EUR FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1660.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                     | Chart Industries Inc                                          | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |        33 | NS      | $6805.59      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Haymaker Acquisition Corp 4                              | Haymaker Acquisition Corp 4                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34929 | NS      | $397492.02    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners V Inc                             | Cantor Equity Partners V Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19821 | NS      | $203165.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Highview Merger Corp                                     | Highview Merger Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7484 | NS      | $74840.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp                               | Soulpower Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13952 | NS      | $2441.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITHAX Acquisition Corp III                               | ITHAX Acquisition Corp III                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10929 | NS      | $108852.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AMS-OSRAM AG                                             | ams-OSRAM AG                                                  | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |    210000 | PA      | $256983.81    | 0.20%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NEW PROVIDENCE ACQUISITION-A                             | New Providence Acquisition Corp III                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     19020 | NC      | $9610.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Siddhi Acquisition Corp                                  | Siddhi Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     63115 | NS      | $648191.05    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Social Commerce Partners Corp                            | Social Commerce Partners Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5542 | NS      | $55420.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | KRAFT HEINZ CO/THE                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -1220 | NC      | $-79300.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                               | Sizzle Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11873 | NS      | $1899.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniHoldings Quality Fund II Inc               | BlackRock MuniHoldings Quality Fund II Inc                    | CUSIP: 09254C107<br>LEI: V04K6JK5YHD4O5SHSC34 | Long             | EC               | RF                | US        |     22077 | NS      | $221432.31    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| A Paradise Acquisition Corp                              | A Paradise Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      4625 | NS      | $47498.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc                              | Honeywell International Inc                                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      3000 | NS      | $585270.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TreeHouse Foods Inc                                      | TreeHouse Foods Inc                                           | CUSIP: 89469A104<br>LEI: 5493007M7EVHE470Q576 | Long             | EC               | CORP              | US        |     29708 | NS      | $700811.72    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                  | Frontier Communications Holdings LLC                          | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    440830 | PA      | $446175.76    | 0.34%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Quantumsphere Acquisition Corp                           | Quantumsphere Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11056 | NS      | $110670.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                                 | Jena Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41343 | NS      | $420458.31    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET GLOBAL ACQUISITION -A                             | Target Global Acquisition I Corp                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |     10328 | NC      | $109.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Frontier Communications Parent                           | Frontier Communications Parent Inc                            | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3016 | NS      | $114819.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | USD/EUR FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $841.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -361 | NC      | $-40432.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PERSHING TONTINE SPAR                                    | PERSHING TONTINE SPAR                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11093 | NS      | $4991.85      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Kraft Heinz Co/The                                       | Kraft Heinz Co/The                                            | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     50493 | NS      | $1224455.25   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Quartzsea Acquisition Corp                               | Quartzsea Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33242 | NS      | $340730.50    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ALDEL FINANCIAL II INC                                   | Aldel Financial II Inc                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      9701 | NC      | $3977.41      | 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        |      2328 | NS      | $23745.60     | 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        |     17935 | NC      | $3766.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintergreen Acquisition Corp                             | Wintergreen Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     11286 | NS      | $114552.90    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Digital Acquisition C                           | Republic Digital Acquisition Co                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3518 | NS      | $36692.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Activate Energy Acquisition Co                           | Activate Energy Acquisition Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15323 | NS      | $153230.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Bros Discovery Inc                                | Warner Bros Discovery Inc                                     | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |     94576 | NS      | $2725680.32   | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | USD/EUR FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $241.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McKinley Acquisition Corp                                | McKinley Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4435 | NS      | $44616.10     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                  | BRISTOL-MYERS SQUIBB CO                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    169085 | NS      | $232491.88    | 0.18%             |  |  |  | No            |                  3 | On Loan: No      |
| Lightwave Acquisition Corp                               | Lightwave Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33719 | NS      | $338875.95    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DUNE ACQUISITION CORP II                                 | Dune Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11564 | NC      | $2966.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avidity Biosciences Inc                                  | Avidity Biosciences Inc                                       | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43745 | NS      | $3155326.85   | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintergreen Acquisition Corp                             | Wintergreen Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       211 | NS      | $25.34        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Archimedes Tech SPAC Partners                            | Archimedes Tech SPAC Partners II Co                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25821 | NS      | $267505.56    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Eureka Acquisition Corp                                  | Eureka Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      2338 | NS      | $25694.62     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunococorp LLC                                           | Sunococorp LLC                                                | CUSIP: 86765Q106<br>LEI: 529900W6BS3KGM2OOQ61 | Long             | EC               | CORP              | US        |      6418 | NS      | $316279.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Investment Corp I                                 | Origin Investment Corp I                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     11060 | NS      | $112148.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -93 | NC      | $-25110.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners I Inc                             | Cantor Equity Partners I Inc                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5565 | NS      | $57987.30     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Municipal Income Quality Trust                 | BlackRock Municipal Income Quality Trust                      | CUSIP: 092479104<br>LEI: ZQ1Z8W71OQGQTC6ZJ410 | Long             | EC               | RF                | US        |     52916 | NS      | $578901.04    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Emmis Acquisition Corp                                   | Emmis Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7731 | NS      | $1171.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coeur Mining Inc                                         | Coeur Mining Inc                                              | CUSIP: 192108504<br>LEI: 5493003AVK173D48DR70 | Short            | EC               | CORP              | US        |    -71886 | NS      | $-1281727.38  | -0.99%            |  |  |  | No            |                  1 | On Loan: No      |
| COPLEY ACQUISITION CORP-A                                | Copley Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      2932 | NS      | $502.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meshflow Acquisition Corp                                | Meshflow Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15294 | NS      | $152940.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Harbor Acquisition Corp                            | Crane Harbor Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2185 | NS      | $21992.03     | 0.02%             |  |  |  | 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        |      9405 | NS      | $98094.15     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp                           | Lakeshore Acquisition III Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20607 | NS      | $4414.02      | 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        |     13191 | NS      | $2770.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | EXACT SCIENCES CORP                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -14 | NC      | $-42.00       | -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        |      5824 | NS      | $60511.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Drive Acquisition Co                            | American Drive Acquisition Co                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6305 | NS      | $62986.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ACROPOLIS INFRASTRUCTURE CVR                             | ACROPOLIS INFRASTRUCTURE CVR                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39798 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CO2 Energy Transition Corp                               | CO2 Energy Transition Corp                                    | CUSIP: 12664M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    102834 | NS      | $1058161.86   | 0.82%             |  |  |  | No            |                  1 | On Loan: —       |
| K&F Growth Acquisition Corp II                           | K&F Growth Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12053 | NS      | $1928.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGHTWAVE ACQUISITION CORP-A                             | Lightwave Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     11341 | NC      | $2160.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp                           | Lakeshore Acquisition III Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32249 | NS      | $329262.29    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MidCap Financial Investment Co                           | MidCap Financial Investment Corp                              | CUSIP: 03761U502<br>LEI: 5493005P14I7WFB3FW47 | Long             | EC               | CORP              | US        |      7702 | NS      | $88110.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Leapfrog Acquisition Corp                                | Leapfrog Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5473 | NS      | $54757.37     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lionheart Holdings                                       | Lionheart Holdings                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17717 | NS      | $189217.56    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | COMCAST CORP                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -221 | NC      | $-13260.00    | -0.01%            |  |  |  | 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        |     21825 | NS      | $216067.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                                       | Union Pacific Corp                                            | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | EC               | CORP              | US        |      -312 | NS      | $-72171.84    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| GP-Act III Acquisition Corp                              | GP-Act III Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10988 | NS      | $117571.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                                   | BERTO ACQUISITION CORP                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1759 | NC      | $650.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centurion Acquisition Corp                               | Centurion Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         4 | NS      | $42.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEEN VISION ACQUISITION CORP                             | Keen Vision Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     67562 | NC      | $3445.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                             | Oxley Bridge Acquisition Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     37547 | NS      | $377722.82    | 0.29%             |  |  |  | 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        |     17579 | NS      | $174911.05    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Apex Treasury Corp                                       | Apex Treasury Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21850 | NS      | $216096.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bain Capital GSS Investment Co                           | Bain Capital GSS Investment Corp                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11055 | NS      | $112982.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | APTIV PLC                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -132 | NC      | $-34320.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| GORES HOLDINGS X INC-CL A                                | Gores Holdings X Inc                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5981 | NC      | $4071.27      | 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        |     15484 | NS      | $156233.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| GESHER ACQUISITION CORP II-A                             | Gesher Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5680 | NC      | $1988.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                              | Hologic Inc                                                   | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |     18324 | NS      | $1364954.76   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Real Asset Acquisition Corp                              | Real Asset Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10365 | NS      | $105723.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chenghe Acquisition III Co                               | Chenghe Acquisition III Co                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |     12168 | NS      | $122045.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                                 | CSX Corp                                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     34400 | NS      | $1247000.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                 | LUMEN TECHNOLOGIES INC                                        | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    605348 | PA      | $601564.48    | 0.46%             | 2029-04-16      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Cal Redwood Acquisition Corp                             | Cal Redwood Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29877 | NS      | $304147.86    | 0.23%             |  |  |  | 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        |     13115 | NS      | $148068.35    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | TECK RESOURCES LTD                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -723 | NC      | $-578400.00   | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Cohen Circle Acquisition Corp                            | Cohen Circle Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9839 | NS      | $101932.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SIM Acquisition Corp I                                   | SIM Acquisition Corp I                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22284 | NS      | $235987.56    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                            | EchoStar Corp                                                 | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1078156.16   | 0.83%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Soulpower Acquisition Corp                               | Soulpower Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25026 | NS      | $254013.90    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ESH Acquisition Corp                                     | ESH Acquisition Corp                                          | CUSIP: 296424112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34175 | NS      | $7005.88      | 0.01%             |  |  |  | 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        |    154853 | NS      | $154853.13    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lake Superior Acquisition Corp                           | Lake Superior Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8768 | NS      | $87153.92     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spring Valley Acquisition Corp                           | Spring Valley Acquisition Corp II                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3543 | NS      | $1867.16      | 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        |     50166 | NS      | $504168.30    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp                             | BEST SPAC I Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      2328 | NS      | $23582.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | HONEYWELL INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -261 | NC      | $-78300.00    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Crown Reserve Acquisition Corp                           | Crown Reserve Acquisition Corp I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     26677 | NS      | $265169.38    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP I-CL A                             | CARTESIAN GROWTH CORP III                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       664 | NC      | $531.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR IV Acquisition Corp                                  | GSR IV Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28786 | NS      | $296495.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners IV Inc                            | Cantor Equity Partners IV Inc                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8871 | NS      | $91193.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                           | DREYFUS GOVERNMENT CASH MANAGE                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1877165 | NS      | $1877165.13   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| EGH Acquisition Corp                                     | EGH Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3495 | NS      | $838.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEGNA Inc                                                | TEGNA Inc                                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      7734 | NS      | $150116.94    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVOGEN BIO HOLDINGS INC                                 | Tevogen Bio Holdings Inc                                      | CUSIP: 88165K119<br>LEI: 549300AC21G4NBK9D322 | N/A              | DE               | CORP              | US        |      6900 | NC      | $291.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street II Acquisition Corp                       | Newbury Street II Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12867 | NC      | $2970.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp                                     | Wen Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2328 | NS      | $23512.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -89 | NC      | $-25365.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                               | Federal National Mortgage Association                         | CUSIP: 313586737<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |      6425 | NS      | $89628.75     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CITY OFFICE REIT                                         | City Office REIT Inc                                          | CUSIP: 178587200<br>LEI: 5493003J7157VP25NL57 | Long             | EP               | CORP              | CA        |     55125 | NS      | $1396316.25   | 1.08%             |  |  |  | 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        |      8859 | NS      | $91424.88     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AKOUOS INC                                               | AKOUOS INC                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26079 | NS      | $19559.25     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| SPARK I ACQUISITION CORP                                 | Spark I Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     28847 | NC      | $9086.81      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantaloupe Inc                                           | Cantaloupe Inc                                                | CUSIP: 138103106<br>LEI: 529900O54DBQQVWO9Q85 | Long             | EC               | CORP              | US        |     14269 | NS      | $151536.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp                             | BEST SPAC I Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      2328 | NS      | $351.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GORES HOLDINGS X INC                                     | GORES HOLDINGS X INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23927 | NS      | $246208.83    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NMP Acquisition Corp                                     | NMP Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21941 | NS      | $219848.82    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LA FINAC ATALIAN SAS                                     | La Financiere Atalian SAS                                     | CUSIP: 000000000<br>LEI: 969500ICOLJMB33J0L87 | Long             | DBT              | CORP              | FR        |         1 | PA      | $0.35         | 0.00%             | 2028-06-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | COMCAST CORP                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       575 | NC      | $5175.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ProCap Acquisition Corp                                  | ProCap Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3231 | NS      | $33085.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL CAPITAL CORP XI                                | CHURCHILL CAPITAL CORP XI                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2101 | NS      | $21451.21     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                | CARTESIAN GROWTH CORP III                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10235 | NS      | $105318.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies, Inc.                                 | LUMEN TECHNOLOGIES INC                                        | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   2750906 | PA      | $2732172.57   | 2.11%             | 2030-04-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| GigCapital8 Corp                                         | GigCapital8 Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     47558 | NS      | $470348.62    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Consumer Staples Select Sector SPDR ETF     | State Street Consumer Staples Select Sector SPDR ETF          | CUSIP: 81369Y308<br>LEI: 549300Z52QUV3UXHLA68 | Short            | EC               | RF                | US        |     -5215 | NS      | $-405101.20   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| EQV Ventures Acquisition Corp                            | EQV Ventures Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75000 | NS      | $750750.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                                   | BERTO ACQUISITION CORP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19360 | NS      | $196310.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                                 | Jena Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18687 | NS      | $2991.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                                          | Sealed Air Corp                                               | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     33698 | NS      | $1396108.14   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | APTIV PLC                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -77 | NC      | $-20405.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | EXACT SCIENCES CORP                                           | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -48 | NC      | $-144.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EGH Acquisition Corp                                     | EGH Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15127 | NS      | $153387.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Lake Superior Acquisition Corp                           | Lake Superior Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11265 | NS      | $114001.80    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                           | Rocket Cos Inc                                                | CUSIP: 77311W101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18689 | NS      | $361821.71    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Cos Inc                                           | Rocket Cos Inc                                                | CUSIP: 77311W101<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -18689 | NS      | $-361821.71   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| ALTENERGY ACQUISITION CORP-A                             | AltEnergy Acquisition Corp                                    | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5160 | NC      | $129.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                             | Cadence Bank                                                  | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |     15056 | NS      | $644999.04    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| New Providence Acquisition Cor                           | New Providence Acquisition Corp III                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     57062 | NS      | $585456.12    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                                      | Exact Sciences Corp                                           | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     36037 | NS      | $3659917.72   | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Reserve Acquisition Corp                           | Crown Reserve Acquisition Corp I                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10951 | NS      | $110495.59    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON HORSE ACQUISITION II CORP                           | IRON HORSE ACQUISITION II CORP                                | CUSIP: 46283H202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6305 | NS      | $62671.70     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | KEURIG DR PEPPER INC                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -1205 | NC      | $-162675.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Future Vision II Acquisition C                           | Future Vision II Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     17683 | NS      | $187086.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Indigo Acquisition Corp                                  | Indigo Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11056 | NS      | $111444.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Commscope Inc                                            | COMMSCOPE LLC                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    280000 | PA      | $280131.60    | 0.22%             | 2029-12-17      | Floating      | 8.47%                 | No            |                  2 | On Loan: No      |
| BTC Development Corp                                     | BTC Development Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2209 | NS      | $22399.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bitcoin Infrastructure Acquisi                           | Bitcoin Infrastructure Acquisition Corp Ltd                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9617 | NS      | $95785.32     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc                                      | Electronic Arts Inc                                           | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |     10661 | NS      | $2178362.13   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| AA Mission Acquisition Corp II                           | AA Mission Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21127 | NS      | $210213.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA ACQUISITION -CLASS A                              | Armada Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4128 | NC      | $3384.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TITAN ACQUISITION CORP-CL A                              | Titan Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     12485 | NC      | $4368.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Horse Acquisitions Corp                             | IRON HORSE ACQUISITIONS CORP                                  | CUSIP: 462837105<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |      6328 | NS      | $34867.28     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | SPDR S&P 500 ETF TRUST                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -63 | NC      | $-1071.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| LEDDARTECH HOLDINGS INC                                  | LeddarTech Holdings Inc                                       | CUSIP: 52328E113<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |     58973 | NC      | $23.59        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Acquisition Corp I                             | Perimeter Acquisition Corp I                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7008 | NS      | $74705.28     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Acquisition Corp                                    | Blue Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5750 | NS      | $60490.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Starry Sea Acquisition Corp                              | Starry Sea Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16554 | NS      | $166036.62    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Chenghe Acquisition III Co                               | Chenghe Acquisition III Co                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | SG        |        88 | NS      | $878.24       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR V CAPITAL CORP-CL A                              | Stellar V Capital Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4836 | NC      | $1402.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                                    | Norfolk Southern Corp                                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      2693 | NS      | $777522.96    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                                             | Dayforce Inc                                                  | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |     25220 | NS      | $1744215.20   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Endeavor Group Holdings Inc                              | Endeavor Group Holdings Inc                                   | CUSIP: 29260Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    389302 | NS      | $11788064.56  | 9.09%             |  |  |  | No            |                  3 | On Loan: No      |
| IRON HORSE ACQUISITIONS CORP                             | Iron Horse Acquisitions Corp                                  | CUSIP: 462837113<br>LEI: 5493000JDZP9ZR3A1A41 | N/A              | DE               | CORP              | US        |     31641 | NC      | $2847.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | APTIV PLC                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -244 | NC      | $-117120.00   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Silicon Valley Acquisition Cor                           | Silicon Valley Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7758 | NS      | $77153.31     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisit                           | Oyster Enterprises II Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11728 | NS      | $2345.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UY Scuti Acquisition Corp                                | UY Scuti Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4727 | NS      | $48499.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynamix Corp III                                         | Dynamix Corp III                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2210 | NS      | $22210.50     | 0.02%             |  |  |  | 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        |     54589 | NS      | $547527.67    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Syniverse Holdings Inc.                                  | Syniverse Holdings LLC/DE                                     | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   2709000 | PA      | $2601615.24   | 2.01%             | 2027-05-13      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| INHIBRX INC                                              | INHIBRX INC                                                   | CUSIP: 457CVR017<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35267 | NS      | $39675.38     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kochav Defense Acquisition Cor                           | Kochav Defense Acquisition Corp                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13623 | NS      | $138137.22    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc Escrow                                        | Altaba Inc Escrow                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1637713 | NS      | $2210912.55   | 1.71%             |  |  |  | No            |                  2 | On Loan: No      |
| DYE & DURHAM LIMITED                                     | Dye & Durham Ltd                                              | CUSIP: 267488AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    699000 | PA      | $474874.71    | 0.37%             | 2026-03-01      | Fixed         | 3.75%                 | No            |                  3 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -242 | NC      | $-27104.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bluerock Acquisition Corp                                | Bluerock Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10936 | NS      | $109360.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corp                                      | Kimberly-Clark Corp                                           | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |      3998 | NS      | $403358.22    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FANNIE MAE                                               | Federal National Mortgage Association                         | CUSIP: 313586786<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | USGSE             | US        |     31800 | NS      | $413718.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ILEARNINGENGINES INC                                     | iLearningEngines Holdings Inc                                 | CUSIP: 45175Q114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     60113 | NC      | $0.06         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAWS MUSTANG ACQUISITION C-A                             | Jaws Mustang Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     23996 | NC      | $1319.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Daedalus Special Acquisition C                           | Daedalus Special Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8402 | NS      | $84440.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp II                               | Armada Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33581 | NS      | $343869.44    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AI Infrastructure Acquisition                            | AI Infrastructure Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11573 | NS      | $115035.62    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                               | Pioneer Acquisition I Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     34937 | NS      | $354610.55    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionsGate Acquisition Corp                           | ChampionsGate Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2797 | NS      | $28333.61     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | CSX CORP                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -1213 | NC      | $-188015.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| FIGX Capital Acquisition Corp                            | FIGX Capital Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5576 | NS      | $56094.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Inflection Point Acquisition C                           | Inflection Point Acquisition Corp. V                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3147 | NS      | $32288.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniHoldings Fund Inc                          | BlackRock MuniHoldings Fund Inc                               | CUSIP: 09253N104<br>LEI: MZBVMGS24JR92TGE6Z32 | Long             | EC               | RF                | US        |     22077 | NS      | $259183.98    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp                               | Pioneer Acquisition I Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15121 | NS      | $152117.26    | 0.12%             |  |  |  | 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        |   1028000 | PA      | $1029389.86   | 0.79%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FIGX Capital Acquisition Corp                            | FIGX Capital Acquisition Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3958 | NS      | $40213.28     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar V Capital Corp                                   | Stellar V Capital Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9672 | NS      | $100201.92    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                                  | IAC Inc                                                       | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Short            | EC               | CORP              | US        |    -20405 | NS      | $-797835.50   | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                                  | IAC Inc                                                       | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |     20405 | NS      | $797835.50    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Universal Trust                                 | Franklin Universal Trust                                      | CUSIP: 355145103<br>LEI: 5493009UE75VG0DU8V76 | Long             | EC               | RF                | US        |     43979 | NS      | $351832.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | KEURIG DR PEPPER INC                                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      1205 | NC      | $12050.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AZUL SECURED FINANCE LLP                                 | Azul Secured Finance LLP                                      | CUSIP: 05501WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1315647 | PA      | $1332282.38   | 1.03%             | 2026-02-27      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| CARTESIAN GROWTH CORP II- A                              | CARTESIAN GROWTH CORP II                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5799 | NC      | $1565.73      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Quality Fund III Inc                 | BlackRock MuniYield Quality Fund III Inc                      | CUSIP: 09254E103<br>LEI: UB5J2GS6Q51M6A2L8886 | Long             | EC               | RF                | US        |     34978 | NS      | $380210.86    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Brighthouse Financial Inc                                | Brighthouse Financial Inc                                     | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |      2808 | NS      | $181930.32    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Quantumsphere Acquisition Corp                           | Quantumsphere Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4430 | NS      | $45097.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| LaFayette Acquisition Corp                               | LaFayette Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | FR        |      8913 | NS      | $89308.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                   | Mauser Packaging Solutions Holding Co                         | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   5703000 | PA      | $5474880.00   | 4.22%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Confluent Inc                                            | Confluent Inc                                                 | CUSIP: 20717M103<br>LEI: 254900MRZ83YWUV7SN74 | Long             | EC               | CORP              | US        |     47680 | NS      | $1441843.20   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Oyster Enterprises II Acquisit                           | Oyster Enterprises II Acquisition Corp                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30980 | NS      | $313207.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| UY Scuti Acquisition Corp                                | UY Scuti Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4727 | NS      | $945.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | CSX CORP                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -75 | NC      | $-11625.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Titan Acquisition Corp                                   | Titan Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24971 | NS      | $256202.46    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Ltd                                       | Teck Resources Ltd                                            | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |     16240 | NS      | $777733.60    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-Brigade Acquisition VI Corp                           | M3-Brigade Acquisition VI Corp                                | CUSIP: 000000000<br>LEI: 529900K3KULJYPOBI946 | Long             | EC               | CORP              | US        |      2219 | NS      | $22411.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Drugs Made In America Acquisit                           | Drugs Made In America Acquisition II Corp                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22215 | NS      | $222150.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GOAL ACQUISITIONS CORP                                   | Goal Acquisitions Corp                                        | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    272843 | NC      | $27.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ProCap Acquisition Corp                                  | ProCap Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10879 | NS      | $110204.27    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Pan American Silver Corp                                 | Pan American Silver Corp                                      | CUSIP: 697900132<br>LEI: 549300MKTF5851TYIB83 | Long             | EC               | CORP              | CA        |    978488 | NS      | $484351.56    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Copley Acquisition Corp                                  | Copley Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     10880 | NS      | $110867.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| 1RT Acquisition Corp                                     | 1RT Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5247 | NS      | $54358.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kenvue Inc                                               | Kenvue Inc                                                    | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      1900 | NS      | $32775.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | CSX CORP                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        75 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Calisa Acquisition Corp                                  | Calisa Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       696 | NS      | $7273.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                                      | Exact Sciences Corp                                           | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    510000 | PA      | $705024.00    | 0.54%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Translational Development Acqu                           | Translational Development Acquisition Corp                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8748 | NS      | $91766.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                                | Jackson Acquisition Co II                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9982 | NS      | $104012.44    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY IMAGES INC                                         | Getty Images Inc                                              | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   3243000 | PA      | $3040879.38   | 2.35%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| Globa Terra Acquisition Corp                             | Globa Terra Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     62071 | NS      | $626917.10    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Flag Ship Acquisition Corp                               | Flag Ship Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2336 | NS      | $25135.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Acquisition Corp I                                | Viking Acquisition Corp I                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3293 | NS      | $32995.86     | 0.03%             |  |  |  | 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        |      7615 | NC      | $4416.70      | 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        |   2938000 | PA      | $2949152.65   | 2.27%             | 2026-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | KRAFT HEINZ CO/THE                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      1220 | NC      | $8540.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TaskUS Inc                                               | TaskUS Inc                                                    | CUSIP: 87652V109<br>LEI: 549300VFPOK2Y6GLWE32 | Long             | EC               | CORP              | US        |     27295 | NS      | $321808.05    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp                           | Mountain Lake Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16606 | NS      | $3985.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SBL HOLDINGS INC                                         | SBL Holdings Inc                                              | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   1776000 | PA      | $1684866.69   | 1.30%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Emmis Acquisition Corp                                   | Emmis Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7731 | NS      | $76768.83     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AI Infrastructure Acquisition                            | AI Infrastructure Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17611 | NS      | $179279.98    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FutureCrest Acquisition Corp                             | FutureCrest Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       442 | NS      | $4526.08      | 0.00%             |  |  |  | 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        |     17727 | NS      | $179397.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II                           | K&F Growth Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12053 | NS      | $124628.02    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Dune Acquisition Corp II                                 | Dune Acquisition Corp II                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17132 | NS      | $174575.08    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Newbury Street II Acquisition                            | Newbury Street II Acquisition Corp                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41428 | NS      | $433336.88    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       136 | NC      | $136.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | HONEYWELL INTERNATIONAL INC                                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       261 | NC      | $62640.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OTG Acquisition Corp I                                   | OTG Acquisition Corp I                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5532 | NS      | $56371.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiom Intelligence Acquisition                           | Axiom Intelligence Acquisition Corp 1                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      8143 | NS      | $1710.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New Gold Inc                                             | New Gold Inc                                                  | CUSIP: 644535106<br>LEI: 5493005G0GNCHP0H6L96 | Long             | EC               | CORP              | CA        |    144092 | NS      | $1255041.32   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNER GROWTH ACQUISITION-A                              | Corner Growth Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     20673 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Solarius Capital Acquisition C                           | Solarius Capital Acquisition Corp                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28293 | NS      | $284344.65    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                               | Sizzle Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38190 | NS      | $388010.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| GigCapital7 Corp                                         | GigCapital7 Corp                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4447 | NS      | $46871.38     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOBIUS MERGER SUB                                        | Mobius Merger Sub Inc                                         | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    555000 | PA      | $384899.49    | 0.30%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Axiom Intelligence Acquisition                           | Axiom Intelligence Acquisition Corp 1                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     30300 | NS      | $305121.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Launchpad Cadenza Acquisition                            | Launchpad Cadenza Acquisition Corp I                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14061 | NS      | $140328.78    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | APTIV PLC                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        77 | NC      | $13629.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pyrophyte Acquisition Corp II                            | Pyrophyte Acquisition Corp II                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11036 | NS      | $111022.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AA Mission Acquisition Corp                              | AA Mission Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23805 | NS      | $253999.35    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock MuniYield Quality Fund Inc                     | BlackRock MuniYield Quality Fund Inc                          | CUSIP: 09254F100<br>LEI: TFKEE3VA3GBE5LOK5U77 | Long             | EC               | RF                | US        |     70855 | NS      | $800661.50    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal Redwood Acquisition Corp                             | Cal Redwood Acquisition Corp                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7000 | NS      | $70700.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp                           | Mountain Lake Acquisition Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45724 | NS      | $475529.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                                                | Aptiv PLC                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     54200 | NS      | $4124078.00   | 3.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                             | Oxley Bridge Acquisition Ltd                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      9296 | NS      | $94168.48     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Galata Acquisition Corp II                               | Galata Acquisition Corp II                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7747 | NS      | $77779.88     | 0.06%             |  |  |  | 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        |     18595 | NS      | $196177.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vendome Acquisition Corp I                               | Vendome Acquisition Corp I                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22892 | NS      | $230522.44    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       106 | NC      | $106.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks Inc                                   | Palo Alto Networks Inc                                        | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |     -1449 | NS      | $-266905.80   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| PERSHING SQUARE ESCROW                                   | PERSHING SQUARE ESCROW                                        | CUSIP: 715ESC018<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44373 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| HCM III Acquisition Corp                                 | HCM III Acquisition Corp                                      | CUSIP: 000000000<br>LEI: 529900X6CMNA2LN6C461 | Long             | EC               | CORP              | US        |      1153 | NS      | $11806.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 26 CAPITAL ACQUISITION COR-A                             | 26 Capital Acquisition Corp                                   | CUSIP: 90138P118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     25800 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Air Lease Corp                                           | Air Lease Corp                                                | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |     15259 | NS      | $980085.57    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Thayer Ventures Acquisition Co                           | Thayer Ventures Acquisition Corp II                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24882 | NS      | $251805.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd                                    | CyberArk Software Ltd                                         | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |      1983 | NS      | $884536.98    | 0.68%             |  |  |  | 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        |      7214 | NC      | $3961.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apex Treasury Corp                                       | Apex Treasury Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6636 | NS      | $66426.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMS-OSRAM AG                                             | ams-OSRAM AG                                                  | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   3100000 | PA      | $3465517.97   | 2.67%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -136 | NC      | $-12920.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Spring Valley Acquisition Corp                           | Spring Valley Acquisition Corp III                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8860 | NS      | $91523.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Saba Capital Income & Opportunities Fund                 | Saba Capital Income & Opportunities Fund                      | CUSIP: 78518H202<br>LEI: 549300MGSUUJ7E55N746 | Long             | EC               | RF                | US        |     14715 | NS      | $103152.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBox Corp V                                         | SilverBox Corp V                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4365 | NS      | $43824.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FG Merger II Corp                                        | FG Merger II Corp                                             | CUSIP: 30334J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     54415 | NS      | $546326.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuveen AMT-Free Municipal Credit Income Fund             | Nuveen AMT-Free Municipal Credit Income Fund                  | CUSIP: 67071L106<br>LEI: 549300LBMO1C0IG71T03 | Long             | EC               | RF                | US        |     67123 | NS      | $849777.18    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | APTIV PLC                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       244 | NC      | $59780.00     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | ELECTRONIC ARTS INC                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        -4 | NC      | $-50.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | APTIV PLC                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -89 | NC      | $-23140.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | ELECTRONIC ARTS INC                                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -13 | NC      | $-117.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | KENVUE INC                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -19 | NC      | $-2907.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | KENVUE INC                                                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        19 | NC      | $114.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | USD/HKD FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-37.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | WARNER BROS DISCOVERY INC                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -716 | NC      | $-193320.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | CSX CORP                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -177 | NC      | $-15576.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | APTIV PLC                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |        89 | NC      | $3560.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | CSX CORP                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       177 | NC      | $4425.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.                                | AIR LEASE CORP                                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -45 | NC      | $-450.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | SPDR S&P 500 ETF TRUST                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -51 | NC      | $-17901.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNIVERSAL MUSIC GROUP NV                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-332.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNIVERSAL MUSIC GROUP NV                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $6277.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNIVERSAL MUSIC GROUP NV                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $29077.43     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS CONFLUENT INC                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $22394.36     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                          | CSX CORP                                                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      1213 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS UNIVERSAL MUSIC GROUP NV                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $12226.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS PAN AMERICAN SILVER CORP                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-413068.83   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS TEGNA INC                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-74467.23    | -0.06%            |  |  |  | No            |                  2 | 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      | $-6173.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS CHART INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $48147.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS FRONTIER COMMUNICATIONS PARENT INC                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $116446.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3613.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS FRONTIER COMMUNICATIONS PARENT INC                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $20706.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS ANGLO AMERICAN PLC                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-1841.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS ELECTRONIC ARTS INC                                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $67268.93     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | USD/GBP FORWARD                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-17931.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4839.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-24448.26    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4816.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4687.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4496.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS PALO ALTO NETWORKS INC                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1396114.77   | 1.08%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4742.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS PALO ALTO NETWORKS INC                                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $16222.22     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-9165.18     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS UNION PACIFIC CORP                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $484.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | USD/CAD FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-1399.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS CANTALOUPE INC                                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-14507.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS KRAFT HEINZ CO/THE                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-164543.55   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HANG SENG BANK LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $829.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HANG SENG BANK LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $594.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HANG SENG BANK LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $467.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HANG SENG BANK LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $1782.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $519.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $999.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS CHARTER COMMUNICATIONS INC                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $45515.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS CHARTER COMMUNICATIONS INC                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $227835.09    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                               | EUR/USD FORWARD                                               | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $1275.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                | TRS HANG SENG BANK LTD                                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $1921.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS CHART INDUSTRIES INC                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $131836.72    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $412.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $21665.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS VIVENDI SE                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-50011.77    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $2033.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS TECK RESOURCES LTD                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $335628.68    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS VIVENDI SE                                                | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-26493.56    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $5801.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                  | TRS JUST GROUP PLC                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $4993.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer