# EDGAR Filing Document

**Accession Number:** 0001572617
**File Stem:** 0000940400-26-022221
**Filing Date:** 2026-5
**Character Count:** 188402
**Document Hash:** 7ac284422a96797472b657e65ca10e36
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022221.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0000940400-26-022221

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22818
- **FILM NUMBER:** 261043873

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**VIRTUS Westchester Credit Event Fund**

**SCHEDULE OF INVESTMENTS (Unaudited)**

**March 31, 2026**

($ reported in thousands)

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

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Convertible Bonds and Notes—3.8%** | **Convertible Bonds and Notes—3.8%** | **Convertible Bonds and Notes—3.8%** |
| **Health Care—3.8%** | **Health Care—3.8%** |  |
| &nbsp;&nbsp;&nbsp; Exact Sciences Corp. 144A <br>2.000%, 3/1/30<sup>(1)</sup> <br>| $2216 | &nbsp;&nbsp; $3141 |
| **Total Convertible Bonds and Notes** <br>**(Identified Cost $3,036)** | **Total Convertible Bonds and Notes** <br>**(Identified Cost $3,036)** | &nbsp;&nbsp; **3141** |
| **Corporate Bonds and Notes—49.2%** | **Corporate Bonds and Notes—49.2%** | **Corporate Bonds and Notes—49.2%** |
| **Communication Services—12.6%** | **Communication Services—12.6%** |  |
| &nbsp;&nbsp;&nbsp; Clear Channel Outdoor Holdings, Inc. 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>7.750%, 4/15/28<sup>(1)</sup> <br>| 2000 | &nbsp;&nbsp; 2010 |
| &nbsp;&nbsp;&nbsp; DISH Network Corp. 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>11.750%, 11/15/27<sup>(1)</sup> <br>| 1563 | &nbsp;&nbsp; 1610 |
| &nbsp;&nbsp;&nbsp; EchoStar Corp. <br>10.750%, 11/30/29<br>| 3530 | &nbsp;&nbsp; 3813 |
| Getty Images, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 14.000%, 3/1/28<sup>(1)</sup> <br>| 1239 | &nbsp;&nbsp; 1174 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 11.250%, 2/21/30<sup>(1)</sup> <br>| 2174 | &nbsp;&nbsp; 1958 |
|  |  | &nbsp;&nbsp; 10565 |
| **Energy—1.1%** | **Energy—1.1%** |  |
| &nbsp;&nbsp;&nbsp; Martin Midstream Partners LP 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>11.500%, 2/15/28<sup>(1)</sup> <br>| 868 | &nbsp;&nbsp; 889 |
| **Financials—16.2%** | **Financials—16.2%** |  |
| &nbsp;&nbsp;&nbsp; Apollo Commercial Real Estate Finance, Inc. 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>4.625%, 6/15/29<sup>(1)</sup> <br>| 2317 | &nbsp;&nbsp; 2298 |
| Frontier Communications Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.875%, 11/1/29 | 1190 | &nbsp;&nbsp; 1197 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 6.000%, 1/15/30<sup>(1)</sup> <br>| 1490 | &nbsp;&nbsp; 1499 |
| &nbsp;&nbsp;&nbsp; Mobius Merger Sub, Inc. 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>9.000%, 6/1/30<sup>(1)</sup> <br>| 3215 | &nbsp;&nbsp; 2267 |
| &nbsp;&nbsp;&nbsp; NCR Atleos Corp. 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>9.500%, 4/1/29<sup>(1)</sup> <br>| 3435 | &nbsp;&nbsp; 3677 |
| &nbsp;&nbsp;&nbsp; Permian Resources Operating LLC 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>8.000%, 4/15/27<sup>(1)</sup> <br>| 851 | &nbsp;&nbsp; 852 |
| &nbsp;&nbsp;&nbsp; SBL Holdings, Inc. 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>6.500% <sup>(1)(2)(3)</sup> <br>| 2087 | &nbsp;&nbsp; 1723 |
|  |  | &nbsp;&nbsp; 13513 |
| **Industrials—6.8%** | **Industrials—6.8%** |  |
| &nbsp;&nbsp;&nbsp; Chart Industries, Inc. 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>9.500%, 1/1/31<sup>(1)</sup> <br>| 2143 | &nbsp;&nbsp; 2251 |
| &nbsp;&nbsp;&nbsp; Conduent Business Services LLC 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>6.000%, 11/1/29<sup>(1)</sup> <br>| 2728 | &nbsp;&nbsp; 1850 |
| &nbsp;&nbsp;&nbsp; Mauser Packaging Solutions Holding Co. 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>9.250%, 4/15/30<sup>(1)</sup> <br>| 1694 | &nbsp;&nbsp; 1574 |
|  |  | &nbsp;&nbsp; 5675 |
| **Information Technology—4.2%** | **Information Technology—4.2%** |  |
| &nbsp;&nbsp;&nbsp; ams-OSRAM AG RegS <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>10.500%, 3/30/29<sup>(4)</sup> <br>| 1422 <br><sup>EUR</sup><br>| &nbsp;&nbsp; 1721 |
| CoreWeave, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 9.250%, 6/1/30<sup>(1)</sup> <br>| 931 | &nbsp;&nbsp; 905 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 9.000%, 2/1/31<sup>(1)</sup> <br>| 917 | &nbsp;&nbsp; 872 |
|  |  | &nbsp;&nbsp; 3498 |

---

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Materials—4.4%** | **Materials—4.4%** |  |
| &nbsp;&nbsp;&nbsp; Big River Steel LLC 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>6.625%, 1/31/29<sup>(1)</sup> <br>| $3312 | &nbsp;&nbsp; $3305 |
| &nbsp;&nbsp;&nbsp; Illuminate Buyer LLC 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>9.000%, 7/1/28<sup>(1)</sup> <br>| 414 | &nbsp;&nbsp; 414 |
|  |  | &nbsp;&nbsp; 3719 |
| **Real Estate—3.9%** | **Real Estate—3.9%** |  |
| Kennedy-Wilson, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.750%, 2/1/30 | 1559 | &nbsp;&nbsp; 1549 |
| &nbsp;&nbsp;&nbsp; 5.000%, 3/1/31 | 1720 | &nbsp;&nbsp; 1716 |
|  |  | &nbsp;&nbsp; 3265 |
| **Total Corporate Bonds and Notes** <br>**(Identified Cost $43,050)** | **Total Corporate Bonds and Notes** <br>**(Identified Cost $43,050)** | &nbsp;&nbsp; **41124** |
| **Leveraged Loans—2.6%** | **Leveraged Loans—2.6%** | **Leveraged Loans—2.6%** |
| **Media / Telecom - Telecommunications—2.6%** | **Media / Telecom - Telecommunications—2.6%** |  |
| &nbsp;&nbsp;&nbsp; Syniverse Holdings, Inc. (2 month Term SOFR + <br> 7.000%) <br>10.700%, 5/13/27<sup>(5)</sup> <br>| 2343 | &nbsp;&nbsp; 2162 |
| **Total Leveraged Loans** <br>**(Identified Cost $2,274)** | **Total Leveraged Loans** <br>**(Identified Cost $2,274)** | &nbsp;&nbsp; **2162** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| **Closed-End Funds—1.2%** | **Closed-End Funds—1.2%** | **Closed-End Funds—1.2%** |
| **Equity Funds—1.2%** | **Equity Funds—1.2%** |  |
| BlackRock MuniHoldings Fund, Inc.<sup>(6)</sup> <br>| 30254 | &nbsp;&nbsp; 341 |
| BlackRock MuniYield Quality Fund III, Inc.<sup>(6)</sup> <br>| 31849 | &nbsp;&nbsp; 335 |
| BlackRock MuniYield Quality Fund, Inc.<sup>(6)</sup> <br>| 30091 | &nbsp;&nbsp; 330 |
|  |  | &nbsp;&nbsp; 1006 |
| **Total Closed-End Funds** <br>**(Identified Cost $1,059)** | **Total Closed-End Funds** <br>**(Identified Cost $1,059)** | &nbsp;&nbsp; **1006** |
| **Preferred Stock—1.3%** | **Preferred Stock—1.3%** | **Preferred Stock—1.3%** |
| **Financials—1.3%** | **Financials—1.3%** |  |
| DigitalBridge Group, Inc. Series I, 7.150% | 65208 | &nbsp;&nbsp; 1060 |
| **Total Preferred Stock** <br>**(Identified Cost $1,533)** | **Total Preferred Stock** <br>**(Identified Cost $1,533)** | &nbsp;&nbsp; **1060** |
| **Common Stocks—0.0%** | **Common Stocks—0.0%** | **Common Stocks—0.0%** |
| **Consumer Staples—0.0%** | **Consumer Staples—0.0%** |  |
| CN Healthy Food Tech Group Corp.<sup>(7)</sup> <br>| 976 | &nbsp;&nbsp; 5 |
| **Financials—0.0%** | **Financials—0.0%** |  |
| Acropolis Infrastructure<sup>(7)(8)</sup> <br>| 6145 | &nbsp;&nbsp; — |
| **Total Common Stocks** <br>**(Identified Cost $1)** | **Total Common Stocks** <br>**(Identified Cost $1)** | &nbsp;&nbsp; **5** |
| **Rights—0.0%** | **Rights—0.0%** | **Rights—0.0%** |
| **Financials—0.0%** | **Financials—0.0%** |  |
| Axiom Intelligence Acquisition Corp. 1, 10/20/30<sup>(7)</sup> <br>| 5462 | &nbsp;&nbsp; 1 |

---

See Notes to Schedule of Investments

------

**VIRTUS Westchester Credit Event Fund**

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

**March 31, 2026**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Financials—continued** | **Financials—continued** |  |
| BEST SPAC I Acquisition Corp., 02/01/30<sup>(7)</sup> <br>| 1561 | &nbsp;&nbsp; $— <br><sup>(9)</sup><br>|
| Cal Redwood Acquisition Corp., 05/15/30<sup>(7)</sup> <br>| 4693 | &nbsp;&nbsp; 1 |
| Drugs Made In America Acquisition Corp., 10/15/29<sup>(7)</sup> <br>| 16363 | &nbsp;&nbsp; 1 |
| Emmis Acquisition Corp., 09/26/30<sup>(7)</sup> <br>| 5587 | &nbsp;&nbsp; 1 |
| GSR IV Acquisition Corp., 09/05/30<sup>(7)</sup> <br>| 2953 | &nbsp;&nbsp; 6 |
| Jackson Acquisition Co. II, 12/31/99<sup>(7)</sup> <br>| 15635 | &nbsp;&nbsp; 1 |
| Jena Acquisition Corp. II, 03/31/30<sup>(7)</sup> <br>| 12488 | &nbsp;&nbsp; 2 |
| K&F Growth Acquisition Corp. II, 08/29/31<sup>(7)</sup> <br>| 7626 | &nbsp;&nbsp; 1 |
| Lakeshore Acquisition III Corp., <sup>(7)</sup> <br>| 13775 | &nbsp;&nbsp; 2 |
| Mountain Lake Acquisition Corp., 12/31/26<sup>(7)</sup> <br>| 9285 | &nbsp;&nbsp; 2 |
| Oyster Enterprises II Acquisition Corp., 03/31/30<sup>(7)</sup> <br>| 7821 | &nbsp;&nbsp; 1 |
| Pantages Capital Acquisition Corp., 12/31/26<sup>(7)</sup> <br>| 12570 | &nbsp;&nbsp; 2 |
| Sizzle Acquisition Corp. II, <sup>(7)</sup> <br>| 7834 | &nbsp;&nbsp; 1 |
| Soulpower Acquisition Corp., 12/31/49<sup>(7)</sup> <br>| 9205 | &nbsp;&nbsp; 2 |
| Tavia Acquisition Corp., 11/26/29<sup>(7)</sup> <br>| 12508 | &nbsp;&nbsp; 2 |
| Thayer Ventures Acquisition Corp. II, 05/15/30<sup>(7)</sup> <br>| 782 | &nbsp;&nbsp; — <br><sup>(9)</sup><br>|
| UY Scuti Acquisition Corp., 03/03/30<sup>(7)</sup> <br>| 11082 | &nbsp;&nbsp; 1 |
| **Total Rights** <br>**(Identified Cost $32)** | **Total Rights** <br>**(Identified Cost $32)** | &nbsp;&nbsp; **27** |
| **Warrants—0.0%** | **Warrants—0.0%** | **Warrants—0.0%** |
| **Consumer Staples—0.0%** | **Consumer Staples—0.0%** |  |
| CN Healthy Food Tech Group Corp., 02/16/29<sup>(7)</sup> <br>| 4884 | &nbsp;&nbsp; — <br><sup>(9)</sup><br>|
| **Financials—0.0%** | **Financials—0.0%** |  |
| 26 Capital Acquisition Corp., 12/31/27<sup>(7)(8)</sup> <br>| 1000 | &nbsp;&nbsp; — |
| AA Mission Acquisition Corp. II, 09/09/31<sup>(7)</sup> <br>| 10733 | &nbsp;&nbsp; 2 |
| Alchemy Investments Acquisition Corp. 1, 06/26/28<sup>(7)</sup> <br>| 3082 | &nbsp;&nbsp; 1 |
| Aldel Financial II, Inc., 10/10/29<sup>(7)</sup> <br>| 4081 | &nbsp;&nbsp; 1 |
| AltEnergy Acquisition Corp., 11/02/28<sup>(7)</sup> <br>| 243 | &nbsp;&nbsp; — <br><sup>(9)</sup><br>|
| Archimedes Tech SPAC Partners II Co., 04/02/30<sup>(7)</sup> <br>| 4562 | &nbsp;&nbsp; 2 |
| Armada Acquisition Corp. II, 05/20/30<sup>(7)</sup> <br>| 2752 | &nbsp;&nbsp; 2 |
| Berto Acquisition Corp., 04/28/30<sup>(7)</sup> <br>| 1177 | &nbsp;&nbsp; — <br><sup>(9)</sup><br>|
| Blue Water Acquisition Corp. III, 12/31/26<sup>(7)</sup> <br>| 6245 | &nbsp;&nbsp; 3 |
| Cartesian Growth Corp. III, 03/06/30<sup>(7)</sup> <br>| 444 | &nbsp;&nbsp; — <br><sup>(9)</sup><br>|
| Copley Acquisition Corp., 05/23/30<sup>(7)</sup> <br>| 1893 | &nbsp;&nbsp; — <br><sup>(9)</sup><br>|
| Dune Acquisition Corp. II, 06/12/30<sup>(7)</sup> <br>| 7730 | &nbsp;&nbsp; 2 |
| Fact II Acquisition Corp., 12/20/29<sup>(7)</sup> <br>| 770 | &nbsp;&nbsp; — <br><sup>(9)</sup><br>|
| Galata Acquisition Corp. II, 09/18/30<sup>(7)</sup> <br>| 1863 | &nbsp;&nbsp; — <br><sup>(9)</sup><br>|
| Gesher Acquisition Corp. II, 03/12/30<sup>(7)</sup> <br>| 3818 | &nbsp;&nbsp; 1 |
| Goal Acquisitions Corp., 02/11/27<sup>(7)</sup> <br>| 10907 | &nbsp;&nbsp; — <br><sup>(9)</sup><br>|
| Gores Holdings X, Inc., 06/20/31<sup>(7)</sup> <br>| 3998 | &nbsp;&nbsp; 2 |
| Graf Global Corp., 08/07/29<sup>(7)</sup> <br>| 2871 | &nbsp;&nbsp; — <br><sup>(9)</sup><br>|
| Lightwave Acquisition Corp., 06/24/30<sup>(7)</sup> <br>| 45466 | &nbsp;&nbsp; 11 |
| New Providence Acquisition Corp. III, 04/24/30<sup>(7)</sup> <br>| 10856 | &nbsp;&nbsp; 2 |
| NewHold Investment Corp. III, 04/17/30<sup>(7)</sup> <br>| 3464 | &nbsp;&nbsp; 2 |
| Oxley Bridge Acquisition Ltd., 08/15/30<sup>(7)</sup> <br>| 3132 | &nbsp;&nbsp; 1 |
| Perimeter Acquisition Corp. I, 06/17/30<sup>(7)</sup> <br>| 2335 | &nbsp;&nbsp; 1 |
| Pioneer Acquisition I Corp., 06/17/30<sup>(7)</sup> <br>| 11730 | &nbsp;&nbsp; 2 |
| Republic Digital Acquisition Co., 10/31/31<sup>(7)</sup> <br>| 1177 | &nbsp;&nbsp; 1 |
| Roman DBDR Acquisition Corp. II, 02/03/30<sup>(7)</sup> <br>| 4258 | &nbsp;&nbsp; 1 |
| SIM Acquisition Corp. I, 08/28/29<sup>(7)</sup> <br>| 15059 | &nbsp;&nbsp; 4 |
| Stellar V Capital Corp., 03/24/30<sup>(7)</sup> <br>| 2967 | &nbsp;&nbsp; 1 |
| Target Global Acquisition I Corp., 12/31/27<sup>(7)</sup> <br>| 480 | &nbsp;&nbsp; — <br><sup>(9)</sup><br>|
| Voyager Acquisition Corp., 05/16/31<sup>(7)</sup> <br>| 4860 | &nbsp;&nbsp; 1 |
| Wen Acquisition Corp., 05/15/31<sup>(7)</sup> <br>| 6009 | &nbsp;&nbsp; 2 |
|  |  | &nbsp;&nbsp; 45 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Health Care—0.0%** | **Health Care—0.0%** |  |
| Tevogen Bio Holdings, Inc., 11/04/26<sup>(7)</sup> <br>| 325 | &nbsp;&nbsp; $— <br><sup>(9)</sup><br>|
| **Information Technology—0.0%** | **Information Technology—0.0%** |  |
| iLearningEngines Holdings, Inc., 04/16/29<sup>(7)</sup> <br>| 992 | &nbsp;&nbsp; — |
| LeddarTech Holdings, Inc., 12/21/28<sup>(7)</sup> <br>| 3202 | &nbsp;&nbsp; — <br><sup>(9)</sup><br>|
|  |  | &nbsp;&nbsp; — <br><sup>(9)</sup><br>|
| **Total Warrants** <br>**(Identified Cost $61)** | **Total Warrants** <br>**(Identified Cost $61)** | &nbsp;&nbsp; **45** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares/Units** |  |
| **Special Purpose Acquisition Companies—34.1%** | **Special Purpose Acquisition Companies—34.1%** | **Special Purpose Acquisition Companies—34.1%** |
| 1RT Acquisition Corp.<sup>(7)</sup> <br>| 855 | &nbsp;&nbsp; 9 |
| A Paradise Acquisition Corp.<sup>(7)</sup> <br>| 3138 | &nbsp;&nbsp; 33 |
| A Paradise Acquisition Corp. Class A<sup>(7)</sup> <br>| 36054 | &nbsp;&nbsp; 367 |
| AA Mission Acquisition Corp. II Class A<sup>(7)</sup> <br>| 41466 | &nbsp;&nbsp; 416 |
| Abony Acquisition Corp. I<sup>(7)</sup> <br>| 3646 | &nbsp;&nbsp; 36 |
| Activate Energy Acquisition Corp.<sup>(7)</sup> <br>| 11018 | &nbsp;&nbsp; 110 |
| Activate Energy Acquisition Corp. Class A<sup>(7)</sup> <br>| 7293 | &nbsp;&nbsp; 72 |
| Agriculture & Natural Solutions Acquisition Corp.<sup>(7)</sup> <br>| 80091 | &nbsp;&nbsp; 903 |
| AI Infrastructure Acquisition Corp.<sup>(7)</sup> <br>| 12726 | &nbsp;&nbsp; 130 |
| AI Infrastructure Acquisition Corp. Class A<sup>(7)</sup> <br>| 74343 | &nbsp;&nbsp; 746 |
| Aldabra 4 Liquidity Opportunity Vehicle, Inc.<sup>(7)</sup> <br>| 7760 | &nbsp;&nbsp; 77 |
| American Drive Acquisition Co.<sup>(7)</sup> <br>| 4735 | &nbsp;&nbsp; 47 |
| Andretti Acquisition Corp. II Class A<sup>(7)</sup> <br>| 18282 | &nbsp;&nbsp; 195 |
| Apex Treasury Corp.<sup>(7)</sup> <br>| 4761 | &nbsp;&nbsp; 48 |
| Apex Treasury Corp. Class A<sup>(7)</sup> <br>| 30455 | &nbsp;&nbsp; 304 |
| Archimedes Tech SPAC Partners II Co.<sup>(7)</sup> <br>| 17316 | &nbsp;&nbsp; 180 |
| Archimedes Tech SPAC Partners III Co.<sup>(7)</sup> <br>| 3093 | &nbsp;&nbsp; 31 |
| Armada Acquisition Corp. II Class A<sup>(7)</sup> <br>| 22493 | &nbsp;&nbsp; 232 |
| Axiom Intelligence Acquisition Corp. 1 Class A<sup>(7)</sup> <br>| 21283 | &nbsp;&nbsp; 216 |
| Bain Capital GSS Investment Corp.<sup>(7)</sup> <br>| 7942 | &nbsp;&nbsp; 81 |
| Berto Acquisition Corp.<sup>(7)</sup> <br>| 13792 | &nbsp;&nbsp; 141 |
| BEST SPAC I Acquisition Corp. Class A<sup>(7)</sup> <br>| 1561 | &nbsp;&nbsp; 16 |
| Bitcoin Infrastructure Acquisition Corp., Ltd.<sup>(7)</sup> <br>| 6924 | &nbsp;&nbsp; 69 |
| Black Hawk Acquisition Corp. Class A<sup>(7)</sup> <br>| 102000 | &nbsp;&nbsp; 1178 |
| Blue Acquisition Corp.<sup>(7)</sup> <br>| 3856 | &nbsp;&nbsp; 40 |
| Blue Water Acquisition Corp. III Class A<sup>(7)</sup> <br>| 17729 | &nbsp;&nbsp; 182 |
| Blue Water Acquisition Corp. IV<sup>(7)</sup> <br>| 2819 | &nbsp;&nbsp; 28 |
| Blueport Acquisition Ltd. Class A<sup>(7)</sup> <br>| 3129 | &nbsp;&nbsp; 31 |
| Bluerock Acquisition Corp.<sup>(7)</sup> <br>| 7821 | &nbsp;&nbsp; 78 |
| BTC Development Corp.<sup>(7)</sup> <br>| 1588 | &nbsp;&nbsp; 16 |
| Cal Redwood Acquisition Corp. Class A<sup>(7)</sup> <br>| 31005 | &nbsp;&nbsp; 315 |
| Calisa Acquisition Corp.<sup>(7)</sup> <br>| 44378 | &nbsp;&nbsp; 445 |
| Calisa Acquisition Corp.<sup>(7)</sup> <br>| 502 | &nbsp;&nbsp; 5 |
| Cambridge Acquisition Corp.<sup>(7)</sup> <br>| 5940 | &nbsp;&nbsp; 59 |
| Cantor Equity Partners I, Inc. Class A<sup>(7)</sup> <br>| 4052 | &nbsp;&nbsp; 43 |
| Cantor Equity Partners III, Inc. Class A<sup>(7)</sup> <br>| 1570 | &nbsp;&nbsp; 16 |
| Cantor Equity Partners V, Inc. Class A<sup>(7)</sup> <br>| 14323 | &nbsp;&nbsp; 145 |
| Cartesian Growth Corp. III Class A<sup>(7)</sup> <br>| 4626 | &nbsp;&nbsp; 47 |
| Centurion Acquisition Corp.<sup>(7)</sup> <br>| 4271 | &nbsp;&nbsp; 46 |
| ChampionsGate Acquisition Corp.<sup>(7)</sup> <br>| 1871 | &nbsp;&nbsp; 19 |
| Chenghe Acquisition III Co.<sup>(7)</sup> <br>| 8782 | &nbsp;&nbsp; 89 |
| Chenghe Acquisition III Co. Class A<sup>(7)</sup> <br>| 63 | &nbsp;&nbsp; 1 |
| Churchill Capital Corp. IX<sup>(7)</sup> <br>| 26654 | &nbsp;&nbsp; 285 |
| Churchill Capital Corp. XI<sup>(7)</sup> <br>| 1578 | &nbsp;&nbsp; 16 |
| Cohen Circle Acquisition Corp. II<sup>(7)</sup> <br>| 6605 | &nbsp;&nbsp; 68 |
| Colombier Acquisition Corp. III<sup>(7)</sup> <br>| 2659 | &nbsp;&nbsp; 27 |
| Columbus Circle Capital Corp. II<sup>(7)</sup> <br>| 4395 | &nbsp;&nbsp; 44 |
| Copley Acquisition Corp. Class A<sup>(7)</sup> <br>| 7285 | &nbsp;&nbsp; 75 |
| Crane Harbor Acquisition Corp. II<sup>(7)</sup> <br>| 1569 | &nbsp;&nbsp; 16 |

---

See Notes to Schedule of Investments

------

**VIRTUS Westchester Credit Event Fund**

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

**March 31, 2026**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares/Units** | **Value** |
| Crown Reserve Acquisition Corp. I<sup>(7)</sup> <br>| 7931 | &nbsp;&nbsp; $80 |
| Crown Reserve Acquisition Corp. I Class A<sup>(7)</sup> <br>| 45008 | &nbsp;&nbsp; 451 |
| CSLM Digital Asset Acquisition Corp. III Ltd.<sup>(7)</sup> <br>| 12725 | &nbsp;&nbsp; 129 |
| CSLM Digital Asset Acquisition Corp. III Ltd. Class A<sup>(7)</sup> <br>| 20053 | &nbsp;&nbsp; 201 |
| Daedalus Special Acquisition Corp.<sup>(7)</sup> <br>| 4480 | &nbsp;&nbsp; 45 |
| Drugs Made In America Acquisition Corp.<sup>(7)</sup> <br>| 16363 | &nbsp;&nbsp; 172 |
| Drugs Made In America Acquisition II Corp.<sup>(7)</sup> <br>| 16049 | &nbsp;&nbsp; 161 |
| Drugs Made In America Acquisition II Corp.<sup>(7)</sup> <br>| 15750 | &nbsp;&nbsp; 157 |
| DT Cloud Star Acquisition Corp.<sup>(7)</sup> <br>| 14736 | &nbsp;&nbsp; 163 |
| Dune Acquisition Corp. II<sup>(7)</sup> <br>| 11452 | &nbsp;&nbsp; 118 |
| Dynamix Corp. III<sup>(7)</sup> <br>| 1595 | &nbsp;&nbsp; 16 |
| EGH Acquisition Corp. Class A<sup>(7)</sup> <br>| 2534 | &nbsp;&nbsp; 26 |
| Emmis Acquisition Corp. Class A<sup>(7)</sup> <br>| 5587 | &nbsp;&nbsp; 56 |
| EQV Ventures Acquisition Corp. II<sup>(7)</sup> <br>| 15479 | &nbsp;&nbsp; 157 |
| Eureka Acquisition Corp.<sup>(7)</sup> <br>| 1571 | &nbsp;&nbsp; 18 |
| Fact II Acquisition Corp.<sup>(7)</sup> <br>| 4151 | &nbsp;&nbsp; 44 |
| Fifth Era Acquisition Corp. I Class A<sup>(7)</sup> <br>| 2737 | &nbsp;&nbsp; 28 |
| FIGX Capital Acquisition Corp.<sup>(7)</sup> <br>| 2669 | &nbsp;&nbsp; 27 |
| FIGX Capital Acquisition Corp. Class A<sup>(7)</sup> <br>| 27792 | &nbsp;&nbsp; 282 |
| Flag Ship Acquisition Corp.<sup>(7)</sup> <br>| 1674 | &nbsp;&nbsp; 18 |
| FutureCrest Acquisition Corp.<sup>(7)</sup> <br>| 319 | &nbsp;&nbsp; 3 |
| Galata Acquisition Corp. II Class A<sup>(7)</sup> <br>| 5590 | &nbsp;&nbsp; 56 |
| Gesher Acquisition Corp. II Class A<sup>(7)</sup> <br>| 7636 | &nbsp;&nbsp; 79 |
| GigCapital7 Corp. Class A<sup>(7)</sup> <br>| 9908 | &nbsp;&nbsp; 106 |
| GigCapital8 Corp. Class A<sup>(7)</sup> <br>| 41690 | &nbsp;&nbsp; 416 |
| GigCapital9 Corp.<sup>(7)</sup> <br>| 8870 | &nbsp;&nbsp; 89 |
| GigCapital9 Corp. Class A<sup>(7)</sup> <br>| 2829 | &nbsp;&nbsp; 28 |
| Globa Terra Acquisition Corp. Class A<sup>(7)</sup> <br>| 92303 | &nbsp;&nbsp; 946 |
| Gores Holdings X, Inc. Class A<sup>(7)</sup> <br>| 15992 | &nbsp;&nbsp; 163 |
| GP-Act III Acquisition Corp. Class A<sup>(7)</sup> <br>| 5043 | &nbsp;&nbsp; 55 |
| Graf Global Corp. Class A<sup>(7)</sup> <br>| 5746 | &nbsp;&nbsp; 62 |
| GSR IV Acquisition Corp. Class A<sup>(7)</sup> <br>| 29334 | &nbsp;&nbsp; 294 |
| Harvard Ave Acquisition Corp.<sup>(7)</sup> <br>| 19103 | &nbsp;&nbsp; 193 |
| Harvard Ave Acquisition Corp. Class A<sup>(7)</sup> <br>| 44512 | &nbsp;&nbsp; 446 |
| Haymaker Acquisition Corp. 4<sup>(7)</sup> <br>| 23539 | &nbsp;&nbsp; 270 |
| HCM III Acquisition Corp.<sup>(7)</sup> <br>| 786 | &nbsp;&nbsp; 8 |
| Highview Merger Corp. Class A<sup>(7)</sup> <br>| 5433 | &nbsp;&nbsp; 55 |
| Idea Acquisition Corp.<sup>(7)</sup> <br>| 4395 | &nbsp;&nbsp; 44 |
| Illumination Acquisition Corp. I<sup>(7)</sup> <br>| 4349 | &nbsp;&nbsp; 43 |
| Indigo Acquisition Corp.<sup>(7)</sup> <br>| 7942 | &nbsp;&nbsp; 81 |
| Infinite Eagle Acquisition Corp.<sup>(7)</sup> <br>| 1552 | &nbsp;&nbsp; 16 |
| Iron Horse Acquisition II Corp.<sup>(7)</sup> <br>| 4735 | &nbsp;&nbsp; 47 |
| ITHAX Acquisition Corp. III<sup>(7)</sup> <br>| 7841 | &nbsp;&nbsp; 78 |
| Jackson Acquisition Co. II Class A<sup>(7)</sup> <br>| 15635 | &nbsp;&nbsp; 166 |
| Jena Acquisition Corp. II Class A<sup>(7)</sup> <br>| 28822 | &nbsp;&nbsp; 295 |
| K&F Growth Acquisition Corp. II Class A<sup>(7)</sup> <br>| 5972 | &nbsp;&nbsp; 62 |
| Kochav Defense Acquisition Corp. Class A<sup>(7)</sup> <br>| 9122 | &nbsp;&nbsp; 94 |
| KRAKacquisition Corp.<sup>(7)</sup> <br>| 1531 | &nbsp;&nbsp; 15 |
| LaFayette Acquisition Corp.<sup>(7)</sup> <br>| 6392 | &nbsp;&nbsp; 64 |
| Lafayette Digital Acquisition Corp. I<sup>(7)</sup> <br>| 3131 | &nbsp;&nbsp; 31 |
| Lake Superior Acquisition Corp.<sup>(7)</sup> <br>| 8130 | &nbsp;&nbsp; 82 |
| Lake Superior Acquisition Corp. Class A<sup>(7)</sup> <br>| 6339 | &nbsp;&nbsp; 64 |
| Lakeshore Acquisition III Corp.<sup>(7)</sup> <br>| 21622 | &nbsp;&nbsp; 223 |
| Launch Two Acquisition Corp. Class A<sup>(7)</sup> <br>| 7771 | &nbsp;&nbsp; 83 |
| Launchpad Cadenza Acquisition Corp. I<sup>(7)</sup> <br>| 10557 | &nbsp;&nbsp; 105 |
| Leapfrog Acquisition Corp.<sup>(7)</sup> <br>| 3939 | &nbsp;&nbsp; 40 |
| Legato Merger Corp. IV<sup>(7)</sup> <br>| 4640 | &nbsp;&nbsp; 46 |
| Lightwave Acquisition Corp. Class A<sup>(7)</sup> <br>| 98911 | &nbsp;&nbsp; 1001 |
| Lionheart Holdings Class A<sup>(7)</sup> <br>| 12681 | &nbsp;&nbsp; 136 |
| Live Oak Acquisition Corp. V Class A<sup>(7)</sup> <br>| 50046 | &nbsp;&nbsp; 520 |
| M Evo Global Acquisition Corp. II<sup>(7)</sup> <br>| 44694 | &nbsp;&nbsp; 447 |
| M3-Brigade Acquisition VI Corp.<sup>(7)</sup> <br>| 1583 | &nbsp;&nbsp; 16 |
| McKinley Acquisition Corp.<sup>(7)</sup> <br>| 45981 | &nbsp;&nbsp; 467 |
| McKinley Acquisition Corp. Class A<sup>(7)</sup> <br>| 23120 | &nbsp;&nbsp; 233 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares/Units** | **Value** |
| Mercer Park Opportunities Corp.<sup>(7)</sup> <br>| 8532 | &nbsp;&nbsp; $89 |
| Meshflow Acquisition Corp.<sup>(7)</sup> <br>| 10989 | &nbsp;&nbsp; 109 |
| Miluna Acquisition Corp. Class A<sup>(7)</sup> <br>| 13941 | &nbsp;&nbsp; 140 |
| Mountain Lake Acquisition Corp. Class A<sup>(7)</sup> <br>| 8018 | &nbsp;&nbsp; 84 |
| Mountain Lake Acquisition Corp. II<sup>(7)</sup> <br>| 18841 | &nbsp;&nbsp; 187 |
| MOZAYYX Acquisition Corp.<sup>(7)</sup> <br>| 5798 | &nbsp;&nbsp; 58 |
| Muzero Acquisition Corp.<sup>(7)</sup> <br>| 6122 | &nbsp;&nbsp; 61 |
| New Providence Acquisition Corp. III Class A<sup>(7)</sup> <br>| 33678 | &nbsp;&nbsp; 346 |
| NewHold Investment Corp. III Class A<sup>(7)</sup> <br>| 6928 | &nbsp;&nbsp; 72 |
| NMP Acquisition Corp. Class A<sup>(7)</sup> <br>| 15908 | &nbsp;&nbsp; 162 |
| Oak Woods Acquisition Corp. Class A<sup>(7)</sup> <br>| 46268 | &nbsp;&nbsp; 564 |
| Origin Investment Corp. I<sup>(7)</sup> <br>| 7976 | &nbsp;&nbsp; 81 |
| OTG Acquisition Corp. I<sup>(7)</sup> <br>| 3991 | &nbsp;&nbsp; 41 |
| Oxley Bridge Acquisition Ltd. Class A<sup>(7)</sup> <br>| 102444 | &nbsp;&nbsp; 1038 |
| Oyster Enterprises II Acquisition Corp. Class A<sup>(7)</sup> <br>| 48229 | &nbsp;&nbsp; 493 |
| Pantages Capital Acquisition Corp.<sup>(7)</sup> <br>| 12570 | &nbsp;&nbsp; 132 |
| Perimeter Acquisition Corp. I Class A<sup>(7)</sup> <br>| 4671 | &nbsp;&nbsp; 48 |
| Pioneer Acquisition I Corp. Class A<sup>(7)</sup> <br>| 99045 | &nbsp;&nbsp; 1006 |
| Praetorian Acquisition Corp.<sup>(7)</sup> <br>| 4640 | &nbsp;&nbsp; 46 |
| ProCap Acquisition Corp.<sup>(7)</sup> <br>| 2159 | &nbsp;&nbsp; 22 |
| ProCap Acquisition Corp. Class A<sup>(7)</sup> <br>| 22561 | &nbsp;&nbsp; 230 |
| Proem Acquisition Corp. I<sup>(7)</sup> <br>| 3573 | &nbsp;&nbsp; 36 |
| Pyrophyte Acquisition Corp. II Class A<sup>(7)</sup> <br>| 7979 | &nbsp;&nbsp; 81 |
| Quantumsphere Acquisition Corp.<sup>(7)</sup> <br>| 3157 | &nbsp;&nbsp; 32 |
| Quantumsphere Acquisition Corp.<sup>(7)</sup> <br>| 7942 | &nbsp;&nbsp; 80 |
| Republic Digital Acquisition Co. Class A<sup>(7)</sup> <br>| 24192 | &nbsp;&nbsp; 247 |
| Ribbon Acquisition Corp.<sup>(7)</sup> <br>| 87638 | &nbsp;&nbsp; 919 |
| Rising Dragon Acquisition Corp.<sup>(7)</sup> <br>| 12024 | &nbsp;&nbsp; 126 |
| Roman DBDR Acquisition Corp. II<sup>(7)</sup> <br>| 5258 | &nbsp;&nbsp; 55 |
| SC II Acquisition Corp. Class A<sup>(7)</sup> <br>| 15589 | &nbsp;&nbsp; 156 |
| Silicon Valley Acquisition Corp.<sup>(7)</sup> <br>| 5539 | &nbsp;&nbsp; 56 |
| Silver Pegasus Acquisition Corp.<sup>(7)</sup> <br>| 3900 | &nbsp;&nbsp; 40 |
| Silver Pegasus Acquisition Corp. Class A<sup>(7)</sup> <br>| 11163 | &nbsp;&nbsp; 114 |
| Silverbox Corp. IV Class A<sup>(7)</sup> <br>| 5560 | &nbsp;&nbsp; 60 |
| SilverBox Corp. V<sup>(7)</sup> <br>| 3149 | &nbsp;&nbsp; 32 |
| SIM Acquisition Corp. I Class A<sup>(7)</sup> <br>| 23850 | &nbsp;&nbsp; 256 |
| Sizzle Acquisition Corp. II Class A<sup>(7)</sup> <br>| 25497 | &nbsp;&nbsp; 262 |
| Social Commerce Partners Corp.<sup>(7)</sup> <br>| 3956 | &nbsp;&nbsp; 40 |
| Solarius Capital Acquisition Corp. Class A<sup>(7)</sup> <br>| 20408 | &nbsp;&nbsp; 208 |
| Soren Acquisition Corp.<sup>(7)</sup> <br>| 6281 | &nbsp;&nbsp; 62 |
| Soulpower Acquisition Corp. Class A<sup>(7)</sup> <br>| 16273 | &nbsp;&nbsp; 167 |
| Space Asset Acquisition Corp.<sup>(7)</sup> <br>| 1914 | &nbsp;&nbsp; 19 |
| SPACSphere Acquisition Corp.<sup>(7)</sup> <br>| 14733 | &nbsp;&nbsp; 148 |
| Spring Valley Acquisition Corp. III<sup>(7)</sup> <br>| 2382 | &nbsp;&nbsp; 25 |
| Starry Sea Acquisition Corp.<sup>(7)</sup> <br>| 11969 | &nbsp;&nbsp; 121 |
| Stellar V Capital Corp. Class A<sup>(7)</sup> <br>| 5935 | &nbsp;&nbsp; 62 |
| StoneBridge Acquisition II Corp. Class A<sup>(7)</sup> <br>| 2791 | &nbsp;&nbsp; 28 |
| Tavia Acquisition Corp.<sup>(7)</sup> <br>| 12508 | &nbsp;&nbsp; 132 |
| Thayer Ventures Acquisition Corp. II Class A<sup>(7)</sup> <br>| 8637 | &nbsp;&nbsp; 88 |
| Translational Development Acquisition Corp.<sup>(7)</sup> <br>| 57846 | &nbsp;&nbsp; 611 |
| UY Scuti Acquisition Corp.<sup>(7)</sup> <br>| 11082 | &nbsp;&nbsp; 115 |
| Viking Acquisition Corp. I<sup>(7)</sup> <br>| 2388 | &nbsp;&nbsp; 24 |
| Vine Hill Capital Investment Corp. Class A<sup>(7)</sup> <br>| 1447 | &nbsp;&nbsp; 15 |
| Voyager Acquisition Corp.<sup>(7)</sup> <br>| 14578 | &nbsp;&nbsp; 156 |
| Wen Acquisition Corp. Class A<sup>(7)</sup> <br>| 20529 | &nbsp;&nbsp; 209 |
| Westin Acquisition Corp. Class A<sup>(7)</sup> <br>| 7014 | &nbsp;&nbsp; 70 |
| White Pearl Acquisition Corp.<sup>(7)</sup> <br>| 44873 | &nbsp;&nbsp; 453 |
| White Pearl Acquisition Corp. Class A<sup>(7)</sup> <br>| 7248 | &nbsp;&nbsp; 71 |
| Wintergreen Acquisition Corp.<sup>(7)</sup> <br>| 7939 | &nbsp;&nbsp; 81 |
| Yorkville Acquisition Corp. Class A<sup>(7)</sup> <br>| 16336 | &nbsp;&nbsp; 165 |
| **Total Special Purpose Acquisition Companies** <br>**(Identified Cost $27,965)** | **Total Special Purpose Acquisition Companies** <br>**(Identified Cost $27,965)** | &nbsp;&nbsp; **28521** |

---

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

See Notes to Schedule of Investments

------

**VIRTUS Westchester Credit Event Fund**

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

**March 31, 2026**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Escrow Notes—0.5%** | **Escrow Notes—0.5%** | **Escrow Notes—0.5%** |
| **Financials—0.5%** | **Financials—0.5%** |  |
| Altaba, Inc. Escrow<sup>(7)(8)</sup> <br>| 327452 | &nbsp;&nbsp; $442 |
| **Total Escrow Notes** <br>**(Identified Cost $232)** | **Total Escrow Notes** <br>**(Identified Cost $232)** | &nbsp;&nbsp; **442** |
| **Total Long-Term Investments—92.7%** <br>**(Identified Cost $79,243)** | **Total Long-Term Investments—92.7%** <br>**(Identified Cost $79,243)** | &nbsp;&nbsp; **77533** |
| **Short-Term Investments—4.3%** | **Short-Term Investments—4.3%** | **Short-Term Investments—4.3%** |
| **Money Market Mutual Funds—4.3%** | **Money Market Mutual Funds—4.3%** | **Money Market Mutual Funds—4.3%** |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Financial Square Funds - Treasury <br> Instruments Fund - Standard Shares (seven-day <br> effective yield 3.540%)<sup>(6)</sup> <br>| 1900000 | &nbsp;&nbsp; 1900 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Financial Square Government Fund - <br> Standard Shares (seven-day effective yield <br> 3.556%)<sup>(6)</sup> <br>| 1678564 | &nbsp;&nbsp; 1679 |
| **Total Short-Term Investments** <br>**(Identified Cost $3,579)** | **Total Short-Term Investments** <br>**(Identified Cost $3,579)** | &nbsp;&nbsp; **3579** |
| **Securities Lending Collateral—1.0%** | **Securities Lending Collateral—1.0%** | **Securities Lending Collateral—1.0%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Government Cash Management Fund - <br> Institutional Shares (seven-day effective yield <br> 3.531%)<sup>(6)(10)</sup> <br>| 880000 | &nbsp;&nbsp; 880 |
| **Total Securities Lending Collateral** <br>**(Identified Cost $880)** | **Total Securities Lending Collateral** <br>**(Identified Cost $880)** | &nbsp;&nbsp; **880** |
| **TOTAL INVESTMENTS—98.0%** <br>**(Identified Cost $83,702)** | **TOTAL INVESTMENTS—98.0%** <br>**(Identified Cost $83,702)** | &nbsp;&nbsp; **$81992** |
| Other assets and liabilities, net—2.0% | Other assets and liabilities, net—2.0% | &nbsp;&nbsp; 1666 |
| **NET ASSETS—100.0%** | **NET ASSETS—100.0%** | &nbsp;&nbsp; **$83658** |

---

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

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| LLC | Limited Liability Company |
| LP | Limited Partnership |
| SOFR | Secured Overnight Financing Rate |
| SPAC | Special Purpose Acquisition Company |

---

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

---

| | |
|:---|:---|
| **Footnote Legend:** | **Footnote Legend:** |
| <sup>(1)</sup> <br>| Security exempt from registration under Rule 144A of the Securities Act of 1933. <br> These securities may be resold in transactions exempt from registration, <br> normally to qualified institutional buyers. At March 31, 2026, these securities <br> amounted to a value of $34,269 or 41.0% of net assets.<br>|

---

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

<sup>(2)</sup> No contractual maturity date.

<sup>(3)</sup> All or a portion of security is on loan.

<sup>(4)</sup> Regulation S security. Security is offered and sold outside of the United States; therefore, it is exempt from registration with the SEC under Rules 903 and 904 of the Securities Act of 1933. 

<sup>(5)</sup> Variable rate security. Rate disclosed is as of March 31, 2026. Information in parenthesis represents benchmark and reference rate for each security. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions, or, for mortgage-backed securities, are impacted by the individual mortgages which are paying off over time. These securities do not indicate a reference rate and spread in their descriptions. 

<sup>(6)</sup> Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. 

<sup>(7)</sup> Non-income producing.

<sup>(8)</sup> The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security in the Fair Value Hierarchy table located after the Schedule of Investments. 

<sup>(9)</sup> Amount is less than $500 (not in thousands).

<sup>(10)</sup> Represents security purchased with cash collateral received for securities on loan. 

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

---

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

---

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

---

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

---

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

---

| | |
|:---|:---|
| **Country Weightings**<sup>†</sup>  | **Country Weightings**<sup>†</sup>  |
| United States | 63<br> %<br>|
| Cayman Islands | 34 |
| Austria | 2 |
| Virgin Islands(British) | 1 |
| Total | 100<br> %<br>|
| <sup>†</sup> % of total investments as of March 31, 2026. | <sup>†</sup> % of total investments as of March 31, 2026. |

---

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward foreign currency exchange contracts as of March 31, 2026 were as follows:** | **Forward foreign currency exchange contracts as of March 31, 2026 were as follows:** | **Forward foreign currency exchange contracts as of March 31, 2026 were as follows:** | **Forward foreign currency exchange contracts as of March 31, 2026 were as follows:** | **Forward foreign currency exchange contracts as of March 31, 2026 were as follows:** | **Forward foreign currency exchange contracts as of March 31, 2026 were as follows:** | **Forward foreign currency exchange contracts as of March 31, 2026 were as follows:** | **Forward foreign currency exchange contracts as of March 31, 2026 were as follows:** |
| **Currency** <br>**Purchased**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Currency** <br>**Amount** <br>**Purchased**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Currency** <br>**Sold**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Currency** <br>**Amount** <br>**Sold**<br>| **Counterparty** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Settlement** <br>**Date**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Unrealized** <br>**Appreciation**<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Unrealized** <br>**Depreciation**<br>|
| USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1693 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1444 | JPM | 04/01/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $—<br>|
| **Total** |  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $—<br>|

---

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

See Notes to Schedule of Investments

------

**VIRTUS Westchester Credit Event Fund**

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

**March 31, 2026**

($ reported in thousands)

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** | **Over-the-counter total return swaps outstanding as of March 31, 2026 were as follows:** |
| **Referenced Entity** | **Pay/Receive** | **Financing Rate**<sup>(1)</sup> <br>| **Payment** <br>**Frequency**<br>| **Counterparty** | **Expiration** <br>**Date**<br>| **Notional** <br>**Amount** | **Value**<sup>(2)</sup> <br>| **Unrealized** <br>**Appreciation**<br>| **Unrealized** <br>**Depreciation**<br>|
| **Long Total Return Swap** <br> **Contracts**<br>|  |  |  |  |  |  |  |  |  |
| BlackRock MuniHoldings <br> Fund, Inc.<br>| Pay | 4.250% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 07/14/26 | &nbsp;&nbsp; $1380 | &nbsp;&nbsp; $(9) <br>| &nbsp;&nbsp; $—<br>| &nbsp;&nbsp; $(9) <br>|
| BlackRock Muniyield <br> Quality Fund, Inc.<br>| Pay | 4.250% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 03/18/27 | &nbsp;&nbsp; 593 | &nbsp;&nbsp; (34) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (34) <br>|
| Blackrock Munyield Quality <br> Fund III, Inc.<br>| Pay | 4.250% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 04/06/27 | &nbsp;&nbsp; 83 | &nbsp;&nbsp; (4) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (4) <br>|
| Eaton Vance Floating-Rate <br> Income Trust<br>| Pay | 4.020% (0.380% + OBFR) | 3 Month | JPM | &nbsp;&nbsp; 01/22/27 | &nbsp;&nbsp; 106 | &nbsp;&nbsp; (5) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (5) <br>|
| Franklin Universal Trust <br> (SBI) Mutual Fund<br>| Pay | 4.250% (0.610% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 04/06/27 | &nbsp;&nbsp; 125 | &nbsp;&nbsp; (4) <br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; (4) <br>|
| Pershing Square Escrow<sup>(3)</sup> <br>| Pay | 3.761% (0.121% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 12/01/26 | &nbsp;&nbsp; — <br><sup>(4)</sup><br>| &nbsp;&nbsp; — <br><sup>(4)</sup><br>| &nbsp;&nbsp; —<br>| &nbsp;&nbsp; — <br><sup>(4)</sup><br>|
| Pershing Tontine Spar | Pay | 3.761% (0.121% + OBFR) | 1 Month | GS | &nbsp;&nbsp; 12/01/26 | &nbsp;&nbsp; — | &nbsp;&nbsp; — <br><sup>(4)</sup><br>| &nbsp;&nbsp; — <br><sup>(4)</sup><br>| &nbsp;&nbsp; —<br>|
| **Total**  |  |  |  |  |  |  | &nbsp;&nbsp; $(56)<br>| &nbsp;&nbsp; $— <br><sup>(4)</sup><br>| &nbsp;&nbsp; $(56) <br>|

---

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

---

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

---

See Notes to Schedule of Investments

------

**VIRTUS Westchester Credit Event Fund**

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

**March 31, 2026**

($ reported in thousands)

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Total <br>Value at <br>March 31, 2026<br>| Level 1 <br>Quoted Prices<br>| Level 2 <br>Significant <br>Observable <br>Inputs<br>| Level 3 <br>Significant <br>Unobservable <br>Inputs<br>|
| Assets: |  |  |  |  |
| Debt Instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Convertible Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $3141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— |
| &nbsp;&nbsp;&nbsp; Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 41124 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Leveraged Loans | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Equity Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Closed-End Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1006 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Preferred Stock | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(1)</sup><br>|
| &nbsp;&nbsp;&nbsp; Rights | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Warrants | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(1)</sup><br>|
| &nbsp;&nbsp;&nbsp; Special Purpose Acquisition Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28521 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26071 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Escrow Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442 |
| Money Market Mutual Funds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3579 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Other Financial Instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Forward Foreign Currency Exchange Contracts<sup>\*</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Over-the-Counter Total Return Swaps<sup>\*</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(2)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(2)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 82017 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 48907 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 442 |
| Liabilities: |  |  |  |  |
| Other Financial Instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Over-the-Counter Total Return Swaps<sup>\*</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(2)</sup><br>|
| Total Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (56)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(2)</sup><br>|
| Total Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $81961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $32668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $48851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $442 |

---

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

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

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

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

Security held by the Fund with an end of period value of $442 were transferred from Level 2 to Level 3 due to a decrease in trading activities at period end.

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

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | Total | Common <br>stocks<br>| Warrants | Escrow <br>Notes<br>| Over-the-Counter <br>Total Return Swaps<br>|
| **Investments in Securities** |  |  |  |  |  |
| **Balance as of December 31, 2025:** | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— <br><sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp; $— <br><sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; $— |
| Transfers into Level 3<sup>(c)</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 442 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 442 | &nbsp;&nbsp;&nbsp;&nbsp; — <br><sup>(b)</sup><br>|
| **Balance as of March 31, 2026** | &nbsp;&nbsp;&nbsp;&nbsp; $442 | &nbsp;&nbsp;&nbsp;&nbsp; $— <br><sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp; $— <br><sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp;&nbsp; $442 | &nbsp;&nbsp;&nbsp;&nbsp; $— <br><sup>(b)</sup><br>|

---

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

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

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

See Notes to Schedule of Investments

------

**VIRTUS WESTCHESTER CREDIT EVENT FUND**

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

**March 31, 2026**

**Note 1. Security Valuation**

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

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

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

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

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

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

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

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

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

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

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

securities.

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

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $84788147.21

**Total Liabilities:** $1131578.83

**Net Assets:** $83656568.38

**Cash Not Reported:** $1443444.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -568.78519250 | **10-Year:** 0.00000000 | **30-Year:** -479.07930120

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -5705.24662700 | **10-Year:** 1.10774595 | **30-Year:** -1963.50853900

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000194736 | 0.29%                | -0.26%               | -0.55%               |
| Class ID C000194735 | 0.18%                | -0.21%               | -0.65%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $223577.03               | $-452364.53                                |
| Month 2  | $86730.65                | $-499995.99                                |
| Month 3  | $-116541.88              | $-486716.76                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| IDEA ACQUISITION CORP                                                  | Idea Acquisition Corp. UNIT CONST CL A ORD & 1/3 WT(06/01/2031)                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4395 | NS      | $43554.45     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                                   | GTLS 9.5 01/01/31 144A                                                                                                         | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |   2143000 | PA      | $2251210.79   | 2.69%             | 2031-01-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Syniverse Holdings Inc.                                                | Syniverse Holdings Term Loan B 700 2027-04-21                                                                                  | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   2343288 | PA      | $2161683.12   | 2.58%             | 2027-05-13      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| LAFAYETTE ACQUISITION CORP                                             | LaFayette Acquisition Corp. UNIT EXP 102430                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6392 | NS      | $64239.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURCES OPERATING LLC                                        | PR 8 04/15/27 144A                                                                                                             | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    851000 | PA      | $851725.66    | 1.02%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RIBBON ACQUISITION CORP                                                | Ribbon Acquisition Corp. ORD SHS CL A                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     87638 | NS      | $919322.62    | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| 26 Capital Acquisition Corp                                            | 26 Capital Acquisition Corp WT EXP 123127                                                                                      | CUSIP: 90138P118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SPRING VALLEY ACQUISITION CORP III                                     | Spring Valley Acquisition Corp. III UNIT EXP 090430                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2382 | NS      | $24534.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MESHFLOW ACQUISITION CORP                                              | Meshflow Acquisition Corp. UNIT EXP 111930                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10989 | NS      | $109450.44    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OXLEY BRIDGE ACQUISITION LTD                                           | Oxley Bridge Acquisition Ltd. USD CL A ORD SHS                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    102444 | NS      | $1037757.72   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMAN DBDR ACQUISITION CORP II                                         | Roman DBDR Acquisition Corp. II ORD SHS CL A                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5258 | NS      | $55051.26     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NMP ACQUISITION CORP                                                   | NMP Acquisition Corp. CL A                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15908 | NS      | $161625.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| HAYMAKER ACQUISITION CORP 4                                            | Haymaker Acquisition Corp IV CLASS A                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     23539 | NS      | $269756.94    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION                              | TRS EATON VANCE FLOATING-RATE INCOME TRUST                                                                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4994.96     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| DRUGS MADE IN AMERICA ACQUISITION II CORP                              | Drugs Made In America Acquisition II Corp. USD ORD SHS                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15750 | NS      | $157185.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GORES HOLDINGS X INC                                                   | Gores Holdings X Inc. WT EXP 050230                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      3998 | NC      | $1999.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A PARADISE ACQUISITION CORP                                            | A Paradise Acquisition Corp. UNIT EXP 072930                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      3138 | NS      | $33043.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAF GLOBAL CORP                                                       | Graf Global Corp WT EXP 053132                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      2871 | NC      | $372.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AI INFRASTRUCTURE ACQUISITION CORP                                     | AI Infrastructure Acquisition Corp. UNIT 1 COM & 1 RT                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12726 | NS      | $130314.24    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| FACT II ACQUISITION CORP                                               | FACT II Acquisition Corp. ORD SHS CL A                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4151 | NS      | $43606.26     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIM ACQUISITION CORP I                                                 | SIM Acquisition Corp. I SHS CL A                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     23850 | NS      | $255910.50    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                                               | Jena Acquisition Corp II RT EXP 033130                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12488 | NS      | $1598.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACROPOLIS INFRASTRUCTURE CVR                                           | ACROPOLIS INFRASTRUCTURE CVR                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6145 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MARTIN MIDSTREAM PARTNERS LP                                           | MMLP 11.5 02/15/28 144A                                                                                                        | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    868000 | PA      | $888770.37    | 1.06%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GORES HOLDINGS X INC                                                   | Gores Holdings X Inc. SHS CL A                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15992 | NS      | $163438.24    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II                                         | K&F Growth Acquisition Corp II SHS CL A                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5972 | NS      | $62347.68     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MOUNTAIN LAKE ACQUISITION CORP                                         | Mountain Lake Acquisition Corp. COM USD0.0001 CL A (SUB/RIGHTS) 15/11/28                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9285 | NS      | $2414.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GP-ACT III ACQUISITION CORP                                            | GP-Act III Acquisition Corp. CL A                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5043 | NS      | $54666.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DYNAMIX CORP III                                                       | Dynamix Corp. III UNIT EXP 100930                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1595 | NS      | $16013.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                                                 | Berto Acquisition Corp. ORD SHS                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     13792 | NS      | $141368.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSLATIONAL DEVELOPMENT ACQUISITION CORP                             | Translational Development Acquisition Corp. COM CL A                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     57846 | NS      | $610853.76    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| DT CLOUD STAR ACQUISITION CORP                                         | DT Cloud Star Acquisition Corporation SHS                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     14736 | NS      | $163127.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| FUTURECREST ACQUISITION CORP                                           | FutureCrest Acquisition Corp. USD UNITS CONSISTING ONE-QUARTER OF ONE RED WT                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       319 | NS      | $3247.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Flag Ship Acquisition Corp                                             | Flag Ship Acquisition Corp ORD SHS                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1674 | NS      | $18313.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CSLM DIGITAL ASSET ACQUISITION CORP III LTD                            | CSLM Digital Asset Acquisition Corp III Ltd. UNIT 1 CL A & 1/2 RED WT                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12725 | NS      | $129031.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy Wilson Inc                                                     | KW 5 03/01/31                                                                                                                  | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1715947.54   | 2.05%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAKE SUPERIOR ACQUISITION CORP                                         | Lake Superior Acquisition Corp. UNIT EXP 091930                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      8130 | NS      | $82275.60     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGX CAPITAL ACQUISITION CORP                                          | FIGX Capital Acquisition Corp. UNIT EXP 061730                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2669 | NS      | $27197.11     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH Network Corporation                                               | DISH 11.75 11/15/27 144A                                                                                                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   1563000 | PA      | $1610272.94   | 1.92%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CSLM DIGITAL ASSET ACQUISITION CORP III LTD                            | CSLM Digital Asset Acquisition Corp III Ltd. COM USD0.0001 CL A                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     20053 | NS      | $201332.12    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EMMIS ACQUISITION CORP                                                 | Emmis Acquisition Corp. COM USD0.0001 CLASS A                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5587 | NS      | $56149.35     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Acquisition I Corp.                                            | Pioneer Acquisition I Corp. C/WTS 16/06/2030(TO PUR COM)                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     11730 | NC      | $2464.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Churchill Capital Corp IX                                              | Churchill Capital Corp IX CL A SHS                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     26654 | NS      | $285197.80    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| FACT II ACQUISITION CORP                                               | FACT II Acquisition Corp. WT EXP 112631                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |       770 | NC      | $308.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                            | ARI 4.625 06/15/29 144A                                                                                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |   2317000 | PA      | $2298328.46   | 2.75%             | 2029-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CRANE HARBOR ACQUISITION CORP II                                       | Crane Harbor Acquisition Corp. II UNIT EXP 120930                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1569 | NS      | $15846.90     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Goal Acquisitions Corp                                                 | Goal Acquisitions Corp WT EXP                                                                                                  | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10907 | NC      | $1.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MOZAYYX ACQUISITION CORP                                               | Mozayyx Acquisition Corp. UNITS CONSISTING ONE CL A ORD SH & ONE-QTR ONE RED WT                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5798 | NS      | $57632.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercer Park Opportunities Corp                                         | Mercer Park Opportunities Corp USD CL A R                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8532 | NS      | $89244.72     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SBL Holdings Inc.                                                      | SECBEN V6.5 PERP 144A                                                                                                          | CUSIP: 78397DAC2<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $1723655.60   | 2.06%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| LAKE SUPERIOR ACQUISITION CORP                                         | Lake Superior Acquisition Corp. USD CL A ORD SHS                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      6339 | NS      | $63580.17     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Era Acquisition Corp I                                           | Fifth Era Acquisition Corp I ORD SHS CL A                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2737 | NS      | $28163.73     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Galata Acquisition Corp II                                             | Galata Acquisition Corp II C/WTS 12/09/2030 (TO PUR ORD)                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      1863 | NC      | $447.49       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDRETTI ACQUISITION CORP II                                           | Andretti Acquisition Corp. II COM USD0.0001 CL A                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     18282 | NS      | $194794.71    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| YORKVILLE ACQUISITION CORP                                             | Yorkville Acquisition Corp. SHS CL A                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     16336 | NS      | $165156.96    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK MUNIYIELD QUALITY FD INC                                     | BLACKROCK MUNIYIELD QUALITY FD INC COM                                                                                         | CUSIP: 09254F100<br>LEI: TFKEE3VA3GBE5LOK5U77 | Long             | EC               | RF                | US        |     30091 | NS      | $330399.18    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rising Dragon Acquisition Corp                                         | Rising Dragon Acquisition Corp SHS                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12024 | NS      | $125530.56    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CHENGHE ACQUISITION III CO                                             | Chenghe Acquisition III Co. ORD SHS CL A                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        63 | NS      | $635.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BLACKROCK MUNIHOLDINGS FUND INC                                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $573.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FIGX CAPITAL ACQUISITION CORP                                          | FIGX Capital Acquisition Corp. USD CL A ORD SHS                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     27792 | NS      | $281532.96    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| CHURCHILL CAPITAL CORP XI                                              | Churchill Capital Corp. XI UNITS EXP 121030                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1578 | NS      | $16174.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SOULPOWER ACQUISITION CORP                                             | Soulpower Acquisition Corp. RT EXP                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9205 | NS      | $1656.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave Inc.                                                         | CRWV 9.25 06/01/30 144A                                                                                                        | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    931000 | PA      | $904614.90    | 1.08%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Altaba Inc Escrow                                                      | Altaba Inc Escrow                                                                                                              | CUSIP: 021ESC017<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    327452 | NS      | $442060.20    | 0.53%             |  |  |  | No            |                  3 | On Loan: No      |
| GIGCAPITAL9 CORP                                                       | GigCapital9 Corp. UNIT CL A & RT PUR 1/5TH CL A                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8870 | NS      | $89054.80     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS PERSHING SQUARE ESCROW                                                                                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3.85        | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| Kennedy Wilson Inc                                                     | KW 4.75 02/01/30                                                                                                               | CUSIP: 489399AN5<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1548936.87   | 1.85%             | 2030-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLUE WATER ACQUISITION CORP III                                        | Blue Water Acquisition Corp. III ORD SHS CL A                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     17729 | NS      | $182431.41    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                                                | DigitalBridge Group Inc 7.15% SERIES I CUMULATIVE REDEEMABLE PERPETUAL PREFERRED STOCK                                         | CUSIP: 25401T405<br>LEI: 549300XG87L902AGBO89 | Long             | EP               | CORP              | US        |     65208 | NS      | $1059630.00   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HAWK ACQUISITION CORP                                            | Black Hawk Acquisition Corp. USD CL A SHS                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    102000 | NS      | $1178100.00   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| CN Healthy Food Tech Group Corp.                                       | CN Healthy Food Tech Group Corp. COM                                                                                           | CUSIP: 462837105<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |       976 | NS      | $5377.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LAUNCH TWO ACQUISITION CORP                                            | Launch Two Acquisition Corp. ORD SHS CL A                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7771 | NS      | $82528.02     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTIN ACQUISITION CORP                                                | Westin Acquisition Corp. ORD SHS CL A                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7014 | NS      | $70069.86     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DRUGS MADE IN AMERICA ACQUISITION II CORP                              | Drugs Made In America Acquisition II Corp. UNITS 1 ORD SH &S 1 RT                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     16049 | NS      | $161131.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CANTOR EQUITY PARTNERS V INC                                           | Cantor Equity Partners V Inc. SHS CL A S                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     14323 | NS      | $144662.30    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II                                         | K&F Growth Acquisition Corp II RT EXP 082931                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7626 | NS      | $793.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tavia Acquisition Corp                                                 | Tavia Acquisition Corp RT EXP 112629                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12508 | NS      | $1626.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCM III ACQUISITION CORP                                               | HCM III Acquisition Corp. UNIT EXP 072330                                                                                      | CUSIP: 000000000<br>LEI: 529900X6CMNA2LN6C461 | Long             | EC               | CORP              | KY        |       786 | NS      | $8087.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| iLearningEngines Inc                                                   | iLearningEngines Inc WT EXP 041629                                                                                             | CUSIP: 45175Q114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       992 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DUNE ACQUISITION CORP II                                               | Dune Acquisition Corp. II WT EXP 040430                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      7730 | NC      | $2087.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVATE ENERGY ACQUISITION CORP                                       | Activate Energy Acquisition Corp. CL A ORD SHS                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7293 | NS      | $72127.77     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus Circle Capital Corp II                                        | Columbus Circle Capital Corp II UNIT EXP 021131                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4395 | NS      | $43686.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| THAYER VENTURES ACQUISITION CORP II                                    | Thayer Ventures Acquisition Corp. II RT EXP 051530                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       782 | NS      | $117.46       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiom Intelligence Acquisition Corp 1                                  | Axiom Intelligence Acquisition Corp 1 ORD USD0.0001 CL A (SUBS/RTS) 10/06/2030                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5462 | NS      | $819.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DRUGS MADE IN AMERICA ACQUISITION CORP                                 | Drugs Made In America Acquisition Corp. ORD SHS                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     16363 | NS      | $171811.50    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ams OSRAM AG                                                           | AMSSW 10.5 03/30/29 REGs                                                                                                       | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   1422000 | PA      | $1720795.95   | 2.06%             | 2029-03-30      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| DAEDALUS SPECIAL ACQUISITION CORP                                      | Daedalus Special Acquisition Corp. UNIT EXP 111030                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4480 | NS      | $44934.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 1RT ACQUISITION CORP                                                   | 1RT Acquisition Corp. UNIT EXP 062630                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       855 | NS      | $8789.40      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                                                 | Berto Acquisition Corp. WT EXP 050130                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      1177 | NC      | $294.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| A PARADISE ACQUISITION CORP                                            | A Paradise Acquisition Corp. COM CL A                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     36054 | NS      | $366669.18    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS FRANKLIN UNIVERSAL TRUST                                                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3655.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCKINLEY ACQUISITION CORP                                              | Mckinley Acquisition Corp. SHS CL A                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     23120 | NS      | $232587.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIGO ACQUISITION CORP                                                | Indigo Acquisition Corp. ORD SHS                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7942 | NS      | $80531.88     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GESHER ACQUISITION CORP II                                             | Gesher Acquisition Corporation II USD CL A ORD SHS                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7636 | NS      | $79108.96     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENGHE ACQUISITION III CO                                             | Chenghe Acquisition III Co. UNIT EXP 090930                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8782 | NS      | $88786.02     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                 | BIGBRS 6.625 01/31/29 144A                                                                                                     | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |   3312000 | PA      | $3304335.37   | 3.95%             | 2029-01-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SILVER PEGASUS ACQUISITION CORP                                        | Silver Pegasus Acquisition Corp. SHS CL A                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11163 | NS      | $113527.71    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SIZZLE ACQUISITION CORP II                                             | Sizzle Acquisition Corp. II USD CL A ORD SHS                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     25497 | NS      | $261599.22    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings Llc                                   | FYBR 5.875 11/01/29                                                                                                            | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190056 | PA      | $1197195.15   | 1.43%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC DIGITAL ACQUISITION COMPANY                                   | Republic Digital Acquisition Co. USD CL A ORD SHS                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     24192 | NS      | $247242.24    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ACTIVATE ENERGY ACQUISITION CORP                                       | Activate Energy Acquisition Corp. UNIT EXP 111030                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11018 | NS      | $110400.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Acquisition Corp V                                            | Live Oak Acquisition Corp V CL A SHS                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     50046 | NS      | $520478.40    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| WINTERGREEN ACQUISITION CORP                                           | Wintergreen Acquisition Corp. SHS                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7939 | NS      | $81454.14     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Axiom Intelligence Acquisition Corp 1                                  | Axiom Intelligence Acquisition Corp 1 ORD USD0.0001 CLASS A                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     21283 | NS      | $215596.79    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PANTAGES CAPITAL ACQUISITION CORP                                      | Pantages Capital Acquisition Corp. COM USD0.0001 A (SUBS/RTS) 15/11/2029                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12570 | NS      | $2012.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLARIUS CAPITAL ACQUISITION CORP                                      | Solarius Capital Acquisition Corp. SHS CL A                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     20408 | NS      | $207753.44    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CAL REDWOOD ACQUISITION CORP                                           | Cal Redwood Acquisition Corp. RT EXP 051530                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4693 | NS      | $844.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altenergy Acquisition Corporation                                      | Altenergy Acquisition Corporation WT EXP                                                                                       | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       243 | NC      | $15.55        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNERS II CO                                    | Archimedes Tech SPAC Partners II Co. WT EXP 101529                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      4562 | NC      | $2326.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Legato Merger Corp IV                                                  | Legato Merger Corp IV UNITS 1 ORD & 1/3 WT                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4640 | NS      | $46307.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTUMSPHERE ACQUISITION CORP                                         | Quantumsphere Acquisition Corp. UNIT EXP 073030                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3157 | NS      | $31917.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                              | Cartesian Growth Corp. III COM CL A                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4626 | NS      | $47416.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                                               | Jena Acquisition Corp II USD CL A ORD SHS                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     28822 | NS      | $294560.84    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER ACQUISITION I CORP                                             | Pioneer Acquisition I Corp. CL A ORD SHS                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     99045 | NS      | $1006297.20   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LEAPFROG ACQUISITION CORP                                              | Leapfrog Acquisition Corp. UNIT EXP 111030                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3939 | NS      | $39586.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPACE ASSET ACQUISITION CORP                                           | Space Asset Acquisition Corp. UNITS 1 CL A & 1/3 WT                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1914 | NS      | $19474.95     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MoneyGram International Inc.                                           | MGI 9 06/01/30 144A                                                                                                            | CUSIP: 606950AA1<br>LEI: 5299002DLX0Q04KC4156 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $2266822.88   | 2.71%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LIGHTWAVE ACQUISITION CORP                                             | LightWave Acquisition Corp. WT EXP 060630                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     45466 | NC      | $10916.39     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREKA ACQUISITION CORP                                                | Eureka Acquisition Corp. SHS CL A                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1571 | NS      | $17815.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EGH ACQUISITION CORP                                                   | EGH Acquisition Corp. SHS CL A                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2534 | NS      | $25872.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GigCapital7 Corp                                                       | GigCapital7 Corp ORD SHS CL A                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9908 | NS      | $105520.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp.                                                         | SATS 10.75 11/30/29 .                                                                                                          | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |   3530000 | PA      | $3813285.22   | 4.56%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ARMADA ACQUISITION CORP II                                             | Armada Acquisition Corp. II WT EXP 052130                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      2752 | NC      | $1651.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                             | EUR/USD FORWARD                                                                                                                | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $24504.92     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LAFAYETTE DIGITAL ACQUISITION CORP I                                   | Lafayette Digital Acquisition Corp. I UNIT EXP 122330                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3131 | NS      | $31090.83     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I ACQUISITION CORP                                           | BEST SPAC I Acquisition Corp. RT EXP 052730                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      1561 | NS      | $141.58       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images Inc.                                                      | ABEGET 11.25 02/21/30 144A                                                                                                     | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   2174000 | PA      | $1957882.66   | 2.34%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| PRAETORIAN ACQUISITION CORP                                            | Praetorian Acquisition Corp. UNITS 1 ORD A & 1/3 RED WT (16/01/2031)                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4640 | NS      | $45889.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BLACKROCK MUNIHOLDINGS FUND INC                                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1033.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BLACKROCK MUNIHOLDINGS FUND INC                                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $3223.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                       | NCRATL 9.5 04/01/29 144A                                                                                                       | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $3676969.51   | 4.40%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ILLUMINATION ACQUISITION CORP I                                        | Illumination Acquisition Corp. I UNIT 1 CL A & 1/3 WT                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4349 | NS      | $43142.08     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW PROVIDENCE ACQUISITION CORP III                                    | New Providence Acquisition Corp. III USD CL A ORD SHS                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     33678 | NS      | $345536.28    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS PERSHING TONTINE SPAR                                                                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $431.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LAKESHORE ACQUISITION III CORP                                         | Lakeshore Acquisition III Corp. USD ORD SHS                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     21622 | NS      | $222706.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPORT ACQUISITION LTD                                               | Blueport Acquisition Ltd. USD CL A ORD SHS                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3129 | NS      | $31321.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW PROVIDENCE ACQUISITION CORP III                                    | New Providence Acquisition Corp. III WT EXP 042430                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     10856 | NC      | $2068.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITHAX ACQUISITION CORP III                                             | Ithax Acquisition Corp. III UNIT EXP 111730                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7841 | NS      | $78096.36     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR IV ACQUISITION CORP                                                | GSR IV Acquisition Corp. RIGHT EXP 082230                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2953 | NS      | $5669.76      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                              | Cartesian Growth Corp. III WT EXP 050230                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |       444 | NC      | $288.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWHOLD INVESTMENT CORP III                                            | NewHold Investment Corp. III ORD SHS CL A                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6928 | NS      | $71981.92     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                    | CCO 7.75 04/15/28 144A                                                                                                         | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009490.00   | 2.40%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOYAGER ACQUISITION CORP                                               | Voyager Acquisition Corp. C/WTS 16/05/2031 (TO PUR COM)                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      4860 | NC      | $665.33       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BLACKROCK MUNIHOLDINGS FUND INC                                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $964.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Centurion Acquisition Corp                                             | Centurion Acquisition Corp COM USD0.0001 CLASS A                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4271 | NS      | $46020.03     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APEX TREASURY CORP                                                     | Apex Treasury Corp. ORD SHS CL A                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     30455 | NS      | $304245.45    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| PROEM ACQUISITION CORP I                                               | Proem Acquisition Corp. I UNIT 1 COM & 1/2 WT                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3573 | NS      | $35658.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cantor Equity Partners I Inc                                           | Cantor Equity Partners I Inc SHS CL A                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4052 | NS      | $42546.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK MUNIHOLDINGS FD INC                                          | BLACKROCK MUNIHOLDINGS FD INC COM                                                                                              | CUSIP: 09253N104<br>LEI: MZBVMGS24JR92TGE6Z32 | Long             | EC               | RF                | US        |     30254 | NS      | $341265.12    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Investment Corp I                                               | Origin Investment Corp I ORD SHS                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7976 | NS      | $81434.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMAN DBDR ACQUISITION CORP II                                         | Roman DBDR Acquisition Corp. II WT EXP 103131                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      4258 | NC      | $904.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AA MISSION ACQUISITION CORP II                                         | AA Mission Acquisition Corp. II ORD SHS CL A                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     41466 | NS      | $415903.98    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVERBOX CORP V                                                       | Silverbox Corp. V UNITS EACH CONSISTING OF ONE CLASS A ORDINARY SHARE AND ONE-THIRD OF ONE REDEEMABLE WARRANT                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3149 | NS      | $31647.45     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GIGCAPITAL8 CORP                                                       | GigCapital8 Corp. ORD CL A                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     41690 | NS      | $415649.30    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Graf Global Corp                                                       | Graf Global Corp ORD SHS CL A                                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5746 | NS      | $61539.66     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Water Acquisition Corp. III                                       | Blue Water Acquisition Corp. III C/WTS EXP 23/05/2030 (TO PUR COM)                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      6245 | NC      | $2810.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET GLOBAL ACQUISITION I CORP                                       | Target Global Acquisition I Corp C/WTS (TO PUR COM)                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |       480 | NC      | $5.09         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MCKINLEY ACQUISITION CORP                                              | Mckinley Acquisition Corp. UNIT EXP 072530                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     45981 | NS      | $466707.15    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN RESERVE ACQUISITION CORP I                                       | Crown Reserve Acquisition Corp.I UNIT EXP 101430                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7931 | NS      | $80261.72     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LAKESHORE ACQUISITION III CORP                                         | Lakeshore Acquisition III Corp. RT EXP 080126                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     13775 | NS      | $2480.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen Circle Acquisition Corp II                                       | Cohen Circle Acquisition Corp II UNIT EXP 070130                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6605 | NS      | $68295.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COLOMBIER ACQUISITION CORP III                                         | Colombier Acquisition Corp. III UNITS 1 CL A ORD SH & 1/8 WT                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2659 | NS      | $27068.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEROCK ACQUISITION CORP                                              | Bluerock Acquisition Corp. UNIT 1 CL A & 1/3 WAR                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7821 | NS      | $78444.63     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HIGHVIEW MERGER CORP                                                   | Highview Merger Corp. ORD SH CL A                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5433 | NS      | $54601.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CALISA ACQUISITION CORP                                                | Calisa Acquisition Corp. UNITS(1 ORD & 1 RT)11/09/2030                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       502 | NS      | $5271.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| APEX TREASURY CORP                                                     | Apex Treasury Corp. UNITS 1 CLASS A & 1/2 WT                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4761 | NS      | $48038.49     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BLACKROCK MUNIHOLDINGS FUND INC                                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1074.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ALDABRA 4 LIQUIDITY OPPORTUNITY VEHICLE INC                            | Aldabra 4 Liquidity Opportunity Vehicle Inc. UNIT EXP 122330                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7760 | NS      | $77367.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVOGEN BIO HOLDINGS INC                                               | Tevogen Bio Holdings Inc. WT EXP 021429                                                                                        | CUSIP: 88165K119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       325 | NC      | $11.02        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR V CAPITAL CORP                                                 | Stellar V Capital Corp. WT EXP 101529                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      2967 | NC      | $652.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCHEMY INVESTMENTS ACQUISITION CORP 1                                 | Alchemy Investments Acquisition Corp 1 WT EXP 113027                                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      3082 | NC      | $493.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AA Mission Acquisition Corp. II                                        | AA Mission Acquisition Corp. II WT EXP 072332                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     10733 | NC      | $1728.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SIM ACQUISITION CORP I                                                 | SIM Acquisition Corp. I WTS 01/06/31 (TO SUB FOR ORD)                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |     15059 | NC      | $4065.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KOCHAV DEFENSE ACQUISITION CORP                                        | Kochav Defense Acquisition Corp. SHS CL A                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      9122 | NS      | $93500.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON VALLEY ACQUISITION CORP                                        | Silicon Valley Acquisition Corp. UNIT EXP 120830                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5539 | NS      | $55500.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STARRY SEA ACQUISITION CORP                                            | Starry Sea Acquisition Corp. SHS                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11969 | NS      | $121485.35    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| DRUGS MADE IN AMERICA ACQUISITION CORP                                 | Drugs Made In America Acquisition Corp. RT EXP 101529                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     16363 | NS      | $901.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN RESERVE ACQUISITION CORP I                                       | Crown Reserve Acquisition Corp.I ORD SHS CL A                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     45008 | NS      | $450980.16    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Trust                                                    | Goldman Sachs Trust SQR TRY IN FST                                                                                             | CUSIP: 38142B500<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |   1900000 | NS      | $1900000.00   | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| COPLEY ACQUISITION CORP                                                | Copley Acquisition Corp. ORD SHS CL A                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7285 | NS      | $74962.65     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON ACQUISITION COMPANY II                                         | Jackson Acquisition Co II RT                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15635 | NS      | $1579.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STONEBRIDGE ACQUISITION II CORP                                        | StoneBridge Acquisition II Corp. CL A SHS                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2791 | NS      | $28049.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Business Services LLC / Conduent State & Local Solutions Inc. | CNDT 6 11/01/29 144A                                                                                                           | CUSIP: 20679LAB7<br>LEI: 54930026CNAIP718XD30 | Long             | DBT              | CORP              | US        |   2728000 | PA      | $1849627.92   | 2.21%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AGRICULTURE & NATURAL SOLUTIONS ACQUISITION CORP                       | Agriculture & Natural Solutions Acquisition Corp. SHS CL A                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     80091 | NS      | $903426.48    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BLACKROCK MUNIHOLDINGS FUND INC                                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-17115.61    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic Digital Acquisition Co.                                       | Republic Digital Acquisition Co. WT EXP 050130                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      1177 | NC      | $517.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN DRIVE ACQUISITION COMPANY                                     | American Drive Acquisition Co. UNIT EXP 120430                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4735 | NS      | $47207.95     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIAL COMMERCE PARTNERS CORP                                          | Social Commerce Partners Corp. UNIT EXP 112430                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3956 | NS      | $39599.56     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OYSTER ENTERPRISES II ACQUISITION CORP                                 | Oyster Enterprises II Acquisition Corp. RT EXP 052230                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7821 | NS      | $1173.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxley Bridge Acquisition Ltd.                                          | Oxley Bridge Acquisition Ltd. WT EXP 061730                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      3132 | NC      | $595.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Galata Acquisition Corp II                                             | Galata Acquisition Corp II ORD SHS CL A                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5590 | NS      | $55844.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Holdings Llc                                   | FYBR 6 01/15/30 144A                                                                                                           | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1498913.18   | 1.79%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAL REDWOOD ACQUISITION CORP                                           | Cal Redwood Acquisition Corp. COM CL A                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     31005 | NS      | $314700.75    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| LIONHEART HOLDINGS LTD                                                 | Lionheart Holdings SHS CL A                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12681 | NS      | $136320.75    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PANTAGES CAPITAL ACQUISITION CORP                                      | Pantages Capital Acquisition Corp. ORD SHS CL A                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12570 | NS      | $131733.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BLACKROCK MUNIYIELD QUALITY FUND INC                                                                                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-34386.11    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BTC DEVELOPMENT CORP                                                   | BTC Development Corp. UNIT EXP 091130                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1588 | NS      | $16022.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CALISA ACQUISITION CORP                                                | Calisa Acquisition Corp. ORD 0.000075 CL A                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     44378 | NS      | $445111.34    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| M3-BRIGADE ACQUISITION VI CORP                                         | M3-Brigade Acquisition VI Corp. UNIT EXP 081830                                                                                | CUSIP: 000000000<br>LEI: 529900K3KULJYPOBI946 | Long             | EC               | CORP              | KY        |      1583 | NS      | $16067.45     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MILUNA ACQUISITION CORP                                                | Miluna Acquisition Corp. USD CL A ORD SHS                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     13941 | NS      | $139549.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CANTOR EQUITY PARTNERS III INC                                         | Cantor Equity Partners III Inc. SHS CL A                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1570 | NS      | $16186.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp.                                                  | Wen Acquisition Corp. WT EXP                                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      6009 | NC      | $1925.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GESHER ACQUISITION CORP II                                             | Gesher Acquisition Corporation II WT EXP 103131                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      3818 | NC      | $839.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MUZERO ACQUISITION CORP                                                | Muzero Acquisition Corp. UNITS 1 ORD SHS A & 1/2 WT(30/01/2031)                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6122 | NS      | $60791.46     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BLACKROCK MUNIYIELD QUALITY FUND III INC                                                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-4351.43     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LIGHTWAVE ACQUISITION CORP                                             | LightWave Acquisition Corp. USD CL A ORD SHS                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     98911 | NS      | $1000979.32   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKROCK MUNIYIELD QUALITY FD III INC                                 | BLACKROCK MUNIYIELD QUALITY FD III INC COM                                                                                     | CUSIP: 09254E103<br>LEI: UB5J2GS6Q51M6A2L8886 | Long             | EC               | RF                | US        |     31849 | NS      | $334732.99    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR V CAPITAL CORP                                                 | Stellar V Capital Corp. SHS CL A                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5935 | NS      | $62139.45     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWHOLD INVESTMENT CORP III                                            | NewHold Investment Corp. III C/WTS 30/01/2030 (TO PUR COM)                                                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      3464 | NC      | $1558.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCAP ACQUISITION CORP                                                | Procap Acquisition Corp. UNIT EX 051630                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2159 | NS      | $22064.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BLACKROCK MUNIHOLDINGS FUND INC                                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $1047.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Trust                                                    | Goldman Sachs Financial Square Government Fund                                                                                 | CUSIP: 38141W273<br>LEI: S2FHCT8U6D2VORP0J605 | Long             | STIV             | RF                | US        |   1614476 | NS      | $1614476.24   | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE PEARL ACQUISITION CORP                                           | White Pearl Acquisition Corp. UNITS CONSISTING OF ONE CL A ORD SH & ONE RT                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |     44873 | NS      | $453217.30    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER ACQUISITION CORP                                               | Voyager Acquisition Corp. ORD USD0.0001 CL A                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     14578 | NS      | $156130.38    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldel Financial II Inc.                                                | Aldel Financial II Inc. WT EXP 092631                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4081 | NC      | $1061.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SC II ACQUISITION CORP                                                 | SC II Acquisition Corp. ORD SHS USD0.0001 CL A                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15589 | NS      | $155578.22    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| M EVO GLOBAL ACQUISITION CORP II                                       | M Evo Global Acquisition Corp. II UNIT EXP 012331                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     44694 | NS      | $447386.94    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| WHITE PEARL ACQUISITION CORP                                           | White Pearl Acquisition Corp. ORD SHS CL A                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      7248 | NS      | $71465.28     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                                         | DREYFUS GOVERNMENT CASH MANAGE                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    880000 | NS      | $879999.89    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Acquisition Corp I                                              | Viking Acquisition Corp I UNITS EACH CONSISTING OF ONE CLASS A ORDINARY SHARE AND ONE-THIRD OF ONE WARRANT                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2388 | NS      | $23903.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOREN ACQUISITION CORP                                                 | Soren Acquisition Corp. UNIT EXP 121930                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6281 | NS      | $62370.33     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBox Corp IV                                                      | SilverBox Corp IV SHS CL A                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5560 | NS      | $59492.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                 | BWY 9.25 04/15/30 144A                                                                                                         | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1574010.25   | 1.88%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNERS III CO                                   | Archimedes Tech SPAC Partners III Co. UNIT EXP 012331                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3093 | NS      | $30868.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BITCOIN INFRASTRUCTURE ACQUISITION CORP LTD                            | Bitcoin Infrastructure Acquisition Corp Ltd. UNIT EXP 110630                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      6924 | NS      | $69240.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HARVARD AVE ACQUISITION CORP                                           | Harvard Ave Acquisition Corp. UNIT EXP 100330                                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     19103 | NS      | $193322.36    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIN CAPITAL GSS INVESTMENT CORP                                       | Bain Capital GSS Investment Corp. UNITS, EACH CONSISTING OF ONE CLASS A ORDINARY SHARE AND ONE-FIFTH OF ONE REDEEMABLE WARRANT | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7942 | NS      | $81087.82     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                                             | EXAS 2 03/01/30                                                                                                                | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   2216000 | PA      | $3141180.00   | 3.75%             | 2030-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LAUNCHPAD CADENZA ACQUISITION CORP I                                   | Launchpad Cadenza Acquisition Corp. I UNIT EXP 121530                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     10557 | NS      | $105358.86    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBA TERRA ACQUISITION CORP                                           | Globa Terra Acquisition Corp. CL A ORD SHS                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     92303 | NS      | $946105.75    | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| VINE HILL CAPITAL INVESTMENT CORP                                      | Vine Hill Capital Investment Corp. ORD SHS CL A                                                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1447 | NS      | $15453.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PYROPHYTE ACQUISITION CORP II                                          | Pyrophyte Acquisition Corp. II CL A SHS                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7979 | NS      | $80508.11     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OAK WOODS ACQUISITION CORP                                             | Oak Woods Acquisition Corp. CL A                                                                                               | CUSIP: 67190B104<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     46268 | NS      | $564469.60    | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| AI INFRASTRUCTURE ACQUISITION CORP                                     | AI Infrastructure Acquisition Corp. ORD SHS CL A                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     74343 | NS      | $745660.29    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| WEN ACQUISITION CORP                                                   | Wen Acquisition Corp. COM CL A                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     20529 | NS      | $208985.22    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tavia Acquisition Corp                                                 | Tavia Acquisition Corp SHS                                                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     12508 | NS      | $132209.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I ACQUISITION CORP                                           | BEST SPAC I Acquisition Corp. USD CL A ORD SHS                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VG        |      1561 | NS      | $15953.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GIGCAPITAL9 CORP                                                       | GigCapital9 Corp. CL A                                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2829 | NS      | $27837.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE WATER ACQUISITION CORP IV                                         | Blue Water Acquisition Corp. IV UNITS EACH CONSISTING OF ONE CLASS A ORDINARY SHARE AND ONE-HALF OF ONE REDEEMABLE WARRANT     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      2819 | NS      | $27964.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UY SCUTI ACQUISITION CORP                                              | UY Scuti Acquisition Corp. ORD SHS                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11082 | NS      | $114698.70    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| DUNE ACQUISITION CORP II                                               | Dune Acquisition Corp. II SHS CL A                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11452 | NS      | $118299.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE ACQUISITION CORP                                                  | Blue Acquisition Corp. UNIT EXP 060230                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3856 | NS      | $39832.48     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SIZZLE ACQUISITION CORP II                                             | Sizzle Acquisition Corp. II RT EXP 040230                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7834 | NS      | $1551.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OYSTER ENTERPRISES II ACQUISITION CORP                                 | Oyster Enterprises II Acquisition Corp. ORD SHS CL A                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     48229 | NS      | $492900.38    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Copley Acquisition Corp.                                               | Copley Acquisition Corp. WT EXP                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      1893 | NC      | $283.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON HORSE ACQUISITIONS CORP II                                        | Iron Horse Acquisitions II Corp. UNIT EXP 071130                                                                               | CUSIP: 46283H202<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4735 | NS      | $47160.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OTG ACQUISITION CORP I                                                 | Otg Acquisition Corp. I UNIT EXP 090530                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3991 | NS      | $40628.38     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JACKSON ACQUISITION COMPANY II                                         | Jackson Acquisition Co II COM SHS CL A                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15635 | NS      | $165574.65    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GSR IV ACQUISITION CORP                                                | GSR IV Acquisition Corp. CL A SHS                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     29334 | NS      | $294220.02    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTUMSPHERE ACQUISITION CORP                                         | Quantumsphere Acquisition Corp. ORD SHS                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7942 | NS      | $80373.04     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SOULPOWER ACQUISITION CORP                                             | Soulpower Acquisition Corp. USD CL A ORD SHS                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     16273 | NS      | $166798.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMBRIDGE ACQUISITION CORP                                             | Cambridge Acquisition Corp. UNITS 1 CL A SHS ORD & 1/3 WT(30/01/2031                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5940 | NS      | $59162.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Illuminate Buyer Llc / Illuminate Holdings IV Inc                      | LUMMUS 9 07/01/28 144A                                                                                                         | CUSIP: 45232TAA9<br>LEI: 549300K1Y0YC1YC1H809 | Long             | DBT              | CORP              | US        |    414000 | PA      | $414334.51    | 0.50%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| HARVARD AVE ACQUISITION CORP                                           | Harvard Ave Acquisition Corp. USD CL A ORD SHS                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     44512 | NS      | $445565.12    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAKACQUISITION CORP                                                   | KRAKacquisition Corp. UNITS CONS 1 SHS A & 1/4 WT(23/12/2030)                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1531 | NS      | $15325.31     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHAMPIONSGATE ACQUISITION CORP                                         | ChampionsGate Acquisition Corp. UNITS CONSISTING ONE CL A ORD SH & ONE RT                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1871 | NS      | $18953.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMADA ACQUISITION CORP II                                             | Armada Acquisition Corp. II COM CL A                                                                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     22493 | NS      | $231902.83    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PROCAP ACQUISITION CORP                                                | Procap Acquisition Corp. SHS CL A                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     22561 | NS      | $229896.59    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp II                                      | Mountain Lake Acquisition Corp II UNIT EXP 012131                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     18841 | NS      | $187091.13    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ABONY ACQUISITION CORP I                                               | Abony Acquisition Corp. I UNIT 1 CL A ORD & 1/3 WT                                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3646 | NS      | $36241.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SILVER PEGASUS ACQUISITION CORP                                        | Silver Pegasus Acquisition Corp. UNIT EXP 062630                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      3900 | NS      | $40443.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SPACSPHERE ACQUISITION CORP                                            | SPACSphere Acquisition Corp. UNIT EXP 020631                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     14733 | NS      | $148361.31    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Getty Images Inc.                                                      | ABEGET 14 03/01/28 144A                                                                                                        | CUSIP: 374276AP8<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1173993.86   | 1.40%             | 2028-03-01      | Fixed         | 14.00%                | No            |                  2 | On Loan: No      |
| Perimeter Acquisition Corp. I                                          | Perimeter Acquisition Corp. I WT EXP 051330                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |      2335 | NC      | $1401.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNERS II CO                                    | Archimedes Tech SPAC Partners II Co. ORD SHS                                                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     17316 | NS      | $180259.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MOUNTAIN LAKE ACQUISITION CORP                                         | Mountain Lake Acquisition Corp. SHS CL A                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8018 | NS      | $84429.54     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EMMIS ACQUISITION CORP                                                 | Emmis Acquisition Corp. ORD USD0.0001 (S/R 12/09/2030)                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5587 | NS      | $671.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQV VENTURES ACQUISITION CORP II                                       | EQV Ventures Acquisition Corp. II UNIT EXP 063032                                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     15479 | NS      | $157266.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| UY SCUTI ACQUISITION CORP                                              | UY Scuti Acquisition Corp. RT EXP 030330                                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |     11082 | NS      | $1219.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                                | TRS BLACKROCK MUNIHOLDINGS FUND INC                                                                                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $484.80       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CN Healthy Food Tech Group Corp.                                       | CN Healthy Food Tech Group Corp. WT EXP 093030                                                                                 | CUSIP: 462837113<br>LEI: 5493000JDZP9ZR3A1A41 | N/A              | DE               | CORP              | US        |      4884 | NC      | $439.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PERIMETER ACQUISITION CORP I                                           | Perimeter Acquisition Corp. I COM CL A                                                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4671 | NS      | $47877.75     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave Inc.                                                         | CRWV 9 02/01/31 144A                                                                                                           | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    917000 | PA      | $872542.83    | 1.04%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| LeddarTech Holdings Inc.                                               | LeddarTech Holdings Inc. WT EXP 122128                                                                                         | CUSIP: 52328E113<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |      3202 | NC      | $1.28         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INFINITE EAGLE ACQUISITION CORP                                        | Infinite Eagle Acquisition Corp. UNIT EXP 011331                                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      1552 | NS      | $15768.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| THAYER VENTURES ACQUISITION CORP II                                    | Thayer Ventures Acquisition Corp. II CL A                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      8637 | NS      | $88356.51     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer