# EDGAR Filing Document

**Accession Number:** 0001572617
**File Stem:** 0001752724-25-204507
**Filing Date:** 2025-8
**Character Count:** 79946
**Document Hash:** 619cbd1f98155383ba0a1503e645d2c0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204507.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204507

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22818
- **FILM NUMBER:** 251254738

**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           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $95817461.71

**Total Liabilities:** $5803442.19

**Net Assets:** $90014019.52

**Cash Not Reported:** $976531.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -46.40409307 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** -327.32697160 | **5-Year:** -5447.82778500 | **10-Year:** -3045.26299800 | **30-Year:** 271.26137370

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000194736 | -0.45%               | 1.52%                | 0.88%                |
| Class ID C000194735 | -0.44%               | 1.49%                | 0.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $211846.54               | $-628018.34                                |
| Month 2  | $283803.56               | $741392.74                                 |
| Month 3  | $-456926.33              | $976648.34                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| EVE MOBILITY ACQUISITION C-A                                     | EVe Mobility Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1945 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lumen Technologies Inc                                           | LUMEN TECHNOLOGIES INC                                           | CUSIP: 55024EAG0<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    800000 | PA      | $789128.00    | 0.88%             | 2030-04-15      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Tavia Acquisition Corp                                           | Tavia Acquisition Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     12508 | NS      | $2063.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWBURY STREET ACQUISITION C                                     | Newbury Street Acquisition Corp                                  | CUSIP: 65101L112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2435 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUZZFEED INC                                                     | BuzzFeed Inc                                                     | CUSIP: 12430A110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       986 | NC      | $78.58        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYE & DURHAM LIMITED                                             | Dye & Durham Ltd                                                 | CUSIP: 267488AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4686000 | PA      | $3320629.92   | 3.69%             | 2026-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Voyager Acquisition Corp                                         | Voyager Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19124 | NS      | $198315.88    | 0.22%             |  |  |  | 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            |                  3 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS FRANKLIN UNIVERSAL TRUST                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $287.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Silverbox Corp IV                                                | Silverbox Corp IV                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5785 | NS      | $63403.60     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGX Capital Acquisition Corp                                    | FIGX Capital Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2669 | NS      | $26730.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTENERGY ACQUISITION CORP-A                                     | AltEnergy Acquisition Corp                                       | CUSIP: 02157M116<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       243 | NC      | $4.88         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                             | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2990000 | PA      | $3028565.02   | 3.36%             | 2030-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EGH Acquisition Corp                                             | EGH Acquisition Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2334 | NS      | $23783.46     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Launch Two Acquisition Corp                                      | Launch Two Acquisition Corp                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7771 | NS      | $80973.82     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bleichroeder Acquisition Corp                                    | Bleichroeder Acquisition Corp I                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38757 | NS      | $400359.81    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Quetta Acquisition Corp                                          | Quetta Acquisition Corp                                          | CUSIP: 74841A113<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       336 | NS      | $393.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NewHold Investment Corp III                                      | NewHold Investment Corp III                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6928 | NS      | $71358.40     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSOLIDATED COMMUNICATI                                         | Consolidated Communications Inc                                  | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |   2141000 | PA      | $2179073.83   | 2.42%             | 2028-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dynamix Corp                                                     | Dynamix Corp                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3125 | NS      | $31843.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Copley Acquisition Corp                                          | Copley Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      3362 | NS      | $33855.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                           | Nationstar Mortgage Holdings Inc                                 | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2603000 | PA      | $2643585.98   | 2.94%             | 2031-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Axiom Intelligence Acquisition                                   | Axiom Intelligence Acquisition Corp 1                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |      5462 | NS      | $55166.20     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE                                   | DREYFUS GOVERNMENT CASH MANAGE                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1355536 | NS      | $1355536.37   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIUMPH GROUP INC                                                | Triumph Group Inc                                                | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   3424000 | PA      | $3578216.96   | 3.98%             | 2028-03-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Mountain Lake Acquisition Corp                                   | Mountain Lake Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10678 | NS      | $109556.28    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Altaba Inc Escrow                                                | Altaba Inc Escrow                                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    327452 | NS      | $442060.20    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| ALCHEMY INVESTMENTS ACQUISIT                                     | Alchemy Investments Acquisition Corp 1                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3082 | NC      | $326.38       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centurion Acquisition Corp                                       | Centurion Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4268 | NS      | $45155.44     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | TRS SABA CAPITAL INCOME & OPPORTUNITIES FUND                     | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $302.88       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS INVESCO VALUE MUNICIPAL INCOME TRUST                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-3273.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MCLAREN FINANCE PLC                                              | Mclaren Finance PLC                                              | CUSIP: 58175LAA8<br>LEI: 213800BKPDWMWX3GSG36 | Long             | DBT              | CORP              | GB        |   4452000 | PA      | $4455561.60   | 4.95%             | 2026-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FOXO TECHNOLOGIES INC                                            | FOXO Technologies Inc                                            | CUSIP: 351471115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1072 | NC      | $17.15        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAPP ELECTRIC VEHICLES GROUP                                     | Zapp Electric Vehicles Group Ltd                                 | CUSIP: 000000000<br>LEI: 984500D6DT79D76DED28 | N/A              | DE               | CORP              | KY        |       601 | NC      | $1.33         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNIHOLDINGS QUALITY FUND II INC                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $70.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NATIONSTAR MTG HLD INC                                           | Nationstar Mortgage Holdings Inc                                 | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $444302.68    | 0.49%             | 2030-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gores Holdings X Inc                                             | Gores Holdings X Inc                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16051 | NS      | $166769.89    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNICIPAL INCOME TRUST                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $145.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tavia Acquisition Corp                                           | Tavia Acquisition Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GB        |     12508 | NS      | $128457.16    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ARCHIMEDES TECH SPAC PARTNER                                     | Archimedes Tech SPAC Partners II Co                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4562 | NC      | $1759.11      | 0.00%             |  |  |  | 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      | $-30391.02    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNICIPAL INCOME QUALITY TRUST                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $246.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNICIPAL INCOME QUALITY TRUST                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $170.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gesher Acquisition Corp II                                       | Gesher Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7636 | NS      | $78192.64     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Jena Acquisition Corp II                                         | Jena Acquisition Corp II                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12488 | NS      | $128376.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Horse Acquisitions Corp                                     | Iron Horse Acquisitions Corp                                     | CUSIP: 462837121<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |      4884 | NS      | $2426.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEO ENERGY CORP                                                  | Zeo Energy Corp                                                  | CUSIP: 98944F117<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       282 | NC      | $18.02        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aifeex Nexus Acquisition Corp                                    | Aifeex Nexus Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12570 | NS      | $128088.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS INVESCO VALUE MUNICIPAL INCOME TRUST                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-17516.52    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Pioneer Acquisition I Corp                                       | Pioneer Acquisition I Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7803 | NS      | $78108.03     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CERO THERAPEUTICS HOLDINGS I                                     | CERo Therapeutics Holdings Inc                                   | CUSIP: 71902K113<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       240 | NC      | $5.04         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYAGER ACQUISITION CORP                                         | Voyager Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4860 | NC      | $1360.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IRON HORSE ACQUISITIONS CORP                                     | Iron Horse Acquisitions Corp                                     | CUSIP: 462837113<br>LEI: 5493000JDZP9ZR3A1A41 | N/A              | DE               | CORP              | US        |      4884 | NC      | $293.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANDRETTI ACQUISITION CORP -A                                     | Andretti Acquisition Corp II                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      6104 | NC      | $1526.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KRONOS ACQUISITION HOLDI                                         | Kronos Acquisition Holdings Inc                                  | CUSIP: 50106GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1197760.69   | 1.33%             | 2031-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Republic Digital Acquisition C                                   | Republic Digital Acquisition Co                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2354 | NS      | $24905.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNICIPAL INCOME TRUST II                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $221.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ProCap Acquisition Corp                                          | ProCap Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       757 | NS      | $8115.04      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New Providence Acquisition Cor                                   | New Providence Acquisition Corp III                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38183 | NS      | $399012.35    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| BEST SPAC I Acquisition Corp                                     | BEST SPAC I Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      1561 | NS      | $15672.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | USD/EUR FORWARD                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-135206.27   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | TRS NUVEEN NEW YORK AMT-FREE QUALITY MUNICIPAL INCOME FUND       | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | US        |         1 | NC      | $-247.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | Goldman Sachs Financial Square Funds - Treasury Instruments Fund | CUSIP: 38142B500<br>LEI: 549300DAH6N80PM31E83 | Long             | STIV             | RF                | US        |   1900000 | NS      | $1900000.00   | 2.11%             |  |  |  | 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      |
| Fidelity Treasury Portfolio                                      | Fidelity Treasury Portfolio                                      | CUSIP: 316175504<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1900000 | NS      | $1900000.00   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellar V Capital Corp                                           | Stellar V Capital Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5935 | NS      | $60715.05     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Spark I Acquisition Corp                                         | Spark I Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9094 | NS      | $99124.60     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Acquisition Corp                                            | Blue Acquisition Corp                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6244 | NS      | $62689.76     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR V CAPITAL CORP-CL A                                      | Stellar V Capital Corp                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2967 | NC      | $656.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graf Global Corp                                                 | Graf Global Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5746 | NS      | $60103.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Perimeter Acquisition Corp I                                     | Perimeter Acquisition Corp I                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4671 | NS      | $48905.37     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNICIPAL INCOME QUALITY TRUST                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $156.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cal Redwood Acquisition Corp                                     | Cal Redwood Acquisition Corp                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4693 | NS      | $48150.18     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GigCapital7 Corp                                                 | GigCapital7 Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17375 | NS      | $179831.25    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc                                           | LUMEN TECHNOLOGIES INC                                           | CUSIP: 55024EAF2<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |   3235000 | PA      | $3191748.05   | 3.55%             | 2029-04-16      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Vine Hill Capital Investment C                                   | Vine Hill Capital Investment Corp                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12508 | NS      | $130208.28    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LATAM AIRLINES GROUP SA                                          | Latam Airlines Group SA                                          | CUSIP: 51818LAB4<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |   1382000 | PA      | $1548309.88   | 1.72%             | 2029-10-15      | Fixed         | 13.38%                | No            |                  2 | On Loan: No      |
| Thayer Ventures Acquisition Co                                   | Thayer Ventures Acquisition Corp II                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       782 | NS      | $7952.94      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Acquisition Corp II                                       | Armada Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18766 | NS      | $191037.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET GLOBAL ACQUISITION -A                                     | Target Global Acquisition I Corp                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |       480 | NC      | $12.05        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2016-2 B PTT                                          | United Airlines 2016-2 Class B Pass Through Trust                | CUSIP: 90933JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    401986 | PA      | $399043.38    | 0.44%             | 2025-10-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                                         | Clear Channel Outdoor Holdings Inc                               | CUSIP: 18453HAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1346650.91   | 1.50%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| XBP EUROPE HOLDINGS INC                                          | XBP Europe Holdings Inc                                          | CUSIP: 98400V119<br>LEI: 984500BE0P94C4CD8C71 | N/A              | DE               | CORP              | US        |      1227 | NC      | $41.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                                       | USD/CAD FORWARD                                                  | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DFE              | CORP              | US        |         1 | NC      | $18224.06     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Andretti Acquisition Corp II                                     | Andretti Acquisition Corp II                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19112 | NS      | $198382.56    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| K&F Growth Acquisition Corp II                                   | K&F Growth Acquisition Corp II                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7626 | NS      | $77632.68     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNICIPAL INCOME TRUST II                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $245.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNICIPAL INCOME TRUST II                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $333.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PROD                                           | Calumet Specialty Products Partners LP / Calumet Finance Corp    | CUSIP: 131477AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1358316.41   | 1.51%             | 2026-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                                            | Dun & Bradstreet Corp/The                                        | CUSIP: 26483EAL4<br>LEI: RI37BMPWE56BCJ747E14 | Long             | DBT              | CORP              | US        |   3859000 | PA      | $3955475.00   | 4.39%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOBIUS MERGER SUB                                                | Mobius Merger Sub Inc                                            | CUSIP: 606950AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    712000 | PA      | $637142.44    | 0.71%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNICIPAL INCOME QUALITY TRUST                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-17832.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Willow Lane Acquisition Corp                                     | Willow Lane Acquisition Corp                                     | CUSIP: 000000000<br>LEI: 254900Z85UYRON5ZBZ90 | Long             | EC               | CORP              | US        |      8193 | NS      | $83814.39     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MRT MID PART/MRT MID FIN                                         | Martin Midstream Partners LP / Martin Midstream Finance Corp     | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1868000 | PA      | $1963376.34   | 2.18%             | 2028-02-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNIHOLDINGS FUND INC                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $305.73       | 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      | $-95.97       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Drugs Made In America Acquisit                                   | Drugs Made In America Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16363 | NS      | $166902.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                        | CARTESIAN GROWTH CORP III                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3105 | NS      | $31453.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIM ACQUISITION CORP I-A                                         | SIM Acquisition Corp I                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     15059 | NC      | $4065.93      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNIHOLDINGS QUALITY FUND II INC                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $659.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ILLUMINATE BUYER/HLDG                                            | Illuminate Buyer LLC / Illuminate Holdings IV Inc                | CUSIP: 45232TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1902000 | PA      | $1911338.82   | 2.12%             | 2028-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GRAF GLOBAL CORP-CL A                                            | Graf Global Corp                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2871 | NC      | $775.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALDEL FINANCIAL II INC                                           | Aldel Financial II Inc                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      5229 | NC      | $2719.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Soulpower Acquisition Corp                                       | Soulpower Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15360 | NS      | $156364.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                                         | California Resources Corp                                        | CUSIP: 13057QAH0<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    661000 | PA      | $661401.89    | 0.73%             | 2026-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Yorkville Acquisition Corp                                       | Yorkville Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4710 | NS      | $52987.50     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MAUSER PACKAGING SOLUT                                           | Mauser Packaging Solutions Holding Co                            | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1682122.52   | 1.87%             | 2027-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Churchill Capital Corp X                                         | Churchill Capital Corp X                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6251 | NS      | $64385.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                                        | Jackson Acquisition Co II                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15635 | NS      | $4221.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YHN Acquisition I Ltd                                            | YHN Acquisition I Ltd                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |     12310 | NS      | $127162.30    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund                   | Goldman Sachs Financial Square Government Fund                   | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |   1900000 | NS      | $1900000.00   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLURION TECHNOLOGIES INC                                        | Allurion Technologies Inc                                        | CUSIP: 02008G110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1074 | NC      | $33.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GETTY IMAGES INC                                                 | Getty Images Inc                                                 | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |   1239000 | PA      | $1214287.77   | 1.35%             | 2027-03-01      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Spirit Aerosystems Inc                                           | Spirit AeroSystems Inc                                           | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |   2464525 | PA      | $2464524.83   | 2.74%             | 2027-01-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                                     | ams-OSRAM AG                                                     | CUSIP: 000000000<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |   3000000 | PA      | $3317578.38   | 3.69%             | 2027-11-03      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNICIPAL INCOME TRUST                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $67.93        | 0.00%             |  |  |  | No            |                  2 | 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      | $-5635.70     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UY Scuti Acquisition Corp                                        | UY Scuti Acquisition Corp                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11082 | NS      | $113036.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GROVE COLLABORATIVE HOLDINGS                                     | Grove Collaborative Holdings                                     | CUSIP: 39957D110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       983 | NC      | $8.45         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEDDARTECH HOLDINGS INC                                          | LeddarTech Holdings Inc                                          | CUSIP: 52328E113<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |      3202 | NC      | $18.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund                                      | BlackRock Liquidity FedFund                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   1900000 | NS      | $1900000.00   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP II                                         | CARTESIAN GROWTH CORP II                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10365 | NS      | $123965.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Treasury Obligations Fund         | Goldman Sachs Financial Square Treasury Obligations Fund         | CUSIP: 38141W323<br>LEI: 549300C0TCI4VJPGCS21 | Long             | STIV             | RF                | US        |   1900000 | NS      | $1900000.00   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVOGEN BIO HOLDINGS INC                                         | Tevogen Bio Holdings Inc                                         | CUSIP: 88165K119<br>LEI: 549300AC21G4NBK9D322 | N/A              | DE               | CORP              | US        |       325 | NC      | $22.72        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | AssuredPartners Inc                                              | CUSIP: 04624VAC3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   1264000 | PA      | $1354405.07   | 1.50%             | 2032-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sizzle Acquisition Corp II                                       | Sizzle Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5480 | NS      | $55074.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Acquisition Co II                                        | Jackson Acquisition Co II                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15635 | NS      | $161040.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BIG RIVER STEEL/BRS FIN                                          | Big River Steel LLC / BRS Finance Corp                           | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3155265.36   | 3.51%             | 2029-01-31      | Fixed         | 6.62%                 | 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      | $-85.29       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Oyster Enterprises II Acquisit                                   | Oyster Enterprises II Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7821 | NS      | $79148.52     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Copley Acquisition Corp                                          | Copley Acquisition Corp                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | HK        |      3923 | NS      | $39504.61     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Dune Acquisition Corp II                                         | Dune Acquisition Corp II                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11452 | NS      | $116466.84    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNIHOLD                                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-90.74       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Armada Acquisition Corp II                                       | Armada Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7830 | NS      | $78534.90     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNIHOLDINGS FUND                                  | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-109.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DANA INC                                                         | Dana Inc                                                         | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |   3708000 | PA      | $3654634.46   | 4.06%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLATO GROUP INC                                                 | Volato Group Inc                                                 | CUSIP: 74349W112<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       648 | NC      | $16.52        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECARX HOLDINGS INC-CL A                                          | ECARX Holdings Inc                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CN        |      2800 | NC      | $166.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNICIPAL INCOME TRUST                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $171.36       | 0.00%             |  |  |  | No            |                  2 | 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      |
| Columbus Circle Capital Corp I                                   | Columbus Circle Capital Corp I                                   | CUSIP: 000000000<br>LEI: 5299006WPUCKP6KOIM37 | Long             | EC               | CORP              | US        |       392 | NS      | $4515.84      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rising Dragon Acquisition Corp                                   | Rising Dragon Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     12024 | NS      | $123847.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNICIPAL INCOME QUALITY TRUST                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $119.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ESH Acquisition Corp                                             | ESH Acquisition Corp                                             | CUSIP: 296424112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4387 | NS      | $318.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS NUVEEN NEW YORK AMT-FREE QUALITY MUNICIPAL INCOME FUND       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-6697.51     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Fact II Acquisition Corp                                         | Fact II Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6192 | NS      | $63963.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BERTO ACQUISITION CORP                                           | BERTO ACQUISITION CORP                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2354 | NS      | $25352.58     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roman DBDR Acquisition Corp II                                   | Roman DBDR Acquisition Corp II                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8516 | NS      | $87799.96     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS NUVEEN MUNICIPAL VALUE FUND INC                              | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-2042.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS                                          | Frontier Communications Holdings LLC                             | CUSIP: 35908MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1492869 | PA      | $1507767.83   | 1.68%             | 2029-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| K&F Growth Acquisition Corp II                                   | K&F Growth Acquisition Corp II                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7626 | NS      | $953.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGER AEROSPACE GROUP HOLD                                     | Bridger Aerospace Group Holdings Inc                             | CUSIP: 96812F110<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      2200 | NC      | $170.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNIHOLDINGS QUALITY FUND II INC                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $136.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOAL ACQUISITIONS CORP                                           | Goal Acquisitions Corp                                           | CUSIP: 38021H115<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     10907 | NC      | $109.07       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sizzle Acquisition Corp II                                       | Sizzle Acquisition Corp II                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7834 | NS      | $79750.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Aifeex Nexus Acquisition Corp                                    | Aifeex Nexus Acquisition Corp                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12570 | NS      | $2011.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Treasury Only Portfolio                                 | Fidelity Treasury Only Portfolio                                 | CUSIP: 233809300<br>LEI: 549300NPOIO5VXBKJA04 | Long             | EC               | RF                | US        |   1900000 | NS      | $1900000.00   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SLAM CORP-A                                                      | Slam Corp                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       217 | NC      | $5.51         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ILEARNINGENGINES INC                                             | iLearningEngines Holdings Inc                                    | CUSIP: 45175Q114<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       992 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Syniverse Holdings Inc.                                          | Syniverse Holdings LLC/DE                                        | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |   1361500 | PA      | $1286045.67   | 1.43%             | 2027-05-13      | Floating      | 11.30%                | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNICIPAL INCOME TRUST                             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $54.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spring Valley Acquisition Corp                                   | Spring Valley Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1051 | NS      | $143.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS NUVEEN AMT-FREE MUNICIPAL CREDIT INCOME FUND                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-17264.59    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| FACT II ACQUISITION CORP                                         | Fact II Acquisition Corp                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      3096 | NC      | $712.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Acquisition Corp II                                         | Ares Acquisition Corp II                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     51121 | NS      | $579200.93    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| ChampionsGate Acquisition Corp                                   | ChampionsGate Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1871 | NS      | $19028.07     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CARTESIAN GROWTH CORP III                                        | CARTESIAN GROWTH CORP III                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7830 | NS      | $78300.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMAN DBDR ACQUISITION CORP                                      | Roman DBDR Acquisition Corp II                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      4258 | NC      | $2129.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wen Acquisition Corp                                             | Wen Acquisition Corp                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12019 | NS      | $127401.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| FREIGHTOS LTD                                                    | Freightos Ltd                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | IL        |       208 | NC      | $35.36        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch & Lomb Corporation                                        | Bausch + Lomb Corp                                               | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |   3167569 | PA      | $3160726.94   | 3.51%             | 2027-05-10      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Oxley Bridge Acquisition Ltd                                     | Oxley Bridge Acquisition Ltd                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |      6264 | NS      | $62702.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS INVESCO MUNICIPAL OPPORTUNITY TRUST                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $-72070.22    | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Cantor Equity Partners III Inc                                   | Cantor Equity Partners III Inc                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1570 | NS      | $16563.50     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management                               | Dreyfus Government Cash Management                               | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    996760 | NS      | $996760.48    | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Financial Square Treasury Solutions Fund           | Goldman Sachs Financial Square Treasury Solutions Fund           | CUSIP: 38142B880<br>LEI: 549300WGIKK0N0790B58 | Long             | STIV             | RF                | US        |   1900000 | NS      | $1900000.00   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RMG ACQUISITION CORP III -A                                      | RMG Acquisition Corp III                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1120 | NC      | $0.11         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLOW LANE ACQUISITION-CL A                                     | Willow Lane Acquisition Corp                                     | CUSIP: 000000000<br>LEI: 254900Z85UYRON5ZBZ90 | N/A              | DE               | CORP              | US        |      4096 | NC      | $1474.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Horse Acquisitions Corp                                     | Iron Horse Acquisitions Corp                                     | CUSIP: 462837105<br>LEI: 5493000JDZP9ZR3A1A41 | Long             | EC               | CORP              | US        |      4884 | NS      | $50988.96     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Drugs Made In America Acquisit                                   | Drugs Made In America Acquisition Corp                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16363 | NS      | $2043.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PSYENCE BIOMEDICAL LTD                                           | Psyence Biomedical Ltd                                           | CUSIP: 74449F118<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       733 | NC      | $14.81        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeshore Acquisition III Corp                                   | Lakeshore Acquisition III Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13775 | NS      | $140229.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS SABA CAPITAL INCOME & OPPORTUNITIES FUND                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $16324.16     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                                              | AssuredPartners Inc                                              | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |   2957000 | PA      | $2949159.22   | 3.28%             | 2029-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Archimedes Tech SPAC Partners                                    | Archimedes Tech SPAC Partners II Co                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9124 | NS      | $93338.52     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                                         | Permian Resources Operating LLC                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |    851000 | PA      | $870062.40    | 0.97%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| SPRING VALLEY ACQUISITION-A                                      | Spring Valley Acquisition Corp II                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       525 | NC      | $69.04        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mountain Lake Acquisition Corp                                   | Mountain Lake Acquisition Corp                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10678 | NS      | $1495.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Government & Agency Portfolio                            | Invesco Government & Agency Portfolio                            | CUSIP: 825252885<br>LEI: 5493007T1J7WZ5QI1A47 | Long             | STIV             | RF                | US        |   1900000 | NS      | $1900000.00   | 2.11%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERI HOLDINGS INC                                               | Everi Holdings Inc                                               | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3167901.83   | 3.52%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIM Acquisition Corp I                                           | SIM Acquisition Corp I                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39331 | NS      | $410222.33    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS & CO. LLC                                          | TRS BLACKROCK MUNICIPAL INCOME TRUST II                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |         1 | NC      | $188.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 26 CAPITAL ACQUISITION COR-A                                     | 26 Capital Acquisition Corp                                      | CUSIP: 90138P118<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      1000 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GETAROUND INC                                                    | Getaround Inc                                                    | CUSIP: 37427G119<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       458 | NC      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Blue Water Acquisition Corp II                                   | Blue Water Acquisition Corp III                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15612 | NS      | $156198.06    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Lightwave Acquisition Corp                                       | Lightwave Acquisition Corp                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10962 | NS      | $110168.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer