# EDGAR Filing Document

**Accession Number:** 0001260563
**File Stem:** 0000940400-26-012436
**Filing Date:** 2026-3
**Character Count:** 70376
**Document Hash:** ad4ee30916a13094f121cf362530e821
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-012436.hdr.sgml**: 20260331

**ACCESSION NUMBER**: 0000940400-26-012436

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260130

**FILED AS OF DATE**: 20260331

**DATE AS OF CHANGE**: 20260331

**PERIOD START**: 20260131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Dividend, Interest & Premium Strategy Fund
- **CENTRAL INDEX KEY:** 0001260563
- **STANDARD INDUSTRIAL CLASSIFICATION:** LOAN BROKERS [6163]

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21417
- **FILM NUMBER:** 26819573

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** (866) 270-7598

**MAIL ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AllianzGI DIVIDEND, INTEREST & PREMIUM STRATEGY FUND
- **DATE OF NAME CHANGE:** 20200508

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AllianzGI NFJ DIVIDEND, INTEREST & PREMIUM STRATEGY FUND
- **DATE OF NAME CHANGE:** 20130502

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NFJ DIVIDEND, INTEREST & PREMIUM STRATEGY FUND
- **DATE OF NAME CHANGE:** 20050124

## 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 Dividend, Interest & Premium Strategy Fund

- **b. Investment Company Act file number:** 811-21417

- **c. CIK number of Registrant:** 0001260563

- **d. LEI of Registrant:** 549300535GECAFITZP67

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

  - **Street Address 1:** 101 MUNSON STREET

  - **City:** GREENFIELD

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9668

  - **Telephone number:** 866-270-7788

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

- **a. Name of Series:** Virtus Dividend, Interest & Premium Strategy Fund

- **c. LEI of Series:** 549300535GECAFITZP67

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

- **a. Date of fiscal year-end:** 2026-01-31

- **b. Date as of which information is reported:** 2026-01-30

**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:** $1392882760.88

**Total Liabilities:** $14864157.02

**Net Assets:** $1378018603.86

**Cash Not Reported:** $37191415.12

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 0.55%                | 0.00%                | 3.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $107857.11               | $5190291.43                                |
| Month 2  | $-21367740.48            | $17518981.66                               |
| Month 3  | $12012447.88             | $30476182.78                               |

### Schedule of Portfolio Investments

| Name                            | Title                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC. | MAPLEBEAR INC                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -679 | NC      | $-32252.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | CHARLES SCHWAB CORP/THE                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -1254 | NC      | $-11286.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS         | Alnylam Pharmaceuticals Inc             | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1987894.11   | 0.14%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TRANSMEDICS GROUP INC           | TransMedics Group Inc                   | CUSIP: 89377MAB5<br>LEI: 549300060GVOSMWARH50 | Long             | DBT              | CORP              | US        |    675000 | PA      | $1077498.90   | 0.08%             | 2028-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                    | Strategy Inc                            | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      7645 | NS      | $649748.55    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp            | Bank of America Corp                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    200665 | NS      | $10675378.00  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN        | Live Nation Entertainment Inc           | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   5215000 | PA      | $5520077.50   | 0.40%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC              | Riot Platforms Inc                      | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1902154.16   | 0.14%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                     | Equinix Inc                             | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     14422 | NS      | $11839452.46  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST LP         | Digital Realty Trust LP                 | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   2970000 | PA      | $3068604.00   | 0.22%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| JOBY AVIATION INC               | Joby Aviation Inc                       | CUSIP: 47775AAA9<br>LEI: 254900NMVFUM8FO88E56 | Long             | DBT              | CORP              | US        |   1355000 | PA      | $1380406.25   | 0.10%             | 2032-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                   | CoreWeave Inc                           | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2784555.86   | 0.20%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | MICROSOFT CORP                          | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -126 | NC      | $-4788.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EOS ENERGY ENTERPRISES I        | Eos Energy Enterprises Inc              | CUSIP: 29415CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1685025.67   | 0.12%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                | Welltower OP LLC                        | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $7221390.00   | 0.52%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                    | Strategy Inc                            | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $4222929.00   | 0.31%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COHU INC                        | Cohu Inc                                | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $2120415.00   | 0.15%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc              | NextEra Energy Inc                      | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    180648 | NS      | $15878959.20  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP               | MP Materials Corp                       | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |    525000 | PA      | $1494675.00   | 0.11%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                | HF Sinclair Corp                        | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |    639246 | NS      | $33234399.54  | 2.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP            | SOUTHSTATE BANK CORP                    | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |    103652 | NS      | $10606709.16  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNMENT HEALTHCARE            | Alignment Healthcare Inc                | CUSIP: 01625VAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2095000 | PA      | $3479009.38   | 0.25%             | 2029-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                    | Chevron Corp                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35268 | NS      | $6238909.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | STANLEY BLACK & DECKER INC              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -693 | NC      | $-10395.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                  | Flowserve Corp                          | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |    139239 | NS      | $10881527.85  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp           | Truist Financial Corp                   | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    219356 | NS      | $11279285.52  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                | FirstEnergy Corp                        | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $3113110.00   | 0.23%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SYNAPTICS INC                   | Synaptics Inc                           | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1851581.14   | 0.13%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COGENT BIOSCIENCES INC          | Cogent Biosciences Inc                  | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1473527.86   | 0.11%             | 2031-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERV        | BrightSpring Health Services Inc        | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     21660 | NS      | $2890093.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALT        | Rexford Industrial Realty LP            | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2331165.00   | 0.17%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP               | Bloom Energy Corp                       | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3996660.00   | 0.29%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC             | Coinbase Global Inc                     | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $3967217.20   | 0.29%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The              | Walt Disney Co/The                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     86897 | NS      | $9801981.60   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | NEXTERA ENERGY INC                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -943 | NC      | $-20746.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                  | Salesforce Inc                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     82102 | NS      | $17429433.58  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc          | Berkshire Hathaway Inc                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     11221 | NS      | $5392027.13   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle Financial Partners In  | Pinnacle Financial Partners Inc         | CUSIP: 72348N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157756 | NS      | $15001018.04  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL HOLDINGS INC               | BILL Holdings Inc                       | CUSIP: 090043AF7<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2054187.50   | 0.15%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                | Cytokinetics Inc                        | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $2246137.50   | 0.16%             | 2031-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMB Financial Corp              | UMB Financial Corp                      | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |    167596 | NS      | $21308155.44  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY           | Wells Fargo & Co                        | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      7120 | NS      | $8785795.20   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Phillips 66                     | Phillips 66                             | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     76137 | NS      | $10930227.72  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Marathon Petroleum Corp         | Marathon Petroleum Corp                 | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     91534 | NS      | $16127375.46  | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                  | Morgan Stanley                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     57459 | NS      | $10503505.20  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | ELI LILLY & CO                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -87 | NC      | $-43500.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC               | AeroVironment Inc                       | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $1916880.00   | 0.14%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP             | Centrus Energy Corp                     | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $2244642.50   | 0.16%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc      | Stanley Black & Decker Inc              | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |    277516 | NS      | $21829408.56  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                       | Block Inc                               | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3453075.00   | 0.25%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                   | Amphenol Corp                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    141626 | NS      | $20405474.08  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC           | Veeco Instruments Inc                   | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1941750.00   | 0.14%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC            | WEC Energy Group Inc                    | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   3715000 | PA      | $3802302.50   | 0.28%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                   | Blackrock Inc                           | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |      9194 | NS      | $10287534.36  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP            | Western Digital Corp                    | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $10529004.77  | 0.76%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC          | Array Technologies Inc                  | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    965000 | PA      | $1637605.00   | 0.12%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | ALPHABET INC                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -448 | NC      | $-237440.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| IMAX CORP                       | IMAX Corp                               | CUSIP: 45245EAK5<br>LEI: 894500GS1ESLAPZCEI74 | Long             | DBT              | CORP              | CA        |   2465000 | PA      | $2631387.50   | 0.19%             | 2030-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN              | Seagate HDD Cayman                      | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    665000 | PA      | $3298067.50   | 0.24%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC        | Super Micro Computer Inc                | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $1724814.00   | 0.13%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIPHER MINING                   | Cipher Mining Inc                       | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1900518.75   | 0.14%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                  | WisdomTree Inc                          | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1602180.00   | 0.12%             | 2030-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                     | Xometry Inc                             | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |    875000 | PA      | $1283450.00   | 0.09%             | 2030-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                  | Microsoft Corp                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     36128 | NS      | $15545517.12  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC           | Lumentum Holdings Inc                   | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $10198982.16  | 0.74%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                      | Nucor Corp                              | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |     67479 | NS      | $11992367.88  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Vernova Inc                  | GE Vernova Inc                          | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     45470 | NS      | $33028043.90  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | ADVANCED MICRO DEVICES INC              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -177 | NC      | $-110625.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc              | HCA Healthcare Inc                      | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     22525 | NS      | $10998281.75  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                         | SLB Ltd                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    137343 | NS      | $6644654.34   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc          | Marvell Technology Inc                  | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    468652 | NS      | $36986015.84  | 2.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                   | Maplebear Inc                           | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    271654 | NS      | $10094662.64  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                       | PG&E Corp                               | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     92835 | NS      | $3709686.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc          | Intuitive Surgical Inc                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     18203 | NS      | $9178316.66   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                   | Repligen Corp                           | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |    885000 | PA      | $937534.26    | 0.07%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc               | EOG Resources Inc                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     77049 | NS      | $8639504.37   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                    | Parsons Corp                            | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1765966.69   | 0.13%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                 | Rivian Automotive Inc                   | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2672840.63   | 0.19%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | INTUIT INC                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -46 | NC      | $-4922.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM HOLDINGS INC            | IRhythm Holdings Inc                    | CUSIP: 450056AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1348320.00   | 0.10%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MKS INC                         | MKS Inc                                 | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   2390000 | PA      | $4019843.39   | 0.29%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD          | Jazz Investments I Ltd                  | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2620000 | PA      | $3411240.00   | 0.25%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC             | Guardant Health Inc                     | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   1630000 | PA      | $3263421.27   | 0.24%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp           | Costco Wholesale Corp                   | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      9707 | NS      | $9127006.75   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC            | Bridgebio Pharma Inc                    | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1612410.00   | 0.12%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                    | KKR & Co Inc                            | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     51020 | NS      | $2496918.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO      | Commerce Bancshares Inc/MO              | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    258686 | NS      | $13617231.04  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund     | BlackRock Liquidity FedFund             | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   7778167 | NS      | $7778167.18   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                      | Intuit Inc                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     14849 | NS      | $7408463.08   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | ADVANCED MICRO DEVICES INC              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -443 | NC      | $-184731.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC         | Akamai Technologies Inc                 | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $3357765.21   | 0.24%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Lakeland Financial Corp         | Lakeland Financial Corp                 | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76811 | NS      | $4577935.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC             | Shift4 Payments Inc                     | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1015000 | PA      | $974907.50    | 0.07%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                | Exxon Mobil Corp                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     45987 | NS      | $6502561.80   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co            | Commercial Metals Co                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    280835 | NS      | $21587786.45  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC           | Uber Technologies Inc                   | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $2542845.92   | 0.18%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                      | AbbVie Inc                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     42863 | NS      | $9558877.63   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC             | Guardant Health Inc                     | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    555000 | PA      | $658416.57    | 0.05%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc      | Advanced Micro Devices Inc              | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    177588 | NS      | $42040407.24  | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                    | Prologis Inc                            | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    316613 | NS      | $41336993.28  | 3.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | WELLS FARGO & CO                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -355 | NC      | $-6390.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS IN        | Ionis Pharmaceuticals Inc               | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1885731.59   | 0.14%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Glacier Bancorp Inc             | Glacier Bancorp Inc                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    423161 | NS      | $21445799.48  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LTD                        | Nova Ltd                                | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |   1330000 | PA      | $2132694.91   | 0.15%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                     | Datadog Inc                             | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2714460.00   | 0.20%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | UBER TECHNOLOGIES INC                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -962 | NC      | $-26936.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ INC                      | Impinj Inc                              | CUSIP: 453204AE9<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1338570.00   | 0.10%             | 2029-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC               | Expedia Group Inc                       | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1934125.35   | 0.14%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACOM TECH SOLUTIONS            | MACOM Technology Solutions Holdings Inc | CUSIP: 55405YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2210000 | PA      | $3177296.56   | 0.23%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN        | Ionis Pharmaceuticals Inc               | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1707362.57   | 0.12%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                    | Alphabet Inc                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    128169 | NS      | $43321122.00  | 3.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                  | Eli Lilly & Co                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     24878 | NS      | $25802217.70  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                    | Cadence Bank                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    274348 | NS      | $11552794.28  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp           | Independent Bank Corp                   | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    148412 | NS      | $11988721.36  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC.                    | Zscaler Inc                             | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2254409.40   | 0.16%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC             | Shift4 Payments Inc                     | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      8290 | NS      | $622910.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | AMAZON.COM INC                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -678 | NC      | $-132210.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc           | Uber Technologies Inc                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    275104 | NS      | $22022075.20  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC           | Burlington Stores Inc                   | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1543770.00   | 0.11%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC              | NextEra Energy Inc                      | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     27680 | NS      | $1535409.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC             | Affirm Holdings Inc                     | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1980000 | PA      | $2043954.00   | 0.15%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMPASS INCORP                  | Compass Inc                             | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $3158802.64   | 0.23%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                 | OSI Systems Inc                         | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   2305000 | PA      | $2286790.50   | 0.17%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QXO INC                         | QXO Inc                                 | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     35540 | NS      | $2251459.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC        | Microchip Technology Inc                | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |     52175 | NS      | $3487377.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORP                  | JBT Marel Corp                          | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2611537.50   | 0.19%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                      | Zoetis Inc                              | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2218825.00   | 0.16%             | 2029-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | SALESFORCE INC                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -318 | NC      | $-11448.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                    | Semtech Corp                            | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2806466.99   | 0.20%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIE SEMICONDUCTOR INC         | indie Semiconductor Inc                 | CUSIP: 45569UAA9<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1128150.00   | 0.08%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                    | Terawulf Inc                            | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1392088.00   | 0.10%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Financial Services   | Enterprise Financial Services Corp      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     84871 | NS      | $4867351.85   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CELCUITY INC                    | Celcuity Inc                            | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |    545000 | PA      | $1278316.42   | 0.09%             | 2031-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I        | Ligand Pharmaceuticals Inc              | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |   2525000 | PA      | $3011453.07   | 0.22%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP            | Boston Properties LP                    | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1804050.00   | 0.13%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc            | Booking Holdings Inc                    | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |      7951 | NS      | $39769629.84  | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                 | OSI Systems Inc                         | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |    945000 | PA      | $1389150.00   | 0.10%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                  | Cloudflare Inc                          | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $4304944.00   | 0.31%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | JPMORGAN CHASE & CO                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -225 | NC      | $-2250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The     | Goldman Sachs Group Inc/The             | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     11320 | NS      | $10588841.20  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                     | Southern Co/The                         | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |     12425 | NS      | $636781.25    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL          | NextEra Energy Capital Holdings Inc     | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   4785000 | PA      | $6356872.50   | 0.46%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co             | JPMorgan Chase & Co                     | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     64498 | NS      | $19729293.22  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC              | Unity Software Inc                      | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1882344.16   | 0.14%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group I  | PNC Financial Services Group Inc/The    | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     49829 | NS      | $11126815.70  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP        | Galaxy Digital Holdings LP              | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2730000 | PA      | $2342340.00   | 0.17%             | 2031-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP              | Liberty Media Corp-Liberty Formula One  | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $935200.00    | 0.07%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC             | Coinbase Global Inc                     | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2178785.12   | 0.16%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD           | CyberArk Software Ltd                   | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   2850000 | PA      | $2999625.00   | 0.22%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | META PLATFORMS INC                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -103 | NC      | $-307970.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN         | Old National Bancorp/IN                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    457003 | NS      | $11164583.29  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT INC                   | Confluent Inc                           | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1682150.51   | 0.12%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                        | IREN Ltd                                | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   3075000 | PA      | $2836687.50   | 0.21%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                   | Tempus AI Inc                           | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1338131.05   | 0.10%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC            | BWX Technologies Inc                    | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2113550.00   | 0.15%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                  | Amazon.com Inc                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    193956 | NS      | $46413670.80  | 3.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHATEC HOLDINGS INC           | Alphatec Holdings Inc                   | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $2009367.50   | 0.15%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING           | Alibaba Group Holding Ltd               | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1680000 | PA      | $2943341.77   | 0.21%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ARROWHEAD RESEARCH CORP         | Arrowhead Pharmaceuticals Inc           | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1580729.61   | 0.11%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                      | Pfizer Inc                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    615651 | NS      | $16277812.44  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | INTUITIVE SURGICAL INC                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -63 | NC      | $-1260.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                   | Snowflake Inc                           | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2814000.00   | 0.20%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                    | Strategy Inc                            | CUSIP: 594972AT8<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1366150.00   | 0.10%             | 2030-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                     | Southern Co/The                         | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $3521760.00   | 0.26%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Community Financial System Inc  | Community Financial System Inc          | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |    173884 | NS      | $10867750.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC         | DraftKings Holdings Inc                 | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1915194.66   | 0.14%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                | Wells Fargo & Co                        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    111792 | NS      | $10116058.08  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC         | Mirion Technologies Inc                 | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2760600.00   | 0.20%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                   | Boeing Co/The                           | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    102645 | NS      | $7669634.40   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD             | NCL Corp Ltd                            | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2410000 | PA      | $2345239.32   | 0.17%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP            | Ares Management Corp                    | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |     32650 | NS      | $1561649.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | MORGAN STANLEY                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -172 | NC      | $-1032.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU        | Solaris Energy Infrastructure Inc       | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $2362560.00   | 0.17%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The              | Home Depot Inc/The                      | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     56949 | NS      | $21332525.91  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                     | Wayfair Inc                             | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $2618442.00   | 0.19%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                  | Albemarle Corp                          | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |     33185 | NS      | $2301047.90   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Health Services Inc   | Universal Health Services Inc           | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     47263 | NS      | $9512151.38   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp             | Bank of Hawaii Corp                     | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |    143842 | NS      | $10756504.76  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC             | AST SpaceMobile Inc                     | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   1930000 | PA      | $2629046.00   | 0.19%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home BancShares Inc/AR          | Home BancShares Inc/AR                  | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    352009 | NS      | $10173060.10  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc              | Meta Platforms Inc                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     29646 | NS      | $21241359.00  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC            | Bridgebio Pharma Inc                    | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $3440250.00   | 0.25%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | MARVELL TECHNOLOGY INC                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -1640 | NC      | $-98400.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Bankshares Inc  | First Financial Bankshares Inc          | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |    142299 | NS      | $4527954.18   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI TECHNOLOGIES INC           | SoFi Technologies Inc                   | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2412492.50   | 0.18%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC        | Granite Construction Inc                | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $3144960.00   | 0.23%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Royal Gold Inc                  | Royal Gold Inc                          | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     91445 | NS      | $24078382.95  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The         | Charles Schwab Corp/The                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    412177 | NS      | $42833433.84  | 3.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co           | Southwest Airlines Co                   | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    223510 | NS      | $10621195.20  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE MACHINES INC          | Intuitive Machines Inc                  | CUSIP: 46125AAA8<br>LEI: 254900386IE2PEPLVM59 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $2356464.00   | 0.17%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN        | Halozyme Therapeutics Inc               | CUSIP: 40637HAG4<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $3087637.50   | 0.22%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                    | DoorDash Inc                            | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1840920.00   | 0.13%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC             | Viavi Solutions Inc                     | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $2927102.79   | 0.21%             | 2031-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** Virtus Dividend, Interest & Premium Strategy Fund

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer