# EDGAR Filing Document

**Accession Number:** 0001260563
**File Stem:** 0000940400-25-014231
**Filing Date:** 2025-12
**Character Count:** 126898
**Document Hash:** 73adbaf145ce10b9cb6daebab6d6422d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-014231.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0000940400-25-014231

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**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:** 251597839

**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

## Nport-Ex

**VIRTUS Dividend, Interest & Premium Strategy Fund**

**SCHEDULE OF INVESTMENTS (Unaudited)**

**October 31, 2025**

($ reported in thousands)

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

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Convertible Bonds and Notes—18.6%** | **Convertible Bonds and Notes—18.6%** | **Convertible Bonds and Notes—18.6%** |
| **Aerospace & Defense—0.5%** | **Aerospace & Defense—0.5%** |  |
| &nbsp;&nbsp;&nbsp; AeroVironment, Inc. <br>0.000%, 7/15/30<br>| $2115 | &nbsp;&nbsp; $2954 |
| &nbsp;&nbsp;&nbsp; Intuitive Machines, Inc. 144A <br>2.500%, 10/1/30<sup>(1)</sup> <br>| 1320 | &nbsp;&nbsp; 1580 |
| &nbsp;&nbsp;&nbsp; Rocket Lab USA, Inc. 144A <br>4.250%, 2/1/29<sup>(1)</sup> <br>| 175 | &nbsp;&nbsp; 2146 |
|  |  | &nbsp;&nbsp; 6680 |
| **Auto Manufacturers—0.2%** | **Auto Manufacturers—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Rivian Automotive, Inc. <br>4.625%, 3/15/29<br>| 2420 | &nbsp;&nbsp; 2384 |
| **Automotive Parts & Equipment—0.1%** | **Automotive Parts & Equipment—0.1%** |  |
| &nbsp;&nbsp;&nbsp; indie Semiconductor, Inc. 144A <br>4.500%, 11/15/27<sup>(1)</sup> <br>| 1090 | &nbsp;&nbsp; 1199 |
| **Biotechnology—1.2%** | **Biotechnology—1.2%** |  |
| Alnylam Pharmaceuticals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>1.000%, 9/15/27 | 2160 | &nbsp;&nbsp; 3553 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 0.000%, 9/15/28<sup>(1)</sup> <br>| 740 | &nbsp;&nbsp; 739 |
| Bridgebio Pharma, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.500%, 3/15/27 | 1460 | &nbsp;&nbsp; 2353 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 1.750%, 3/1/31<sup>(1)</sup> <br>| 1025 | &nbsp;&nbsp; 1548 |
| &nbsp;&nbsp;&nbsp; Celcuity, Inc. <br>2.750%, 8/1/31<br>| 510 | &nbsp;&nbsp; 916 |
| &nbsp;&nbsp;&nbsp; Cytokinetics, Inc. 144A <br>1.750%, 10/1/31<sup>(1)</sup> <br>| 1780 | &nbsp;&nbsp; 2205 |
| &nbsp;&nbsp;&nbsp; Ionis Pharmaceuticals, Inc. <br>1.750%, 6/15/28<br>| 1665 | &nbsp;&nbsp; 2534 |
| &nbsp;&nbsp;&nbsp; Ligand Pharmaceuticals, Inc. 144A <br>0.750%, 10/1/30<sup>(1)</sup> <br>| 2075 | &nbsp;&nbsp; 2431 |
|  |  | &nbsp;&nbsp; 16279 |
| **Commercial Services—0.2%** | **Commercial Services—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Affirm Holdings, Inc. 144A <br>0.750%, 12/15/29<sup>(1)</sup> <br>| 1795 | &nbsp;&nbsp; 1949 |
| &nbsp;&nbsp;&nbsp; Shift4 Payments, Inc. <br>0.500%, 8/1/27<br>| 1410 | &nbsp;&nbsp; 1385 |
|  |  | &nbsp;&nbsp; 3334 |
| **Computers—2.1%** | **Computers—2.1%** |  |
| &nbsp;&nbsp;&nbsp; CyberArk Software Ltd. 144A <br>0.000%, 6/15/30<sup>(1)</sup> <br>| 3195 | &nbsp;&nbsp; 3726 |
| &nbsp;&nbsp;&nbsp; Lumentum Holdings, Inc. 144A <br>0.375%, 3/15/32<sup>(1)</sup> <br>| 5040 | &nbsp;&nbsp; 6678 |
| &nbsp;&nbsp;&nbsp; Parsons Corp. <br>2.625%, 3/1/29<br>| 2535 | &nbsp;&nbsp; 2893 |
| &nbsp;&nbsp;&nbsp; Seagate HDD Cayman <br>3.500%, 6/1/28<br>| 1190 | &nbsp;&nbsp; 3725 |
| &nbsp;&nbsp;&nbsp; Super Micro Computer, Inc. <br>3.500%, 3/1/29<br>| 2220 | &nbsp;&nbsp; 2362 |
| &nbsp;&nbsp;&nbsp; Western Digital Corp. <br>3.000%, 11/15/28<br>| 1870 | &nbsp;&nbsp; 7489 |
| &nbsp;&nbsp;&nbsp; Zscaler, Inc. 144A <br>0.000%, 7/15/28<sup>(1)(2)</sup> <br>| 2325 | &nbsp;&nbsp; 2398 |
|  |  | &nbsp;&nbsp; 29271 |

---

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Diversified REITs—0.2%** | **Diversified REITs—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Digital Realty Trust LP 144A <br>1.875%, 11/15/29<sup>(1)</sup> <br>| $2980 | &nbsp;&nbsp; $3143 |
| **Electric Utilities—0.9%** | **Electric Utilities—0.9%** |  |
| &nbsp;&nbsp;&nbsp; NextEra Energy Capital Holdings, Inc. <br>3.000%, 3/1/27<br>| 3475 | &nbsp;&nbsp; 4351 |
| &nbsp;&nbsp;&nbsp; Southern Co. (The) 144A <br>3.250%, 6/15/28<sup>(1)</sup> <br>| 4830 | &nbsp;&nbsp; 4914 |
| &nbsp;&nbsp;&nbsp; WEC Energy Group, Inc. 144A <br>3.375%, 6/1/28<sup>(1)</sup> <br>| 3440 | &nbsp;&nbsp; 3545 |
|  |  | &nbsp;&nbsp; 12810 |
| **Electronics—0.4%** | **Electronics—0.4%** |  |
| &nbsp;&nbsp;&nbsp; Mirion Technologies, Inc. 144A <br>0.250%, 6/1/30<sup>(1)</sup> <br>| 2140 | &nbsp;&nbsp; 3082 |
| &nbsp;&nbsp;&nbsp; OSI Systems, Inc. <br>2.250%, 8/1/29<br>| 1820 | &nbsp;&nbsp; 2866 |
|  |  | &nbsp;&nbsp; 5948 |
| **Engineering & Construction—0.2%** | **Engineering & Construction—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Granite Construction, Inc. <br>3.250%, 6/15/30<br>| 1890 | &nbsp;&nbsp; 2754 |
| **Entertainment—0.6%** | **Entertainment—0.6%** |  |
| &nbsp;&nbsp;&nbsp; IMAX Corp. <br>0.500%, 4/1/26<br>| 1990 | &nbsp;&nbsp; 2329 |
| &nbsp;&nbsp;&nbsp; Live Nation Entertainment, Inc. 144A <br>2.875%, 1/15/30<sup>(1)</sup> <br>| 5670 | &nbsp;&nbsp; 6022 |
|  |  | &nbsp;&nbsp; 8351 |
| **Financial Services—1.1%** | **Financial Services—1.1%** |  |
| Coinbase Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>0.500%, 6/1/26 | 4235 | &nbsp;&nbsp; 4753 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 0.000%, 10/1/29<sup>(1)</sup> <br>| 2300 | &nbsp;&nbsp; 2486 |
| &nbsp;&nbsp;&nbsp; Galaxy Digital Holdings LP 144A <br>0.500%, 5/1/31<sup>(1)</sup> <br>| 1960 | &nbsp;&nbsp; 1933 |
| &nbsp;&nbsp;&nbsp; SoFi Technologies, Inc. 144A <br>0.000%, 10/15/26<sup>(1)</sup> <br>| 2855 | &nbsp;&nbsp; 4054 |
| &nbsp;&nbsp;&nbsp; Upstart Holdings, Inc. 144A <br>1.000%, 11/15/30<sup>(1)</sup> <br>| 425 | &nbsp;&nbsp; 376 |
| &nbsp;&nbsp;&nbsp; WisdomTree, Inc. 144A <br>4.625%, 8/15/30<sup>(1)</sup> <br>| 1380 | &nbsp;&nbsp; 1410 |
|  |  | &nbsp;&nbsp; 15012 |
| **Health Care REITs—0.5%** | **Health Care REITs—0.5%** |  |
| &nbsp;&nbsp;&nbsp; Welltower OP LLC 144A <br>3.125%, 7/15/29<sup>(1)</sup> <br>| 4905 | &nbsp;&nbsp; 7276 |
| **Healthcare-Products—1.0%** | **Healthcare-Products—1.0%** |  |
| &nbsp;&nbsp;&nbsp; Alphatec Holdings, Inc. 144A <br>0.750%, 3/15/30<sup>(1)</sup> <br>| 2085 | &nbsp;&nbsp; 2975 |
| &nbsp;&nbsp;&nbsp; Exact Sciences Corp. 144A <br>1.750%, 4/15/31<sup>(1)</sup> <br>| 1665 | &nbsp;&nbsp; 1678 |
| &nbsp;&nbsp;&nbsp; Guardant Health, Inc. <br>1.250%, 2/15/31<br>| 2210 | &nbsp;&nbsp; 3768 |
| &nbsp;&nbsp;&nbsp; iRhythm Technologies, Inc. <br>1.500%, 9/1/29<br>| 1745 | &nbsp;&nbsp; 2531 |

---

See Notes to Schedule of Investments

------

**VIRTUS Dividend, Interest & Premium Strategy Fund**

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

**October 31, 2025**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Healthcare-Products—continued** | **Healthcare-Products—continued** |  |
| &nbsp;&nbsp;&nbsp; Repligen Corp. <br>1.000%, 12/15/28<br>| $1040 | &nbsp;&nbsp; $1102 |
| &nbsp;&nbsp;&nbsp; Tempus AI, Inc. 144A <br>0.750%, 7/15/30<sup>(1)</sup> <br>| 740 | &nbsp;&nbsp; 1006 |
|  |  | &nbsp;&nbsp; 13060 |
| **Healthcare-Services—0.1%** | **Healthcare-Services—0.1%** |  |
| &nbsp;&nbsp;&nbsp; Oscar Health, Inc. 144A <br>2.250%, 9/1/30<sup>(1)</sup> <br>| 1370 | &nbsp;&nbsp; 1479 |
| **Home Builders—0.1%** | **Home Builders—0.1%** |  |
| &nbsp;&nbsp;&nbsp; Meritage Homes Corp. <br>1.750%, 5/15/28<br>| 1435 | &nbsp;&nbsp; 1429 |
| **Industrial REITs—0.2%** | **Industrial REITs—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Rexford Industrial Realty LP 144A <br>4.375%, 3/15/27<sup>(1)</sup> <br>| 2170 | &nbsp;&nbsp; 2170 |
| **Internet—1.4%** | **Internet—1.4%** |  |
| &nbsp;&nbsp;&nbsp; Alibaba Group Holding Ltd. <br>0.500%, 6/1/31<br>| 1530 | &nbsp;&nbsp; 2705 |
| &nbsp;&nbsp;&nbsp; DoorDash, Inc. 144A <br>0.000%, 5/15/30<sup>(1)</sup> <br>| 2985 | &nbsp;&nbsp; 3295 |
| &nbsp;&nbsp;&nbsp; Opendoor Technologies, Inc. 144A <br>7.000%, 5/15/30<sup>(1)</sup> <br>| 130 | &nbsp;&nbsp; 663 |
| &nbsp;&nbsp;&nbsp; Spotify USA, Inc. <br>0.000%, 3/15/26<br>| 1575 | &nbsp;&nbsp; 2031 |
| &nbsp;&nbsp;&nbsp; Trip.com Group Ltd. <br>0.750%, 6/15/29<br>| 1685 | &nbsp;&nbsp; 2057 |
| Uber Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>0.000%, 12/15/25 | 3745 | &nbsp;&nbsp; 4455 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>0.875%, 12/1/28 | 565 | &nbsp;&nbsp; 823 |
| &nbsp;&nbsp;&nbsp; Wayfair, Inc. <br>3.250%, 9/15/27<br>| 1875 | &nbsp;&nbsp; 3209 |
|  |  | &nbsp;&nbsp; 19238 |
| **Investment Companies—0.8%** | **Investment Companies—0.8%** |  |
| &nbsp;&nbsp;&nbsp; Cipher Mining, Inc. 144A <br>0.000%, 10/1/31<sup>(1)</sup> <br>| 2195 | &nbsp;&nbsp; 3101 |
| &nbsp;&nbsp;&nbsp; IREN Ltd. 144A <br>0.000%, 7/1/31<sup>(1)</sup> <br>| 2985 | &nbsp;&nbsp; 3143 |
| &nbsp;&nbsp;&nbsp; Riot Platforms, Inc. 144A <br>0.750%, 1/15/30<sup>(1)</sup> <br>| 1720 | &nbsp;&nbsp; 2676 |
| &nbsp;&nbsp;&nbsp; Terawulf, Inc. 144A <br>0.000%, 5/1/32<sup>(1)</sup> <br>| 1230 | &nbsp;&nbsp; 1272 |
|  |  | &nbsp;&nbsp; 10192 |
| **Leisure Time—0.4%** | **Leisure Time—0.4%** |  |
| &nbsp;&nbsp;&nbsp; Carnival Corp. <br>5.750%, 12/1/27<br>| 775 | &nbsp;&nbsp; 1725 |
| &nbsp;&nbsp;&nbsp; NCL Corp., Ltd. 144A <br>0.750%, 9/15/30<sup>(1)</sup> <br>| 3735 | &nbsp;&nbsp; 3581 |
|  |  | &nbsp;&nbsp; 5306 |
| **Machinery-Construction & Mining—0.4%** | **Machinery-Construction & Mining—0.4%** |  |
| Bloom Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>3.000%, 6/1/29 | 430 | &nbsp;&nbsp; 2759 |

---

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Machinery-Construction & Mining—continued** | **Machinery-Construction & Mining—continued** |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 0.000%, 11/15/30<sup>(1)(3)</sup> <br>| $2565 | &nbsp;&nbsp; $2608 |
|  |  | &nbsp;&nbsp; 5367 |
| **Media—0.1%** | **Media—0.1%** |  |
| &nbsp;&nbsp;&nbsp; Liberty Media Corp.-Liberty Formula One <br>2.250%, 8/15/27<br>| 1090 | &nbsp;&nbsp; 1395 |
| **Metal Fabricate/Hardware—0.1%** | **Metal Fabricate/Hardware—0.1%** |  |
| &nbsp;&nbsp;&nbsp; Xometry, Inc. 144A <br>0.750%, 6/15/30<sup>(1)</sup> <br>| 875 | &nbsp;&nbsp; 1140 |
| **Mining—0.4%** | **Mining—0.4%** |  |
| &nbsp;&nbsp;&nbsp; Centrus Energy Corp. 144A <br>0.000%, 8/15/32<sup>(1)</sup> <br>| 1940 | &nbsp;&nbsp; 3447 |
| &nbsp;&nbsp;&nbsp; MP Materials Corp. 144A <br>3.000%, 3/1/30<sup>(1)</sup> <br>| 525 | &nbsp;&nbsp; 1587 |
|  |  | &nbsp;&nbsp; 5034 |
| **Miscellaneous Manufacturing—0.2%** | **Miscellaneous Manufacturing—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Axon Enterprise, Inc. <br>0.500%, 12/15/27<br>| 440 | &nbsp;&nbsp; 1408 |
| &nbsp;&nbsp;&nbsp; JBT Marel Corp. 144A <br>0.375%, 9/15/30<sup>(1)</sup> <br>| 1760 | &nbsp;&nbsp; 1641 |
|  |  | &nbsp;&nbsp; 3049 |
| **Office REITs—0.1%** | **Office REITs—0.1%** |  |
| &nbsp;&nbsp;&nbsp; Boston Properties LP 144A <br>2.000%, 10/1/30<sup>(1)</sup> <br>| 1545 | &nbsp;&nbsp; 1512 |
| **Oil, Gas & Consumable Fuels—0.2%** | **Oil, Gas & Consumable Fuels—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Solaris Energy Infrastructure, Inc. <br>0.250%, 10/1/31<br>| 1920 | &nbsp;&nbsp; 2283 |
| **Personal Care Product—0.1%** | **Personal Care Product—0.1%** |  |
| &nbsp;&nbsp;&nbsp; Oddity Finance LLC 144A <br>0.000%, 6/15/30<sup>(1)</sup> <br>| 1705 | &nbsp;&nbsp; 1505 |
| **Pharmaceuticals—0.2%** | **Pharmaceuticals—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Jazz Investments I Ltd. <br>3.125%, 9/15/30<br>| 2125 | &nbsp;&nbsp; 2595 |
| **Retail—0.1%** | **Retail—0.1%** |  |
| &nbsp;&nbsp;&nbsp; Burlington Stores, Inc. <br>1.250%, 12/15/27<br>| 1280 | &nbsp;&nbsp; 1828 |
| **Semiconductors—1.3%** | **Semiconductors—1.3%** |  |
| &nbsp;&nbsp;&nbsp; Cohu, Inc. 144A <br>1.500%, 1/15/31<sup>(1)</sup> <br>| 1555 | &nbsp;&nbsp; 1756 |
| &nbsp;&nbsp;&nbsp; Impinj, Inc. 144A <br>0.000%, 9/15/29<sup>(1)</sup> <br>| 1335 | &nbsp;&nbsp; 1455 |
| &nbsp;&nbsp;&nbsp; MACOM Technology Solutions Holdings, Inc. 144A <br>0.000%, 12/15/29<sup>(1)(2)</sup> <br>| 2180 | &nbsp;&nbsp; 2415 |
| &nbsp;&nbsp;&nbsp; MKS, Inc. <br>1.250%, 6/1/30<br>| 1905 | &nbsp;&nbsp; 2286 |
| &nbsp;&nbsp;&nbsp; Nova Ltd. 144A <br>0.000%, 9/15/30<sup>(1)</sup> <br>| 1490 | &nbsp;&nbsp; 1907 |
| &nbsp;&nbsp;&nbsp; ON Semiconductor Corp. <br>0.000%, 5/1/27<br>| 945 | &nbsp;&nbsp; 1094 |

---

See Notes to Schedule of Investments

------

**VIRTUS Dividend, Interest & Premium Strategy Fund**

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

**October 31, 2025**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Semiconductors—continued** | **Semiconductors—continued** |  |
| &nbsp;&nbsp;&nbsp; Semtech Corp. 144A <br>0.000%, 10/15/30<sup>(1)</sup> <br>| $2495 | &nbsp;&nbsp; $2530 |
| &nbsp;&nbsp;&nbsp; Synaptics, Inc. 144A <br>0.750%, 12/1/31<sup>(1)</sup> <br>| 1515 | &nbsp;&nbsp; 1524 |
| &nbsp;&nbsp;&nbsp; Veeco Instruments, Inc. <br>2.875%, 6/1/29<br>| 1465 | &nbsp;&nbsp; 1819 |
| &nbsp;&nbsp;&nbsp; Wolfspeed, Inc. <br>2.500%, 6/15/31<br>| 162 | &nbsp;&nbsp; 352 |
|  |  | &nbsp;&nbsp; 17138 |
| **Software—2.3%** | **Software—2.3%** |  |
| &nbsp;&nbsp;&nbsp; Alignment Healthcare, Inc. 144A <br>4.250%, 11/15/29<sup>(1)</sup> <br>| 1430 | &nbsp;&nbsp; 1981 |
| &nbsp;&nbsp;&nbsp; Bitfarms Ltd. 144A <br>1.375%, 1/15/31<sup>(1)</sup> <br>| 185 | &nbsp;&nbsp; 167 |
| &nbsp;&nbsp;&nbsp; Cloudflare, Inc. <br>0.000%, 8/15/26<br>| 3715 | &nbsp;&nbsp; 5177 |
| &nbsp;&nbsp;&nbsp; Datadog, Inc. 144A <br>0.000%, 12/1/29<sup>(1)(2)</sup> <br>| 3815 | &nbsp;&nbsp; 4046 |
| &nbsp;&nbsp;&nbsp; Guidewire Software, Inc. 144A <br>1.250%, 11/1/29<sup>(1)</sup> <br>| 2310 | &nbsp;&nbsp; 2723 |
| &nbsp;&nbsp;&nbsp; Nebius Group N.V. 144A <br>1.000%, 9/15/30<sup>(1)</sup> <br>| 1275 | &nbsp;&nbsp; 1625 |
| &nbsp;&nbsp;&nbsp; Nutanix, Inc. 144A <br>0.500%, 12/15/29<sup>(1)</sup> <br>| 1955 | &nbsp;&nbsp; 2154 |
| &nbsp;&nbsp;&nbsp; Snowflake, Inc. <br>0.000%, 10/1/29<br>| 2790 | &nbsp;&nbsp; 5140 |
| Strategy, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 0.000%, 12/1/29<sup>(1)</sup> <br>| 5010 | &nbsp;&nbsp; 4359 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 0.000%, 3/1/30<sup>(1)</sup> <br>| 1535 | &nbsp;&nbsp; 1512 |
| &nbsp;&nbsp;&nbsp; Unity Software, Inc. 144A <br>0.000%, 3/15/30<sup>(1)</sup> <br>| 1380 | &nbsp;&nbsp; 1796 |
|  |  | &nbsp;&nbsp; 30680 |
| **Telecommunications—0.7%** | **Telecommunications—0.7%** |  |
| &nbsp;&nbsp;&nbsp; AST SpaceMobile, Inc. 144A <br>2.000%, 1/15/36<sup>(1)</sup> <br>| 1815 | &nbsp;&nbsp; 1928 |
| &nbsp;&nbsp;&nbsp; GDS Holdings Ltd. 144A <br>2.250%, 6/1/32<sup>(1)</sup> <br>| 1215 | &nbsp;&nbsp; 1627 |
| &nbsp;&nbsp;&nbsp; InterDigital, Inc. <br>3.500%, 6/1/27<br>| 610 | &nbsp;&nbsp; 2859 |
| &nbsp;&nbsp;&nbsp; Viavi Solutions, Inc. 144A <br>0.625%, 3/1/31<sup>(1)</sup> <br>| 2010 | &nbsp;&nbsp; 2822 |
|  |  | &nbsp;&nbsp; 9236 |
| **Water Utilities—0.2%** | **Water Utilities—0.2%** |  |
| &nbsp;&nbsp;&nbsp; American Water Capital Corp. <br>3.625%, 6/15/26<br>| 2595 | &nbsp;&nbsp; 2585 |
| **Total Convertible Bonds and Notes** <br>**(Identified Cost $215,966)** | **Total Convertible Bonds and Notes** <br>**(Identified Cost $215,966)** | &nbsp;&nbsp; **252662** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| **Convertible Preferred Stocks—2.4%** | **Convertible Preferred Stocks—2.4%** | **Convertible Preferred Stocks—2.4%** |
| **Aerospace & Defense—0.5%** | **Aerospace & Defense—0.5%** |  |
| Boeing Co. (The), 6.000% | 96680 | &nbsp;&nbsp; 6257 |
| **Banks—0.6%** | **Banks—0.6%** |  |
| Wells Fargo & Co. Series L, 7.500% | 6265 | &nbsp;&nbsp; 7751 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Capital Markets—0.3%** | **Capital Markets—0.3%** |  |
| Ares Management Corp. Series B, 6.750% | 32650 | &nbsp;&nbsp; $1544 |
| KKR & Co., Inc. Series D, 6.250% | 53640 | &nbsp;&nbsp; 2629 |
|  |  | &nbsp;&nbsp; 4173 |
| **Electric Utilities—0.3%** | **Electric Utilities—0.3%** |  |
| NextEra Energy, Inc., 7.299% | 15040 | &nbsp;&nbsp; 790 |
| PG&E Corp. Series A, 6.000% | 89970 | &nbsp;&nbsp; 3698 |
|  |  | &nbsp;&nbsp; 4488 |
| **Financial Services—0.1%** | **Financial Services—0.1%** |  |
| Shift4 Payments, Inc., 6.000% | 9400 | &nbsp;&nbsp; 803 |
| **Healthcare Providers & Services—0.2%** | **Healthcare Providers & Services—0.2%** |  |
| BrightSpring Health Services, Inc., 6.750% | 26505 | &nbsp;&nbsp; 2926 |
| **Semiconductors & Semiconductor Equipment—0.2%** | **Semiconductors & Semiconductor Equipment—0.2%** |  |
| Microchip Technology, Inc., 7.500% | 46485 | &nbsp;&nbsp; 2692 |
| **Software—0.0%** | **Software—0.0%** |  |
| Strategy, Inc., 8.000% | 7645 | &nbsp;&nbsp; 657 |
| **Technology Hardware, Storage & Peripherals—0.1%** | **Technology Hardware, Storage & Peripherals—0.1%** |  |
| Hewlett Packard Enterprise Co., 7.625% | 25120 | &nbsp;&nbsp; 1698 |
| **Trading Companies & Distributors—0.1%** | **Trading Companies & Distributors—0.1%** |  |
| QXO, Inc., 5.500% | 30825 | &nbsp;&nbsp; 1574 |
| **Total Convertible Preferred Stocks** <br>**(Identified Cost $31,514)** | **Total Convertible Preferred Stocks** <br>**(Identified Cost $31,514)** | &nbsp;&nbsp; **33019** |
| **Common Stocks—76.8%** | **Common Stocks—76.8%** | **Common Stocks—76.8%** |
| **Air Freight & Logistics—1.5%** | **Air Freight & Logistics—1.5%** |  |
| C.H. Robinson Worldwide, Inc. | 75574 | &nbsp;&nbsp; 11638 |
| United Parcel Service, Inc. Class B | 98492 | &nbsp;&nbsp; 9496 |
|  |  | &nbsp;&nbsp; 21134 |
| **Automobile Components—0.5%** | **Automobile Components—0.5%** |  |
| Aptiv plc<sup>(4)</sup> <br>| 91609 | &nbsp;&nbsp; 7430 |
| **Banks—14.6%** | **Banks—14.6%** |  |
| Bank of America Corp.<sup>(5)</sup> <br>| 207072 | &nbsp;&nbsp; 11068 |
| Bank of Hawaii Corp. | 77458 | &nbsp;&nbsp; 5029 |
| Cadence Bank | 274348 | &nbsp;&nbsp; 10354 |
| Commerce Bancshares, Inc. | 246368 | &nbsp;&nbsp; 12966 |
| Community Financial System, Inc. | 173884 | &nbsp;&nbsp; 9647 |
| Enterprise Financial Services Corp. | 84871 | &nbsp;&nbsp; 4445 |
| First Financial Bankshares, Inc. | 142299 | &nbsp;&nbsp; 4396 |
| Glacier Bancorp, Inc. | 423161 | &nbsp;&nbsp; 17286 |
| Home BancShares, Inc. | 352009 | &nbsp;&nbsp; 9402 |
| Independent Bank Corp. | 148412 | &nbsp;&nbsp; 9987 |
| JPMorgan Chase & Co.<sup>(5)</sup> <br>| 66351 | &nbsp;&nbsp; 20643 |
| Lakeland Financial Corp. | 76811 | &nbsp;&nbsp; 4382 |
| Old National Bancorp | 457003 | &nbsp;&nbsp; 9336 |
| Pinnacle Financial Partners, Inc. | 157756 | &nbsp;&nbsp; 13442 |
| PNC Financial Services Group, Inc. (The) | 49829 | &nbsp;&nbsp; 9096 |
| Southstate Bank Corp. | 103652 | &nbsp;&nbsp; 9189 |
| Truist Financial Corp. | 219356 | &nbsp;&nbsp; 9790 |
| UMB Financial Corp. | 167596 | &nbsp;&nbsp; 17913 |

---

See Notes to Schedule of Investments

------

**VIRTUS Dividend, Interest & Premium Strategy Fund**

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

**October 31, 2025**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Banks—continued** | **Banks—continued** |  |
| Wells Fargo & Co. | 127249 | &nbsp;&nbsp; $11067 |
|  |  | &nbsp;&nbsp; 199438 |
| **Biotechnology—0.7%** | **Biotechnology—0.7%** |  |
| AbbVie, Inc. | 42863 | &nbsp;&nbsp; 9346 |
| **Broadline Retail—3.5%** | **Broadline Retail—3.5%** |  |
| Amazon.com, Inc.<sup>(4)</sup> <br>| 193956 | &nbsp;&nbsp; 47368 |
| **Capital Markets—5.6%** | **Capital Markets—5.6%** |  |
| Blackrock, Inc. | 13216 | &nbsp;&nbsp; 14310 |
| Charles Schwab Corp. (The) | 442667 | &nbsp;&nbsp; 41841 |
| Goldman Sachs Group, Inc. (The) | 12996 | &nbsp;&nbsp; 10259 |
| Morgan Stanley | 65372 | &nbsp;&nbsp; 10721 |
|  |  | &nbsp;&nbsp; 77131 |
| **Chemicals—0.2%** | **Chemicals—0.2%** |  |
| FMC Corp. | 171797 | &nbsp;&nbsp; 2606 |
| **Consumer Staples Distribution & Retail—1.4%** | **Consumer Staples Distribution & Retail—1.4%** |  |
| Costco Wholesale Corp. | 9707 | &nbsp;&nbsp; 8848 |
| Maplebear, Inc.<sup>(4)</sup> <br>| 271654 | &nbsp;&nbsp; 10013 |
|  |  | &nbsp;&nbsp; 18861 |
| **Containers & Packaging—0.4%** | **Containers & Packaging—0.4%** |  |
| Ball Corp. | 105897 | &nbsp;&nbsp; 4977 |
| **Electric Utilities—2.2%** | **Electric Utilities—2.2%** |  |
| NextEra Energy, Inc.<sup>(5)</sup> <br>| 368740 | &nbsp;&nbsp; 30015 |
| **Electronic Equipment, Instruments & Components—0.8%** | **Electronic Equipment, Instruments & Components—0.8%** |  |
| Amphenol Corp. Class A | 75144 | &nbsp;&nbsp; 10471 |
| **Energy Equipment & Services—0.4%** | **Energy Equipment & Services—0.4%** |  |
| SLB Ltd. | 137343 | &nbsp;&nbsp; 4953 |
| **Entertainment—0.7%** | **Entertainment—0.7%** |  |
| Walt Disney Co. (The) | 86897 | &nbsp;&nbsp; 9786 |
| **Financial Services—2.1%** | **Financial Services—2.1%** |  |
| Berkshire Hathaway, Inc. Class B<sup>(4)</sup> <br>| 61426 | &nbsp;&nbsp; 29333 |
| **Food Products—0.7%** | **Food Products—0.7%** |  |
| Tyson Foods, Inc. Class A | 184645 | &nbsp;&nbsp; 9493 |
| **Ground Transportation—2.6%** | **Ground Transportation—2.6%** |  |
| Uber Technologies, Inc.<sup>(4)</sup> <br>| 275104 | &nbsp;&nbsp; 26547 |
| Union Pacific Corp. | 41996 | &nbsp;&nbsp; 9255 |
|  |  | &nbsp;&nbsp; 35802 |
| **Health Care REITs—2.1%** | **Health Care REITs—2.1%** |  |
| Alexandria Real Estate Equities, Inc. | 504176 | &nbsp;&nbsp; 29353 |
| **Healthcare Equipment & Supplies—0.9%** | **Healthcare Equipment & Supplies—0.9%** |  |
| Intuitive Surgical, Inc.<sup>(4)</sup> <br>| 22273 | &nbsp;&nbsp; 11900 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Healthcare Providers & Services—1.5%** | **Healthcare Providers & Services—1.5%** |  |
| HCA Healthcare, Inc. | 22525 | &nbsp;&nbsp; $10354 |
| Universal Health Services, Inc. Class B | 47263 | &nbsp;&nbsp; 10257 |
|  |  | &nbsp;&nbsp; 20611 |
| **Healthcare Technology—0.6%** | **Healthcare Technology—0.6%** |  |
| Veeva Systems, Inc. Class A<sup>(4)</sup> <br>| 30087 | &nbsp;&nbsp; 8761 |
| **Industrial REITs—4.1%** | **Industrial REITs—4.1%** |  |
| Prologis, Inc. | 363958 | &nbsp;&nbsp; 45164 |
| Rexford Industrial Realty, Inc. | 247589 | &nbsp;&nbsp; 10230 |
|  |  | &nbsp;&nbsp; 55394 |
| **Interactive Media & Services—4.9%** | **Interactive Media & Services—4.9%** |  |
| Alphabet, Inc. Class A<sup>(4)</sup> <br>| 170079 | &nbsp;&nbsp; 47825 |
| Meta Platforms, Inc. Class A | 29646 | &nbsp;&nbsp; 19221 |
|  |  | &nbsp;&nbsp; 67046 |
| **IT Services—0.0%** | **IT Services—0.0%** |  |
| Shopify, Inc. Class A<sup>(4)</sup> <br>| 46 | &nbsp;&nbsp; 8 |
| **Life Sciences Tools & Services—0.8%** | **Life Sciences Tools & Services—0.8%** |  |
| Thermo Fisher Scientific, Inc.<sup>(5)</sup> <br>| 18804 | &nbsp;&nbsp; 10669 |
| **Machinery—2.2%** | **Machinery—2.2%** |  |
| Flowserve Corp. | 158462 | &nbsp;&nbsp; 10815 |
| Stanley Black & Decker, Inc. | 277516 | &nbsp;&nbsp; 18793 |
|  |  | &nbsp;&nbsp; 29608 |
| **Oil, Gas & Consumable Fuels—4.1%** | **Oil, Gas & Consumable Fuels—4.1%** |  |
| Chevron Corp. | 103331 | &nbsp;&nbsp; 16297 |
| Coterra Energy, Inc. | 340773 | &nbsp;&nbsp; 8063 |
| EOG Resources, Inc. | 77049 | &nbsp;&nbsp; 8155 |
| Exxon Mobil Corp. | 135502 | &nbsp;&nbsp; 15496 |
| Ovintiv, Inc. | 221068 | &nbsp;&nbsp; 8292 |
|  |  | &nbsp;&nbsp; 56303 |
| **Pharmaceuticals—4.3%** | **Pharmaceuticals—4.3%** |  |
| Eli Lilly & Co. | 27778 | &nbsp;&nbsp; 23968 |
| Johnson & Johnson | 27325 | &nbsp;&nbsp; 5161 |
| Pfizer, Inc. | 1207993 | &nbsp;&nbsp; 29777 |
|  |  | &nbsp;&nbsp; 58906 |
| **Real Estate Management & Development—0.3%** | **Real Estate Management & Development—0.3%** |  |
| CoStar Group, Inc.<sup>(4)</sup> <br>| 51948 | &nbsp;&nbsp; 3575 |
| **Semiconductors & Semiconductor Equipment—6.8%** | **Semiconductors & Semiconductor Equipment—6.8%** |  |
| Advanced Micro Devices, Inc.<sup>(4)</sup> <br>| 188978 | &nbsp;&nbsp; 48401 |
| Marvell Technology, Inc. | 468652 | &nbsp;&nbsp; 43932 |
|  |  | &nbsp;&nbsp; 92333 |
| **Software—4.2%** | **Software—4.2%** |  |
| Intuit, Inc. | 15538 | &nbsp;&nbsp; 10372 |
| Microsoft Corp.<sup>(5)</sup> <br>| 36128 | &nbsp;&nbsp; 18708 |

---

See Notes to Schedule of Investments

------

**VIRTUS Dividend, Interest & Premium Strategy Fund**

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

**October 31, 2025**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Software—continued** | **Software—continued** |  |
| Salesforce, Inc. | 107052 | &nbsp;&nbsp; $27877 |
|  |  | &nbsp;&nbsp; 56957 |
| **Specialty Retail—2.1%** | **Specialty Retail—2.1%** |  |
| Home Depot, Inc. (The) | 74046 | &nbsp;&nbsp; 28107 |
| **Total Common Stocks** <br>**(Identified Cost $991,403)** | **Total Common Stocks** <br>**(Identified Cost $991,403)** | &nbsp;&nbsp; **1047675** |
| **Total Long-Term Investments—97.8%** <br>**(Identified Cost $1,238,883)** | **Total Long-Term Investments—97.8%** <br>**(Identified Cost $1,238,883)** | &nbsp;&nbsp; **1333356** |
| **Short-Term Investment—0.9%** | **Short-Term Investment—0.9%** | **Short-Term Investment—0.9%** |
| **Money Market Mutual Fund—0.9%** | **Money Market Mutual Fund—0.9%** | **Money Market Mutual Fund—0.9%** |
| &nbsp;&nbsp;&nbsp; BlackRock Liquidity FedFund - Institutional Shares <br> (seven-day effective yield 3.982%)<sup>(6)</sup> <br>| 12648232 | &nbsp;&nbsp; 12648 |
| **Total Short-Term Investment** <br>**(Identified Cost $12,648)** | **Total Short-Term Investment** <br>**(Identified Cost $12,648)** | &nbsp;&nbsp; **12648** |
| **TOTAL INVESTMENTS, BEFORE WRITTEN OPTIONS**—**98.7%** <br>**(Identified Cost $1,251,531)** | **TOTAL INVESTMENTS, BEFORE WRITTEN OPTIONS**—**98.7%** <br>**(Identified Cost $1,251,531)** | &nbsp;&nbsp; **1346004** |

---

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

---

| | |
|:---|:---|
| **Written Options—(0.2)%** | **Written Options—(0.2)%** |
| (See open written options schedule) |  |
| **Total Written Options** <br>**(Premiums Received $1,916)** | &nbsp;&nbsp; **(2658)**<br>|
| **TOTAL INVESTMENTS, NET OF WRITTEN OPTIONS—98.5%** <br>**(Identified Cost $1,249,615)** | &nbsp;&nbsp; **$1343346** |
| Other assets and liabilities, net—1.5% | &nbsp;&nbsp; 20882 |
| **NET ASSETS—100.0%** | &nbsp;&nbsp; **$1364228** |

---

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

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| LLC | Limited Liability Company |
| LP | Limited Partnership |
| OP | Operating Partnership |
| plc | Public Limited Company |
| REIT | Real Estate Investment Trust |

---

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

---

| | |
|:---|:---|
| **Footnote Legend:** | **Footnote Legend:** |
| <sup>(1)</sup> <br>| Security exempt from registration under Rule 144A of the Securities Act of 1933. <br> These securities may be resold in transactions exempt from registration, normally <br> to qualified institutional buyers. At October 31, 2025, these securities amounted to <br> a value of $143,646 or 10.5% of net assets.<br>|
| <sup>(2)</sup> <br>| Issued with a zero coupon. Income is recognized through the accretion of <br> discount.<br>|
| <sup>(3)</sup> <br>| The value of this security was determined using significant unobservable inputs <br> and is reported as a Level 3 security in the Fair Value Hierarchy table located after <br> the Schedule of Investments.<br>|
| <sup>(4)</sup> <br>| Non-income producing. |
| <sup>(5)</sup> <br>| All or a portion of the security is segregated as collateral for written options. The <br> value of securities segregated as collateral is $71,497.<br>|
| <sup>(6)</sup> <br>| Shares of this fund are publicly offered, and its prospectus and annual report are <br> publicly available.<br>|

---

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

---

| | |
|:---|:---|
| **Country Weightings**<sup>†</sup>  | **Country Weightings**<sup>†</sup>  |
| United States | 97<br> %<br>|
| Cayman Islands | 1 |
| Jersey | 1 |
| Bermuda | 1 |
| Total | 100<br> %<br>|
| <sup>†</sup> % of total investments, net of written options, as of October 31, 2025. | <sup>†</sup> % of total investments, net of written options, as of October 31, 2025. |

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open written options contracts as of October 31, 2025 were as follows:** | **Open written options contracts as of October 31, 2025 were as follows:** | **Open written options contracts as of October 31, 2025 were as follows:** | **Open written options contracts as of October 31, 2025 were as follows:** | **Open written options contracts as of October 31, 2025 were as follows:** | **Open written options contracts as of October 31, 2025 were as follows:** |
| **Description of Options** | &nbsp;&nbsp;&nbsp; **Number** <br> **of** <br>**Contracts**<br>| &nbsp;&nbsp; **Contract** <br>**Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Strike** <br>**Price**<sup>(1)</sup> <br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Value** |
| **Call Options**<sup>(2)</sup> |  |  |  |  |  |
| Advanced Micro Devices, Inc. | (377) | &nbsp;&nbsp;&nbsp;&nbsp; $(10556)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $280.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(334) <br>|
| Advanced Micro Devices, Inc. | (188) | &nbsp;&nbsp;&nbsp;&nbsp; (4888)<br>| &nbsp;&nbsp;&nbsp;&nbsp;260.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (297) <br>|
| Alexandria Real Estate Equities, Inc. | (500) | &nbsp;&nbsp;&nbsp;&nbsp; (4250)<br>| &nbsp;&nbsp;&nbsp;&nbsp;85.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2) <br>|
| Alphabet, Inc. | (340) | &nbsp;&nbsp;&nbsp;&nbsp; (9860)<br>| &nbsp;&nbsp;&nbsp;&nbsp;290.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (184) <br>|
| Alphabet, Inc. | (170) | &nbsp;&nbsp;&nbsp;&nbsp; (4760)<br>| &nbsp;&nbsp;&nbsp;&nbsp;280.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (167) <br>|
| Amazon.com, Inc. | (581) | &nbsp;&nbsp;&nbsp;&nbsp; (14234)<br>| &nbsp;&nbsp;&nbsp;&nbsp;245.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (427) <br>|
| Aptiv plc | (229) | &nbsp;&nbsp;&nbsp;&nbsp; (2118)<br>| &nbsp;&nbsp;&nbsp;&nbsp;92.50 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (10) <br>|
| Bank of America Corp. | (517) | &nbsp;&nbsp;&nbsp;&nbsp; (2844)<br>| &nbsp;&nbsp;&nbsp;&nbsp;55.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (42) <br>|
| Charles Schwab Corp. (The) | (885) | &nbsp;&nbsp;&nbsp;&nbsp; (9292)<br>| &nbsp;&nbsp;&nbsp;&nbsp;105.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (11) <br>|
| Chevron Corp. | (361) | &nbsp;&nbsp;&nbsp;&nbsp; (6137)<br>| &nbsp;&nbsp;&nbsp;&nbsp;170.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (10) <br>|
| Costco Wholesale Corp. | (19) | &nbsp;&nbsp;&nbsp;&nbsp; (1938)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1020.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2) <br>|
| Coterra Energy, Inc. | (851) | &nbsp;&nbsp;&nbsp;&nbsp; (2213)<br>| &nbsp;&nbsp;&nbsp;&nbsp;26.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (13) <br>|
| Eli Lilly & Co. | (69) | &nbsp;&nbsp;&nbsp;&nbsp; (6210)<br>| &nbsp;&nbsp;&nbsp;&nbsp;900.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (95) <br>|
| EOG Resources, Inc. | (154) | &nbsp;&nbsp;&nbsp;&nbsp; (1771)<br>| &nbsp;&nbsp;&nbsp;&nbsp;115.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (12) <br>|
| Exxon Mobil Corp. | (271) | &nbsp;&nbsp;&nbsp;&nbsp; (3388)<br>| &nbsp;&nbsp;&nbsp;&nbsp;125.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (4) <br>|

---

See Notes to Schedule of Investments

------

**VIRTUS Dividend, Interest & Premium Strategy Fund**

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

**October 31, 2025**

($ reported in thousands)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open written options contracts as of October 31, 2025 were as follows (continued):** | **Open written options contracts as of October 31, 2025 were as follows (continued):** | **Open written options contracts as of October 31, 2025 were as follows (continued):** | **Open written options contracts as of October 31, 2025 were as follows (continued):** | **Open written options contracts as of October 31, 2025 were as follows (continued):** | **Open written options contracts as of October 31, 2025 were as follows (continued):** |
| **Description of Options** | &nbsp;&nbsp;&nbsp; **Number** <br> **of**<br> **Contracts**<br>| &nbsp;&nbsp; **Contract**<br> **Notional**<br> **Amount**<br>| &nbsp;&nbsp; **Strike**<br> **Price**<sup>(1)</sup><br>| &nbsp;&nbsp; **Expiration**<br> **Date**<br>| **Value** |
| **Call Options**<sup>(2)</sup> **(continued)** |  |  |  |  |  |
| FMC Corp. | (515) | &nbsp;&nbsp;&nbsp;&nbsp; $(1803)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $35.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; $(1) <br>|
| Intuit, Inc. | (46) | &nbsp;&nbsp;&nbsp;&nbsp; (3404)<br>| &nbsp;&nbsp;&nbsp;&nbsp;740.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (18) <br>|
| Intuitive Surgical, Inc. | (66) | &nbsp;&nbsp;&nbsp;&nbsp; (3300)<br>| &nbsp;&nbsp;&nbsp;&nbsp;500.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (250) <br>|
| JPMorgan Chase & Co. | (199) | &nbsp;&nbsp;&nbsp;&nbsp; (6766)<br>| &nbsp;&nbsp;&nbsp;&nbsp;340.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (8) <br>|
| Marvell Technology, Inc. | (888) | &nbsp;&nbsp;&nbsp;&nbsp; (8880)<br>| &nbsp;&nbsp;&nbsp;&nbsp;100.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (289) <br>|
| Marvell Technology, Inc. | (355) | &nbsp;&nbsp;&nbsp;&nbsp; (3728)<br>| &nbsp;&nbsp;&nbsp;&nbsp;105.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (73) <br>|
| Meta Platforms, Inc. | (88) | &nbsp;&nbsp;&nbsp;&nbsp; (7128)<br>| &nbsp;&nbsp;&nbsp;&nbsp;810.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (16) <br>|
| Microsoft Corp. | (126) | &nbsp;&nbsp;&nbsp;&nbsp; (7119)<br>| &nbsp;&nbsp;&nbsp;&nbsp;565.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (14) <br>|
| Morgan Stanley | (196) | &nbsp;&nbsp;&nbsp;&nbsp; (3528)<br>| &nbsp;&nbsp;&nbsp;&nbsp;180.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (6) <br>|
| NextEra Energy, Inc. | (737) | &nbsp;&nbsp;&nbsp;&nbsp; (7001)<br>| &nbsp;&nbsp;&nbsp;&nbsp;95.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (2) <br>|
| Pfizer, Inc. | (3020) | &nbsp;&nbsp;&nbsp;&nbsp; (8154)<br>| &nbsp;&nbsp;&nbsp;&nbsp;27.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (42) <br>|
| Prologis, Inc. | (363) | &nbsp;&nbsp;&nbsp;&nbsp; (4900)<br>| &nbsp;&nbsp;&nbsp;&nbsp;135.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (11) <br>|
| Salesforce, Inc. | (321) | &nbsp;&nbsp;&nbsp;&nbsp; (8988)<br>| &nbsp;&nbsp;&nbsp;&nbsp;280.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (74) <br>|
| Stanley Black & Decker, Inc. | (693) | &nbsp;&nbsp;&nbsp;&nbsp; (5544)<br>| &nbsp;&nbsp;&nbsp;&nbsp;80.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (26) <br>|
| Thermo Fisher Scientific, Inc. | (57) | &nbsp;&nbsp;&nbsp;&nbsp; (3420)<br>| &nbsp;&nbsp;&nbsp;&nbsp;600.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (14) <br>|
| Truist Financial Corp. | (548) | &nbsp;&nbsp;&nbsp;&nbsp; (2603)<br>| &nbsp;&nbsp;&nbsp;&nbsp;47.50 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (7) <br>|
| Uber Technologies, Inc. | (682) | &nbsp;&nbsp;&nbsp;&nbsp; (7161)<br>| &nbsp;&nbsp;&nbsp;&nbsp;105.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (119) <br>|
| United Parcel Service, Inc. | (295) | &nbsp;&nbsp;&nbsp;&nbsp; (2950)<br>| &nbsp;&nbsp;&nbsp;&nbsp;100.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (24) <br>|
| Veeva Systems, Inc. | (60) | &nbsp;&nbsp;&nbsp;&nbsp; (1920)<br>| &nbsp;&nbsp;&nbsp;&nbsp;320.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (15) <br>|
| Walt Disney Co. (The) | (304) | &nbsp;&nbsp;&nbsp;&nbsp; (3800)<br>| &nbsp;&nbsp;&nbsp;&nbsp;125.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (34) <br>|
| Wells Fargo & Co. | (318) | &nbsp;&nbsp;&nbsp;&nbsp; (3021)<br>| &nbsp;&nbsp;&nbsp;&nbsp;95.00 | &nbsp;&nbsp;&nbsp;&nbsp; 11/21/25 | &nbsp;&nbsp;&nbsp;&nbsp; (5) <br>|
| **Total Written Options** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(2658)<br>|

---

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

---

| |
|:---|
| **Footnote Legend:** |
| <sup>(1)</sup> Strike price not reported in thousands. |
| <sup>(2)</sup> Exchange-traded options. |

---

The following table summarizes the value of the Fund's investments as of October 31, 2025, based on the inputs used to value them (See Security Valuation Note 1 in the Notes to Schedule of Investments):

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Total <br>Value at <br>October 31, 2025<br>| Level 1 <br>Quoted Prices<br>| Level 2 <br>Significant <br>Observable <br>Inputs<br>| Level 3 <br>Significant <br>Unobservable <br>Inputs<br>|
| Assets: |  |  |  |  |
| Debt Instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Convertible Bonds and Notes | &nbsp;&nbsp;&nbsp; $252662 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $250054 | &nbsp;&nbsp;&nbsp; $2608 |
| Equity Securities: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Convertible Preferred Stocks | &nbsp;&nbsp;&nbsp; 33019 | &nbsp;&nbsp;&nbsp; 33019 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Common Stocks | &nbsp;&nbsp;&nbsp; 1047675 | &nbsp;&nbsp;&nbsp; 1047675 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — |
| Money Market Mutual Fund | &nbsp;&nbsp;&nbsp; 12648 | &nbsp;&nbsp;&nbsp; 12648 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — |
| Total Assets | &nbsp;&nbsp;&nbsp; 1346004 | &nbsp;&nbsp;&nbsp; 1093342 | &nbsp;&nbsp;&nbsp; 250054 | &nbsp;&nbsp;&nbsp; 2608 |
| Liabilities: |  |  |  |  |
| Other Financial Instruments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Written Options | &nbsp;&nbsp;&nbsp; (2658)<br>| &nbsp;&nbsp;&nbsp; (2648)<br>| &nbsp;&nbsp;&nbsp; (10)<br>| &nbsp;&nbsp;&nbsp; — |
| Total Investments, Net of Written Options | &nbsp;&nbsp;&nbsp; $1343346 | &nbsp;&nbsp;&nbsp; $1090694 | &nbsp;&nbsp;&nbsp; $250044 | &nbsp;&nbsp;&nbsp; $2608 |

---

There were no securities valued using significant unobservable inputs (Level 3) at October 31, 2025.

There were no transfers into or out of Level 3 related to securities held at October 31, 2025.

See Notes to Schedule of Investments

------

**VIRTUS Dividend, Interest & Premium Strategy Fund**

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

**October 31, 2025**

**Note 1. Security Valuation**

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

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

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

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

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

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

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

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

Listed derivatives, such as options, that are actively traded are valued at the last posted settlement price from the exchange where they are principally traded and are categorized as Level 1 in the hierarchy. Over-the-counter derivative contracts, which include forward currency contracts and equity-linked instruments, do not require material subjectivity as pricing inputs are observed from actively quoted markets and are categorized as Level 2 in the hierarchy.

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

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

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

------

## 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:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1369829413.30

**Total Liabilities:** $5527267.28

**Net Assets:** $1364302146.02

**Cash Not Reported:** $18439216.19

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 2.71%                | 1.79%                | 1.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $16481070.48             | $16560780.38                               |
| Month 2  | $27936431.33             | $-3856853.36                               |
| Month 3  | $32384344.68             | $-7993969.05                               |

### 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. | META PLATFORMS INC                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -88 | NC      | $-16368.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | COSTCO WHOLESALE CORP                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -19 | NC      | $-1520.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD             | NCL Corp Ltd                            | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   3735000 | PA      | $3580931.25   | 0.26%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRU        | Solaris Energy Infrastructure Inc       | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $2282880.00   | 0.17%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                     | Wayfair Inc                             | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $3209273.12   | 0.24%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The              | Home Depot Inc/The                      | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     74046 | NS      | $28107121.14  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                | Hewlett Packard Enterprise Co           | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |     25120 | NS      | $1697609.60   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc       | CH Robinson Worldwide Inc               | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     75574 | NS      | $11637640.26  | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ODDITY FINANCE LLC              | Oddity Finance LLC                      | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1504662.50   | 0.11%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc   | Universal Health Services Inc           | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     47263 | NS      | $10256543.63  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                 | Tyson Foods Inc                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    184645 | NS      | $9492599.45   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp             | Bank of Hawaii Corp                     | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     77458 | NS      | $5029347.94   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | SALESFORCE INC                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -321 | NC      | $-74472.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BITFARMS LTD                    | Bitfarms Ltd                            | CUSIP: 09173BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    185000 | PA      | $167540.63    | 0.01%             | 2031-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC             | AST SpaceMobile Inc                     | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1928437.50   | 0.14%             | 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      | $9402160.39   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC            | Bridgebio Pharma Inc                    | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1548390.63   | 0.11%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc              | Meta Platforms Inc                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     29646 | NS      | $19220984.10  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc   | Rexford Industrial Realty Inc           | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    247589 | NS      | $10230377.48  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| SOFI TECHNOLOGIES INC           | SoFi Technologies Inc                   | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $4054100.00   | 0.30%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| First Financial Bankshares Inc  | First Financial Bankshares Inc          | CUSIP: 32020R109<br>LEI: 549300XN3GTGOENGNV49 | Long             | EC               | CORP              | US        |    142299 | NS      | $4395616.11   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC        | Granite Construction Inc                | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $2753730.00   | 0.20%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The         | Charles Schwab Corp/The                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    442667 | NS      | $41840884.84  | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | PFIZER INC                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -3020 | NC      | $-42280.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE MACHINES INC          | Intuitive Machines Inc                  | CUSIP: 46125AAA8<br>LEI: 254900386IE2PEPLVM59 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1580040.00   | 0.12%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SPOTIFY USA INC                 | Spotify USA Inc                         | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $2030962.50   | 0.15%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp              | Union Pacific Corp                      | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     41996 | NS      | $9254658.52   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                    | DoorDash Inc                            | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $3295440.00   | 0.24%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC            | Upstart Holdings Inc                    | CUSIP: 91680MAE7<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |    425000 | PA      | $376337.50    | 0.03%             | 2030-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC             | Viavi Solutions Inc                     | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $2653087.50   | 0.19%             | 2031-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS         | Alnylam Pharmaceuticals Inc             | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   2160000 | PA      | $3553200.00   | 0.26%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                    | Strategy Inc                            | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      7645 | NS      | $657470.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER CAPITAL C        | American Water Capital Corp             | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2584879.50   | 0.19%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp            | Bank of America Corp                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    207072 | NS      | $11067998.40  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | ALPHABET INC                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -340 | NC      | $-183600.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC          | Guidewire Software Inc                  | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2723490.00   | 0.20%             | 2029-11-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP         | Digital Realty Trust LP                 | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   2980000 | PA      | $3143006.00   | 0.23%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                | InterDigital Inc                        | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    610000 | PA      | $2859375.00   | 0.21%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                | Welltower OP LLC                        | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   4905000 | PA      | $7276567.50   | 0.53%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COHU INC                        | Cohu Inc                                | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1755595.00   | 0.13%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc                | CoStar Group Inc                        | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     51948 | NS      | $3574541.88   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP               | MP Materials Corp                       | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |    525000 | PA      | $1587337.50   | 0.12%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc              | NextEra Energy Inc                      | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    368740 | NS      | $30015436.00  | 2.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP            | SOUTHSTATE BANK CORP                    | CUSIP: 84472E102<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |    103652 | NS      | $9188749.80   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| RIOT PLATFORMS INC              | Riot Platforms Inc                      | CUSIP: 767292AA3<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $2676320.00   | 0.20%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                    | ADVANCED MICRO DEVICES INC              | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |      -188 | NC      | $-297228.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                        | FMC Corp                                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |    171797 | NS      | $2606160.49   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                    | Chevron Corp                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103331 | NS      | $16297365.32  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                  | Flowserve Corp                          | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |    158462 | NS      | $10815031.50  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp           | Truist Financial Corp                   | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    219356 | NS      | $9789858.28   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| OPENDOOR TECHNOLOGIES IN        | Opendoor Technologies Inc               | CUSIP: 683712AC7<br>LEI: 254900KX11YZ4HV5BQ47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $663078.00    | 0.05%             | 2030-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ball Corp                       | Ball Corp                               | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |    105897 | NS      | $4977159.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX CORP                       | IMAX Corp                               | CUSIP: 45245EAJ8<br>LEI: 894500GS1ESLAPZCEI74 | Long             | DBT              | CORP              | CA        |   1990000 | PA      | $2329295.00   | 0.17%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                     | Nutanix Inc                             | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $2153823.50   | 0.16%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERV        | BrightSpring Health Services Inc        | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     26505 | NS      | $2925621.90   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC             | Coinbase Global Inc                     | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4752517.00   | 0.35%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | CHEVRON CORP                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -361 | NC      | $-10469.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| REXFORD INDUSTRIAL REALT        | Rexford Industrial Realty LP            | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2170000.00   | 0.16%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC            | Bridgebio Pharma Inc                    | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $2352790.00   | 0.17%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                  | Salesforce Inc                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |    107052 | NS      | $27877411.32  | 2.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The              | Walt Disney Co/The                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     86897 | NS      | $9786340.14   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATEGY INC                    | Strategy Inc                            | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $4358700.00   | 0.32%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc          | Berkshire Hathaway Inc                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     61426 | NS      | $29333372.04  | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                   | Wolfspeed Inc                           | CUSIP: 977852AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $351945.00    | 0.03%             | 2031-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CYTOKINETICS INC                | Cytokinetics Inc                        | CUSIP: 23282WAD2<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $2204708.00   | 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      | $17912660.48  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY           | Wells Fargo & Co                        | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      6265 | NS      | $7751371.25   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | UNITED PARCEL SERVICE INC               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -295 | NC      | $-23895.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP             | Exact Sciences Corp                     | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1677654.00   | 0.12%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN        | Live Nation Entertainment Inc           | CUSIP: 538034BB4<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   5670000 | PA      | $6021540.00   | 0.44%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                  | Morgan Stanley                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     65372 | NS      | $10721008.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNMENT HEALTHCARE            | Alignment Healthcare Inc                | CUSIP: 01625VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1980836.00   | 0.15%             | 2029-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEROVIRONMENT INC               | AeroVironment Inc                       | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2953597.50   | 0.22%             | 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        |   1940000 | PA      | $3446410.00   | 0.25%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                     | Ovintiv Inc                             | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |    221068 | NS      | $8292260.68   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc      | Stanley Black & Decker Inc              | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |    277516 | NS      | $18793383.52  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP           | ON Semiconductor Corp                   | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    945000 | PA      | $1093837.50   | 0.08%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC            | WEC Energy Group Inc                    | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   3440000 | PA      | $3544920.00   | 0.26%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | ALPHABET INC                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -170 | NC      | $-167110.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| VEECO INSTRUMENTS INC           | Veeco Instruments Inc                   | CUSIP: 922417AJ9<br>LEI: 5493004201F72ADDZW04 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1818797.50   | 0.13%             | 2029-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                   | Amphenol Corp                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     75144 | NS      | $10470564.96  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP            | Western Digital Corp                    | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $7489350.00   | 0.55%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blackrock Inc                   | Blackrock Inc                           | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |     13216 | NS      | $14310416.96  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEAGATE HDD CAYMAN              | Seagate HDD Cayman                      | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1190000 | PA      | $3725295.00   | 0.27%             | 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        |   2220000 | PA      | $2362080.00   | 0.17%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                     | Shopify Inc                             | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |   1270000 | PA      | $1446530.00   | 0.11%             | 2025-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| CIPHER MINING                   | Cipher Mining Inc                       | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $3100437.50   | 0.23%             | 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      | $1410360.00   | 0.10%             | 2030-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BLOOM ENERGY CORP               | Bloom Energy Corp                       | CUSIP: 093712AM9<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |    485000 | PA      | $3112633.00   | 0.23%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | ALEXANDRIA REAL ESTATE EQUITIES INC     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -500 | NC      | $-2000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| XOMETRY INC                     | Xometry Inc                             | CUSIP: 98423FAC3<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |    875000 | PA      | $1140125.00   | 0.08%             | 2030-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| LUMENTUM HOLDINGS INC           | Lumentum Holdings Inc                   | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   5040000 | PA      | $6678000.00   | 0.49%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                  | Microsoft Corp                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     36128 | NS      | $18707439.68  | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc              | HCA Healthcare Inc                      | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     22525 | NS      | $10354292.00  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| SLB Ltd                         | SLB Ltd                                 | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    137343 | NS      | $4952588.58   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc          | Marvell Technology Inc                  | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    468652 | NS      | $43931438.48  | 3.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                       | PG&E Corp                               | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     89970 | NS      | $3697767.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Maplebear Inc                   | Maplebear Inc                           | CUSIP: 565394103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    271654 | NS      | $10013166.44  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                   | Repligen Corp                           | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1101880.00   | 0.08%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc          | Intuitive Surgical Inc                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |     22273 | NS      | $11900018.44  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | JPMORGAN CHASE & CO                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -199 | NC      | $-8358.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                    | Parsons Corp                            | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2892435.00   | 0.21%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc               | EOG Resources Inc                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |     77049 | NS      | $8154866.16   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                       | Aptiv PLC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     91609 | NS      | $7429489.90   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| RIVIAN AUTO INC                 | Rivian Automotive Inc                   | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2383700.00   | 0.17%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| IRHYTHM TECHNOLOGIES INC        | iRhythm Technologies Inc                | CUSIP: 450056AB2<br>LEI: 549300FJI72RJGDQS384 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $2531122.50   | 0.19%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MKS INC                         | MKS Inc                                 | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $2286000.00   | 0.17%             | 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        |   2125000 | PA      | $2594625.00   | 0.19%             | 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        |   2210000 | PA      | $3768492.00   | 0.28%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                 | Nebius Group NV                         | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |   1275000 | PA      | $1624987.50   | 0.12%             | 2030-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS         | Alnylam Pharmaceuticals Inc             | CUSIP: 02043QAC1<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |    740000 | PA      | $739075.00    | 0.05%             | 2028-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | ELI LILLY & CO                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -69 | NC      | $-95220.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | MARVELL TECHNOLOGY INC                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -355 | NC      | $-72775.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp           | Costco Wholesale Corp                   | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |      9707 | NS      | $8847445.15   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO INC                    | KKR & Co Inc                            | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     53640 | NS      | $2629432.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Commerce Bancshares Inc/MO      | Commerce Bancshares Inc/MO              | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    246368 | NS      | $12966347.84  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund     | BlackRock Liquidity FedFund             | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  12449045 | NS      | $12449044.86  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                      | Intuit Inc                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     15538 | NS      | $10372391.90  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson               | Johnson & Johnson                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     27325 | NS      | $5160872.75   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC             | Shift4 Payments Inc                     | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1385325.00   | 0.10%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Lakeland Financial Corp         | Lakeland Financial Corp                 | CUSIP: 511656100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     76811 | NS      | $4382067.55   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                | Exxon Mobil Corp                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    135502 | NS      | $15496008.72  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC           | Uber Technologies Inc                   | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    565000 | PA      | $822640.00    | 0.06%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | FMC CORP                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -515 | NC      | $-1030.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                      | AbbVie Inc                              | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     42863 | NS      | $9345848.52   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc      | Advanced Micro Devices Inc              | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    188978 | NS      | $48401045.36  | 3.55%             |  |  |  | No            |                  1 | On Loan: No      |
| M/A-COM TECH SOLUTIONS          | MACOM Technology Solutions Holdings Inc | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2415440.00   | 0.18%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS IN        | Ionis Pharmaceuticals Inc               | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $2533963.50   | 0.19%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                    | Prologis Inc                            | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    363958 | NS      | $45163548.22  | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc             | Glacier Bancorp Inc                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    423161 | NS      | $17286126.85  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVA LTD                        | Nova Ltd                                | CUSIP: 66982MAA2<br>LEI: 529900B2DSWE5V3SC292 | Long             | DBT              | CORP              | IL        |   1490000 | PA      | $1907326.17   | 0.14%             | 2030-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | INTUIT INC                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -46 | NC      | $-17480.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | APTIV PLC                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -229 | NC      | $-10305.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | EOG RESOURCES INC                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -154 | NC      | $-11550.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | COTERRA ENERGY INC                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -851 | NC      | $-12765.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | PROLOGIS INC                            | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -363 | NC      | $-10890.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | NEXTERA ENERGY INC                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -737 | NC      | $-2211.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | THERMO FISHER SCIENTIFIC INC            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -57 | NC      | $-14250.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | CHARLES SCHWAB CORP/THE                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -885 | NC      | $-10620.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | INTUITIVE SURGICAL INC                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -66 | NC      | $-249480.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | EXXON MOBIL CORP                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -271 | NC      | $-3794.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | BANK OF AMERICA CORP                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -517 | NC      | $-41877.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | UBER TECHNOLOGIES INC                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -682 | NC      | $-119350.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | AMAZON.COM INC                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -581 | NC      | $-427035.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | TRUIST FINANCIAL CORP                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -548 | NC      | $-7124.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | VEEVA SYSTEMS INC                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -60 | NC      | $-15360.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | STANLEY BLACK & DECKER INC              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -693 | NC      | $-25641.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IMPINJ INC                      | Impinj Inc                              | CUSIP: 453204AE9<br>LEI: 549300M26VGKSMMWWN17 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1455150.00   | 0.11%             | 2029-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc       | United Parcel Service Inc               | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     98492 | NS      | $9496598.64   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIP.COM GROUP LTD              | Trip.com Group Ltd                      | CUSIP: 89677QAB3<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |   1685000 | PA      | $2056542.50   | 0.15%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | WALT DISNEY CO/THE                      | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -304 | NC      | $-34352.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                    | Alphabet Inc                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    170079 | NS      | $47824514.01  | 3.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                  | Eli Lilly & Co                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     27778 | NS      | $23968525.08  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC.                    | Zscaler Inc                             | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2398237.50   | 0.18%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                   | Carnival Corp                           | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    775000 | PA      | $1725150.00   | 0.13%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Independent Bank Corp           | Independent Bank Corp                   | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    148412 | NS      | $9986643.48   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                    | Cadence Bank                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    274348 | NS      | $10353893.52  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC             | Shift4 Payments Inc                     | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      9400 | NS      | $803324.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc           | Uber Technologies Inc                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    275104 | NS      | $26547536.00  | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR HEALTH INC                | Oscar Health Inc                        | CUSIP: 687793AD1<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | DBT              | CORP              | US        |   1370000 | PA      | $1479326.00   | 0.11%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC           | Burlington Stores Inc                   | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1827840.00   | 0.13%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ, INC.                    | ADVANCED MICRO DEVICES INC              | CUSIP: 000000000<br>LEI: 549300L8X1Q78ERXFD06 | N/A              | DE               | CORP              | US        |      -377 | NC      | $-333645.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC              | NextEra Energy Inc                      | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     15040 | NS      | $790051.20    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MERITAGE HOMES CORP             | Meritage Homes Corp                     | CUSIP: 59001ABF8<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1429384.80   | 0.10%             | 2028-05-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GDS HOLDINGS LIMITED            | GDS Holdings Ltd                        | CUSIP: 36165LAC2<br>LEI: 391200MGV8DDCHTN2R77 | Long             | DBT              | CORP              | KY        |   1215000 | PA      | $1626885.00   | 0.12%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QXO INC                         | QXO Inc                                 | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     30825 | NS      | $1573616.25   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                     | Datadog Inc                             | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   3815000 | PA      | $4045807.50   | 0.30%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc    | Thermo Fisher Scientific Inc            | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     18804 | NS      | $10669201.56  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC        | Microchip Technology Inc                | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |     46485 | NS      | $2691481.50   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORP                  | JBT Marel Corp                          | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1641200.00   | 0.12%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                    | Semtech Corp                            | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2529930.00   | 0.19%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                    | TERAWULF INC                            | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1271820.00   | 0.09%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | MORGAN STANLEY                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -196 | NC      | $-6272.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INDIE SEMICONDUCTOR INC         | indie Semiconductor Inc                 | CUSIP: 45569UAA9<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1199000.00   | 0.09%             | 2027-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Financial Services   | Enterprise Financial Services Corp      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     84871 | NS      | $4444694.27   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CELCUITY INC                    | Celcuity Inc                            | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |    510000 | PA      | $916521.00    | 0.07%             | 2031-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Veeva Systems Inc               | Veeva Systems Inc                       | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     30087 | NS      | $8761334.40   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC             | Affirm Holdings Inc                     | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1948472.50   | 0.14%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP            | Boston Properties LP                    | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1511782.50   | 0.11%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I        | Ligand Pharmaceuticals Inc              | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2430862.50   | 0.18%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc              | Coterra Energy Inc                      | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    340773 | NS      | $8062689.18   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                  | Cloudflare Inc                          | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   3715000 | PA      | $5176637.70   | 0.38%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                 | OSI Systems Inc                         | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $2866500.00   | 0.21%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | WELLS FARGO & CO                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -318 | NC      | $-5406.00     | -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        |     12996 | NS      | $10258652.52  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL          | NextEra Energy Capital Holdings Inc     | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3475000 | PA      | $4350700.00   | 0.32%             | 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        |     66351 | NS      | $20643123.12  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC              | Unity Software Inc                      | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1795725.00   | 0.13%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP        | Galaxy Digital Holdings LP              | CUSIP: 36317GAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1960000 | PA      | $1932560.00   | 0.14%             | 2031-05-01      | Fixed         | 0.50%                 | 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      | $9096283.95   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC             | Axon Enterprise Inc                     | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    440000 | PA      | $1407560.00   | 0.10%             | 2027-12-15      | 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        |   1090000 | PA      | $1394655.00   | 0.10%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CYBERARK SOFTWARE LTD           | CyberArk Software Ltd                   | CUSIP: 23248VAC9<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   3195000 | PA      | $3725370.00   | 0.27%             | 2030-06-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC             | Coinbase Global Inc                     | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2486300.00   | 0.18%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | MICROSOFT CORP                          | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -126 | NC      | $-14112.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Old National Bancorp/IN         | Old National Bancorp/IN                 | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    457003 | NS      | $9336571.29   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET LAB USA                  | Rocket Lab USA Inc                      | CUSIP: 773122AA4<br>LEI: 254900B4DEYFZJ980A14 | Long             | DBT              | CORP              | US        |    175000 | PA      | $2146593.75   | 0.16%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IREN LTD                        | IREN Ltd                                | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   2985000 | PA      | $3143205.00   | 0.23%             | 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        |    740000 | PA      | $1006400.00   | 0.07%             | 2030-07-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                  | Amazon.com Inc                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    193956 | NS      | $47367934.32  | 3.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHATEC HOLDINGS INC           | Alphatec Holdings Inc                   | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2974528.16   | 0.22%             | 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        |   1530000 | PA      | $2705040.00   | 0.20%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equitie  | Alexandria Real Estate Equities Inc     | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |    504176 | NS      | $29353126.72  | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC           | Uber Technologies Inc                   | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $4455200.08   | 0.33%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                      | Pfizer Inc                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   1207993 | NS      | $29777027.45  | 2.18%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | MARVELL TECHNOLOGY INC                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -888 | NC      | $-288600.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                   | Snowflake Inc                           | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $5140575.00   | 0.38%             | 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      | $1511975.00   | 0.11%             | 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        |   4830000 | PA      | $4914525.00   | 0.36%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pinnacle Financial Partners In  | Pinnacle Financial Partners Inc         | CUSIP: 72346Q104<br>LEI: 54930098EZ8JMSAZGS24 | Long             | EC               | CORP              | US        |    157756 | NS      | $13442388.76  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Financial System Inc  | Community Financial System Inc          | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |    173884 | NS      | $9647084.32   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                   | Synaptics Inc                           | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1524090.00   | 0.11%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                | Wells Fargo & Co                        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    127249 | NS      | $11066845.53  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC         | Mirion Technologies Inc                 | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $3081600.00   | 0.23%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP            | Ares Management Corp                    | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |     32650 | NS      | $1544018.50   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                   | Boeing Co/The                           | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |     96680 | NS      | $6257129.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-22

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer