# EDGAR Filing Document

**Accession Number:** 0001260563
**File Stem:** 0001752724-23-065080
**Filing Date:** 2023-3
**Character Count:** 89595
**Document Hash:** 491008ddf8e15d46ee9a7ce58c754bc7
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065080.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065080

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**PERIOD START**: 20230131

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Dividend, Interest & Premium Strategy Fund
- **CENTRAL INDEX KEY:** 0001260563
- **STANDARD INDUSTRIAL CLASSIFICATION:** LOAN BROKERS [6163]
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21417
- **FILM NUMBER:** 23758335

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** GREENFIELD

  - **State:** MA

  - **Foreign country:** US

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

  - **Telephone number:** 800-254-5197

**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:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $1351248592.18

**Total Liabilities:** $6016830.08

**Net Assets:** $1345231762.10

**Cash Not Reported:** $393345.91

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 7.47%                | -4.46%               | 8.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3352398.93              | $90236087.02                               |
| Month 2  | $8332529.03              | $-70004403.38                              |
| Month 3  | $2689600.43              | $103791632.42                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Teleflex Inc                   | Teleflex Inc                              | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     76366 | NS      | $18589011.72  | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                    | Wayfair Inc                               | CUSIP: 94419LAD3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2148519.25   | 0.16%             | 2024-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ferrari NV                     | Ferrari NV                                | CUSIP: 000000000<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |     24357 | NS      | $6121157.67   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                 | Cloudflare Inc                            | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $3499562.50   | 0.26%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP              | DISH Network Corp                         | CUSIP: 25470MAB5<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2785000 | PA      | $1822203.69   | 0.14%             | 2026-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ZILLOW GROUP INC               | Zillow Group Inc                          | CUSIP: 98954MAH4<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4323390.00   | 0.32%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                 | Amazon.com Inc                            | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |    115712 | NS      | $11933378.56  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| PIONEER NATURAL RESOURCE       | Pioneer Natural Resources Co              | CUSIP: 723787AP2<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $3199400.00   | 0.24%             | 2025-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund    | BlackRock Liquidity FedFund               | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  38608211 | NS      | $38608210.82  | 2.87%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                        | Box Inc                                   | CUSIP: 10316TAB0<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1508062.50   | 0.11%             | 2026-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MIDDLEBY CORP                  | Middleby Corp/The                         | CUSIP: 596278AB7<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1447995.00   | 0.11%             | 2025-09-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP         | Boston Scientific Corp                    | CUSIP: 101137206<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EP               | CORP              | US        |     24910 | NS      | $2842978.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals Inc | Air Products and Chemicals Inc            | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     43013 | NS      | $13786096.63  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PURE STORAGE INC               | Pure Storage Inc                          | CUSIP: 74624MAB8<br>LEI: 549300NPDB0BZTK3WO90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $144885.00    | 0.01%             | 2023-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The             | Home Depot Inc/The                        | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    104852 | NS      | $33989872.84  | 2.53%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co            | JPMorgan Chase & Co                       | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |    297969 | NS      | $41703741.24  | 3.10%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc    | American Water Works Co Inc               | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |     67451 | NS      | $10555406.99  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc         | IDEXX Laboratories Inc                    | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |     26879 | NS      | $12915359.50  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC          | Lumentum Holdings Inc                     | CUSIP: 55024UAE9<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1489750.50   | 0.11%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC           | Booking Holdings Inc                      | CUSIP: 09857LAN8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $3160836.00   | 0.23%             | 2025-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | HOME DEPOT INC/THE                        | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -209 | NC      | $-23617.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | NVIDIA CORP                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -79 | NC      | $-56090.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | JPMORGAN CHASE & CO                       | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -744 | NC      | $-57288.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                              | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     87540 | NS      | $8742619.80   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC             | NextEra Energy Inc                        | CUSIP: 65339F770<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     66795 | NS      | $3339082.05   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS BANK PLC              | Barclays Bank PLC                         | CUSIP: 06739GCF4<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | GB        |   2955000 | PA      | $3155839.29   | 0.23%             | 2025-02-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC           | Bridgebio Pharma Inc                      | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $672361.00    | 0.05%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN       | Live Nation Entertainment Inc             | CUSIP: 538034AZ2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1313812.50   | 0.10%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPLIGEN CORP                  | Repligen Corp                             | CUSIP: 759916AB5<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |    910000 | PA      | $1540175.00   | 0.11%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                    | Walmart Inc                               | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     80239 | NS      | $11543984.93  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC             | NextEra Energy Inc                        | CUSIP: 65339F713<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     27325 | NS      | $1310233.75   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                | Ross Stores Inc                           | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     82859 | NS      | $9793105.21   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL.COM HOLDINGS INC          | Bill.com Holdings Inc                     | CUSIP: 090043AD2<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $4451100.00   | 0.33%             | 2027-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                    | NVIDIA Corp                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     79940 | NS      | $15617877.80  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC                     | Splunk Inc                                | CUSIP: 848637AD6<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1475610.00   | 0.11%             | 2025-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC.                   | Zscaler Inc                               | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1218137.50   | 0.09%             | 2025-07-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                   | Danaher Corp                              | CUSIP: 235851409<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EP               | CORP              | US        |      1650 | NS      | $2217600.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES CO          | Southwest Airlines Co                     | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1414820.00   | 0.11%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                  | CUSIP: 26884LAK5<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    605000 | PA      | $1357317.50   | 0.10%             | 2026-05-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALTERYX INC                    | Alteryx Inc                               | CUSIP: 02156BAD5<br>LEI: 549300XWZG0JHL7I0827 | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2007250.00   | 0.15%             | 2024-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc  | Intercontinental Exchange Inc             | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |    104716 | NS      | $11262205.80  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVESTMENTS I LTD         | Jazz Investments I Ltd                    | CUSIP: 472145AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3375000 | PA      | $3961406.25   | 0.29%             | 2026-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL AND GAS INC       | Northern Oil and Gas Inc                  | CUSIP: 665531AH2<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $2200930.00   | 0.16%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp              | Kinross Gold Corp                         | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |   3038664 | NS      | $14099400.96  | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                      | Adobe Inc                                 | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |    121678 | NS      | $45062230.52  | 3.35%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                       | Snap Inc                                  | CUSIP: 83304AAG1<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $1945350.00   | 0.14%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | NORFOLK SOUTHERN CORP                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -128 | NC      | $-2176.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BLOCK INC                      | Block Inc                                 | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $641000.00    | 0.05%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | MICROSOFT CORP                            | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -156 | NC      | $-10764.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                      | Block Inc                                 | CUSIP: 852234AF0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2958725.00   | 0.22%             | 2025-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc    | Honeywell International Inc               | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     41788 | NS      | $8711962.24   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                   | Stryker Corp                              | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |     36880 | NS      | $9360512.80   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                | Best Buy Co Inc                           | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |    143033 | NS      | $12689887.76  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                 | ServiceNow Inc                            | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |     26223 | NS      | $11934873.99  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | MICROSOFT CORP                            | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -156 | NC      | $-11700.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | HOME DEPOT INC/THE                        | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -209 | NC      | $-8360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE INC                     | Stride Inc                                | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2840768.00   | 0.21%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN       | Halozyme Therapeutics Inc                 | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2663631.25   | 0.20%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | ADOBE INC                                 | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -182 | NC      | $-125944.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp          | Norfolk Southern Corp                     | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     44249 | NS      | $10876846.69  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| SPLUNK INC                     | Splunk Inc                                | CUSIP: 848637AF1<br>LEI: 549300XGDSGBP6UEI867 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2461316.00   | 0.18%             | 2027-06-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AIR TRANSPORT SERVICES G       | Air Transport Services Group Inc          | CUSIP: 00922RAB1<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1784640.00   | 0.13%             | 2024-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | NVIDIA CORP                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -199 | NC      | $-72237.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL        | BioMarin Pharmaceutical Inc               | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |   2960000 | PA      | $3330000.00   | 0.25%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -186 | NC      | $-7440.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp          | Truist Financial Corp                     | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    223088 | NS      | $11018316.32  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKIVA INC                    | Workiva Inc                               | CUSIP: 98139AAB1<br>LEI: 529900RTOQ8GRWHY1O58 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $2341740.00   | 0.17%             | 2026-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | NIKE INC                                  | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -276 | NC      | $-4968.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NOVOCURE LTD                   | Novocure Ltd                              | CUSIP: 67011XAB9<br>LEI: 213800YPP55UMHWA4826 | Long             | DBT              | CORP              | JE        |   2220000 | PA      | $2147850.00   | 0.16%             | 2025-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                   | Parsons Corp                              | CUSIP: 70202LAB8<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1602855.11   | 0.12%             | 2025-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.      | SERVICENOW INC                            | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -26 | NC      | $-12220.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC            | Shift4 Payments Inc                       | CUSIP: 82452JAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1990000 | PA      | $2124325.00   | 0.16%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS             | Palo Alto Networks Inc                    | CUSIP: 697435AD7<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $2722320.00   | 0.20%             | 2023-07-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE FINANCIAL       | JPMorgan Chase Financial Co LLC           | CUSIP: 48133DL24<br>LEI: 549300NJFDJOFYVV6789 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $3348360.00   | 0.25%             | 2027-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                      | PG&E Corp                                 | CUSIP: 69331C140<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     13995 | NS      | $1976933.70   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc   | Thermo Fisher Scientific Inc              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |     18977 | NS      | $10823152.41  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                      | Ball Corp                                 | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |    186336 | NS      | $10852208.64  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                       | MSCI Inc                                  | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     23256 | NS      | $12361959.36  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC            | Shift4 Payments Inc                       | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3455000 | PA      | $3083587.50   | 0.23%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP            | Exact Sciences Corp                       | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3515525.00   | 0.26%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SILICON LABORATORIES INC       | Silicon Laboratories Inc                  | CUSIP: 826919AD4<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | DBT              | CORP              | US        |    560000 | PA      | $776664.00    | 0.06%             | 2025-06-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp     | Capital One Financial Corp                | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |    105528 | NS      | $12557832.00  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                 | Morgan Stanley                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |    127824 | NS      | $12441109.92  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                   | Alphabet Inc                              | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    102760 | NS      | $10156798.40  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                     | AMETEK Inc                                | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |     86021 | NS      | $12466163.32  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL ENVIRONMENTAL INC          | GFL Environmental Inc                     | CUSIP: 36168Q120<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EP               | CORP              | CA        |     27975 | NS      | $1920763.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| BOFA FINANCE LLC               | BofA Finance LLC                          | CUSIP: 09709UV70<br>LEI: 549300CGZYSEY3ZSIW16 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1702949.70   | 0.13%             | 2027-05-25      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -186 | NC      | $-1860.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                  | Medtronic PLC                             | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    116256 | NS      | $9729464.64   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc   | Medical Properties Trust Inc              | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    862872 | NS      | $11174192.40  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc             | Meta Platforms Inc                        | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |    134906 | NS      | $20096946.82  | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc     | Verizon Communications Inc                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    242552 | NS      | $10082886.64  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC              | Post Holdings Inc                         | CUSIP: 737446AS3<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   2410000 | PA      | $2622803.00   | 0.19%             | 2027-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                          | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      5650 | NS      | $7107643.50   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP             | Liberty Media Corp                        | CUSIP: 531229AB8<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2941875.00   | 0.22%             | 2023-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CONMED CORP                    | CONMED Corp                               | CUSIP: 207410AG6<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1432007.50   | 0.11%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INSMED INC                     | Insmed Inc                                | CUSIP: 457669AA7<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1684475.00   | 0.13%             | 2025-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc          | Texas Instruments Inc                     | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     65470 | NS      | $11601938.70  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY BROADBAND CORP         | Liberty Broadband Corp                    | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1376855.35   | 0.10%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | DR HORTON INC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -404 | NC      | $-20200.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                 | Starbucks Corp                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |    137088 | NS      | $14961784.32  | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DISH NETWORK CORP              | DISH Network Corp                         | CUSIP: 25470MAF6<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   2230000 | PA      | $1470685.00   | 0.11%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                      | Apple Inc                                 | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |    264633 | NS      | $38183895.57  | 2.84%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | LAM RESEARCH CORP                         | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -67 | NC      | $-29011.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SUNNOVA ENERGY INTL INC        | Sunnova Energy International Inc          | CUSIP: 86745KAG9<br>LEI: 549300JK1Y1VVC3JU540 | Long             | DBT              | CORP              | US        |   2705000 | PA      | $2277339.50   | 0.17%             | 2028-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PAGERDUTY INC.                 | PagerDuty Inc                             | CUSIP: 69553PAB6<br>LEI: 549300U1SB749EDAGH21 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1387325.00   | 0.10%             | 2025-07-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                    | Wayfair Inc                               | CUSIP: 94419LAF8<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    700000 | PA      | $532000.00    | 0.04%             | 2026-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ENVESTNET INC                  | Envestnet Inc                             | CUSIP: 29404KAF3<br>LEI: 549300HLWZ5OKIDM8737 | Long             | DBT              | CORP              | US        |    860000 | PA      | $961050.00    | 0.07%             | 2027-12-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                     | Rapid7 Inc                                | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1447300.00   | 0.11%             | 2027-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | ALPHABET INC                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -308 | NC      | $-18788.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENPHASE ENERGY INC             | Enphase Energy Inc                        | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2490345.00   | 0.19%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | COSTCO WHOLESALE CORP                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -30 | NC      | $-18750.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD          | NABORS INDUSTRIES LTD                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       876 | NC      | $26718.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAREPTA THERAPEUTICS INC       | Sarepta Therapeutics Inc                  | CUSIP: 803607AC4<br>LEI: 549300IKDPIED8J8IG21 | Long             | DBT              | CORP              | US        |   3700000 | PA      | $4205050.00   | 0.31%             | 2027-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | ALPHABET INC                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -262 | NC      | $-48208.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                     | Insmed Inc                                | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |    980000 | PA      | $869750.00    | 0.06%             | 2028-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | AMAZON.COM INC                            | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -115 | NC      | $-51175.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | AMAZON.COM INC                            | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -231 | NC      | $-60060.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equitie | Alexandria Real Estate Equities Inc       | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |     73336 | NS      | $11788028.64  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                  | Wolfspeed Inc                             | CUSIP: 977852AC6<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1145924.01   | 0.09%             | 2029-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GS FINANCE CORP                | GS Finance Corp                           | CUSIP: 40057PBH4<br>LEI: 549300FR80KBVO6DRL61 | Long             | DBT              | CORP              | US        |   4235000 | PA      | $4427247.83   | 0.33%             | 2027-12-29      | Fixed         | 0.50%                 | No            |                  3 | On Loan: No      |
| ETSY INC                       | Etsy Inc                                  | CUSIP: 29786AAL0<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   2790000 | PA      | $2868399.00   | 0.21%             | 2027-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS        | Alnylam Pharmaceuticals Inc               | CUSIP: 02043QAA5<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   2205000 | PA      | $2351191.50   | 0.17%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| STEM INC                       | Stem Inc                                  | CUSIP: 85859NAA0<br>LEI: 549300GVWIYFILN5V546 | Long             | DBT              | CORP              | US        |   3175000 | PA      | $2134139.15   | 0.16%             | 2028-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc      | United Parcel Service Inc                 | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     55497 | NS      | $10279709.31  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC            | Coinbase Global Inc                       | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1432912.50   | 0.11%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| HUBSPOT INC                    | HubSpot Inc                               | CUSIP: 443573AD2<br>LEI: 529900BLNVEW0MVKJB37 | Long             | DBT              | CORP              | US        |    700000 | PA      | $967750.00    | 0.07%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | APPLE INC                                 | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -396 | NC      | $-87912.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | ZOETIS INC                                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -495 | NC      | $-14850.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                    | Phillips 66                               | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |    133368 | NS      | $13372809.36  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| 3D SYSTEMS CORP                | 3D Systems Corp                           | CUSIP: 88554DAD8<br>LEI: 5493003HHDOCCW4OP744 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1313118.75   | 0.10%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                      | Aptiv PLC                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | IE        |      9985 | NS      | $1258010.15   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | BEST BUY CO INC                           | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -429 | NC      | $-34320.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                      | Pool Corp                                 | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |     29192 | NS      | $11256727.12  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| VAIL RESORTS INC               | Vail Resorts Inc                          | CUSIP: 91879QAN9<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3132087.50   | 0.23%             | 2026-01-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| REPAY HOLDINGS                 | Repay Holdings Corp                       | CUSIP: 76029LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2373550.00   | 0.18%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                    | Nutanix Inc                               | CUSIP: 67059NAH1<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1531584.20   | 0.11%             | 2027-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp          | Costco Wholesale Corp                     | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     10226 | NS      | $5226917.64   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC          | Lumentum Holdings Inc                     | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |    385000 | PA      | $349387.50    | 0.03%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                     | Intuit Inc                                | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     25618 | NS      | $10827960.06  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.      | SERVICENOW INC                            | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -52 | NC      | $-9360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALOCEAN HOLDINGS          | DigitalOcean Holdings Inc                 | CUSIP: 25402DAB8<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2310175.00   | 0.17%             | 2026-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | MEDTRONIC PLC                             | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -348 | NC      | $-14268.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc             | Domino's Pizza Inc                        | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Long             | EC               | CORP              | US        |     29658 | NS      | $10469274.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | LAM RESEARCH CORP                         | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -67 | NC      | $-47235.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | LULULEMON ATHLETICA INC                   | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -51 | NC      | $-2091.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp            | American Tower Corp                       | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     47808 | NS      | $10679829.12  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd               | CUSIP: 780153BP6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1240000 | PA      | $1892860.00   | 0.14%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP FINANCECO 2        | Match Group Financeco 2 Inc               | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1625081.25   | 0.12%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | CUMMINS INC                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -127 | NC      | $-28575.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp           | Bank of America Corp                      | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    889735 | NS      | $31567797.80  | 2.35%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | DIGITAL REALTY TRUST INC                  | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -196 | NC      | $-66640.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | DIGITAL REALTY TRUST INC                  | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -491 | NC      | $-46645.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc     | Stanley Black & Decker Inc                | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |    248127 | NS      | $22160222.37  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                   | Danaher Corp                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     38458 | NS      | $10167526.04  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| INSULET CORPORATION            | Insulet Corp                              | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $2215702.50   | 0.16%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | ADOBE INC                                 | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -182 | NC      | $-48230.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc       | Digital Realty Trust Inc                  | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |    196473 | NS      | $22519735.26  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| EVOLENT HEALTH INC             | Evolent Health Inc                        | CUSIP: 30050BAD3<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1862400.00   | 0.14%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MEDIA CORP             | Liberty Media Corp-Liberty Formula One    | CUSIP: 531229AL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2970180.00   | 0.22%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                     | Zoetis Inc                                | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |    198049 | NS      | $32775129.01  | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.      | TRANSUNION                                | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -950 | NC      | $-121125.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ETSY INC                       | Etsy Inc                                  | CUSIP: 29786AAN6<br>LEI: 54930089Q7XT501AEA40 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2190039.00   | 0.16%             | 2028-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | DANAHER CORP                              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -96 | NC      | $-1440.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc       | Lennox International Inc                  | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     52914 | NS      | $13790446.68  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BEAUTY HEALTH CO/THE           | Beauty Health Co/The                      | CUSIP: 88331LAA6<br>LEI: 5493001Z2JZQT4C63C50 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2425740.63   | 0.18%             | 2026-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENPHASE ENERGY INC             | Enphase Energy Inc                        | CUSIP: 29355AAK3<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |    405000 | PA      | $435490.83    | 0.03%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | STANLEY BLACK & DECKER INC                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -124 | NC      | $-40920.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.      | VEEVA SYSTEMS INC                         | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -148 | NC      | $-14060.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC         | Tyler Technologies Inc                    | CUSIP: 902252AB1<br>LEI: 25490040SMU4Z8LBCW70 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2369002.50   | 0.18%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                   | Broadcom Inc                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     17502 | NS      | $10238845.02  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| REVANCE THERAPEUTICS INC       | Revance Therapeutics Inc                  | CUSIP: 761330AB5<br>LEI: 549300N33TFDZHS81H11 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1965420.00   | 0.15%             | 2027-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.      | CELANESE CORP                             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -554 | NC      | $-30470.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CYBERARK SOFTWARE LTD          | CyberArk Software Ltd                     | CUSIP: 23248VAB1<br>LEI: 529900YEXNDM894PWS93 | Long             | DBT              | CORP              | IL        |   1310000 | PA      | $1440214.00   | 0.11%             | 2024-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| 2020 CASH EXCH TRUST           | 2020 Cash Mandatory Exchangeable Trust    | CUSIP: 901375105<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      2425 | NS      | $2924889.50   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| 2020 MANDATORY EXCHANGE        | 2020 Mandatory Exchangeable Trust         | CUSIP: 901376202<br>LEI: N/A                  | Long             | EP               | CORP              | US        |      1780 | NS      | $1850185.40   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | STANLEY BLACK & DECKER INC                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -496 | NC      | $-69440.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | WALMART INC                               | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -240 | NC      | $-9120.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                       | NIKE Inc                                  | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     92072 | NS      | $11723527.76  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I | West Pharmaceutical Services Inc          | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |     51920 | NS      | $13789952.00  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP        | American Airlines Group Inc               | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1776250.00   | 0.13%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.      | BROADCOM INC                              | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |       -52 | NC      | $-26000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC          | Uber Technologies Inc                     | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4064201.87   | 0.30%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LITHIUM AMERICAS CORP          | Lithium Americas Corp                     | CUSIP: 53680QAA6<br>LEI: 529900Q9ENG7EHHZ5R75 | Long             | DBT              | CORP              | CA        |   2225000 | PA      | $1915725.00   | 0.14%             | 2027-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KBR INC                        | KBR Inc                                   | CUSIP: 48242WAB2<br>LEI: 254900OFQDXZRKRCV808 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $2164520.00   | 0.16%             | 2023-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| M/A-COM TECH SOLUTIONS         | MACOM Technology Solutions Holdings Inc   | CUSIP: 55405YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1135200.00   | 0.08%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | VISA INC                                  | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -153 | NC      | $-3825.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AXON ENTERPRISE INC            | Axon Enterprise Inc                       | CUSIP: 05464CAA9<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2470200.00   | 0.18%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Willis Towers Watson PLC       | Willis Towers Watson PLC                  | CUSIP: 000000000<br>LEI: 549300WHC56FF48KL350 | Long             | EC               | CORP              | GB        |     44320 | NS      | $11265700.80  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMEN       | Live Nation Entertainment Inc             | CUSIP: 538034AU3<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $3093647.50   | 0.23%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                   | KKR & Co Inc                              | CUSIP: 48251W401<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     25045 | NS      | $1692040.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                       | CUSIP: 94973VBG1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    175000 | PA      | $1247207.50   | 0.09%             | 2042-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SNAP INC                       | Snap Inc                                  | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1724140.00   | 0.13%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TOPGOLF CALL BRAN CORP         | Topgolf Callaway Brands Corp              | CUSIP: 131193AE4<br>LEI: 5493005UB0KFRKBPCU72 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1638703.13   | 0.12%             | 2026-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TSMC                           | Taiwan Semiconductor Manufacturing Co Ltd | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |    124218 | NS      | $11518735.14  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| BENTLEY SYSTEMS INC            | Bentley Systems Inc                       | CUSIP: 08265TAB5<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $2845920.00   | 0.21%             | 2026-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | ADVANCED MICRO DEVICES INC                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -333 | NC      | $-69264.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD            | NCL Corp Ltd                              | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   5980000 | PA      | $4559750.00   | 0.34%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | TEXAS INSTRUMENTS INC                     | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -196 | NC      | $-3920.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                    | Toro Co/The                               | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     83427 | NS      | $9303779.04   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC        | DraftKings Holdings Inc                   | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   2730000 | PA      | $1856400.00   | 0.14%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp              | Lam Research Corp                         | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |     44825 | NS      | $22416982.50  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | MICROSOFT CORP                            | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -313 | NC      | $-5947.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC             | Unity Software Inc                        | CUSIP: 91332UAB7<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1283715.00   | 0.10%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | UNITED PARCEL SERVICE INC                 | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -166 | NC      | $-4150.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc     | Advanced Micro Devices Inc                | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    111060 | NS      | $8346159.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                     | Dexcom Inc                                | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   6635000 | PA      | $6986655.00   | 0.52%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                    | Wayfair Inc                               | CUSIP: 94419LAN1<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1164000.00   | 0.09%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PLUG POWER INC                 | Plug Power Inc                            | CUSIP: 72919PAD5<br>LEI: 549300JPDKRSJ8JSM954 | Long             | DBT              | CORP              | US        |    275000 | PA      | $934312.50    | 0.07%             | 2025-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC          | Burlington Stores Inc                     | CUSIP: 122017AB2<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   1890000 | PA      | $2341237.50   | 0.17%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LIVENT CORP                    | Livent Corp                               | CUSIP: 53814LAB4<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | DBT              | CORP              | US        |    505000 | PA      | $1551360.00   | 0.12%             | 2025-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS IN       | Halozyme Therapeutics Inc                 | CUSIP: 40637HAE9<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |    540000 | PA      | $599737.50    | 0.04%             | 2028-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                    | Cummins Inc                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     36549 | NS      | $9120437.46   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | META PLATFORMS INC                        | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -404 | NC      | $-145844.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC        | Akamai Technologies Inc                   | CUSIP: 00971TAJ0<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1987632.50   | 0.15%             | 2025-05-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SHAKE SHACK INC                | Shake Shack Inc                           | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $1832876.98   | 0.14%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | APPLE INC                                 | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -529 | NC      | $-52371.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA         | First Republic Bank/CA                    | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |     85309 | NS      | $12018331.92  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | JPMORGAN CHASE & CO                       | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -297 | NC      | $-7425.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | INTUIT INC                                | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -76 | NC      | $-53960.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                      | Five9 Inc                                 | CUSIP: 338307AD3<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |   3170000 | PA      | $2994065.00   | 0.22%             | 2025-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NATERA INC                     | Natera Inc                                | CUSIP: 632307AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1470420.00   | 0.11%             | 2027-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                  | DR Horton Inc                             | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |    134978 | NS      | $13320978.82  | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Lululemon Athletica Inc        | Lululemon Athletica Inc                   | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | CA        |     33987 | NS      | $10429930.56  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CYTOKINETICS INC               | Cytokinetics Inc                          | CUSIP: 23282WAB6<br>LEI: 549300BE5DY1HW7IHA64 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1728000.70   | 0.13%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS             | Palo Alto Networks Inc                    | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $3400925.00   | 0.25%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP            | Exact Sciences Corp                       | CUSIP: 30063PAC9<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |    350000 | PA      | $312375.00    | 0.02%             | 2028-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| TECHTARGET INC                 | TechTarget Inc                            | CUSIP: 87874RAD2<br>LEI: 529900YQA5JL2H2VMB84 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1532445.74   | 0.11%             | 2026-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | STARBUCKS CORP                            | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -479 | NC      | $-52690.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc              | Veeva Systems Inc                         | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     59238 | NS      | $10103040.90  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | THERMO FISHER SCIENTIFIC INC              | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |       -56 | NC      | $-1540.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Celanese Corp                  | Celanese Corp                             | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Long             | EC               | CORP              | US        |    184807 | NS      | $22768222.40  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc       | MarketAxess Holdings Inc                  | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     42573 | NS      | $15490186.05  | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LUCID GROUP INC                | Lucid Group Inc                           | CUSIP: 549498AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1470000 | PA      | $950906.25    | 0.07%             | 2026-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| TransUnion                     | TransUnion                                | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |    317332 | NS      | $22768571.00  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                  | Wolfspeed Inc                             | CUSIP: 977852AA0<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $2983875.00   | 0.22%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MP MATERIALS CORP              | MP Materials Corp                         | CUSIP: 553368AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1565000.00   | 0.12%             | 2026-04-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP          | ON Semiconductor Corp                     | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1761912.50   | 0.13%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.      | AMERICAN WATER WORKS CO INC               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -236 | NC      | $-15340.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sun Communities Inc            | Sun Communities Inc                       | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | EC               | CORP              | US        |     69734 | NS      | $10938475.24  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | MORGAN STANLEY                            | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -447 | NC      | $-5364.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CONFLUENT INC                  | Confluent Inc                             | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1500786.00   | 0.11%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WORLD WRESTLING ENTERTAI       | World Wrestling Entertainment Inc         | CUSIP: 98156QAB4<br>LEI: 549300WZVLSCS3L4L698 | Long             | DBT              | CORP              | US        |    605000 | PA      | $2052765.00   | 0.15%             | 2023-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FARFETCH LTD                   | Farfetch Ltd                              | CUSIP: 30744WAD9<br>LEI: 549300QFQ74Z0F96NS78 | Long             | DBT              | CORP              | KY        |   1255000 | PA      | $1098752.50   | 0.08%             | 2027-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The       | Estee Lauder Cos Inc/The                  | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     44802 | NS      | $12413738.16  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC       | Microchip Technology Inc                  | CUSIP: 595017AU8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1858203.13   | 0.14%             | 2024-11-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| SOLAR EDGE TECHNOLOGIES        | SolarEdge Technologies Inc                | CUSIP: 83417MAD6<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |    955000 | PA      | $1282087.50   | 0.10%             | 2025-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                 | Microsoft Corp                            | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    156910 | NS      | $38883867.10  | 2.89%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK STOCK EXCHANGE        | ROSS STORES INC                           | CUSIP: 000000000<br>LEI: 549300HIIRNTNKXV3M12 | N/A              | DE               | CORP              | US        |      -248 | NC      | $-16120.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                       | Visa Inc                                  | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     51287 | NS      | $11806780.27  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-17

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer