# EDGAR Filing Document

**Accession Number:** 0001260563
**File Stem:** 0001752724-25-155248
**Filing Date:** 2025-6
**Character Count:** 132195
**Document Hash:** 0ff9ad73780a36232de685e82dcf3c8e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-155248.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-155248

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**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:** 251072246

**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)

#### April 30, 2025
($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Convertible Bonds and Notes—17.2%** | **Convertible Bonds and Notes—17.2%** | **Convertible Bonds and Notes—17.2%** |
| **Aerospace & Defense—0.1%** | **Aerospace & Defense—0.1%** |  |
| Rocket Lab USA, Inc. 144A<br> 4.250%, 2/1/29<sup>(1)</sup> | $150 | $653 |
| **Auto Manufacturers—0.4%** | **Auto Manufacturers—0.4%** |  |
| Rivian Automotive, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;4.625%, 3/15/29 | &nbsp;&nbsp; 2165 | &nbsp;&nbsp; 2210 |
| &nbsp;&nbsp;&nbsp;3.625%, 10/15/30 | &nbsp;&nbsp; 2355 | &nbsp;&nbsp; 2133 |
|  |  | &nbsp;&nbsp; 4343 |
| **Biotechnology—1.1%** | **Biotechnology—1.1%** |  |
| Alnylam Pharmaceuticals, Inc.<br> 1.000%, 9/15/27 | &nbsp;&nbsp; 2675 | &nbsp;&nbsp; 3067 |
| Bridgebio Pharma, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;2.500%, 3/15/27 | &nbsp;&nbsp; 1520 | &nbsp;&nbsp; 1815 |
| &nbsp;&nbsp;&nbsp;144A 1.750%, 3/1/31<sup>(1)</sup> | &nbsp;&nbsp; 725 | &nbsp;&nbsp; 792 |
| Guardant Health, Inc.<br> 1.250%, 2/15/31 | &nbsp;&nbsp; 1450 | &nbsp;&nbsp; 1556 |
| Halozyme Therapeutics, Inc.<br> 0.250%, 3/1/27 | &nbsp;&nbsp; 3770 | &nbsp;&nbsp; 3932 |
| Insmed, Inc.<br> 0.750%, 6/1/28 | &nbsp;&nbsp; 595 | &nbsp;&nbsp; 1339 |
| Travere Therapeutics, Inc.<br> 2.250%, 3/1/29 | &nbsp;&nbsp; 1610 | &nbsp;&nbsp; 1626 |
|  |  | &nbsp;&nbsp; 14127 |
| **Commercial Services—0.7%** | **Commercial Services—0.7%** |  |
| Affirm Holdings, Inc. 144A<br> 0.750%, 12/15/29<sup>(1)</sup> | &nbsp;&nbsp; 1265 | &nbsp;&nbsp; 1138 |
| Block, Inc.<br> 0.000%, 5/1/26<sup>(2)</sup> | &nbsp;&nbsp; 3620 | &nbsp;&nbsp; 3432 |
| Shift4 Payments, Inc.<br> 0.500%, 8/1/27 | &nbsp;&nbsp; 3245 | &nbsp;&nbsp; 3284 |
| Stride, Inc.<br> 1.125%, 9/1/27 | &nbsp;&nbsp; 455 | &nbsp;&nbsp; 1242 |
|  |  | &nbsp;&nbsp; 9096 |
| **Computers—1.4%** | **Computers—1.4%** |  |
| Lumentum Holdings, Inc.<br> 0.500%, 12/15/26 | &nbsp;&nbsp; 4990 | &nbsp;&nbsp; 5141 |
| PAR Technology Corp.<br> 1.500%, 10/15/27 | &nbsp;&nbsp; 2265 | &nbsp;&nbsp; 2383 |
| Parsons Corp.<br> 2.625%, 3/1/29 | &nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1054 |
| Seagate HDD Cayman<br> 3.500%, 6/1/28 | &nbsp;&nbsp; 2095 | &nbsp;&nbsp; 2650 |
| Super Micro Computer, Inc.<br> 3.500%, 3/1/29 | &nbsp;&nbsp; 1355 | &nbsp;&nbsp; 1249 |
| Western Digital Corp.<br> 3.000%, 11/15/28 | &nbsp;&nbsp; 1535 | &nbsp;&nbsp; 2083 |
| Zscaler, Inc.<br> 0.125%, 7/1/25 | &nbsp;&nbsp; 1485 | &nbsp;&nbsp; 2228 |
|  |  | &nbsp;&nbsp; 16788 |
| **Diversified REITS—0.3%** | **Diversified REITS—0.3%** |  |
| Digital Realty Trust LP 144A<br> 1.875%, 11/15/29<sup>(1)</sup> | &nbsp;&nbsp; 3555 | &nbsp;&nbsp; 3694 |

---

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Electric Utilities—1.2%** | **Electric Utilities—1.2%** |  |
| NextEra Energy Capital Holdings, Inc.<br> 3.000%, 3/1/27 | $3630 | $4060 |
| PG&E Corp.<br> 4.250%, 12/1/27 | &nbsp;&nbsp; 3465 | &nbsp;&nbsp; 3600 |
| Southern Co. (The)<br> 3.875%, 12/15/25 | &nbsp;&nbsp; 4645 | &nbsp;&nbsp; 5212 |
| TXNM Energy, Inc. 144A<br> 5.750%, 6/1/54<sup>(1)</sup> | &nbsp;&nbsp; 1875 | &nbsp;&nbsp; 2332 |
|  |  | &nbsp;&nbsp; 15204 |
| **Electronics—0.5%** | **Electronics—0.5%** |  |
| Advanced Energy Industries, Inc.<br> 2.500%, 9/15/28 | &nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1889 |
| Itron, Inc. 144A<br> 1.375%, 7/15/30<sup>(1)</sup> | &nbsp;&nbsp; 1295 | &nbsp;&nbsp; 1412 |
| OSI Systems, Inc. 144A<br> 2.250%, 8/1/29<sup>(1)</sup> | &nbsp;&nbsp; 1895 | &nbsp;&nbsp; 2406 |
|  |  | &nbsp;&nbsp; 5707 |
| **Engineering & Construction—0.2%** | **Engineering & Construction—0.2%** |  |
| Granite Construction, Inc. 144A<br> 3.250%, 6/15/30<sup>(1)</sup> | &nbsp;&nbsp; 1815 | &nbsp;&nbsp; 2286 |
| **Entertainment—1.0%** | **Entertainment—1.0%** |  |
| DraftKings Holdings, Inc.<br> 0.000%, 3/15/28<sup>(2)</sup> | &nbsp;&nbsp; 4445 | &nbsp;&nbsp; 3900 |
| IMAX Corp.<br> 0.500%, 4/1/26 | &nbsp;&nbsp; 1925 | &nbsp;&nbsp; 2045 |
| Live Nation Entertainment, Inc. 144A<br> 2.875%, 1/15/30<sup>(1)</sup> | &nbsp;&nbsp; 6325 | &nbsp;&nbsp; 6540 |
|  |  | &nbsp;&nbsp; 12485 |
| **Financial Services—0.8%** | **Financial Services—0.8%** |  |
| Coinbase Global, Inc.<br> 0.500%, 6/1/26 | &nbsp;&nbsp; 4100 | &nbsp;&nbsp; 4106 |
| Galaxy Digital Holdings LP 144A<br> 2.500%, 12/1/29<sup>(1)</sup> | &nbsp;&nbsp; 2235 | &nbsp;&nbsp; 2163 |
| SoFi Technologies, Inc. 144A<br> 0.000%, 10/15/26<sup>(1)</sup> | &nbsp;&nbsp; 3080 | &nbsp;&nbsp; 3091 |
| Upstart Holdings, Inc. 144A<br> 1.000%, 11/15/30<sup>(1)</sup> | &nbsp;&nbsp; 1275 | &nbsp;&nbsp; 1068 |
|  |  | &nbsp;&nbsp; 10428 |
| **Health Care REITs—0.6%** | **Health Care REITs—0.6%** |  |
| Welltower OP LLC 144A<br> 3.125%, 7/15/29<sup>(1)</sup> | &nbsp;&nbsp; 5990 | &nbsp;&nbsp; 7979 |
| **Healthcare-Products—0.9%** | **Healthcare-Products—0.9%** |  |
| Alphatec Holdings, Inc. 144A<br> 0.750%, 3/15/30<sup>(1)</sup> | &nbsp;&nbsp; 1995 | &nbsp;&nbsp; 1967 |
| Envista Holdings Corp.<br> 2.375%, 6/1/25 | &nbsp;&nbsp; 1380 | &nbsp;&nbsp; 1371 |
| Exact Sciences Corp. 144A<br> 1.750%, 4/15/31<sup>(1)</sup> | &nbsp;&nbsp; 2025 | &nbsp;&nbsp; 1761 |
| Insulet Corp.<br> 0.375%, 9/1/26 | &nbsp;&nbsp; 1465 | &nbsp;&nbsp; 1812 |
| iRhythm Technologies, Inc.<br> 1.500%, 9/1/29 | &nbsp;&nbsp; 1470 | &nbsp;&nbsp; 1531 |

---

See Notes to Schedule of Investments

------

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

#### SCHEDULE OF INVESTMENTS (Unaudited) (Continued)

#### April 30, 2025
($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Healthcare-Products—continued** | **Healthcare-Products—continued** |  |
| Merit Medical Systems, Inc. 144A<br> 3.000%, 2/1/29<sup>(1)</sup> | $995 | $1267 |
| Repligen Corp.<br> 1.000%, 12/15/28 | &nbsp;&nbsp; 1155 | &nbsp;&nbsp; 1179 |
|  |  | &nbsp;&nbsp; 10888 |
| **Industrial REITs—0.3%** | **Industrial REITs—0.3%** |  |
| Rexford Industrial Realty LP 144A<br> 4.375%, 3/15/27<sup>(1)</sup> | &nbsp;&nbsp; 3355 | &nbsp;&nbsp; 3311 |
| **Internet—1.7%** | **Internet—1.7%** |  |
| Alibaba Group Holding Ltd. 144A<br> 0.500%, 6/1/31<sup>(1)</sup> | &nbsp;&nbsp; 450 | &nbsp;&nbsp; 591 |
| Expedia Group, Inc.<br> 0.000%, 2/15/26 | &nbsp;&nbsp; 1580 | &nbsp;&nbsp; 1541 |
| Magnite, Inc.<br> 0.250%, 3/15/26 | &nbsp;&nbsp; 1470 | &nbsp;&nbsp; 1402 |
| Palo Alto Networks, Inc.<br> 0.375%, 6/1/25 | &nbsp;&nbsp; 450 | &nbsp;&nbsp; 1680 |
| Sea Ltd.<br> 2.375%, 12/1/25 | &nbsp;&nbsp; 920 | &nbsp;&nbsp; 1393 |
| Shopify, Inc.<br> 0.125%, 11/1/25 | &nbsp;&nbsp; 2685 | &nbsp;&nbsp; 2674 |
| Snap, Inc.<br> 0.750%, 8/1/26 | &nbsp;&nbsp; 1435 | &nbsp;&nbsp; 1374 |
| Spotify USA, Inc.<br> 0.000%, 3/15/26 | &nbsp;&nbsp; 1010 | &nbsp;&nbsp; 1301 |
| Trip.com Group Ltd. 144A<br> 0.750%, 6/15/29<sup>(1)</sup> | &nbsp;&nbsp; 1635 | &nbsp;&nbsp; 1844 |
| Uber Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp;0.000%, 12/15/25 | &nbsp;&nbsp; 4260 | &nbsp;&nbsp; 4767 |
| &nbsp;&nbsp;&nbsp;0.875%, 12/1/28 | &nbsp;&nbsp; 565 | &nbsp;&nbsp; 740 |
| Wayfair, Inc.<br> 3.250%, 9/15/27 | &nbsp;&nbsp; 1480 | &nbsp;&nbsp; 1376 |
| Zillow Group, Inc.<br> 2.750%, 5/15/25 | &nbsp;&nbsp; 630 | &nbsp;&nbsp; 634 |
|  |  | &nbsp;&nbsp; 21317 |
| **Investment Companies—0.1%** | **Investment Companies—0.1%** |  |
| IREN Ltd. 144A<br> 3.250%, 6/15/30<sup>(1)</sup> | &nbsp;&nbsp; 885 | &nbsp;&nbsp; 641 |
| **Iron & Steel—0.1%** | **Iron & Steel—0.1%** |  |
| United States Steel Corp.<br> 5.000%, 11/1/26 | &nbsp;&nbsp; 420 | &nbsp;&nbsp; 1372 |
| **Leisure Time—0.3%** | **Leisure Time—0.3%** |  |
| NCL Corp., Ltd.<br> 1.125%, 2/15/27 | &nbsp;&nbsp; 2835 | &nbsp;&nbsp; 2678 |
| Royal Caribbean Cruises Ltd.<br> 6.000%, 8/15/25 | &nbsp;&nbsp; 215 | &nbsp;&nbsp; 928 |
|  |  | &nbsp;&nbsp; 3606 |
| **Machinery-Construction & Mining—0.1%** | **Machinery-Construction & Mining—0.1%** |  |
| Bloom Energy Corp. 144A<br> 3.000%, 6/1/29<sup>(1)</sup> | &nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1468 |

---

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Media—0.5%** | **Media—0.5%** |  |
| Liberty Broadband Corp. 144A<br> 3.125%, 3/31/53<sup>(1)</sup> | $4810 | $4861 |
| Liberty Media Corp.-Liberty Formula One<br> 2.250%, 8/15/27 | &nbsp;&nbsp; 1105 | &nbsp;&nbsp; 1342 |
|  |  | &nbsp;&nbsp; 6203 |
| **Metal Fabricate/Hardware—0.2%** | **Metal Fabricate/Hardware—0.2%** |  |
| Xometry, Inc.<br> 1.000%, 2/1/27 | &nbsp;&nbsp; 2465 | &nbsp;&nbsp; 2359 |
| **Mining—0.1%** | **Mining—0.1%** |  |
| MP Materials Corp. 144A<br> 3.000%, 3/1/30<sup>(1)</sup> | &nbsp;&nbsp; 860 | &nbsp;&nbsp; 1197 |
| **Miscellaneous Manufacturing—0.1%** | **Miscellaneous Manufacturing—0.1%** |  |
| Axon Enterprise, Inc.<br> 0.500%, 12/15/27 | &nbsp;&nbsp; 355 | &nbsp;&nbsp; 962 |
| **Oil, Gas & Consumable Fuels—0.2%** | **Oil, Gas & Consumable Fuels—0.2%** |  |
| UGI Corp. 144A<br> 5.000%, 6/1/28<sup>(1)</sup> | &nbsp;&nbsp; 2105 | &nbsp;&nbsp; 2691 |
| **Passenger Airlines—0.2%** | **Passenger Airlines—0.2%** |  |
| American Airlines Group, Inc.<br> 6.500%, 7/1/25 | &nbsp;&nbsp; 3010 | &nbsp;&nbsp; 3007 |
| **Pharmaceuticals—0.5%** | **Pharmaceuticals—0.5%** |  |
| Dexcom, Inc.<br> 0.250%, 11/15/25 | &nbsp;&nbsp; 3940 | &nbsp;&nbsp; 3831 |
| Jazz Investments I Ltd. 144A<br> 3.125%, 9/15/30<sup>(1)</sup> | &nbsp;&nbsp; 2290 | &nbsp;&nbsp; 2487 |
|  |  | &nbsp;&nbsp; 6318 |
| **Retail—0.2%** | **Retail—0.2%** |  |
| Burlington Stores, Inc.<br> 1.250%, 12/15/27 | &nbsp;&nbsp; 1550 | &nbsp;&nbsp; 1986 |
| Shake Shack, Inc.<br> 0.000%, 3/1/28 | &nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1105 |
|  |  | &nbsp;&nbsp; 3091 |
| **Retail REIT—0.1%** | **Retail REIT—0.1%** |  |
| Federal Realty OP LP 144A<br> 3.250%, 1/15/29<sup>(1)</sup> | &nbsp;&nbsp; 975 | &nbsp;&nbsp; 971 |
| **Semiconductors—0.7%** | **Semiconductors—0.7%** |  |
| MACOM Technology Solutions Holdings, Inc. 144A<br> 0.000%, 12/15/29<sup>(1)(2)</sup> | &nbsp;&nbsp; 2160 | &nbsp;&nbsp; 2017 |
| ON Semiconductor Corp. |  |  |
| &nbsp;&nbsp;&nbsp;0.000%, 5/1/27 | &nbsp;&nbsp; 1420 | &nbsp;&nbsp; 1516 |
| &nbsp;&nbsp;&nbsp;0.500%, 3/1/29 | &nbsp;&nbsp; 1435 | &nbsp;&nbsp; 1239 |
| Semtech Corp.<br> 1.625%, 11/1/27 | &nbsp;&nbsp; 1320 | &nbsp;&nbsp; 1550 |
| Synaptics, Inc. 144A<br> 0.750%, 12/1/31<sup>(1)</sup> | &nbsp;&nbsp; 1690 | &nbsp;&nbsp; 1486 |
| Wolfspeed, Inc.<br> 0.250%, 2/15/28 | &nbsp;&nbsp; 2135 | &nbsp;&nbsp; 685 |
|  |  | &nbsp;&nbsp; 8493 |

---

See Notes to Schedule of Investments

------

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

#### SCHEDULE OF INVESTMENTS (Unaudited) (Continued)

#### April 30, 2025
($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Software—2.2%** | **Software—2.2%** |  |
| Alignment Healthcare, Inc. 144A<br> 4.250%, 11/15/29<sup>(1)</sup> | $920 | $1299 |
| Cloudflare, Inc.<br> 0.000%, 8/15/26<sup>(2)</sup> | &nbsp;&nbsp; 3445 | &nbsp;&nbsp;&nbsp; 3500 |
| Confluent, Inc.<br> 0.000%, 1/15/27<sup>(2)</sup> | &nbsp;&nbsp; 2420 | &nbsp;&nbsp;&nbsp; 2222 |
| Datadog, Inc. 144A<br> 0.000%, 12/1/29<sup>(1)(2)</sup> | &nbsp;&nbsp; 3570 | &nbsp;&nbsp;&nbsp; 3209 |
| Guidewire Software, Inc. 144A<br> 1.250%, 11/1/29<sup>(1)</sup> | &nbsp;&nbsp; 2590 | &nbsp;&nbsp;&nbsp; 2848 |
| MicroStrategy, Inc. 144A<br> 0.000%, 12/1/29<sup>(1)(2)</sup> | &nbsp;&nbsp; 6105 | &nbsp;&nbsp;&nbsp; 5552 |
| Nutanix, Inc. 144A<br> 0.500%, 12/15/29<sup>(1)</sup> | &nbsp;&nbsp; 2875 | &nbsp;&nbsp;&nbsp; 3103 |
| Snowflake, Inc. 144A<br> 0.000%, 10/1/29<sup>(1)</sup> | &nbsp;&nbsp; 3445 | &nbsp;&nbsp;&nbsp; 4273 |
| Unity Software, Inc. 144A<br> 0.000%, 3/15/30<sup>(1)</sup> | &nbsp;&nbsp; 1395 | &nbsp;&nbsp;&nbsp; 1311 |
|  |  | &nbsp;&nbsp;&nbsp; 27317 |
| **Telecommunications—0.2%** | **Telecommunications—0.2%** |  |
| AST SpaceMobile, Inc. 144A<br> 4.250%, 3/1/32<sup>(1)</sup> | &nbsp;&nbsp; 680 | &nbsp;&nbsp;&nbsp; 797 |
| InterDigital, Inc.<br> 3.500%, 6/1/27 | &nbsp;&nbsp; 185 | &nbsp;&nbsp;&nbsp; 483 |
| Viavi Solutions, Inc.<br> 1.625%, 3/15/26 | &nbsp;&nbsp; 1470 | &nbsp;&nbsp;&nbsp; 1538 |
|  |  | &nbsp;&nbsp;&nbsp; 2818 |
| **Water Utilities—0.2%** | **Water Utilities—0.2%** |  |
| American Water Capital Corp.<br> 3.625%, 6/15/26 | &nbsp;&nbsp; 2565 | &nbsp;&nbsp;&nbsp; 2642 |
| **Total Convertible Bonds and Notes<br> (Identified Cost $215,277)** | **Total Convertible Bonds and Notes<br> (Identified Cost $215,277)** | &nbsp;&nbsp;&nbsp;&nbsp; **213462** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| **Convertible Preferred Stocks—2.7%** | **Convertible Preferred Stocks—2.7%** | **Convertible Preferred Stocks—2.7%** |
| **Aerospace & Defense—0.7%** | **Aerospace & Defense—0.7%** |  |
| Boeing Co. (The), 6.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135<sup>(3)</sup> | &nbsp;&nbsp; 8286 |
| **Banks—0.6%** | **Banks—0.6%** |  |
| Wells Fargo & Co. Series L, 7.500% | &nbsp;&nbsp;&nbsp; 6740 | &nbsp;&nbsp; 7832 |
| **Capital Markets—0.4%** | **Capital Markets—0.4%** |  |
| Ares Management Corp. Series B, 6.750% | &nbsp;&nbsp;&nbsp; 42525 | &nbsp;&nbsp; 2099 |
| KKR & Co., Inc. Series D, 6.250% | &nbsp;&nbsp;&nbsp; 55020 | &nbsp;&nbsp; 2637 |
|  |  | &nbsp;&nbsp; 4736 |
| **Chemicals—0.1%** | **Chemicals—0.1%** |  |
| Albemarle Corp., 7.250% | &nbsp;&nbsp;&nbsp; 31705 | &nbsp;&nbsp; 971 |
| **Electric Utilities—0.4%** | **Electric Utilities—0.4%** |  |
| NextEra Energy, Inc., 6.926% | &nbsp;&nbsp;&nbsp; 50740 | &nbsp;&nbsp; 1954 |
| PG&E Corp. Series A, 6.000% | &nbsp;&nbsp;&nbsp; 55100 | &nbsp;&nbsp; 2396 |
|  |  | &nbsp;&nbsp; 4350 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Healthcare Providers & Services—0.1%** | **Healthcare Providers & Services—0.1%** |  |
| BrightSpring Health Services, Inc., 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28165 | $1766 |
| **Machinery—0.0%** | **Machinery—0.0%** |  |
| Chart Industries, Inc. Series B, 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9615 | &nbsp;&nbsp;&nbsp; 509 |
| **Semiconductors & Semiconductor Equipment—0.2%** | **Semiconductors & Semiconductor Equipment—0.2%** |  |
| Microchip Technology, Inc., 7.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48770 | &nbsp;&nbsp;&nbsp; 2315 |
| **Software—0.1%** | **Software—0.1%** |  |
| MicroStrategy, Inc., 8.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7645 | &nbsp;&nbsp;&nbsp; 684 |
| **Technology Hardware, Storage & Peripherals—0.1%** | **Technology Hardware, Storage & Peripherals—0.1%** |  |
| Hewlett Packard Enterprise Co., 7.625% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34655 | &nbsp;&nbsp;&nbsp; 1740 |
| **Total Convertible Preferred Stocks<br> (Identified Cost $34,390)** | **Total Convertible Preferred Stocks<br> (Identified Cost $34,390)** | &nbsp;&nbsp;&nbsp;&nbsp; **33189** |
| **Common Stocks—77.2%** | **Common Stocks—77.2%** | **Common Stocks—77.2%** |
| **Aerospace & Defense—0.8%** | **Aerospace & Defense—0.8%** |  |
| L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44999 | &nbsp;&nbsp;&nbsp; 9901 |
| **Air Freight & Logistics—1.1%** | **Air Freight & Logistics—1.1%** |  |
| CH Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99894 | &nbsp;&nbsp;&nbsp; 8912 |
| United Parcel Service, Inc. Class B | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46586 | &nbsp;&nbsp;&nbsp; 4440 |
|  |  | &nbsp;&nbsp;&nbsp; 13352 |
| **Automobile Components—0.6%** | **Automobile Components—0.6%** |  |
| Aptiv plc<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;133904 | &nbsp;&nbsp;&nbsp; 7641 |
| **Banks—9.2%** | **Banks—9.2%** |  |
| Bank of America Corp.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;749026 | &nbsp;&nbsp;&nbsp; 29871 |
| Commerce Bancshares, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;253386 | &nbsp;&nbsp;&nbsp; 15391 |
| JPMorgan Chase & Co.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68241 | &nbsp;&nbsp;&nbsp; 16693 |
| PNC Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;159367 | &nbsp;&nbsp;&nbsp; 25609 |
| Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;454432 | &nbsp;&nbsp;&nbsp; 17423 |
| U.S. Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;217814 | &nbsp;&nbsp;&nbsp; 8786 |
|  |  | &nbsp;&nbsp;&nbsp; 113773 |
| **Beverages—0.8%** | **Beverages—0.8%** |  |
| Keurig Dr Pepper, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;270665 | &nbsp;&nbsp;&nbsp; 9362 |
| **Broadline Retail—0.7%** | **Broadline Retail—0.7%** |  |
| Amazon.com, Inc.<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46631 | &nbsp;&nbsp;&nbsp; 8600 |
| **Building Products—0.9%** | **Building Products—0.9%** |  |
| Allegion plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75389 | &nbsp;&nbsp;&nbsp; 10494 |
| **Capital Markets—5.8%** | **Capital Markets—5.8%** |  |
| Blackrock, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15993 | &nbsp;&nbsp;&nbsp; 14622 |
| Charles Schwab Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;135122 | &nbsp;&nbsp;&nbsp; 10999 |
| Goldman Sachs Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8563 | &nbsp;&nbsp;&nbsp; 4689 |
| MarketAxess Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;100132 | &nbsp;&nbsp;&nbsp; 22188 |
| Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80223 | &nbsp;&nbsp;&nbsp; 9259 |
| MSCI, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17971 | &nbsp;&nbsp;&nbsp; 9796 |
|  |  | &nbsp;&nbsp;&nbsp; 71553 |

---

See Notes to Schedule of Investments

------

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

#### SCHEDULE OF INVESTMENTS (Unaudited) (Continued)

#### April 30, 2025
($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Chemicals—1.0%** | **Chemicals—1.0%** |  |
| Dow, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;140034 | $4283 |
| FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;176691 | &nbsp;&nbsp; 7407 |
|  |  | &nbsp;&nbsp; 11690 |
| **Commercial Services & Supplies—0.8%** | **Commercial Services & Supplies—0.8%** |  |
| RB Global, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;100889 | &nbsp;&nbsp; 10159 |
| **Consumer Staples Distribution & Retail—0.9%** | **Consumer Staples Distribution & Retail—0.9%** |  |
| Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11328 | &nbsp;&nbsp; 11266 |
| **Containers & Packaging—0.7%** | **Containers & Packaging—0.7%** |  |
| Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;165307 | &nbsp;&nbsp; 8586 |
| **Electric Utilities—4.4%** | **Electric Utilities—4.4%** |  |
| Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp;329046 | &nbsp;&nbsp; 19572 |
| NextEra Energy, Inc.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;527221 | &nbsp;&nbsp; 35260 |
|  |  | &nbsp;&nbsp; 54832 |
| **Electronic Equipment, Instruments & Components—0.5%** | **Electronic Equipment, Instruments & Components—0.5%** |  |
| Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77284 | &nbsp;&nbsp; 5947 |
| **Energy Equipment & Services—0.4%** | **Energy Equipment & Services—0.4%** |  |
| Schlumberger N.V. | &nbsp;&nbsp;&nbsp;&nbsp;141255 | &nbsp;&nbsp; 4697 |
| **Entertainment—0.8%** | **Entertainment—0.8%** |  |
| Walt Disney Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;104148 | &nbsp;&nbsp; 9472 |
| **Financial Services—5.5%** | **Financial Services—5.5%** |  |
| Berkshire Hathaway, Inc. Class B<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73060 | &nbsp;&nbsp; 38959 |
| Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54812 | &nbsp;&nbsp; 9506 |
| Mastercard, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18594 | &nbsp;&nbsp; 10191 |
| Visa, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29180 | &nbsp;&nbsp; 10082 |
|  |  | &nbsp;&nbsp; 68738 |
| **Food Products—0.9%** | **Food Products—0.9%** |  |
| Tyson Foods, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;189905 | &nbsp;&nbsp; 11630 |
| **Ground Transportation—1.6%** | **Ground Transportation—1.6%** |  |
| Uber Technologies, Inc.<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;136748 | &nbsp;&nbsp; 11078 |
| Union Pacific Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43192 | &nbsp;&nbsp; 9315 |
|  |  | &nbsp;&nbsp; 20393 |
| **Health Care REITs—1.2%** | **Health Care REITs—1.2%** |  |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;208634 | &nbsp;&nbsp; 15159 |
| **Healthcare Equipment & Supplies—1.5%** | **Healthcare Equipment & Supplies—1.5%** |  |
| Abbott Laboratories | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73341 | &nbsp;&nbsp; 9589 |
| Medtronic plc | &nbsp;&nbsp;&nbsp;&nbsp;110436 | &nbsp;&nbsp; 9361 |
|  |  | &nbsp;&nbsp; 18950 |
| **Healthcare Providers & Services—1.5%** | **Healthcare Providers & Services—1.5%** |  |
| HCA Healthcare, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27023 | &nbsp;&nbsp; 9325 |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23339 | &nbsp;&nbsp; 9603 |
|  |  | &nbsp;&nbsp; 18928 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Healthcare Technology—0.8%** | **Healthcare Technology—0.8%** |  |
| Veeva Systems, Inc. Class A<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42644 | $9965 |
| **Hotels, Restaurants & Leisure—0.3%** | **Hotels, Restaurants & Leisure—0.3%** |  |
| Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49802 | &nbsp;&nbsp; 3987 |
| **Industrial Conglomerates—1.6%** | **Industrial Conglomerates—1.6%** |  |
| Honeywell International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;94237 | &nbsp;&nbsp; 19837 |
| **Industrial REITs—4.8%** | **Industrial REITs—4.8%** |  |
| Prologis, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;302982 | &nbsp;&nbsp; 30965 |
| Rexford Industrial Realty, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;858754 | &nbsp;&nbsp; 28424 |
|  |  | &nbsp;&nbsp; 59389 |
| **Interactive Media & Services—1.4%** | **Interactive Media & Services—1.4%** |  |
| Alphabet, Inc. Class A | &nbsp;&nbsp;&nbsp;&nbsp;110349 | &nbsp;&nbsp; 17523 |
| **Life Sciences Tools & Services—1.3%** | **Life Sciences Tools & Services—1.3%** |  |
| Thermo Fisher Scientific, Inc.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36794 | &nbsp;&nbsp; 15785 |
| **Machinery—1.0%** | **Machinery—1.0%** |  |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;213188 | &nbsp;&nbsp; 12796 |
| **Oil, Gas & Consumable Fuels—4.8%** | **Oil, Gas & Consumable Fuels—4.8%** |  |
| Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;140145 | &nbsp;&nbsp; 19068 |
| Coterra Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;350481 | &nbsp;&nbsp; 8608 |
| EOG Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79244 | &nbsp;&nbsp; 8743 |
| Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;150993 | &nbsp;&nbsp; 15949 |
| Ovintiv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;231533 | &nbsp;&nbsp; 7775 |
|  |  | &nbsp;&nbsp; 60143 |
| **Pharmaceuticals—4.2%** | **Pharmaceuticals—4.2%** |  |
| Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95758 | &nbsp;&nbsp; 4807 |
| Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24360 | &nbsp;&nbsp; 21899 |
| Johnson & Johnson | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34159 | &nbsp;&nbsp; 5339 |
| Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;836244 | &nbsp;&nbsp; 20413 |
|  |  | &nbsp;&nbsp; 52458 |
| **Real Estate Management & Development—0.4%** | **Real Estate Management & Development—0.4%** |  |
| CoStar Group, Inc.<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72304 | &nbsp;&nbsp; 5363 |
| **Residential REITs—0.8%** | **Residential REITs—0.8%** |  |
| Invitation Homes, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;295504 | &nbsp;&nbsp; 10103 |
| **Semiconductors & Semiconductor Equipment—1.9%** | **Semiconductors & Semiconductor Equipment—1.9%** |  |
| Advanced Micro Devices, Inc.<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;245409 | &nbsp;&nbsp; 23891 |
| **Software—4.1%** | **Software—4.1%** |  |
| ANSYS, Inc.<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16207 | &nbsp;&nbsp; 5217 |
| Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34646 | &nbsp;&nbsp; 21739 |
| Microsoft Corp.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37157 | &nbsp;&nbsp; 14686 |
| Salesforce, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36183 | &nbsp;&nbsp; 9723 |
|  |  | &nbsp;&nbsp; 51365 |
| **Specialized REITs—3.2%** | **Specialized REITs—3.2%** |  |
| American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53278 | &nbsp;&nbsp; 12009 |
| Crown Castle, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84147 | &nbsp;&nbsp; 8899 |
| Equinix, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7199 | &nbsp;&nbsp; 6197 |

---

See Notes to Schedule of Investments

------

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

#### SCHEDULE OF INVESTMENTS (Unaudited) (Continued)

#### April 30, 2025
($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Specialized REITs—continued** | **Specialized REITs—continued** |  |
| SBA Communications Corp. Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52296 | $12729 |
|  |  | &nbsp;&nbsp;&nbsp; 39834 |
| **Specialty Retail—1.7%** | **Specialty Retail—1.7%** |  |
| Home Depot, Inc. (The)<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58250 | &nbsp;&nbsp;&nbsp; 20999 |
| **Technology Hardware, Storage & Peripherals—1.0%** | **Technology Hardware, Storage & Peripherals—1.0%** |  |
| Apple, Inc.<sup>(5)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;59478 | &nbsp;&nbsp;&nbsp; 12639 |
| **Trading Companies & Distributors—0.8%** | **Trading Companies & Distributors—0.8%** |  |
| MonotaRO Co., Ltd. Unsponsored ADR | &nbsp;&nbsp;&nbsp;&nbsp;519502 | &nbsp;&nbsp;&nbsp; 9943 |
| **Water Utilities—1.5%** | **Water Utilities—1.5%** |  |
| American Water Works Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;129277 | &nbsp;&nbsp;&nbsp; 19005 |
| **Total Common Stocks<br> (Identified Cost $971,590)** | **Total Common Stocks<br> (Identified Cost $971,590)** | &nbsp;&nbsp;&nbsp;&nbsp; **960148** |
| **Warrant—0.0%** | **Warrant—0.0%** | **Warrant—0.0%** |
| **Energy Equipment & Services—0.0%** | **Energy Equipment & Services—0.0%** |  |
| Nabors Industries Ltd., 6/11/26<sup>(4)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876 | &nbsp;&nbsp;&nbsp; 1 |
| **Total Warrant<br> (Identified Cost $—)** | **Total Warrant<br> (Identified Cost $—)** | &nbsp;&nbsp;&nbsp;&nbsp; **1** |
| **Total Long-Term Investments—97.1%<br> (Identified Cost $1,221,257)** | **Total Long-Term Investments—97.1%<br> (Identified Cost $1,221,257)** | &nbsp;&nbsp;&nbsp;&nbsp;**1206800** |
| **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%** |
| BlackRock Liquidity FedFund - Institutional Shares (seven-day effective yield 4.222%)<sup>(6)</sup> | 11531869 | &nbsp;&nbsp;&nbsp; 11532 |
| **Total Short-Term Investment<br> (Identified Cost $11,532)** | **Total Short-Term Investment<br> (Identified Cost $11,532)** | &nbsp;&nbsp;&nbsp;&nbsp; **11532** |
| **TOTAL INVESTMENTS, BEFORE WRITTEN OPTIONS—98.0%<br> (Identified Cost $1,232,789)** | **TOTAL INVESTMENTS, BEFORE WRITTEN OPTIONS—98.0%<br> (Identified Cost $1,232,789)** | &nbsp;&nbsp;&nbsp;&nbsp;**1218332** |

---

---

| | |
|:---|:---|
| **Written Options—(0.2)%** | **Written Options—(0.2)%** |
| (See open written options schedule) |  |
| **Total Written Options<br> (Premiums Received $1,444)** | &nbsp;&nbsp;&nbsp; **(2539)** |
| **TOTAL INVESTMENTS, NET OF WRITTEN OPTIONS—97.8%<br> (Identified Cost $1,231,345)** | **$1215793** |
| Other assets and liabilities, net—2.2% | &nbsp;&nbsp;&nbsp; 27946 |
| **NET ASSETS—100.0%** | **$1243739** |

---

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| ADR | American Depositary Receipt |
| LLC | Limited Liability Company |
| LP | Limited Partnership |
| MSCI | Morgan Stanley Capital International |
| OP | Operating Partnership |
| plc | Public Limited Company |
| REIT | Real Estate Investment Trust |

---

---

| | |
|:---|:---|
| **Footnote Legend:** | **Footnote Legend:** |
| <sup>(1)</sup> | Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At April 30, 2025, these securities amounted to a value of $86,506 or 7.0% of net assets. |
| <sup>(2)</sup> | Issued with a zero coupon. Income is recognized through the accretion of discount. |
| <sup>(3)</sup> | Value shown as par value. |
| <sup>(4)</sup> | Non-income producing. |
| <sup>(5)</sup> | All or a portion of the security is segregated as collateral for written options. The value of securities segregated as collateral is $84,010. |
| <sup>(6)</sup> | Shares of this fund are publicly offered, and its prospectus and annual report are publicly available. |

---

---

| | |
|:---|:---|
| **Country Weightings<sup>†</sup>** | **Country Weightings<sup>†</sup>** |
| United States | &nbsp;&nbsp;95% |
| Canada | &nbsp;&nbsp;&nbsp;&nbsp;1 |
| Japan | &nbsp;&nbsp;&nbsp;&nbsp;1 |
| Ireland | &nbsp;&nbsp;&nbsp;&nbsp;1 |
| Cayman Islands | &nbsp;&nbsp;&nbsp;&nbsp;1 |
| Jersey | &nbsp;&nbsp;&nbsp;&nbsp;1 |
| Total | 100% |
| <sup>†</sup> % of total investments, net of written options, as of April 30, 2025. | <sup>†</sup> % of total investments, net of written options, as of April 30, 2025. |

---

See Notes to Schedule of Investments

------

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

#### SCHEDULE OF INVESTMENTS (Unaudited) (Continued)

#### April 30, 2025
($ reported in thousands)

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open written options contracts as of April 30, 2025 were as follows:** | **Open written options contracts as of April 30, 2025 were as follows:** | **Open written options contracts as of April 30, 2025 were as follows:** | **Open written options contracts as of April 30, 2025 were as follows:** | **Open written options contracts as of April 30, 2025 were as follows:** | **Open written options contracts as of April 30, 2025 were as follows:** |
| **Description of Options** | &nbsp;&nbsp;&nbsp;&nbsp;**Number of<br> Contracts** | &nbsp;&nbsp;&nbsp;&nbsp;**Contract<br> Notional<br> Amount** | &nbsp;&nbsp;&nbsp;&nbsp;**Strike<br> Price<sup>(1)</sup>** | &nbsp;&nbsp;&nbsp;&nbsp;**Expiration<br> Date** | &nbsp;&nbsp;&nbsp;&nbsp;**Value** |
| **Call Options<sup>(2)</sup>** |  |  |  |  |  |
| Advanced Micro Devices, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(858) | &nbsp;&nbsp;&nbsp;&nbsp;$(8580) | &nbsp;&nbsp;&nbsp;&nbsp;$100.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(387) |
| Alexandria Real Estate Equities, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(417) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3544) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| Alphabet, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(331) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5461) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62) |
| Amazon.com, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(163) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3342) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22) |
| American Water Works Co., Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(193) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3088) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| Apple, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(208) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4472) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(119) |
| Aptiv plc | &nbsp;&nbsp;&nbsp;&nbsp;(468) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2808) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;60.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63) |
| Ball Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(250) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1250) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77) |
| Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(2621) | &nbsp;&nbsp;&nbsp;&nbsp;(11008) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63) |
| Berkshire Hathaway, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(182) | &nbsp;&nbsp;&nbsp;&nbsp;(10374) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12) |
| Charles Schwab Corp. (The) | &nbsp;&nbsp;&nbsp;&nbsp;(472) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4012) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;85.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26) |
| Chevron Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(490) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7350) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14) |
| Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(39) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4212) | &nbsp;&nbsp;&nbsp;&nbsp;1080.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) |
| Coterra Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(876) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2453) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7) |
| Eli Lilly & Co. | &nbsp;&nbsp;&nbsp;&nbsp;(85) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6970) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(692) |
| EOG Resources, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(277) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3463) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(528) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6336) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(530) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2253) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42.50 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(130) |
| Goldman Sachs Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;(25) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1388) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(31) |
| Home Depot, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;(203) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7815) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12) |
| Honeywell International, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(376) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8272) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44) |
| Intuit, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(121) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7744) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;640.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(100) |
| L3Harris Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(157) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3768) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| Mastercard, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(65) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3672) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35) |
| Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp;(280) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3360) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39) |
| NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(1845) | &nbsp;&nbsp;&nbsp;&nbsp;(13837) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6) |
| Ovintiv, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(810) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3078) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28) |
| Pfizer, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(3344) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8360) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(64) |
| PNC Financial Services Group, Inc. (The) | &nbsp;&nbsp;&nbsp;&nbsp;(557) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9190) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95) |
| Prologis, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(454) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4994) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) |
| Salesforce, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(126) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3528) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;280.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(41) |
| Stanley Black & Decker, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(746) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4849) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35) |
| Starbucks Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(174) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1566) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| Thermo Fisher Scientific, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(128) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6272) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) |
| Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;(1590) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6360) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(33) |
| Tyson Foods, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(569) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3841) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67.50 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8) |
| Uber Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(410) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3383) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;82.50 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(128) |
| United Parcel Service, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(163) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1793) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;110.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) |
| UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(81) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4131) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;510.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4) |
| Veeva Systems, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(127) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3048) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(38) |
| Visa, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;(102) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3723) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) |
| Walt Disney Co. (The) | &nbsp;&nbsp;&nbsp;&nbsp;(364) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3458) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95.00 | &nbsp;&nbsp;&nbsp;&nbsp;05/16/25 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(75) |
| **Total Written Options** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;$(2539) |

---

---

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

---

See Notes to Schedule of Investments

------

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

#### SCHEDULE OF INVESTMENTS (Unaudited) (Continued)

#### April 30, 2025
($ reported in thousands)

The following table summarizes the value of the Fund's investments as of April 30, 2025, based on the inputs used to value them (See Security Valuation Note 1 in the Notes to Schedule of Investments):

---

| | | | |
|:---|:---|:---|:---|
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Total<br> Value at<br> April 30, 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Level 1<br> Quoted Prices | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Level 2<br> Significant<br> Observable<br> Inputs |
| Assets: |  |  |  |
| Debt Instruments: |  |  |  |
| &nbsp;&nbsp;&nbsp;Convertible Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$213462 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$213462 |
| Equity Securities: |  |  |  |
| &nbsp;&nbsp;&nbsp;Convertible Preferred Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33189 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960148 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| &nbsp;&nbsp;&nbsp;Warrant | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Money Market Mutual Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11532 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| Total Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1218332 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1004870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213462 |
| Liabilities: |  |  |  |
| Other Financial Instruments: |  |  |  |
| &nbsp;&nbsp;&nbsp;Written Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2539) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2337) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(202) |
| Total Investments, Net of Written Options | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1215793 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1002533 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$213260 |

---

There were no securities valued using significant unobservable inputs (Level 3) at April 30, 2025.

There were no transfers into or out of Level 3 related to securities held at April 30, 2025.

See Notes to Schedule of Investments

------

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

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

#### April 30, 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.

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

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

• 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 value 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:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1249389787.12

**Total Liabilities:** $5652340.56

**Net Assets:** $1243737446.56

**Cash Not Reported:** $23840415.13

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -0.83%               | -2.85%               | -3.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2535658.67              | $-16369971.33                              |
| Month 2  | $1514196.07              | $-44706892.64                              |
| Month 3  | $931788.57               | $-44276157.60                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBOE GLOBAL MARKETS, INC.       | BALL CORP                               | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -250 | NC      | $-77500.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | ADVANCED MICRO DEVICES INC              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -858 | NC      | $-386958.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| HP ENTERPRISE CO                | Hewlett Packard Enterprise Co           | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |     34655 | NS      | $1739681.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc     | American Water Works Co Inc             | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |    129277 | NS      | $19005011.77  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc       | CH Robinson Worldwide Inc               | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     99894 | NS      | $8912542.68   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                  | Albemarle Corp                          | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |     31705 | NS      | $971124.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNITE INC                     | Magnite Inc                             | CUSIP: 55955DAB6<br>LEI: 54930018FR2YX1HHSB02 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1402085.40   | 0.11%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                 | Tyson Foods Inc                         | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |    189905 | NS      | $11629782.20  | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIBABA GROUP HOLDING           | Alibaba Group Holding Ltd               | CUSIP: 01609WBF8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    450000 | PA      | $591300.00    | 0.05%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ADVANCED ENERGY IND             | Advanced Energy Industries Inc          | CUSIP: 007973AE0<br>LEI: 549300756XI3QLFT2U27 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1888996.64   | 0.15%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC            | Bridgebio Pharma Inc                    | CUSIP: 10806XAH5<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    725000 | PA      | $791770.27    | 0.06%             | 2031-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty Inc   | Rexford Industrial Realty Inc           | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |    858754 | NS      | $28424757.40  | 2.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | VEEVA SYSTEMS INC                       | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -127 | NC      | $-38100.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                       | Apple Inc                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     59478 | NS      | $12639075.00  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| STRIDE INC                      | Stride Inc                              | CUSIP: 86333MAA6<br>LEI: 254900BRWS3AFONWU277 | Long             | DBT              | CORP              | US        |    455000 | PA      | $1242605.00   | 0.10%             | 2027-09-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC           | SoFi Technologies Inc                   | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   3080000 | PA      | $3090780.00   | 0.25%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP           | ON Semiconductor Corp                   | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1238405.00   | 0.10%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp             | American Tower Corp                     | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     53278 | NS      | $12009393.98  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                   | Snowflake Inc                           | CUSIP: 833445AC3<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $4273522.50   | 0.34%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The         | Charles Schwab Corp/The                 | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    135122 | NS      | $10998930.80  | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| SNAP INC                        | Snap Inc                                | CUSIP: 83304AAB2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1374012.50   | 0.11%             | 2026-08-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC              | NextEra Energy Inc                      | CUSIP: 65339F713<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |     50740 | NS      | $1953490.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| SPOTIFY USA INC                 | Spotify USA Inc                         | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1300476.00   | 0.10%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | HOME DEPOT INC/THE                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -203 | NC      | $-12180.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp              | Union Pacific Corp                      | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |     43192 | NS      | $9314786.72   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy               | Eversource Energy                       | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | EC               | CORP              | US        |    329046 | NS      | $19571656.08  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC           | Lumentum Holdings Inc                   | CUSIP: 55024UAD1<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   4990000 | PA      | $5140611.12   | 0.41%             | 2026-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| UPSTART HOLDINGS INC            | Upstart Holdings Inc                    | CUSIP: 91680MAE7<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1067812.50   | 0.09%             | 2030-11-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories             | Abbott Laboratories                     | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     73341 | NS      | $9589335.75   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS         | Alnylam Pharmaceuticals Inc             | CUSIP: 02043QAB3<br>LEI: 529900S3ZI14OWRJII50 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $3066789.68   | 0.25%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC               | MicroStrategy Inc                       | CUSIP: 594972887<br>LEI: 549300WQTWEJUEHXQX21 | Long             | EP               | CORP              | US        |      7645 | NS      | $684227.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER CAPITAL C        | American Water Capital Corp             | CUSIP: 03040WBE4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2641950.00   | 0.21%             | 2026-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PALO ALTO NETWORKS              | Palo Alto Networks Inc                  | CUSIP: 697435AF2<br>LEI: 549300QXR2YVZV231H43 | Long             | DBT              | CORP              | US        |    450000 | PA      | $1680210.57   | 0.14%             | 2025-06-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                 | Rivian Automotive Inc                   | CUSIP: 76954AAD5<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2133630.00   | 0.17%             | 2030-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | SALESFORCE INC                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -126 | NC      | $-40950.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp            | Bank of America Corp                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    749026 | NS      | $29871156.88  | 2.40%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC          | Guidewire Software Inc                  | CUSIP: 40171VAB6<br>LEI: 549300WXSG0J8IXZCK32 | Long             | DBT              | CORP              | US        |   2590000 | PA      | $2847705.00   | 0.23%             | 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        |   3555000 | PA      | $3694000.50   | 0.30%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                     | Equinix Inc                             | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      7199 | NS      | $6196539.25   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                       | Block Inc                               | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3620000 | PA      | $3431760.00   | 0.28%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERDIGITAL INC                | InterDigital Inc                        | CUSIP: 45867GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $483086.15    | 0.04%             | 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        |   5990000 | PA      | $7978680.00   | 0.64%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc                | CoStar Group Inc                        | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |     72304 | NS      | $5362787.68   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc              | NextEra Energy Inc                      | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    527221 | NS      | $35260540.48  | 2.84%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP               | MP Materials Corp                       | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |    860000 | PA      | $1196690.00   | 0.10%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | TRUIST FINANCIAL CORP                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -1590 | NC      | $-33390.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORPORATION LTD             | NCL Corp Ltd                            | CUSIP: 62886HBD2<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   2835000 | PA      | $2678309.38   | 0.22%             | 2027-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Allegion plc                    | Allegion plc                            | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |     75389 | NS      | $10494148.80  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES GROUP         | American Airlines Group Inc             | CUSIP: 02376RAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3010000 | PA      | $3006920.95   | 0.24%             | 2025-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp                        | FMC Corp                                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |    176691 | NS      | $7406886.72   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                    | Chevron Corp                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140145 | NS      | $19068128.70  | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp           | Truist Financial Corp                   | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    454432 | NS      | $17422922.88  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| HALOZYME THERAPEUTICS IN        | Halozyme Therapeutics Inc               | CUSIP: 40637HAD1<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3931980.54   | 0.32%             | 2027-03-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MarketAxess Holdings Inc        | MarketAxess Holdings Inc                | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |    100132 | NS      | $22188249.88  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                       | Ball Corp                               | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |    165307 | NS      | $8586045.58   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX CORP                       | IMAX Corp                               | CUSIP: 45245EAJ8<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | DBT              | CORP              | CA        |   1925000 | PA      | $2045312.50   | 0.16%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | UNITED PARCEL SERVICE INC               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -163 | NC      | $-652.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                     | Nutanix Inc                             | CUSIP: 67059NAJ7<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $3103159.43   | 0.25%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| XOMETRY INC                     | Xometry Inc                             | CUSIP: 98423FAB5<br>LEI: 5493006JFRGU7YRRXE44 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2358877.44   | 0.19%             | 2027-02-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERV        | BrightSpring Health Services Inc        | CUSIP: 10950A205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     28165 | NS      | $1765945.50   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                     | Southern Co/The                         | CUSIP: 842587DP9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   4645000 | PA      | $5211690.00   | 0.42%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC             | Coinbase Global Inc                     | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4106150.00   | 0.33%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT        | Rexford Industrial Realty LP            | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   3355000 | PA      | $3311385.00   | 0.27%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The              | Walt Disney Co/The                      | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |    104148 | NS      | $9472260.60   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                  | Salesforce Inc                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     36183 | NS      | $9722733.93   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC            | Bridgebio Pharma Inc                    | CUSIP: 10806XAB8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1814880.00   | 0.15%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICROSTRATEGY INC               | MicroStrategy Inc                       | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   6105000 | PA      | $5551887.00   | 0.45%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | ELI LILLY & CO                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -85 | NC      | $-692070.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc          | Berkshire Hathaway Inc                  | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     73060 | NS      | $38959245.00  | 3.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                        | MSCI Inc                                | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |     17971 | NS      | $9796171.81   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY           | Wells Fargo & Co                        | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      6740 | NS      | $7831880.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP             | Exact Sciences Corp                     | CUSIP: 30063PAE5<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1760535.00   | 0.14%             | 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        |   6325000 | PA      | $6540050.00   | 0.53%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RB Global Inc                   | RB Global Inc                           | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | US        |    100889 | NS      | $10159522.30  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMTECH CORP                    | Semtech Corp                            | CUSIP: 816850AF8<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1550340.00   | 0.12%             | 2027-11-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                  | Morgan Stanley                          | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     80223 | NS      | $9259338.66   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNMENT HEALTHCARE            | Alignment Healthcare Inc                | CUSIP: 01625VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    920000 | PA      | $1299040.00   | 0.10%             | 2029-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                   | Medtronic PLC                           | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |    110436 | NS      | $9360555.36   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | EOG RESOURCES INC                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -277 | NC      | $-6371.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Ovintiv Inc                     | Ovintiv Inc                             | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |    231533 | NS      | $7774878.14   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc      | Stanley Black & Decker Inc              | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |    213188 | NS      | $12795543.76  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP           | ON Semiconductor Corp                   | CUSIP: 682189AS4<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1515708.00   | 0.12%             | 2027-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENVISTA HOLDINGS CORP           | Envista Holdings Corp                   | CUSIP: 29415FAB0<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1371444.00   | 0.11%             | 2025-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                   | Amphenol Corp                           | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |     77284 | NS      | $5947003.80   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackrock Inc                   | Blackrock Inc                           | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |     15993 | NS      | $14621760.18  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN DIGITAL CORP            | Western Digital Corp                    | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $2082995.00   | 0.17%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP            | Federal Realty OP LP                    | CUSIP: 313747BD8<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    975000 | PA      | $971100.00    | 0.08%             | 2029-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN              | Seagate HDD Cayman                      | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   2095000 | PA      | $2650175.00   | 0.21%             | 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        |   1355000 | PA      | $1248538.87   | 0.10%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | APPLE INC                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -208 | NC      | $-118560.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MERIT MEDICAL SYSTEMS IN        | Merit Medical Systems Inc               | CUSIP: 589889AA2<br>LEI: 549300OYTY138SP2CE83 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1266635.00   | 0.10%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SHOPIFY INC                     | Shopify Inc                             | CUSIP: 82509LAA5<br>LEI: 549300HGQ43STJLLP808 | Long             | DBT              | CORP              | CA        |   2685000 | PA      | $2674260.00   | 0.22%             | 2025-11-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| INSULET CORPORATION             | Insulet Corp                            | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1811982.63   | 0.15%             | 2026-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SEA LTD                         | Sea Ltd                                 | CUSIP: 81141RAF7<br>LEI: 529900OM6JLLW44YKI15 | Long             | DBT              | CORP              | KY        |    920000 | PA      | $1392880.00   | 0.11%             | 2025-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES         | Royal Caribbean Cruises Ltd             | CUSIP: 780153BQ4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    215000 | PA      | $927725.00    | 0.07%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IREN LTD                        | IREN Ltd                                | CUSIP: 46270CAA7<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |    885000 | PA      | $641094.00    | 0.05%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                  | Microsoft Corp                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     37157 | NS      | $14686675.82  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc              | HCA Healthcare Inc                      | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     27023 | NS      | $9325096.84   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger NV                 | Schlumberger NV                         | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |    141255 | NS      | $4696728.75   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| VIAVI SOLUTIONS INC             | Viavi Solutions Inc                     | CUSIP: 925550AH8<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1537709.17   | 0.12%             | 2026-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | CHARLES SCHWAB CORP/THE                 | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -472 | NC      | $-26432.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                       | PG&E Corp                               | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     55100 | NS      | $2396299.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| REPLIGEN CORP                   | Repligen Corp                           | CUSIP: 759916AD1<br>LEI: 54930006QJ0T5AUO1E71 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1179099.09   | 0.09%             | 2028-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                 | OSI Systems Inc                         | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $2406656.99   | 0.19%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                    | Parsons Corp                            | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1054000.00   | 0.08%             | 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        |     79244 | NS      | $8742990.52   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptiv PLC                       | Aptiv PLC                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    133904 | NS      | $7640562.24   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVERE THERAPEUTICS INC        | Travere Therapeutics Inc                | CUSIP: 89422GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1625584.78   | 0.13%             | 2029-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTO INC                 | Rivian Automotive Inc                   | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2209653.13   | 0.18%             | 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        |   1470000 | PA      | $1531382.75   | 0.12%             | 2029-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GUARDANT HEALTH INC             | Guardant Health Inc                     | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1556430.25   | 0.13%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | APTIV PLC                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -468 | NC      | $-63180.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | HONEYWELL INTERNATIONAL INC             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -376 | NC      | $-43616.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MonotaRO Co Ltd                 | MonotaRO Co Ltd                         | CUSIP: 61022V107<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    519502 | NS      | $9943268.28   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                      | Dexcom Inc                              | CUSIP: 252131AK3<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |   3940000 | PA      | $3831622.07   | 0.31%             | 2025-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp           | Costco Wholesale Corp                   | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     11328 | NS      | $11265696.00  | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP               | Bloom Energy Corp                       | CUSIP: 093712AL1<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1468251.00   | 0.12%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                    | KKR & Co Inc                            | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |     55020 | NS      | $2637108.60   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                | Crown Castle Inc                        | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               | CORP              | US        |     84147 | NS      | $8899386.72   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC             | AST SpaceMobile Inc                     | CUSIP: 00217DAA8<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |    680000 | PA      | $796960.00    | 0.06%             | 2032-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Commerce Bancshares Inc/MO      | Commerce Bancshares Inc/MO              | CUSIP: 200525103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    253386 | NS      | $15390665.64  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                  | Starbucks Corp                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     49802 | NS      | $3986650.10   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund     | BlackRock Liquidity FedFund             | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |  11590935 | NS      | $11590935.00  | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | COTERRA ENERGY INC                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -876 | NC      | $-6570.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intuit Inc                      | Intuit Inc                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |     34646 | NS      | $21739325.62  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co         | Bristol-Myers Squibb Co                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     95758 | NS      | $4807051.60   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED STATES STEEL CORP        | United States Steel Corp                | CUSIP: 912909AT5<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |    420000 | PA      | $1372350.00   | 0.11%             | 2026-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson               | Johnson & Johnson                       | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     34159 | NS      | $5339393.29   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC             | Shift4 Payments Inc                     | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3283940.00   | 0.26%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                      | US Bancorp                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    217814 | NS      | $8786616.76   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                | Exxon Mobil Corp                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |    150993 | NS      | $15949390.59  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC           | Uber Technologies Inc                   | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    565000 | PA      | $740432.50    | 0.06%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc      | Advanced Micro Devices Inc              | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    245409 | NS      | $23890566.15  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc            | Keurig Dr Pepper Inc                    | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    270665 | NS      | $9362302.35   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | THERMO FISHER SCIENTIFIC INC            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -128 | NC      | $-1792.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| M/A-COM TECH SOLUTIONS          | MACOM Technology Solutions Holdings Inc | CUSIP: 55405YAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2160000 | PA      | $2017221.58   | 0.16%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Prologis Inc                    | Prologis Inc                            | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    302982 | NS      | $30964760.40  | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                  | Mastercard Inc                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |     18594 | NS      | $10190627.64  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| WOLFSPEED INC                   | Wolfspeed Inc                           | CUSIP: 977852AB8<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |   2135000 | PA      | $685335.00    | 0.06%             | 2028-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ITRON INC                       | Itron Inc                               | CUSIP: 465741AP1<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1411665.95   | 0.11%             | 2030-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | TYSON FOODS INC                         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -569 | NC      | $-8535.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | UNITEDHEALTH GROUP INC                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -81 | NC      | $-4212.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | VISA INC                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -102 | NC      | $-8670.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | MORGAN STANLEY                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -280 | NC      | $-38920.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | STANLEY BLACK & DECKER INC              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -746 | NC      | $-35062.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | BERKSHIRE HATHAWAY INC                  | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -182 | NC      | $-11648.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | ALPHABET INC                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -331 | NC      | $-61897.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | UBER TECHNOLOGIES INC                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -410 | NC      | $-128330.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | PFIZER INC                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -3344 | NC      | $-63536.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | COSTCO WHOLESALE CORP                   | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -39 | NC      | $-7410.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | PROLOGIS INC                            | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -454 | NC      | $-7718.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | WALT DISNEY CO/THE                      | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -364 | NC      | $-74620.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CBOE GLOBAL MARKETS, INC.       | AMERICAN WATER WORKS CO INC             | CUSIP: 000000000<br>LEI: 529900RLNSGA90UPEH54 | N/A              | DE               | CORP              | US        |      -193 | NC      | $-2123.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | PNC FINANCIAL SERVICES GROUP INC/THE    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -557 | NC      | $-94690.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | L3HARRIS TECHNOLOGIES INC               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -157 | NC      | $-1570.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | OVINTIV INC                             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -810 | NC      | $-28350.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | INTUIT INC                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -121 | NC      | $-100430.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | ALEXANDRIA REAL ESTATE EQUITIES INC     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -417 | NC      | $-6255.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | BANK OF AMERICA CORP                    | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -2621 | NC      | $-62904.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | EXXON MOBIL CORP                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -528 | NC      | $-3696.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | GOLDMAN SACHS GROUP INC/THE             | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -25 | NC      | $-30625.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | MASTERCARD INC                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |       -65 | NC      | $-35425.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UGI CORP                        | UGI Corp                                | CUSIP: 902681AA3<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2690821.50   | 0.22%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC               | Expedia Group Inc                       | CUSIP: 30212PBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1541236.79   | 0.12%             | 2026-02-15      | 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        |     46586 | NS      | $4439645.80   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                    | Alphabet Inc                            | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    110349 | NS      | $17523421.20  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                  | Eli Lilly & Co                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     24360 | NS      | $21898422.00  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc           | Uber Technologies Inc                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |    136748 | NS      | $11077955.48  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| BURLINGTON STORES INC           | Burlington Stores Inc                   | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1985550.00   | 0.16%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | CHEVRON CORP                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -490 | NC      | $-13720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| GRANITE CONSTRUCTION INC        | Granite Construction Inc                | CUSIP: 387328AE7<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $2285992.50   | 0.18%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Dow Inc                         | Dow Inc                                 | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |    140034 | NS      | $4283640.06   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC.                    | Zscaler Inc                             | CUSIP: 98980GAB8<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $2228206.00   | 0.18%             | 2025-07-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| DATADOG INC                     | Datadog Inc                             | CUSIP: 23804LAC7<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3209367.67   | 0.26%             | 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        |     36794 | NS      | $15784626.00  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC        | Microchip Technology Inc                | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |     48770 | NS      | $2314624.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| L3Harris Technologies Inc       | L3Harris Technologies Inc               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |     44999 | NS      | $9900679.98   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| GALAXY DIGITAL HOLDIN LP        | Galaxy Digital Holdings LP              | CUSIP: 36317GAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2235000 | PA      | $2163480.00   | 0.17%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc     | Honeywell International Inc             | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     94237 | NS      | $19836888.50  | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc               | Veeva Systems Inc                       | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |     42644 | NS      | $9965476.36   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | AMAZON.COM INC                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -163 | NC      | $-22168.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ZILLOW GROUP INC                | Zillow Group Inc                        | CUSIP: 98954MAH4<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |    630000 | PA      | $633636.79    | 0.05%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRIP.COM GROUP LTD              | Trip.com Group Ltd                      | CUSIP: 89677QAA5<br>LEI: 2549004RMYDSRQL4KW41 | Long             | DBT              | CORP              | KY        |   1635000 | PA      | $1844280.00   | 0.15%             | 2029-06-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AFFIRM HOLDINGS INC             | Affirm Holdings Inc                     | CUSIP: 00827BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1137702.06   | 0.09%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc              | Coterra Energy Inc                      | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |    350481 | NS      | $8607813.36   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc     | Jack Henry & Associates Inc             | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |     54812 | NS      | $9506045.16   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOUDFLARE INC                  | Cloudflare Inc                          | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3500120.00   | 0.28%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The     | Goldman Sachs Group Inc/The             | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      8563 | NS      | $4688670.65   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL          | NextEra Energy Capital Holdings Inc     | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3630000 | PA      | $4060155.00   | 0.33%             | 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        |     68241 | NS      | $16693113.42  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC              | Unity Software Inc                      | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1310602.50   | 0.11%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | NEXTERA ENERGY INC                      | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |     -1845 | NC      | $-5535.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SHAKE SHACK INC                 | Shake Shack Inc                         | CUSIP: 819047AB7<br>LEI: 529900J74GJAHYP80N79 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1105500.00   | 0.09%             | 2028-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group I  | PNC Financial Services Group Inc/The    | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |    159367 | NS      | $25608683.23  | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LIBERTY MEDIA CORP              | Liberty Media Corp-Liberty Formula One  | CUSIP: 531229AQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1341921.09   | 0.11%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE INC             | Axon Enterprise Inc                     | CUSIP: 05464CAB7<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |    355000 | PA      | $962120.73    | 0.08%             | 2027-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                       | PG&E Corp                               | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3599788.50   | 0.29%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp         | SBA Communications Corp                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |     52296 | NS      | $12728846.40  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET LAB USA                  | Rocket Lab USA Inc                      | CUSIP: 773122AA4<br>LEI: 254900B4DEYFZJ980A14 | Long             | DBT              | CORP              | US        |    150000 | PA      | $653103.28    | 0.05%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD          | Jazz Investments I Ltd                  | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2290000 | PA      | $2486862.25   | 0.20%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CONFLUENT INC                   | Confluent Inc                           | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2221560.00   | 0.18%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                        | Visa Inc                                | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |     29180 | NS      | $10081690.00  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | FMC CORP                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -530 | NC      | $-129850.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                      | Insmed Inc                              | CUSIP: 457669AB5<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |    595000 | PA      | $1339411.30   | 0.11%             | 2028-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                  | Amazon.com Inc                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     46631 | NS      | $8599689.02   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc          | UnitedHealth Group Inc                  | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     23339 | NS      | $9602598.16   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHATEC HOLDINGS INC           | Alphatec Holdings Inc                   | CUSIP: 02081GAC6<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1966855.00   | 0.16%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equitie  | Alexandria Real Estate Equities Inc     | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | EC               | CORP              | US        |    208634 | NS      | $15159346.44  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NABORS INDUSTRIES LTD           | NABORS INDUSTRIES LTD                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       876 | NC      | $657.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC            | Chart Industries Inc                    | CUSIP: 16115Q407<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EP               | CORP              | US        |      9615 | NS      | $508825.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC           | Uber Technologies Inc                   | CUSIP: 90353TAJ9<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   4260000 | PA      | $4766940.00   | 0.38%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                      | Pfizer Inc                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    836244 | NS      | $20412716.04  | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM ENERGY INC                 | TXNM Energy Inc                         | CUSIP: 69349HAE7<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $2332125.00   | 0.19%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC. | STARBUCKS CORP                          | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DE               | CORP              | US        |      -174 | NC      | $-2436.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                   | Synaptics Inc                           | CUSIP: 87157DAH2<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1485510.00   | 0.12%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Inc            | Invitation Homes Inc                    | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    295504 | NS      | $10103281.76  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                       | ANSYS Inc                               | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |     16207 | NS      | $5216709.16   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC         | DraftKings Holdings Inc                 | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   4445000 | PA      | $3899777.63   | 0.31%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP            | Ares Management Corp                    | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |     42525 | NS      | $2099459.25   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO/THE                   | Boeing Co/The                           | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    135000 | NS      | $8286300.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR TECHNOLOGY CORP             | PAR Technology Corp                     | CUSIP: 698884AE3<br>LEI: 549300HYPTHBJQINVG57 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2383386.25   | 0.19%             | 2027-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP          | Liberty Broadband Corp                  | CUSIP: 530307AE7<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4860679.22   | 0.39%             | 2053-03-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The              | Home Depot Inc/The                      | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     58250 | NS      | $20998542.50  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                     | Wayfair Inc                             | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1375660.00   | 0.11%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-23

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer