# EDGAR Filing Document

**Accession Number:** 0001260563
**File Stem:** 0000940400-26-026134
**Filing Date:** 2026-6
**Character Count:** 129906
**Document Hash:** 327cd7344790a061368fd335064896f6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-026134.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0000940400-26-026134

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20270131

**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:** 261128376

**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, 2026**

($ reported in thousands)

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

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Convertible Bonds and Notes—19.0%** | **Convertible Bonds and Notes—19.0%** | **Convertible Bonds and Notes—19.0%** |
| **Aerospace & Defense—0.3%** | **Aerospace & Defense—0.3%** |  |
| &nbsp;&nbsp;&nbsp; AeroVironment, Inc. <br>0.000%, 7/15/30<br>| $890 | &nbsp;&nbsp; $903 |
| &nbsp;&nbsp;&nbsp; Intuitive Machines, Inc. 144A <br>2.500%, 10/1/30<sup>(1)</sup> <br>| 1440 | &nbsp;&nbsp; 3190 |
|  |  | &nbsp;&nbsp; 4093 |
| **Auto Manufacturers—0.2%** | **Auto Manufacturers—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Rivian Automotive, Inc. <br>4.625%, 3/15/29<br>| 3155 | &nbsp;&nbsp; 3605 |
| **Biotechnology—0.8%** | **Biotechnology—0.8%** |  |
| Bridgebio Pharma, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.250%, 2/1/29 | 2020 | &nbsp;&nbsp; 2240 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 0.750%, 2/1/33<sup>(1)</sup> <br>| 325 | &nbsp;&nbsp; 323 |
| &nbsp;&nbsp;&nbsp; Halozyme Therapeutics, Inc. 144A <br>0.000%, 2/15/31<sup>(1)</sup> <br>| 3135 | &nbsp;&nbsp; 3046 |
| Ionis Pharmaceuticals, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>1.750%, 6/15/28 | 1040 | &nbsp;&nbsp; 1544 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 0.000%, 12/1/30<sup>(1)</sup> <br>| 1620 | &nbsp;&nbsp; 1680 |
| &nbsp;&nbsp;&nbsp; Ligand Pharmaceuticals, Inc. 144A <br>0.750%, 10/1/30<sup>(1)</sup> <br>| 1585 | &nbsp;&nbsp; 2125 |
|  |  | &nbsp;&nbsp; 10958 |
| **Commercial Services—0.8%** | **Commercial Services—0.8%** |  |
| &nbsp;&nbsp;&nbsp; Affirm Holdings, Inc. <br>0.750%, 12/15/29<br>| 3040 | &nbsp;&nbsp; 3207 |
| &nbsp;&nbsp;&nbsp; Block, Inc. <br>0.250%, 11/1/27<br>| 3725 | &nbsp;&nbsp; 3498 |
| &nbsp;&nbsp;&nbsp; Global Payments, Inc. <br>1.500%, 3/1/31<br>| 1910 | &nbsp;&nbsp; 1714 |
| &nbsp;&nbsp;&nbsp; Shift4 Payments, Inc. <br>0.500%, 8/1/27<br>| 2560 | &nbsp;&nbsp; 2412 |
|  |  | &nbsp;&nbsp; 10831 |
| **Computers—2.6%** | **Computers—2.6%** |  |
| &nbsp;&nbsp;&nbsp; Lumentum Holdings, Inc. 144A <br>0.375%, 3/15/32<sup>(1)</sup> <br>| 2585 | &nbsp;&nbsp; 12656 |
| &nbsp;&nbsp;&nbsp; Parsons Corp. <br>2.625%, 3/1/29<br>| 900 | &nbsp;&nbsp; 884 |
| &nbsp;&nbsp;&nbsp; Seagate HDD Cayman <br>3.500%, 6/1/28<br>| 635 | &nbsp;&nbsp; 5172 |
| &nbsp;&nbsp;&nbsp; Western Digital Corp. <br>3.000%, 11/15/28<br>| 1525 | &nbsp;&nbsp; 17525 |
| &nbsp;&nbsp;&nbsp; Zscaler, Inc. 144A <br>0.000%, 7/15/28<sup>(1)(2)</sup> <br>| 1595 | &nbsp;&nbsp; 1446 |
|  |  | &nbsp;&nbsp; 37683 |
| **Diversified REITs—0.3%** | **Diversified REITs—0.3%** |  |
| &nbsp;&nbsp;&nbsp; Digital Realty Trust LP 144A <br>1.875%, 11/15/29<sup>(1)</sup> <br>| 3370 | &nbsp;&nbsp; 3781 |
| **Electric Utilities—1.5%** | **Electric Utilities—1.5%** |  |
| &nbsp;&nbsp;&nbsp; FirstEnergy Corp. 144A <br>3.625%, 1/15/29<sup>(1)</sup> <br>| 2935 | &nbsp;&nbsp; 3207 |
| &nbsp;&nbsp;&nbsp; NextEra Energy Capital Holdings, Inc. <br>3.000%, 3/1/27<br>| 5330 | &nbsp;&nbsp; 7747 |

---

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Electric Utilities—continued** | **Electric Utilities—continued** |  |
| &nbsp;&nbsp;&nbsp; Ormat Technologies, Inc. Series A 144A <br>1.500%, 3/15/31<sup>(1)</sup> <br>| $2920 | &nbsp;&nbsp; $3090 |
| &nbsp;&nbsp;&nbsp; Southern Co. (The) 144A <br>3.250%, 6/15/28<sup>(1)</sup> <br>| 3520 | &nbsp;&nbsp; 3578 |
| &nbsp;&nbsp;&nbsp; WEC Energy Group, Inc. 144A <br>3.375%, 6/1/28<sup>(1)</sup> <br>| 4070 | &nbsp;&nbsp; 4245 |
|  |  | &nbsp;&nbsp; 21867 |
| **Electronics—0.4%** | **Electronics—0.4%** |  |
| &nbsp;&nbsp;&nbsp; Mirion Technologies, Inc. 144A <br>0.250%, 6/1/30<sup>(1)</sup> <br>| 1335 | &nbsp;&nbsp; 1507 |
| &nbsp;&nbsp;&nbsp; OSI Systems, Inc. 144A <br>0.500%, 2/1/31<sup>(1)</sup> <br>| 3825 | &nbsp;&nbsp; 4086 |
|  |  | &nbsp;&nbsp; 5593 |
| **Energy-Alternate Sources—0.1%** | **Energy-Alternate Sources—0.1%** |  |
| &nbsp;&nbsp;&nbsp; Array Technologies, Inc. 144A <br>2.875%, 7/1/31<sup>(1)</sup> <br>| 845 | &nbsp;&nbsp; 1094 |
| **Engineering & Construction—0.2%** | **Engineering & Construction—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Granite Construction, Inc. <br>3.250%, 6/15/30<br>| 1920 | &nbsp;&nbsp; 3533 |
| **Entertainment—0.9%** | **Entertainment—0.9%** |  |
| &nbsp;&nbsp;&nbsp; DraftKings Holdings, Inc. <br>0.000%, 3/15/28<sup>(2)</sup> <br>| 2115 | &nbsp;&nbsp; 1930 |
| &nbsp;&nbsp;&nbsp; IMAX Corp. 144A <br>0.750%, 11/15/30<sup>(1)</sup> <br>| 2200 | &nbsp;&nbsp; 2458 |
| Live Nation Entertainment, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.875%, 1/15/30 | 6645 | &nbsp;&nbsp; 7399 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 2.875%, 10/15/31<sup>(1)</sup> <br>| 1025 | &nbsp;&nbsp; 1062 |
|  |  | &nbsp;&nbsp; 12849 |
| **Financial Services—1.0%** | **Financial Services—1.0%** |  |
| Coinbase Global, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>0.500%, 6/1/26 | 2890 | &nbsp;&nbsp; 2879 |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 0.000%, 10/1/29<sup>(1)(2)</sup> <br>| 4695 | &nbsp;&nbsp; 4269 |
| &nbsp;&nbsp;&nbsp; Dave, Inc. 144A <br>0.000%, 4/1/31<sup>(1)</sup> <br>| 1645 | &nbsp;&nbsp; 2007 |
| &nbsp;&nbsp;&nbsp; Galaxy Digital Holdings LP 144A <br>0.500%, 5/1/31<sup>(1)</sup> <br>| 2845 | &nbsp;&nbsp; 2450 |
| &nbsp;&nbsp;&nbsp; SoFi Technologies, Inc. 144A <br>0.000%, 10/15/26<sup>(1)</sup> <br>| 1465 | &nbsp;&nbsp; 1489 |
| &nbsp;&nbsp;&nbsp; WisdomTree, Inc. 144A <br>4.625%, 8/15/30<sup>(1)</sup> <br>| 1485 | &nbsp;&nbsp; 1740 |
|  |  | &nbsp;&nbsp; 14834 |
| **Ground Transportation—0.0%** | **Ground Transportation—0.0%** |  |
| &nbsp;&nbsp;&nbsp; Uber Technologies, Inc. 144A <br>0.000%, 5/15/28<sup>(1)</sup> <br>| 510 | &nbsp;&nbsp; 557 |
| **Health Care REITs—0.6%** | **Health Care REITs—0.6%** |  |
| &nbsp;&nbsp;&nbsp; Welltower OP LLC 144A <br>3.125%, 7/15/29<sup>(1)</sup> <br>| 4760 | &nbsp;&nbsp; 8237 |
| **Healthcare-Products—0.7%** | **Healthcare-Products—0.7%** |  |
| &nbsp;&nbsp;&nbsp; Alphatec Holdings, Inc. <br>0.750%, 3/15/30<br>| 1315 | &nbsp;&nbsp; 1302 |

---

See Notes to Schedule of Investments

------

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

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

**April 30, 2026**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Healthcare-Products—continued** | **Healthcare-Products—continued** |  |
| &nbsp;&nbsp;&nbsp; Envista Holdings Corp. <br>1.750%, 8/15/28<br>| $2565 | &nbsp;&nbsp; $2552 |
| &nbsp;&nbsp;&nbsp; Guardant Health, Inc. 144A <br>0.000%, 5/15/33<sup>(1)</sup> <br>| 1915 | &nbsp;&nbsp; 2000 |
| &nbsp;&nbsp;&nbsp; Tandem Diabetes Care, Inc. <br>1.500%, 3/15/29<br>| 2655 | &nbsp;&nbsp; 2707 |
| &nbsp;&nbsp;&nbsp; TransMedics Group, Inc. <br>1.500%, 6/1/28<br>| 1255 | &nbsp;&nbsp; 1650 |
|  |  | &nbsp;&nbsp; 10211 |
| **Healthcare-Services—0.2%** | **Healthcare-Services—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Alignment Healthcare, Inc. <br>4.250%, 11/15/29<br>| 1820 | &nbsp;&nbsp; 3010 |
| **Industrial REITs—0.2%** | **Industrial REITs—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Rexford Industrial Realty LP 144A <br>4.375%, 3/15/27<sup>(1)</sup> <br>| 2330 | &nbsp;&nbsp; 2322 |
| **Internet—0.3%** | **Internet—0.3%** |  |
| &nbsp;&nbsp;&nbsp; Alibaba Group Holding Ltd. <br>0.500%, 6/1/31<br>| 1070 | &nbsp;&nbsp; 1544 |
| &nbsp;&nbsp;&nbsp; DoorDash, Inc. 144A <br>0.000%, 5/15/30<sup>(1)</sup> <br>| 1590 | &nbsp;&nbsp; 1517 |
| &nbsp;&nbsp;&nbsp; Uber Technologies, Inc. <br>0.875%, 12/1/28<br>| 1410 | &nbsp;&nbsp; 1724 |
|  |  | &nbsp;&nbsp; 4785 |
| **Investment Companies—0.8%** | **Investment Companies—0.8%** |  |
| &nbsp;&nbsp;&nbsp; Cipher Digital, Inc. 144A <br>0.000%, 10/1/31<sup>(1)</sup> <br>| 1450 | &nbsp;&nbsp; 2012 |
| &nbsp;&nbsp;&nbsp; IREN Ltd. 144A <br>0.000%, 7/1/31<sup>(1)</sup> <br>| 2605 | &nbsp;&nbsp; 2253 |
| &nbsp;&nbsp;&nbsp; Riot Platforms, Inc. <br>0.750%, 1/15/30<br>| 1670 | &nbsp;&nbsp; 2382 |
| &nbsp;&nbsp;&nbsp; Terawulf, Inc. 144A <br>0.000%, 5/1/32<sup>(1)</sup> <br>| 3380 | &nbsp;&nbsp; 4613 |
|  |  | &nbsp;&nbsp; 11260 |
| **Leisure Time—0.2%** | **Leisure Time—0.2%** |  |
| &nbsp;&nbsp;&nbsp; NCL Corp., Ltd. 144A <br>0.750%, 9/15/30<sup>(1)</sup> <br>| 3305 | &nbsp;&nbsp; 3097 |
| **Machinery-Construction & Mining—0.6%** | **Machinery-Construction & Mining—0.6%** |  |
| &nbsp;&nbsp;&nbsp; Bloom Energy Corp. 144A <br>0.000%, 11/15/30<sup>(1)</sup> <br>| 3605 | &nbsp;&nbsp; 6275 |
| &nbsp;&nbsp;&nbsp; BWX Technologies, Inc. 144A <br>0.000%, 11/1/30<sup>(1)</sup> <br>| 2290 | &nbsp;&nbsp; 2478 |
|  |  | &nbsp;&nbsp; 8753 |
| **Mining—0.3%** | **Mining—0.3%** |  |
| &nbsp;&nbsp;&nbsp; Centrus Energy Corp. 144A <br>0.000%, 8/15/32<sup>(1)</sup> <br>| 1050 | &nbsp;&nbsp; 1251 |
| &nbsp;&nbsp;&nbsp; MP Materials Corp. 144A <br>3.000%, 3/1/30<sup>(1)</sup> <br>| 825 | &nbsp;&nbsp; 2602 |
|  |  | &nbsp;&nbsp; 3853 |

---

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Miscellaneous Manufacturing—0.2%** | **Miscellaneous Manufacturing—0.2%** |  |
| &nbsp;&nbsp;&nbsp; JBT Marel Corp. 144A <br>0.375%, 9/15/30<sup>(1)</sup> <br>| $2710 | &nbsp;&nbsp; $2547 |
| **Office REITs—0.1%** | **Office REITs—0.1%** |  |
| &nbsp;&nbsp;&nbsp; Boston Properties LP 144A <br>2.000%, 10/1/30<sup>(1)</sup> <br>| 1585 | &nbsp;&nbsp; 1482 |
| **Oil, Gas & Consumable Fuels—0.7%** | **Oil, Gas & Consumable Fuels—0.7%** |  |
| &nbsp;&nbsp;&nbsp; Crescent Energy Co. 144A <br>2.750%, 3/15/31<sup>(1)</sup> <br>| 2130 | &nbsp;&nbsp; 2451 |
| &nbsp;&nbsp;&nbsp; Liberty Energy, Inc. 144A <br>0.000%, 3/1/31<sup>(1)</sup> <br>| 960 | &nbsp;&nbsp; 1155 |
| &nbsp;&nbsp;&nbsp; Northern Oil & Gas, Inc. <br>3.625%, 4/15/29<br>| 2340 | &nbsp;&nbsp; 2480 |
| &nbsp;&nbsp;&nbsp; Solaris Energy Infrastructure, Inc. <br>0.250%, 10/1/31<br>| 2315 | &nbsp;&nbsp; 3536 |
|  |  | &nbsp;&nbsp; 9622 |
| **Pharmaceuticals—0.4%** | **Pharmaceuticals—0.4%** |  |
| &nbsp;&nbsp;&nbsp; Indivior Pharmaceuticals, Inc. 144A <br>0.625%, 3/15/31<sup>(1)</sup> <br>| 1470 | &nbsp;&nbsp; 1671 |
| &nbsp;&nbsp;&nbsp; Jazz Investments I Ltd. <br>3.125%, 9/15/30<br>| 3035 | &nbsp;&nbsp; 4534 |
|  |  | &nbsp;&nbsp; 6205 |
| **Real Estate—0.1%** | **Real Estate—0.1%** |  |
| &nbsp;&nbsp;&nbsp; Compass, Inc. 144A <br>0.250%, 4/15/31<sup>(1)</sup> <br>| 1685 | &nbsp;&nbsp; 1480 |
| **Retail—0.3%** | **Retail—0.3%** |  |
| &nbsp;&nbsp;&nbsp; Burlington Stores, Inc. <br>1.250%, 12/15/27<br>| 1295 | &nbsp;&nbsp; 2106 |
| &nbsp;&nbsp;&nbsp; Freshpet, Inc. <br>3.000%, 4/1/28<br>| 1345 | &nbsp;&nbsp; 1652 |
|  |  | &nbsp;&nbsp; 3758 |
| **Semiconductors—1.6%** | **Semiconductors—1.6%** |  |
| &nbsp;&nbsp;&nbsp; Cohu, Inc. 144A <br>1.500%, 1/15/31<sup>(1)</sup> <br>| 1420 | &nbsp;&nbsp; 2707 |
| &nbsp;&nbsp;&nbsp; MACOM Technology Solutions Holdings, Inc. <br>0.000%, 12/15/29<sup>(2)</sup> <br>| 1930 | &nbsp;&nbsp; 3395 |
| &nbsp;&nbsp;&nbsp; Microchip Technology, Inc. <br>0.750%, 6/1/30<br>| 3245 | &nbsp;&nbsp; 3542 |
| &nbsp;&nbsp;&nbsp; MKS, Inc. <br>1.250%, 6/1/30<br>| 1920 | &nbsp;&nbsp; 3777 |
| &nbsp;&nbsp;&nbsp; ON Semiconductor Corp. <br>0.500%, 3/1/29<br>| 1685 | &nbsp;&nbsp; 2052 |
| &nbsp;&nbsp;&nbsp; Semtech Corp. 144A <br>0.000%, 10/15/30<sup>(1)</sup> <br>| 1900 | &nbsp;&nbsp; 2536 |
| &nbsp;&nbsp;&nbsp; Synaptics, Inc. <br>0.750%, 12/1/31<br>| 1125 | &nbsp;&nbsp; 1383 |
| &nbsp;&nbsp;&nbsp; Ultra Clean Holdings, Inc. 144A <br>0.000%, 3/15/31<sup>(1)</sup> <br>| 2430 | &nbsp;&nbsp; 3008 |
|  |  | &nbsp;&nbsp; 22400 |
| **Software—2.1%** | **Software—2.1%** |  |
| Akamai Technologies, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>0.375%, 9/1/27 | 4970 | &nbsp;&nbsp; 5504 |

---

See Notes to Schedule of Investments

------

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

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

**April 30, 2026**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Software—continued** | **Software—continued** |  |
| &nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>144A 0.250%, 5/15/33<sup>(1)</sup> <br>| $1145 | &nbsp;&nbsp; $1503 |
| &nbsp;&nbsp;&nbsp; BILL Holdings, Inc. <br>0.000%, 4/1/30<sup>(2)</sup> <br>| 2300 | &nbsp;&nbsp; 2037 |
| &nbsp;&nbsp;&nbsp; Cloudflare, Inc. <br>0.000%, 8/15/26<br>| 3240 | &nbsp;&nbsp; 3764 |
| &nbsp;&nbsp;&nbsp; CoreWeave, Inc. 144A <br>1.750%, 12/1/31<sup>(1)</sup> <br>| 4595 | &nbsp;&nbsp; 5954 |
| &nbsp;&nbsp;&nbsp; Datadog, Inc. <br>0.000%, 12/1/29<br>| 4515 | &nbsp;&nbsp; 4540 |
| &nbsp;&nbsp;&nbsp; Nebius Group N.V. 144A <br>1.250%, 3/15/31<sup>(1)</sup> <br>| 2640 | &nbsp;&nbsp; 2930 |
| &nbsp;&nbsp;&nbsp; Snowflake, Inc. <br>0.000%, 10/1/29<br>| 355 | &nbsp;&nbsp; 416 |
| &nbsp;&nbsp;&nbsp; Strategy, Inc. <br>0.000%, 12/1/29<sup>(2)</sup> <br>| 4795 | &nbsp;&nbsp; 4142 |
|  |  | &nbsp;&nbsp; 30790 |
| **Telecommunications—0.3%** | **Telecommunications—0.3%** |  |
| &nbsp;&nbsp;&nbsp; AST SpaceMobile, Inc. 144A <br>2.000%, 1/15/36<sup>(1)</sup> <br>| 2435 | &nbsp;&nbsp; 2474 |
| &nbsp;&nbsp;&nbsp; Viavi Solutions, Inc. 144A <br>0.625%, 3/1/31<sup>(1)</sup> <br>| 595 | &nbsp;&nbsp; 2319 |
|  |  | &nbsp;&nbsp; 4793 |
| **Transportation—0.2%** | **Transportation—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Scorpio Tankers, Inc. 144A <br>1.750%, 4/15/31<sup>(1)</sup> <br>| 2310 | &nbsp;&nbsp; 2588 |
| **Total Convertible Bonds and Notes** <br>**(Identified Cost $226,717)** | **Total Convertible Bonds and Notes** <br>**(Identified Cost $226,717)** | &nbsp;&nbsp; **272471** |

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| **Convertible Preferred Stocks—2.9%** | **Convertible Preferred Stocks—2.9%** | **Convertible Preferred Stocks—2.9%** |
| **Aerospace & Defense—0.6%** | **Aerospace & Defense—0.6%** |  |
| Boeing Co. (The), 6.000% | 103900 | &nbsp;&nbsp; 7501 |
| VSE Corp., 5.750% | 40070 | &nbsp;&nbsp; 1852 |
|  |  | &nbsp;&nbsp; 9353 |
| **Banks—0.6%** | **Banks—0.6%** |  |
| Wells Fargo & Co. Series L, 7.500% | 7175 | &nbsp;&nbsp; 8544 |
| **Chemicals—0.2%** | **Chemicals—0.2%** |  |
| Albemarle Corp., 7.250% | 37345 | &nbsp;&nbsp; 2911 |
| **Electric Utilities—0.6%** | **Electric Utilities—0.6%** |  |
| NextEra Energy, Inc., 7.299% | 26305 | &nbsp;&nbsp; 1553 |
| PG&E Corp. Series A, 6.000% | 92875 | &nbsp;&nbsp; 3906 |
| Southern Co. (The) Series A, 7.125% | 59540 | &nbsp;&nbsp; 3098 |
|  |  | &nbsp;&nbsp; 8557 |
| **Healthcare Providers & Services—0.2%** | **Healthcare Providers & Services—0.2%** |  |
| BrightSpring Health Services, Inc., 6.750% | 20855 | &nbsp;&nbsp; 3296 |
| **Semiconductors & Semiconductor Equipment—0.3%** | **Semiconductors & Semiconductor Equipment—0.3%** |  |
| Microchip Technology, Inc., 7.500% | 53345 | &nbsp;&nbsp; 4197 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Software—0.3%** | **Software—0.3%** |  |
| Oracle Corp. Series D, 6.500% | 81610 | &nbsp;&nbsp; $3972 |
| **Trading Companies & Distributors—0.1%** | **Trading Companies & Distributors—0.1%** |  |
| QXO, Inc., 5.500% | 23630 | &nbsp;&nbsp; 1337 |
| **Total Convertible Preferred Stocks** <br>**(Identified Cost $38,710)** | **Total Convertible Preferred Stocks** <br>**(Identified Cost $38,710)** | &nbsp;&nbsp; **42167** |
| **Common Stocks—74.5%** | **Common Stocks—74.5%** | **Common Stocks—74.5%** |
| **Aerospace & Defense—1.9%** | **Aerospace & Defense—1.9%** |  |
| Boeing Co. (The)<sup>(3)</sup> <br>| 48522 | &nbsp;&nbsp; 11113 |
| BWX Technologies, Inc. | 73165 | &nbsp;&nbsp; 15832 |
|  |  | &nbsp;&nbsp; 26945 |
| **Automobile Components—0.8%** | **Automobile Components—0.8%** |  |
| Magna International, Inc. | 172795 | &nbsp;&nbsp; 11002 |
| **Banks—13.5%** | **Banks—13.5%** |  |
| Bank of America Corp. | 200665 | &nbsp;&nbsp; 10727 |
| Bank of Hawaii Corp. | 205853 | &nbsp;&nbsp; 16367 |
| Community Financial System, Inc. | 173884 | &nbsp;&nbsp; 11017 |
| Glacier Bancorp, Inc. | 469392 | &nbsp;&nbsp; 23024 |
| Huntington Bancshares, Inc. | 679011 | &nbsp;&nbsp; 11380 |
| Independent Bank Corp. | 148412 | &nbsp;&nbsp; 11575 |
| JPMorgan Chase & Co.<sup>(4)</sup> <br>| 64498 | &nbsp;&nbsp; 20203 |
| Old National Bancorp | 457003 | &nbsp;&nbsp; 10954 |
| Pinnacle Financial Partners, Inc. | 157756 | &nbsp;&nbsp; 15608 |
| PNC Financial Services Group, Inc. (The) | 49829 | &nbsp;&nbsp; 11112 |
| Southstate Bank Corp. | 103652 | &nbsp;&nbsp; 10124 |
| Truist Financial Corp. | 219356 | &nbsp;&nbsp; 11297 |
| UMB Financial Corp. | 167596 | &nbsp;&nbsp; 21146 |
| Wells Fargo & Co. | 111792 | &nbsp;&nbsp; 9193 |
|  |  | &nbsp;&nbsp; 193727 |
| **Biotechnology—0.7%** | **Biotechnology—0.7%** |  |
| AbbVie, Inc. | 44486 | &nbsp;&nbsp; 9401 |
| **Capital Markets—5.5%** | **Capital Markets—5.5%** |  |
| Charles Schwab Corp. (The) | 479857 | &nbsp;&nbsp; 43974 |
| Goldman Sachs Group, Inc. (The) | 18078 | &nbsp;&nbsp; 16700 |
| Morgan Stanley | 93477 | &nbsp;&nbsp; 17816 |
|  |  | &nbsp;&nbsp; 78490 |
| **Chemicals—1.7%** | **Chemicals—1.7%** |  |
| Albemarle Corp. | 62387 | &nbsp;&nbsp; 12272 |
| Nutrien Ltd. | 155728 | &nbsp;&nbsp; 11835 |
|  |  | &nbsp;&nbsp; 24107 |
| **Consumer Staples Distribution & Retail—0.7%** | **Consumer Staples Distribution & Retail—0.7%** |  |
| Costco Wholesale Corp. | 10198 | &nbsp;&nbsp; 10346 |
| **Electric Utilities—1.2%** | **Electric Utilities—1.2%** |  |
| NextEra Energy, Inc. | 180648 | &nbsp;&nbsp; 17682 |
| **Electrical Equipment—2.8%** | **Electrical Equipment—2.8%** |  |
| GE Vernova, Inc. | 37294 | &nbsp;&nbsp; 40406 |

---

See Notes to Schedule of Investments

------

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

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

**April 30, 2026**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Electronic Equipment, Instruments & Components—1.6%** | **Electronic Equipment, Instruments & Components—1.6%** |  |
| Amphenol Corp. Class A | 152039 | &nbsp;&nbsp; $22391 |
| **Financial Services—0.4%** | **Financial Services—0.4%** |  |
| Berkshire Hathaway, Inc. Class B<sup>(3)</sup> <br>| 11221 | &nbsp;&nbsp; 5314 |
| **Food Products—1.5%** | **Food Products—1.5%** |  |
| Hershey Co. (The) | 115490 | &nbsp;&nbsp; 21451 |
| **Healthcare Providers & Services—1.8%** | **Healthcare Providers & Services—1.8%** |  |
| HCA Healthcare, Inc. | 22525 | &nbsp;&nbsp; 9786 |
| Universal Health Services, Inc. Class B | 99079 | &nbsp;&nbsp; 16672 |
|  |  | &nbsp;&nbsp; 26458 |
| **Industrial Conglomerates—1.2%** | **Industrial Conglomerates—1.2%** |  |
| General Electric Co. | 58601 | &nbsp;&nbsp; 16990 |
| **Industrial REITs—3.0%** | **Industrial REITs—3.0%** |  |
| Prologis, Inc. | 298823 | &nbsp;&nbsp; 42439 |
| **Insurance—0.7%** | **Insurance—0.7%** |  |
| Cincinnati Financial Corp. | 62136 | &nbsp;&nbsp; 10165 |
| **Interactive Media & Services—4.6%** | **Interactive Media & Services—4.6%** |  |
| Alphabet, Inc. Class A | 123467 | &nbsp;&nbsp; 47510 |
| Meta Platforms, Inc. Class A | 29646 | &nbsp;&nbsp; 18141 |
|  |  | &nbsp;&nbsp; 65651 |
| **Machinery—1.4%** | **Machinery—1.4%** |  |
| Flowserve Corp. | 139239 | &nbsp;&nbsp; 10254 |
| Kennametal, Inc. | 274174 | &nbsp;&nbsp; 10613 |
|  |  | &nbsp;&nbsp; 20867 |
| **Metals & Mining—4.9%** | **Metals & Mining—4.9%** |  |
| Commercial Metals Co. | 384736 | &nbsp;&nbsp; 26531 |
| Freeport-McMoRan, Inc. | 79531 | &nbsp;&nbsp; 4595 |
| Nucor Corp. | 112577 | &nbsp;&nbsp; 25363 |
| Royal Gold, Inc. | 60421 | &nbsp;&nbsp; 14101 |
|  |  | &nbsp;&nbsp; 70590 |
| **Oil, Gas & Consumable Fuels—8.1%** | **Oil, Gas & Consumable Fuels—8.1%** |  |
| Chevron Corp. | 35268 | &nbsp;&nbsp; 6818 |
| EOG Resources, Inc. | 159550 | &nbsp;&nbsp; 22428 |
| Exxon Mobil Corp. | 45987 | &nbsp;&nbsp; 7097 |
| HF Sinclair Corp. | 672821 | &nbsp;&nbsp; 45220 |
| Marathon Petroleum Corp. | 85025 | &nbsp;&nbsp; 21111 |
| Phillips 66 | 76137 | &nbsp;&nbsp; 13640 |
|  |  | &nbsp;&nbsp; 116314 |
| **Passenger Airlines—0.7%** | **Passenger Airlines—0.7%** |  |
| Southwest Airlines Co. | 250809 | &nbsp;&nbsp; 9511 |
| **Personal Care Products—0.8%** | **Personal Care Products—0.8%** |  |
| Estee Lauder Cos., Inc. (The) Class A | 146085 | &nbsp;&nbsp; 11206 |
| **Pharmaceuticals—3.4%** | **Pharmaceuticals—3.4%** |  |
| Eli Lilly & Co. | 36138 | &nbsp;&nbsp; 33775 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Pharmaceuticals—continued** | **Pharmaceuticals—continued** |  |
| Pfizer, Inc. | 572592 | &nbsp;&nbsp; $15288 |
|  |  | &nbsp;&nbsp; 49063 |
| **Semiconductors & Semiconductor Equipment—7.4%** | **Semiconductors & Semiconductor Equipment—7.4%** |  |
| Advanced Micro Devices, Inc.<sup>(3)</sup> <br>| 132436 | &nbsp;&nbsp; 46947 |
| Marvell Technology, Inc. | 196130 | &nbsp;&nbsp; 32391 |
| Microchip Technology, Inc. | 76835 | &nbsp;&nbsp; 7139 |
| Micron Technology, Inc. | 38514 | &nbsp;&nbsp; 19918 |
|  |  | &nbsp;&nbsp; 106395 |
| **Software—1.0%** | **Software—1.0%** |  |
| Microsoft Corp.<sup>(4)</sup> <br>| 36128 | &nbsp;&nbsp; 14732 |
| **Specialized REITs—1.1%** | **Specialized REITs—1.1%** |  |
| Equinix, Inc. | 14422 | &nbsp;&nbsp; 15616 |
| **Specialty Retail—1.3%** | **Specialty Retail—1.3%** |  |
| Home Depot, Inc. (The)<sup>(4)</sup> <br>| 56949 | &nbsp;&nbsp; 18725 |
| **Technology Hardware, Storage & Peripherals—0.8%** | **Technology Hardware, Storage & Peripherals—0.8%** |  |
| Dell Technologies, Inc. Class C | 55549 | &nbsp;&nbsp; 11607 |
| **Total Common Stocks** <br>**(Identified Cost $888,474)** | **Total Common Stocks** <br>**(Identified Cost $888,474)** | &nbsp;&nbsp; **1067591** |
| **Total Long-Term Investments—96.4%** <br>**(Identified Cost $1,153,901)** | **Total Long-Term Investments—96.4%** <br>**(Identified Cost $1,153,901)** | &nbsp;&nbsp; **1382229** |
| **Short-Term Investment—0.7%** | **Short-Term Investment—0.7%** | **Short-Term Investment—0.7%** |
| **Money Market Mutual Fund—0.7%** | **Money Market Mutual Fund—0.7%** | **Money Market Mutual Fund—0.7%** |
| &nbsp;&nbsp;&nbsp; BlackRock Liquidity FedFund - Institutional Shares <br> (seven-day effective yield 3.543%)<sup>(5)</sup> <br>| 10185398 | &nbsp;&nbsp; 10185 |
| **Total Short-Term Investment** <br>**(Identified Cost $10,186)** | **Total Short-Term Investment** <br>**(Identified Cost $10,186)** | &nbsp;&nbsp; **10185** |
| **TOTAL INVESTMENTS, BEFORE WRITTEN OPTIONS**—**97.1%** <br>**(Identified Cost $1,164,087)** | **TOTAL INVESTMENTS, BEFORE WRITTEN OPTIONS**—**97.1%** <br>**(Identified Cost $1,164,087)** | &nbsp;&nbsp; **1392414** |

---

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

---

| | |
|:---|:---|
| **Written Options—(0.4)%** | **Written Options—(0.4)%** |
| (See open written options schedule) |  |
| **Total Written Options** <br>**(Premiums Received $1,878)** | &nbsp;&nbsp; **(6295)**<br>|
| **TOTAL INVESTMENTS, NET OF WRITTEN OPTIONS—96.7%** <br>**(Identified Cost $1,162,209)** | &nbsp;&nbsp; **$1386119** |
| Other assets and liabilities, net—3.3% | &nbsp;&nbsp; 47661 |
| **NET ASSETS—100.0%** | &nbsp;&nbsp; **$1433780** |

---

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

---

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

---

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

See Notes to Schedule of Investments

------

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

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

**April 30, 2026**

($ reported in thousands)

---

| | |
|:---|:---|
| **Footnote Legend:** | **Footnote Legend:** |
| <sup>(1)</sup> <br>| Security exempt from registration under Rule 144A of the Securities Act of 1933. <br> These securities may be resold in transactions exempt from registration, normally <br> to qualified institutional buyers. At April 30, 2026, these securities amounted to a <br> value of $140,548 or 9.8% of net assets.<br>|
| <sup>(2)</sup> <br>| Issued with a zero coupon. Income is recognized through the accretion of <br> discount.<br>|
| <sup>(3)</sup> <br>| Non-income producing. |
| <sup>(4)</sup> <br>| All or a portion of the security is segregated as collateral for written options. The <br> value of securities segregated as collateral is $40,097.<br>|
| <sup>(5)</sup> <br>| Shares of this fund are publicly offered, and its prospectus and annual report are <br> publicly available.<br>|

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open written options contracts as of April 30, 2026 were as follows:** | **Open written options contracts as of April 30, 2026 were as follows:** | **Open written options contracts as of April 30, 2026 were as follows:** | **Open written options contracts as of April 30, 2026 were as follows:** | **Open written options contracts as of April 30, 2026 were as follows:** | **Open written options contracts as of April 30, 2026 were as follows:** |
| **Description of Options** | &nbsp;&nbsp;&nbsp; **Number** <br> **of** <br>**Contracts**<br>| &nbsp;&nbsp; **Contract** <br>**Notional** <br>**Amount**<br>| &nbsp;&nbsp; **Strike** <br>**Price**<sup>(1)</sup> <br>| &nbsp;&nbsp; **Expiration** <br>**Date**<br>| **Value** |
| **Call Options**<sup>(2)</sup> |  |  |  |  |  |
| Advanced Micro Devices, Inc. | (155) | &nbsp;&nbsp;&nbsp;&nbsp; $(4805)<br>| &nbsp;&nbsp;&nbsp;&nbsp; $310.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; $(783) <br>|
| Advanced Micro Devices, Inc. | (387) | &nbsp;&nbsp;&nbsp;&nbsp; (12771)<br>| &nbsp;&nbsp;&nbsp;&nbsp;330.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (1393) <br>|
| Albemarle Corp. | (155) | &nbsp;&nbsp;&nbsp;&nbsp; (3565)<br>| &nbsp;&nbsp;&nbsp;&nbsp;230.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (50) <br>|
| Alphabet, Inc. | (448) | &nbsp;&nbsp;&nbsp;&nbsp; (16800)<br>| &nbsp;&nbsp;&nbsp;&nbsp;375.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (715) <br>|
| Amphenol Corp. | (532) | &nbsp;&nbsp;&nbsp;&nbsp; (9310)<br>| &nbsp;&nbsp;&nbsp;&nbsp;175.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (15) <br>|
| Boeing Co. (The) | (169) | &nbsp;&nbsp;&nbsp;&nbsp; (4310)<br>| &nbsp;&nbsp;&nbsp;&nbsp;255.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (7) <br>|
| Charles Schwab Corp. (The) | (1513) | &nbsp;&nbsp;&nbsp;&nbsp; (15886)<br>| &nbsp;&nbsp;&nbsp;&nbsp;105.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (11) <br>|
| Commercial Metals Co. | (769) | &nbsp;&nbsp;&nbsp;&nbsp; (5768)<br>| &nbsp;&nbsp;&nbsp;&nbsp;75.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (46) <br>|
| Dell Technologies, Inc. | (165) | &nbsp;&nbsp;&nbsp;&nbsp; (3630)<br>| &nbsp;&nbsp;&nbsp;&nbsp;220.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (87) <br>|
| Eli Lilly & Co. | (126) | &nbsp;&nbsp;&nbsp;&nbsp; (13230)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1050.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (28) <br>|
| EOG Resources, Inc. | (398) | &nbsp;&nbsp;&nbsp;&nbsp; (5771)<br>| &nbsp;&nbsp;&nbsp;&nbsp;145.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (102) <br>|
| Estee Lauder Cos., Inc. (The) | (584) | &nbsp;&nbsp;&nbsp;&nbsp; (5256)<br>| &nbsp;&nbsp;&nbsp;&nbsp;90.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (47) <br>|
| GE Vernova, Inc. | (126) | &nbsp;&nbsp;&nbsp;&nbsp; (14616)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1160.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (188) <br>|
| Goldman Sachs Group, Inc. (The) | (42) | &nbsp;&nbsp;&nbsp;&nbsp; (4284)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 1020.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (5) <br>|
| HF Sinclair Corp. | (1682) | &nbsp;&nbsp;&nbsp;&nbsp; (10512)<br>| &nbsp;&nbsp;&nbsp;&nbsp;62.50 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (925) <br>|
| Home Depot, Inc. (The) | (199) | &nbsp;&nbsp;&nbsp;&nbsp; (7562)<br>| &nbsp;&nbsp;&nbsp;&nbsp;380.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (3) <br>|
| JPMorgan Chase & Co. | (225) | &nbsp;&nbsp;&nbsp;&nbsp; (7762)<br>| &nbsp;&nbsp;&nbsp;&nbsp;345.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (2) <br>|
| Marathon Petroleum Corp. | (297) | &nbsp;&nbsp;&nbsp;&nbsp; (7425)<br>| &nbsp;&nbsp;&nbsp;&nbsp;250.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (264) <br>|
| Marvell Technology, Inc. | (772) | &nbsp;&nbsp;&nbsp;&nbsp; (12352)<br>| &nbsp;&nbsp;&nbsp;&nbsp;160.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (965) <br>|
| Marvell Technology, Inc. | (309) | &nbsp;&nbsp;&nbsp;&nbsp; (4790)<br>| &nbsp;&nbsp;&nbsp;&nbsp;155.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (482) <br>|
| Meta Platforms, Inc. | (103) | &nbsp;&nbsp;&nbsp;&nbsp; (7931)<br>| &nbsp;&nbsp;&nbsp;&nbsp;770.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (3) <br>|
| Microchip Technology, Inc. | (230) | &nbsp;&nbsp;&nbsp;&nbsp; (2070)<br>| &nbsp;&nbsp;&nbsp;&nbsp;90.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (154) <br>|
| Microsoft Corp. | (126) | &nbsp;&nbsp;&nbsp;&nbsp; (5796)<br>| &nbsp;&nbsp;&nbsp;&nbsp;460.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (7) <br>|
| Morgan Stanley | (233) | &nbsp;&nbsp;&nbsp;&nbsp; (4893)<br>| &nbsp;&nbsp;&nbsp;&nbsp;210.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (4) <br>|
| Royal Gold, Inc. | (149) | &nbsp;&nbsp;&nbsp;&nbsp; (4470)<br>| &nbsp;&nbsp;&nbsp;&nbsp;300.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (7) <br>|
| Southwest Airlines Co. | (627) | &nbsp;&nbsp;&nbsp;&nbsp; (3135)<br>| &nbsp;&nbsp;&nbsp;&nbsp;50.00 | &nbsp;&nbsp;&nbsp;&nbsp; 05/15/26 | &nbsp;&nbsp;&nbsp;&nbsp; (2) <br>|
| **Total Written Options** |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; $(6295)<br>|

---

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

---

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

---

See Notes to Schedule of Investments

------

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

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

**April 30, 2026**

($ reported in thousands)

The following table summarizes the value of the Fund's investments as of April 30, 2026, based on the inputs used to value them (See Security Valuation Note 1 in the Notes to Schedule of Investments):

---

| | | | |
|:---|:---|:---|:---|
|  | Total <br>Value at <br>April 30, 2026<br>| Level 1 <br>Quoted Prices<br>| Level 2 <br>Significant <br>Observable <br>Inputs<br>|
| Assets: |  |  |  |
| Debt Instruments: |  |  |  |
| &nbsp;&nbsp;&nbsp; Convertible Bonds and Notes | &nbsp;&nbsp;&nbsp; $272471 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $272471 |
| Equity Securities: |  |  |  |
| &nbsp;&nbsp;&nbsp; Convertible Preferred Stocks | &nbsp;&nbsp;&nbsp; 42167 | &nbsp;&nbsp;&nbsp; 42167 | &nbsp;&nbsp;&nbsp; — |
| &nbsp;&nbsp;&nbsp; Common Stocks | &nbsp;&nbsp;&nbsp; 1067591 | &nbsp;&nbsp;&nbsp; 1067591 | &nbsp;&nbsp;&nbsp; — |
| Money Market Mutual Fund | &nbsp;&nbsp;&nbsp; 10185 | &nbsp;&nbsp;&nbsp; 10185 | &nbsp;&nbsp;&nbsp; — |
| Total Assets | &nbsp;&nbsp;&nbsp; 1392414 | &nbsp;&nbsp;&nbsp; 1119943 | &nbsp;&nbsp;&nbsp; 272471 |
| Liabilities: |  |  |  |
| Other Financial Instruments: |  |  |  |
| &nbsp;&nbsp;&nbsp; Written Options | &nbsp;&nbsp;&nbsp; (6295)<br>| &nbsp;&nbsp;&nbsp; (6295)<br>| &nbsp;&nbsp;&nbsp; — |
| Total Investments, Net of Written Options | &nbsp;&nbsp;&nbsp; $1386119 | &nbsp;&nbsp;&nbsp; $1113648 | &nbsp;&nbsp;&nbsp; $272471 |

---

There were no securities valued using significant unobservable inputs (Level 3) at April 30, 2026.

There were no transfers into or out of Level 3 related to securities held at April 30, 2026.

See Notes to Schedule of Investments

------

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

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

**April 30, 2026**

**Note 1. Security Valuation**

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

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

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

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

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

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

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

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

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

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

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

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

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** GREENFIELD

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2027-01-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $1442400256.08

**Total Liabilities:** $8618573.75

**Net Assets:** $1433781682.33

**Cash Not Reported:** $45336119.42

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -0.94%               | -2.96%               | 10.62%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-17542242.39            | $1913000.16                                |
| Month 2  | $-4800804.13             | $-37249638.56                              |
| Month 3  | $34722427.05             | $115959243.45                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| THE OPTIONS CLEARING CORPORATION        | MS A 2026-05-15 CALL 210                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -233 | NC      | $-3961.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | CMC A 2026-05-15 CALL 75                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -769 | NC      | $-46140.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRANSMEDICS GROUP INC                   | TMDX 1.5 06/01/28                                                                                                                       | CUSIP: 89377MAB5<br>LEI: 549300060GVOSMWARH50 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1650074.00   | 0.12%             | 2028-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                    | BANK OF AMERICA CORP COM                                                                                                                | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |    200665 | NS      | $10727550.90  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC           | LYV 2.875 01/15/30                                                                                                                      | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   6645000 | PA      | $7399207.50   | 0.52%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| RIOT PLATFORMS INC                      | RIOT 0.75 01/15/30                                                                                                                      | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $2381921.00   | 0.17%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                             | EQUINIX INC COM                                                                                                                         | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     14422 | NS      | $15616574.26  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITAL REALTY TRUST LP                 | DLR 1.875 11/15/29                                                                                                                      | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   3370000 | PA      | $3781140.00   | 0.26%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                           | CRWV 1.75 12/01/31                                                                                                                      | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   4595000 | PA      | $5953741.50   | 0.42%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DELL TECHNOLOGIES INC                   | DELL TECHNOLOGIES INC CL C                                                                                                              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     55549 | NS      | $11606963.55  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                    | BBIO 0.75 02/01/33                                                                                                                      | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    325000 | PA      | $322530.00    | 0.02%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC                | UCTT 0 03/15/31                                                                                                                         | CUSIP: 90385VAA5<br>LEI: 5493007L6LS7QX18PE75 | Long             | DBT              | CORP              | US        |   2430000 | PA      | $3007854.00   | 0.21%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | JPM A 2026-05-15 CALL 345                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -225 | NC      | $-2250.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLTOWER OP LLC                        | WELL 3.125 07/15/29                                                                                                                     | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   4760000 | PA      | $8237180.00   | 0.57%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COHU INC                                | COHU 1.5 01/15/31                                                                                                                       | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $2707088.00   | 0.19%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STRATEGY INC                            | MSTR 0 12/01/29                                                                                                                         | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |   4795000 | PA      | $4142400.50   | 0.29%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                      | NEXTERA ENERGY INC COM                                                                                                                  | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    180648 | NS      | $17681826.24  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MP MATERIALS CORP                       | MPUS 3 03/01/30                                                                                                                         | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |    825000 | PA      | $2602462.50   | 0.18%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                        | HF SINCLAIR CORP COM                                                                                                                    | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | EC               | CORP              | US        |    672821 | NS      | $45220299.41  | 3.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP                    | SOUTHSTATE BANK CORP COM                                                                                                                | CUSIP: 84472E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    103652 | NS      | $10123690.84  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                | ALHC 4.25 11/15/29                                                                                                                      | CUSIP: 01625VAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1820000 | PA      | $3009825.00   | 0.21%             | 2029-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                            | CHEVRON CORP COM                                                                                                                        | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35268 | NS      | $6817657.08   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWSERVE CORP                          | FLOWSERVE CORP COM                                                                                                                      | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |    139239 | NS      | $10253559.96  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | SCHW A 2026-05-15 CALL 105                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |     -1513 | NC      | $-10591.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                   | TRUIST FINANCIAL CORP COM                                                                                                               | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    219356 | NS      | $11296834.00  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING COMPANY (THE)                    | BOEING COMPANY (THE) COM                                                                                                                | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |     48522 | NS      | $11112993.66  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                        | FE 3.625 01/15/29                                                                                                                       | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $3206487.50   | 0.22%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                | MICROCHIP TECHNOLOGY INC COM                                                                                                            | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |     76835 | NS      | $7138739.85   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNAPTICS INC                           | SYNA 0.75 12/01/31                                                                                                                      | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1382625.00   | 0.10%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                          | ALBEMARLE CORP COM                                                                                                                      | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |     62387 | NS      | $12271522.90  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE INC                                | DAVE 0 04/01/31                                                                                                                         | CUSIP: 23834JAA0<br>LEI: 25490061SUVXCW51RZ82 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $2006900.00   | 0.14%             | 2031-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC        | BTSG 6.75 02/01/27                                                                                                                      | CUSIP: 10950A205<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22720 | PA      | $3590668.80   | 0.25%             | 2027-02-01      | Fixed         | 6.75%                 | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY COMPANY                 | CRGY 2.75 03/15/31                                                                                                                      | CUSIP: 44952JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2450565.00   | 0.17%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP            | REXR 4.375 03/15/27                                                                                                                     | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2321845.00   | 0.16%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | BA A 2026-05-15 CALL 255                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -169 | NC      | $-6760.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BLOOM ENERGY CORP                       | BE 0 11/15/30                                                                                                                           | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |   3605000 | PA      | $6275223.50   | 0.44%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                     | COIN 0.5 06/01/26                                                                                                                       | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   2890000 | PA      | $2879018.00   | 0.20%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                  | BERKSHIRE HATHAWAY INC CL B NEW                                                                                                         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     11221 | NS      | $5314265.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS INC         | PINNACLE FINANCIAL PARTNERS INC COM                                                                                                     | CUSIP: 72348N109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    157756 | NS      | $15608378.64  | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BILL HOLDINGS INC                       | BILL 0 04/01/30                                                                                                                         | CUSIP: 090043AF7<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2036650.00   | 0.14%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UMB FINANCIAL CORP                      | UMB FINANCIAL CORP COM                                                                                                                  | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |    167596 | NS      | $21145587.32  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                   | MICRON TECHNOLOGY INC COM                                                                                                               | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     38514 | NS      | $19917900.24  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                   | WELLS FARGO & COMPANY 7.5% NON-CUMULATIVE PERPETUAL CONVERTIBLE CLASS A PREFERRED STOCK, SERIES L                                       | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      7175 | NS      | $8544061.75   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                             | PHILLIPS 66 COM                                                                                                                         | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |     76137 | NS      | $13639943.55  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| MARATHON PETROLEUM CORP                 | MARATHON PETROLEUM CORP COM                                                                                                             | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | EC               | CORP              | US        |     85025 | NS      | $21110857.25  | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | EOG A 2026-05-15 CALL 145                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -398 | NC      | $-101888.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                          | MORGAN STANLEY COM NEW                                                                                                                  | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     93477 | NS      | $17815781.43  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| AEROVIRONMENT INC                       | AVAV 0 07/15/30                                                                                                                         | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |    890000 | PA      | $902905.00    | 0.06%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                     | LEU 0 08/15/32                                                                                                                          | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1250812.50   | 0.09%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                               | XYZ 0.25 11/01/27                                                                                                                       | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3497775.00   | 0.24%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                           | AMPHENOL CORP CL A                                                                                                                      | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |    152039 | NS      | $22390783.53  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                    | WEC 3.375 06/01/28                                                                                                                      | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   4070000 | PA      | $4245010.00   | 0.30%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                    | WDC 3 11/15/28                                                                                                                          | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $17524995.00  | 1.22%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY ENERGY INC                      | LBRT 0 03/01/31                                                                                                                         | CUSIP: 53115LAA2<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |    960000 | PA      | $1154880.00   | 0.08%             | 2031-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                             | ORACLE CORP DEPOSITARY SHARES EACH REPRESENTING A 1/2,000TH INTEREST IN A SHARE OF 6.50% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |     81610 | NS      | $3971958.70   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NUTRIEN LTD                             | NUTRIEN LTD COM                                                                                                                         | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |    155728 | NS      | $11835328.00  | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | LLY A 2026-05-15 CALL 1050                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -126 | NC      | $-28350.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IMAX CORP                               | IMAX 0.75 11/15/30                                                                                                                      | CUSIP: 45245EAK5<br>LEI: 894500GS1ESLAPZCEI74 | Long             | DBT              | CORP              | CA        |   2200000 | PA      | $2457400.00   | 0.17%             | 2030-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ARRAY TECHNOLOGIES INC                  | ARRY 2.875 07/01/31                                                                                                                     | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |    845000 | PA      | $1094275.00   | 0.08%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                      | STX 3.5 06/01/28                                                                                                                        | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |    635000 | PA      | $5171757.50   | 0.36%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIPHER DIGITAL INC                      | CIFR 0 10/01/31                                                                                                                         | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $2011875.00   | 0.14%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                          | WT 4.625 08/15/30                                                                                                                       | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1740420.00   | 0.12%             | 2030-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                          | MICROSOFT CORP COM                                                                                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     36128 | NS      | $14732275.84  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                    | BWX TECHNOLOGIES INC COM                                                                                                                | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     73165 | NS      | $15832174.35  | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LUMENTUM HOLDINGS INC                   | LITE 0.375 03/15/32                                                                                                                     | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |   2585000 | PA      | $12655901.50  | 0.88%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| GE VERNOVA INC                          | GE VERNOVA INC COM                                                                                                                      | CUSIP: 36828A101<br>LEI: 254900DP080RU6OK2553 | Long             | EC               | CORP              | US        |     37294 | NS      | $40406557.24  | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA HEALTHCARE INC                      | HCA HEALTHCARE INC COM                                                                                                                  | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |     22525 | NS      | $9785986.25   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | META A 2026-05-15 CALL 770                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -103 | NC      | $-3399.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NUCOR CORP                              | NUCOR CORP COM                                                                                                                          | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |    112577 | NS      | $25362472.33  | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                  | MARVELL TECHNOLOGY INC COM                                                                                                              | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    196130 | NS      | $32390869.50  | 2.26%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES INC               | HUNTINGTON BANCSHARES INC COM                                                                                                           | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |    679011 | NS      | $11380224.36  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                               | PG&E CORP 6% SER A MAND CONV PFD STK                                                                                                    | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |     92875 | NS      | $3906322.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                       | EOG RESOURCES INC COM                                                                                                                   | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |    159550 | NS      | $22427943.50  | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| PARSONS CORP                            | PSN 2.625 03/01/29                                                                                                                      | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |    900000 | PA      | $883800.00    | 0.06%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| RIVIAN AUTOMOTIVE INC                   | RIVN 4.625 03/15/29                                                                                                                     | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |   3155000 | PA      | $3604587.50   | 0.25%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TANDEM DIABETES CARE INC                | TNDM 1.5 03/15/29 2024                                                                                                                  | CUSIP: 875372AD6<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2706772.50   | 0.19%             | 2029-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MKS INC                                 | MKSI 1.25 06/01/30                                                                                                                      | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $3776640.00   | 0.26%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                  | JAZZ 3.125 09/15/30                                                                                                                     | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3035000 | PA      | $4534290.00   | 0.32%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | MSFT A 2026-05-15 CALL 460                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -126 | NC      | $-7056.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                   | COSTCO WHOLESALE CORP COM                                                                                                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |     10198 | NS      | $10346176.94  | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                    | BBIO 2.25 02/01/29                                                                                                                      | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2240382.00   | 0.16%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC           | LYV 2.875 10/15/31                                                                                                                      | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1062277.78   | 0.07%             | 2031-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BLACKROCK LIQUIDITY FUNDS               | BLACKROCK LIQUIDITY FUNDS FEDFUND INSTL                                                                                                 | CUSIP: 09248U700<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |   7364176 | NS      | $7364175.70   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNA INTERNATIONAL INC                 | MAGNA INTERNATIONAL INC COM                                                                                                             | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |    172795 | NS      | $11001857.65  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                 | AKAM 0.375 09/01/27                                                                                                                     | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   4970000 | PA      | $5504275.00   | 0.38%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SHIFT4 PAYMENTS INC                     | FOUR 0.5 08/01/27                                                                                                                       | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2560000 | PA      | $2412195.53   | 0.17%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP                        | EXXON MOBIL CORP COM                                                                                                                    | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     45987 | NS      | $7097173.71   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC                     | GPN 1.5 03/01/31                                                                                                                        | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1714225.00   | 0.12%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS COMPANY               | COMMERCIAL METALS COMPANY COM                                                                                                           | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    384736 | NS      | $26531394.56  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | EL A 2026-05-15 CALL 90                                                                                                                 | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -584 | NC      | $-46720.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                   | UBER 0.875 12/01/28 2028                                                                                                                | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1723725.00   | 0.12%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                              | ABBVIE INC COM                                                                                                                          | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     44486 | NS      | $9400781.52   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| GUARDANT HEALTH INC                     | GH 0 05/15/33                                                                                                                           | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1999978.13   | 0.14%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC              | ADVANCED MICRO DEVICES INC COM                                                                                                          | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |    132436 | NS      | $46947237.64  | 3.27%             |  |  |  | No            |                  1 | On Loan: No      |
| PROLOGIS INC                            | PROLOGIS INC COM                                                                                                                        | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |    298823 | NS      | $42438842.46  | 2.96%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC               | IONS 1.75 06/15/28                                                                                                                      | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1544400.00   | 0.11%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLACIER BANCORP INC                     | GLACIER BANCORP INC COM                                                                                                                 | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |    469392 | NS      | $23023677.60  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| DATADOG INC                             | DDOG 0 12/01/29                                                                                                                         | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |   4515000 | PA      | $4539832.50   | 0.32%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | LUV A 2026-05-15 CALL 50                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -627 | NC      | $-1881.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | AMD A 2026-05-15 CALL 310                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -155 | NC      | $-782750.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | GOOGL A 2026-05-15 CALL 375                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -448 | NC      | $-715456.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | MRVL A 2026-05-15 CALL 160                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -772 | NC      | $-965000.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | APH A 2026-05-15 CALL 175                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -532 | NC      | $-14896.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | RGLD A 2026-05-15 CALL 300                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -149 | NC      | $-6705.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | MCHP A 2026-05-15 CALL 90                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -230 | NC      | $-154100.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | GS A 2026-05-15 CALL 1020                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |       -42 | NC      | $-4830.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | DELL A 2026-05-15 CALL 220                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -165 | NC      | $-86625.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC               | IONS 0 12/01/30                                                                                                                         | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1679737.50   | 0.12%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC | MTSI 0 12/15/29                                                                                                                         | CUSIP: 55405YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1930000 | PA      | $3394870.00   | 0.24%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                            | ALPHABET INC CAP STK CL A                                                                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |    123467 | NS      | $47510101.60  | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | MRVL A 2026-05-15 CALL 155                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -309 | NC      | $-482040.00   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & COMPANY                     | ELI LILLY & COMPANY COM                                                                                                                 | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |     36138 | NS      | $33774574.80  | 2.36%             |  |  |  | No            |                  1 | On Loan: No      |
| INDEPENDENT BANK CORP (MASSACHUSETTS)   | INDEPENDENT BANK CORP (MASSACHUSETTS) COM                                                                                               | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |    148412 | NS      | $11574651.88  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC                             | ZS 0 07/15/28                                                                                                                           | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1446665.00   | 0.10%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INDIVIOR PHARMACEUTICALS INC            | INDV 0.625 03/15/31                                                                                                                     | CUSIP: 45579UAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1585278.00   | 0.11%             | 2031-03-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BURLINGTON STORES INC                   | BURL 1.25 12/15/27                                                                                                                      | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $2106317.50   | 0.15%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                      | NEE 7.299 06/01/27                                                                                                                      | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | DBT              | CORP              | US        |     26305 | PA      | $1553047.20   | 0.11%             | 2027-06-01      | Fixed         | 7.30%                 | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                     | AFRM 0.75 12/15/29                                                                                                                      | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3040000 | PA      | $3207200.00   | 0.22%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| COMPASS INC                             | COMP 0.25 04/15/31                                                                                                                      | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $1479430.00   | 0.10%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| OSI SYSTEMS INC                         | OSIS 0.5 02/01/31                                                                                                                       | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |   3825000 | PA      | $4085865.00   | 0.28%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| QXO INC                                 | QXO INC DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 5.50% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK        | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |     23630 | NS      | $1336985.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | AMD A 2026-05-15 CALL 330                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -387 | NC      | $-1393200.00  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                | MICROCHIP TECHNOLOGY INC 7.50 % DEP SHS REPSTG 1/20TH PFD CONV SER A                                                                    | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |     53345 | NS      | $4196651.15   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT MAREL CORP                          | JBTM 0.375 09/15/30                                                                                                                     | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |   2710000 | PA      | $2547400.00   | 0.18%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FRESHPET INC                            | FRPT 3 04/01/28                                                                                                                         | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1651391.00   | 0.12%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEMTECH CORP                            | SMTC 0 10/15/30                                                                                                                         | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $2536500.00   | 0.18%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                            | WULF 0 05/01/32                                                                                                                         | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $4613024.00   | 0.32%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                    | BXP 2 10/01/30                                                                                                                          | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1481975.00   | 0.10%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS INC              | LGND 0.75 10/01/30                                                                                                                      | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $2125168.00   | 0.15%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CLOUDFLARE INC                          | NET 0 08/15/26                                                                                                                          | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3764180.91   | 0.26%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)           | GOLDMAN SACHS GROUP INC (THE) COM                                                                                                       | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |     18078 | NS      | $16699914.06  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC     | NEE 3 03/01/27                                                                                                                          | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5330000 | PA      | $7747155.00   | 0.54%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | GEV A 2026-05-15 CALL 1160                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -126 | NC      | $-188244.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                  | SO 7.125 12/15/28 A                                                                                                                     | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     59540 | PA      | $3097866.20   | 0.22%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE & COMPANY               | JP MORGAN CHASE & COMPANY COM                                                                                                           | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     64498 | NS      | $20202708.54  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)  | PNC FINANCIAL SERVICES GROUP INC (THE) COM                                                                                              | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     49829 | NS      | $11111867.00  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| CINCINNATI FINANCIAL CORP               | CINCINNATI FINANCIAL CORP COM                                                                                                           | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     62136 | NS      | $10165449.60  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                  | ORA 1.5 03/15/31 A                                                                                                                      | CUSIP: 686688AD4<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |   2920000 | PA      | $3090236.00   | 0.22%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL INC                      | GLXYLP 0.5 05/01/31                                                                                                                     | CUSIP: 36317GAC0<br>LEI: 9845001C4070E5N07806 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2449545.00   | 0.17%             | 2031-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                     | COIN 0 10/01/29                                                                                                                         | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |   4695000 | PA      | $4269163.50   | 0.30%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OLD NATIONAL BANCORP                    | OLD NATIONAL BANCORP COM                                                                                                                | CUSIP: 680033107<br>LEI: 549300MMK90CL5KMVX16 | Long             | EC               | CORP              | US        |    457003 | NS      | $10954361.91  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN LTD                                | IREN 0 07/01/31                                                                                                                         | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |   2605000 | PA      | $2253325.00   | 0.16%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY (THE)                   | HERSHEY COMPANY (THE) COM                                                                                                               | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |    115490 | NS      | $21451112.60  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | MPC A 2026-05-15 CALL 250                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -297 | NC      | $-264330.00   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                    | BWXT 0 11/01/30                                                                                                                         | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2477780.00   | 0.17%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SCORPIO TANKERS INC                     | STNG 1.75 04/15/31                                                                                                                      | CUSIP: 80918TAF6<br>LEI: 549300NVJUH16NXG8K87 | Long             | DBT              | CORP              | MH        |   2310000 | PA      | $2588355.00   | 0.18%             | 2031-04-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD               | BABA 0.5 06/01/31                                                                                                                       | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1070000 | PA      | $1544545.00   | 0.11%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                              | PFIZER INC COM                                                                                                                          | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |    572592 | NS      | $15288206.40  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                           | SNOW 0 10/01/29                                                                                                                         | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |    355000 | PA      | $415989.00    | 0.03%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                  | SO 3.25 06/15/28                                                                                                                        | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $3578080.00   | 0.25%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMUNITY FINANCIAL SYSTEM INC          | COMMUNITY FINANCIAL SYSTEM INC COM                                                                                                      | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |    173884 | NS      | $11017290.24  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                 | DKNG 0 03/15/28                                                                                                                         | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $1929937.50   | 0.13%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                   | WELLS FARGO & COMPANY COM                                                                                                               | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |    111792 | NS      | $9192656.16   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| MIRION TECHNOLOGIES INC                 | MIR 0.25 06/01/30                                                                                                                       | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1507215.00   | 0.11%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | DINO A 2026-05-15 CALL 62.5                                                                                                             | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |     -1682 | NC      | $-925100.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BOEING COMPANY (THE)                    | BOEING COMPANY (THE) 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD                                                              | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    103900 | NS      | $7501580.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL CORP LTD                            | NCLH 0.75 09/15/30                                                                                                                      | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   3305000 | PA      | $3097355.44   | 0.22%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SOLARIS ENERGY INFRASTRUCTURE INC       | SEI 0.25 10/01/31                                                                                                                       | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $3536162.50   | 0.25%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC (THE)                    | HOME DEPOT INC (THE) COM                                                                                                                | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |     56949 | NS      | $18724831.20  | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE CORP                                | VSEC 5.75 02/01/29                                                                                                                      | CUSIP: 918284209<br>LEI: 549300QWJYQDH4U5XI15 | Long             | DBT              | CORP              | US        |     40070 | PA      | $1852035.40   | 0.13%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  1 | On Loan: No      |
| NORTHERN OIL & GAS INC                  | NOG 3.625 04/15/29                                                                                                                      | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2480400.00   | 0.17%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                          | ALBEMARLE CORP DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 7.25% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |     37345 | NS      | $2910669.30   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                 | AKAM 0.25 05/15/33                                                                                                                      | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1502812.50   | 0.10%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                | MCHP 0.75 06/01/30                                                                                                                      | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3541917.50   | 0.25%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC           | UNIVERSAL HEALTH SERVICES INC CL B                                                                                                      | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | EC               | CORP              | US        |     99079 | NS      | $16672023.33  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | ALB A 2026-05-15 CALL 230                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -155 | NC      | $-49600.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF HAWAII CORP                     | BANK OF HAWAII CORP COM                                                                                                                 | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |    205853 | NS      | $16367372.03  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC                     | ASTS 2 01/15/36                                                                                                                         | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2473960.00   | 0.17%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                      | META PLATFORMS INC CL A                                                                                                                 | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |     29646 | NS      | $18140683.86  | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHATEC HOLDINGS INC                   | ATEC 0.75 03/15/30                                                                                                                      | CUSIP: 02081GAD4<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   1315000 | PA      | $1302376.00   | 0.09%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER COMPANIES INC (THE)        | ESTEE LAUDER COMPANIES INC (THE) CL A                                                                                                   | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |    146085 | NS      | $11206180.35  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| ENVISTA HOLDINGS CORP                   | NVST 1.75 08/15/28                                                                                                                      | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2552175.00   | 0.18%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOFI TECHNOLOGIES INC                   | SOFI 0 10/15/26                                                                                                                         | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1488440.00   | 0.10%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GRANITE CONSTRUCTION INC                | GVA 3.25 06/15/30                                                                                                                       | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $3532800.00   | 0.25%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                   | ON 0.5 03/01/29                                                                                                                         | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1685000 | PA      | $2052330.00   | 0.14%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ROYAL GOLD INC                          | ROYAL GOLD INC COM                                                                                                                      | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     60421 | NS      | $14101052.98  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| THE OPTIONS CLEARING CORPORATION        | HD A 2026-05-15 CALL 380                                                                                                                | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |      -199 | NC      | $-3383.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)               | CHARLES SCHWAB CORP (THE) COM                                                                                                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |    479857 | NS      | $43974095.48  | 3.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GE AEROSPACE                            | GE AEROSPACE COM NEW                                                                                                                    | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |     58601 | NS      | $16990187.93  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NEBIUS GROUP NV                         | NBIS 1.25 03/15/31                                                                                                                      | CUSIP: 63954QAJ5<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |   2640000 | PA      | $2930136.00   | 0.20%             | 2031-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                    | FREEPORT-MCMORAN INC CL B                                                                                                               | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     79531 | NS      | $4595301.18   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| KENNAMETAL INC                          | KENNAMETAL INC COM                                                                                                                      | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |    274174 | NS      | $10613275.54  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST AIRLINES COMPANY              | SOUTHWEST AIRLINES COMPANY COM                                                                                                          | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |    250809 | NS      | $9510677.28   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE MACHINES INC                  | LUNR 2.5 10/01/30                                                                                                                       | CUSIP: 46125AAA8<br>LEI: 254900386IE2PEPLVM59 | Long             | DBT              | CORP              | US        |   1440000 | PA      | $3190032.00   | 0.22%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HALOZYME THERAPEUTICS INC               | HALO 0 02/15/31                                                                                                                         | CUSIP: 40637HAG4<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |   3135000 | PA      | $3045652.50   | 0.21%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                            | DASH 0 05/15/30                                                                                                                         | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1516860.00   | 0.11%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIAVI SOLUTIONS INC                     | VIAV 0.625 03/01/31                                                                                                                     | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |    595000 | PA      | $2319012.50   | 0.16%             | 2031-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-26

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer