# EDGAR Filing Document

**Accession Number:** 0001018593
**File Stem:** 0000940400-26-023124
**Filing Date:** 2026-6
**Character Count:** 107659
**Document Hash:** c33a6282eb028b657a0c01c9b2fb7e3f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-023124.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-023124

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VIRTUS ASSET TRUST
- **CENTRAL INDEX KEY:** 0001018593

**ORGANIZATION NAME:**
- **EIN:** 956981193
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07705
- **FILM NUMBER:** 261049118

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** (800) 243-4361

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **STREET 2:** 26TH FLOOR
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PHOENIX ASSET TRUST
- **DATE OF NAME CHANGE:** 20060523

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PHOENIX-KAYNE FUNDS
- **DATE OF NAME CHANGE:** 20021223

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** KAYNE ANDERSON RUDNICK MUTUAL FUNDS
- **DATE OF NAME CHANGE:** 20010226

## Series and Classes Contracts Data

### Virtus Seix Core Bond Fund (Series ID: S000057044)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000181238 | Class A      | STGIX           |
| C000181239 | Class I      | STIGX           |
| C000181240 | Class R6     | STGZX           |

## Nport-Ex

**VIRTUS Seix Core Bond Fund**

**SCHEDULE OF INVESTMENTS (Unaudited)**

**March 31, 2026**

($ reported in thousands)

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

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **U.S. Government Securities—43.0%** | **U.S. Government Securities—43.0%** | **U.S. Government Securities—43.0%** |
| U.S. Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 1.875%, 2/15/51 | $12077 | &nbsp;&nbsp; $6706 |
| &nbsp;&nbsp;&nbsp; 4.625%, 11/15/55 | 2398 | &nbsp;&nbsp; 2291 |
| &nbsp;&nbsp;&nbsp; U.S. Treasury Inflation Indexed <br> Bonds <br>1.125%, 10/15/30<br>| 7082 | &nbsp;&nbsp; 7018 |
| U.S. Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp; 3.500%, 1/15/29 | 17871 | &nbsp;&nbsp; 17719 |
| &nbsp;&nbsp;&nbsp; 3.625%, 9/30/30 | 2529 | &nbsp;&nbsp; 2498 |
| &nbsp;&nbsp;&nbsp; 3.875%, 3/31/31 | 4923 | &nbsp;&nbsp; 4907 |
| &nbsp;&nbsp;&nbsp; 4.125%, 2/15/36 | 9214 | &nbsp;&nbsp; 9070 |
| **Total U.S. Government Securities** <br>**(Identified Cost $50,673)** | **Total U.S. Government Securities** <br>**(Identified Cost $50,673)** | &nbsp;&nbsp; **50209** |
| **Mortgage-Backed Securities—31.9%** | **Mortgage-Backed Securities—31.9%** | **Mortgage-Backed Securities—31.9%** |
| **Agency—31.9%** | **Agency—31.9%** |  |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corp. REMIC 5304, UB <br>4.000%, 2/25/52<br>| 109 | &nbsp;&nbsp; 101 |
| &nbsp;&nbsp;&nbsp; Federal Home Loan Mortgage <br> Corporation<br>|  |  |
| &nbsp;&nbsp;&nbsp; Pool #A95259 <br>4.000%, 12/1/40<br>| 188 | &nbsp;&nbsp; 182 |
| &nbsp;&nbsp;&nbsp; Pool #Q42921 <br>3.500%, 9/1/46<br>| 276 | &nbsp;&nbsp; 260 |
| &nbsp;&nbsp;&nbsp; Pool #Q53881 <br>4.500%, 1/1/48<br>| 136 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp; Pool #QA4766 <br>3.500%, 11/1/49<br>| 228 | &nbsp;&nbsp; 209 |
| &nbsp;&nbsp;&nbsp; Pool #QE1443 <br>4.000%, 5/1/52<br>| 160 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp; Pool #QE1985 <br>4.500%, 5/1/52<br>| 204 | &nbsp;&nbsp; 198 |
| &nbsp;&nbsp;&nbsp; Pool #QE2366 <br>5.000%, 5/1/52<br>| 59 | &nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp; Pool #QE4826 <br>4.500%, 7/1/52<br>| 287 | &nbsp;&nbsp; 278 |
| &nbsp;&nbsp;&nbsp; Pool #QE9908 <br>5.500%, 9/1/52<br>| 136 | &nbsp;&nbsp; 139 |
| &nbsp;&nbsp;&nbsp; Pool #QF3223 <br>5.000%, 11/1/52<br>| 98 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp; Pool #QF8190 <br>6.000%, 2/1/53<br>| 178 | &nbsp;&nbsp; 183 |
| &nbsp;&nbsp;&nbsp; Pool #QF8551 <br>5.500%, 3/1/53<br>| 70 | &nbsp;&nbsp; 70 |
| &nbsp;&nbsp;&nbsp; Pool #QF8817 <br>6.000%, 3/1/53<br>| 161 | &nbsp;&nbsp; 164 |
| &nbsp;&nbsp;&nbsp; Pool #QG6239 <br>5.000%, 7/1/53<br>| 110 | &nbsp;&nbsp; 109 |
| &nbsp;&nbsp;&nbsp; Pool #QJ5568 <br>6.000%, 9/1/54<br>| 861 | &nbsp;&nbsp; 883 |
| &nbsp;&nbsp;&nbsp; Pool #RA2579 <br>3.000%, 5/1/50<br>| 525 | &nbsp;&nbsp; 464 |
| &nbsp;&nbsp;&nbsp; Pool #RA2622 <br>3.000%, 5/1/50<br>| 858 | &nbsp;&nbsp; 755 |
| &nbsp;&nbsp;&nbsp; Pool #RA6996 <br>2.500%, 3/1/47<br>| 324 | &nbsp;&nbsp; 277 |
| &nbsp;&nbsp;&nbsp; Pool #RA8285 <br>4.500%, 10/1/47<br>| 393 | &nbsp;&nbsp; 383 |
| &nbsp;&nbsp;&nbsp; Pool #SD0164 <br>3.500%, 12/1/49<br>| 57 | &nbsp;&nbsp; 54 |

---

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Agency—continued** | **Agency—continued** |  |
| &nbsp;&nbsp;&nbsp; Pool #SD1218 <br>4.000%, 7/1/49<br>| $2465 | &nbsp;&nbsp; $2360 |
| &nbsp;&nbsp;&nbsp; Pool #SD1618 <br>5.000%, 9/1/52<br>| 354 | &nbsp;&nbsp; 352 |
| &nbsp;&nbsp;&nbsp; Pool #SD3993 <br>5.500%, 9/1/53<br>| 848 | &nbsp;&nbsp; 864 |
| &nbsp;&nbsp;&nbsp; Pool #SD5272 <br>6.000%, 5/1/54<br>| 621 | &nbsp;&nbsp; 641 |
| &nbsp;&nbsp;&nbsp; Pool #SD5983 <br>3.500%, 2/1/48<br>| 1135 | &nbsp;&nbsp; 1054 |
| &nbsp;&nbsp;&nbsp; Pool #SD7310 <br>4.500%, 10/1/53<br>| 3265 | &nbsp;&nbsp; 3189 |
| &nbsp;&nbsp;&nbsp; Pool #SD7503 <br>3.500%, 8/1/49<br>| 731 | &nbsp;&nbsp; 681 |
| &nbsp;&nbsp;&nbsp; Pool #SD8222 <br>4.000%, 6/1/52<br>| 774 | &nbsp;&nbsp; 732 |
| &nbsp;&nbsp;&nbsp; Pool #SD8238 <br>4.500%, 8/1/52<br>| 727 | &nbsp;&nbsp; 704 |
| &nbsp;&nbsp;&nbsp; Pool #SD8246 <br>5.000%, 9/1/52<br>| 3364 | &nbsp;&nbsp; 3334 |
| &nbsp;&nbsp;&nbsp; Pool #WN2149 <br>2.050%, 11/1/28<br>| 973 | &nbsp;&nbsp; 926 |
| &nbsp;&nbsp;&nbsp; Pool #ZM5226 <br>3.500%, 12/1/47<br>| 148 | &nbsp;&nbsp; 137 |
| &nbsp;&nbsp;&nbsp; Pool #ZT2423 <br>4.000%, 12/1/48<br>| 127 | &nbsp;&nbsp; 121 |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage <br> Association<br>|  |  |
| &nbsp;&nbsp;&nbsp; Pool #AB3692 <br>4.000%, 10/1/41<br>| 161 | &nbsp;&nbsp; 155 |
| &nbsp;&nbsp;&nbsp; Pool #AB3878 <br>4.000%, 11/1/41<br>| 185 | &nbsp;&nbsp; 178 |
| &nbsp;&nbsp;&nbsp; Pool #AB5924 <br>3.000%, 8/1/42<br>| 293 | &nbsp;&nbsp; 266 |
| &nbsp;&nbsp;&nbsp; Pool #BL7779 <br>1.460%, 8/1/30<br>| 980 | &nbsp;&nbsp; 872 |
| &nbsp;&nbsp;&nbsp; Pool #BN4542 <br>4.500%, 2/1/49<br>| 61 | &nbsp;&nbsp; 59 |
| &nbsp;&nbsp;&nbsp; Pool #BT7914 <br>5.000%, 10/1/52<br>| 253 | &nbsp;&nbsp; 252 |
| &nbsp;&nbsp;&nbsp; Pool #BV3044 <br>3.000%, 2/1/52<br>| 255 | &nbsp;&nbsp; 228 |
| &nbsp;&nbsp;&nbsp; Pool #BY8494 <br>5.500%, 8/1/53<br>| 122 | &nbsp;&nbsp; 124 |
| &nbsp;&nbsp;&nbsp; Pool #CA5122 <br>3.000%, 2/1/50<br>| 146 | &nbsp;&nbsp; 131 |
| &nbsp;&nbsp;&nbsp; Pool #CB3110 <br>2.500%, 3/1/47<br>| 311 | &nbsp;&nbsp; 265 |
| &nbsp;&nbsp;&nbsp; Pool #FA0011 <br>6.000%, 12/1/54<br>| 626 | &nbsp;&nbsp; 644 |
| &nbsp;&nbsp;&nbsp; Pool #FA4535 <br>5.000%, 2/1/56<br>| 754 | &nbsp;&nbsp; 748 |
| &nbsp;&nbsp;&nbsp; Pool #FA4561 <br>5.500%, 1/1/56<br>| 624 | &nbsp;&nbsp; 635 |
| &nbsp;&nbsp;&nbsp; Pool #FM4735 <br>3.000%, 4/1/47<br>| 1706 | &nbsp;&nbsp; 1529 |
| &nbsp;&nbsp;&nbsp; Pool #FM7290 <br>3.000%, 5/1/51<br>| 141 | &nbsp;&nbsp; 127 |
| &nbsp;&nbsp;&nbsp; Pool #FM8210 <br>3.000%, 4/1/50<br>| 154 | &nbsp;&nbsp; 138 |
| &nbsp;&nbsp;&nbsp; Pool #FP0050 <br>3.500%, 10/1/50<br>| 1262 | &nbsp;&nbsp; 1159 |

---

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Agency—continued** | **Agency—continued** |  |
| &nbsp;&nbsp;&nbsp; Pool #FS2249 <br>5.000%, 6/1/52<br>| $900 | &nbsp;&nbsp; $892 |
| &nbsp;&nbsp;&nbsp; Pool #FS2692 <br>5.000%, 8/1/52<br>| 396 | &nbsp;&nbsp; 393 |
| &nbsp;&nbsp;&nbsp; Pool #FS3262 <br>4.000%, 10/1/46<br>| 435 | &nbsp;&nbsp; 419 |
| &nbsp;&nbsp;&nbsp; Pool #FS3687 <br>5.000%, 11/1/52<br>| 387 | &nbsp;&nbsp; 387 |
| &nbsp;&nbsp;&nbsp; Pool #FS7629 <br>5.500%, 4/1/54<br>| 2302 | &nbsp;&nbsp; 2343 |
| &nbsp;&nbsp;&nbsp; Pool #FS9909 <br>5.000%, 11/1/54<br>| 498 | &nbsp;&nbsp; 498 |
| &nbsp;&nbsp;&nbsp; Pool #MA4600 <br>3.500%, 5/1/52<br>| 188 | &nbsp;&nbsp; 173 |
| &nbsp;&nbsp;&nbsp; Government National <br> Mortgage Association<br>|  |  |
| &nbsp;&nbsp;&nbsp; Pool #786795 <br>6.000%, 7/20/53<br>| 1255 | &nbsp;&nbsp; 1307 |
| &nbsp;&nbsp;&nbsp; Pool #787186 <br>6.000%, 10/20/53<br>| 269 | &nbsp;&nbsp; 276 |
| &nbsp;&nbsp;&nbsp; Pool #787394 <br>5.500%, 5/20/54<br>| 430 | &nbsp;&nbsp; 435 |
| &nbsp;&nbsp;&nbsp; Pool #CR3025 <br>5.500%, 12/20/52<br>| 154 | &nbsp;&nbsp; 156 |
| &nbsp;&nbsp;&nbsp; Pool #CS2411 <br>6.000%, 3/20/53<br>| 18 | &nbsp;&nbsp; 19 |
| &nbsp;&nbsp;&nbsp; Pool #CS5448 <br>6.000%, 1/20/53<br>| 266 | &nbsp;&nbsp; 275 |
| &nbsp;&nbsp;&nbsp; Pool #CS7736 <br>6.000%, 4/20/53<br>| 97 | &nbsp;&nbsp; 99 |
| &nbsp;&nbsp;&nbsp; Pool #MA8151 <br>4.500%, 7/20/52<br>| 527 | &nbsp;&nbsp; 513 |
| &nbsp;&nbsp;&nbsp; Pool #MA8201 <br>4.500%, 8/20/52<br>| 249 | &nbsp;&nbsp; 242 |
| &nbsp;&nbsp;&nbsp; Pool #MA8346 <br>4.000%, 10/20/52<br>| 980 | &nbsp;&nbsp; 929 |
| &nbsp;&nbsp;&nbsp; Pool #MA8347 <br>4.500%, 10/20/52<br>| 62 | &nbsp;&nbsp; 61 |
| **Total Mortgage-Backed** <br> **Securities** <br>**(Identified Cost $37,207)** | **Total Mortgage-Backed** <br> **Securities** <br>**(Identified Cost $37,207)** | &nbsp;&nbsp; **37172** |
| **Asset-Backed Securities—4.9%** | **Asset-Backed Securities—4.9%** | **Asset-Backed Securities—4.9%** |
| **Automobiles—1.8%** | **Automobiles—1.8%** |  |
| &nbsp;&nbsp;&nbsp; Ford Credit Auto Owner Trust <br> 2023-1, A 144A <br>4.850%, 8/15/35<sup>(1)</sup> <br>| 820 | &nbsp;&nbsp; 829 |
| &nbsp;&nbsp;&nbsp; Honda Auto Receivables <br> Owner Trust 2025-2, A4 <br>4.280%, 8/15/31<br>| 175 | &nbsp;&nbsp; 175 |
| &nbsp;&nbsp;&nbsp; Oscar U.S. Funding XVII LLC <br> 2024-2A, A3 144A <br>4.470%, 3/12/29<sup>(1)</sup> <br>| 705 | &nbsp;&nbsp; 705 |
| &nbsp;&nbsp;&nbsp; Toyota Auto Loan Extended <br> Note Trust 2025-1A, A 144A <br>4.650%, 5/25/38<sup>(1)</sup> <br>| 395 | &nbsp;&nbsp; 398 |
|  |  | &nbsp;&nbsp; 2107 |

---

See Notes to Schedule of Investments

------

**VIRTUS Seix Core Bond Fund**

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

**March 31, 2026**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Credit Card—1.6%** | **Credit Card—1.6%** |  |
| &nbsp;&nbsp;&nbsp; American Express Credit <br> Account Master Trust<br>|  |  |
| &nbsp;&nbsp;&nbsp; 2024-2, A <br>5.240%, 4/15/31<br>| $205 | &nbsp;&nbsp; $212 |
| &nbsp;&nbsp;&nbsp; 2025-5, A <br>4.510%, 7/15/32<br>| 195 | &nbsp;&nbsp; 197 |
| &nbsp;&nbsp;&nbsp; Barclays Dryrock Issuance <br> Trust 2025-1, A <br>3.970%, 7/15/31<br>| 485 | &nbsp;&nbsp; 483 |
| &nbsp;&nbsp;&nbsp; Capital One Multi-Asset <br> Execution Trust 2025-A3, A <br>4.650%, 10/15/37<br>| 235 | &nbsp;&nbsp; 232 |
| &nbsp;&nbsp;&nbsp; Citibank Credit Card Issuance <br> Trust 2025-A2, A <br>4.490%, 6/21/32<br>| 485 | &nbsp;&nbsp; 490 |
| &nbsp;&nbsp;&nbsp; Synchrony Card Issuance <br> Trust 2025-A3, A <br>4.060%, 11/15/31<br>| 225 | &nbsp;&nbsp; 224 |
|  |  | &nbsp;&nbsp; 1838 |
| **Other—1.5%** | **Other—1.5%** |  |
| &nbsp;&nbsp;&nbsp; PSNH Funding LLC 2018-1, A3 <br>3.814%, 2/1/35<br>| 100 | &nbsp;&nbsp; 98 |
| &nbsp;&nbsp;&nbsp; T-Mobile U.S. Trust 2025-1A, <br> A 144A <br>4.740%, 11/20/29<sup>(1)</sup> <br>| 540 | &nbsp;&nbsp; 544 |
| &nbsp;&nbsp;&nbsp; Vantage Data Centers LLC <br> 2020-2A, A2 144A <br>1.992%, 9/15/45<sup>(1)</sup> <br>| 240 | &nbsp;&nbsp; 229 |
| Verizon Master Trust |  |  |
| &nbsp;&nbsp;&nbsp; 2024-7, A 144A <br>4.350%, 8/20/32<sup>(1)</sup> <br>| 450 | &nbsp;&nbsp; 451 |
| &nbsp;&nbsp;&nbsp; 2025-4, A 144A <br>4.760%, 3/21/33<sup>(1)</sup> <br>| 450 | &nbsp;&nbsp; 456 |
|  |  | &nbsp;&nbsp; 1778 |
| **Total Asset-Backed Securities** <br>**(Identified Cost $5,705)** | **Total Asset-Backed Securities** <br>**(Identified Cost $5,705)** | &nbsp;&nbsp; **5723** |
| **Corporate Bonds and Notes—19.1%** | **Corporate Bonds and Notes—19.1%** | **Corporate Bonds and Notes—19.1%** |
| **Communication Services—0.2%** | **Communication Services—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Alphabet, Inc. <br>4.100%, 2/15/31<br>| 254 | &nbsp;&nbsp; 252 |
| **Consumer Discretionary—1.1%** | **Consumer Discretionary—1.1%** |  |
| &nbsp;&nbsp;&nbsp; BorgWarner, Inc. <br>5.400%, 8/15/34<br>| 223 | &nbsp;&nbsp; 226 |
| &nbsp;&nbsp;&nbsp; Daimler Truck Finance North <br> America LLC 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>2.500%, 12/14/31<sup>(1)</sup> <br>| 332 | &nbsp;&nbsp; 292 |
| &nbsp;&nbsp;&nbsp; Hyundai Capital America 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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>5.700%, 6/26/30<sup>(1)</sup> <br>| 460 | &nbsp;&nbsp; 473 |
| &nbsp;&nbsp;&nbsp; Tapestry, Inc. <br>5.500%, 3/11/35<br>| 235 | &nbsp;&nbsp; 236 |
|  |  | &nbsp;&nbsp; 1227 |
| **Consumer Staples—1.0%** | **Consumer Staples—1.0%** |  |
| &nbsp;&nbsp;&nbsp; PepsiCo, Inc. <br>4.650%, 2/15/53<br>| 893 | &nbsp;&nbsp; 771 |

---

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Consumer Staples—continued** | **Consumer Staples—continued** |  |
| &nbsp;&nbsp;&nbsp; Philip Morris International, <br> Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.875%, 2/13/29 | $234 | &nbsp;&nbsp; $237 |
| &nbsp;&nbsp;&nbsp; 5.375%, 2/15/33 | 202 | &nbsp;&nbsp; 208 |
|  |  | &nbsp;&nbsp; 1216 |
| **Energy—1.3%** | **Energy—1.3%** |  |
| Boardwalk Pipelines LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.450%, 7/15/27 | 150 | &nbsp;&nbsp; 150 |
| &nbsp;&nbsp;&nbsp; 3.400%, 2/15/31 | 222 | &nbsp;&nbsp; 207 |
| &nbsp;&nbsp;&nbsp; BP Capital Markets America, <br> Inc. <br>4.812%, 2/13/33<br>| 324 | &nbsp;&nbsp; 325 |
| &nbsp;&nbsp;&nbsp; Energy Transfer LP <br>6.200%, 4/1/55<br>| 412 | &nbsp;&nbsp; 400 |
| &nbsp;&nbsp;&nbsp; Targa Resources Corp. <br>4.200%, 2/1/33<br>| 264 | &nbsp;&nbsp; 250 |
| &nbsp;&nbsp;&nbsp; Williams Cos., Inc. (The) <br>3.500%, 10/15/51<br>| 346 | &nbsp;&nbsp; 235 |
|  |  | &nbsp;&nbsp; 1567 |
| **Financials—8.7%** | **Financials—8.7%** |  |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC <br>3.000%, 10/29/28<br>| 300 | &nbsp;&nbsp; 289 |
| &nbsp;&nbsp;&nbsp; Amrize Finance U.S. LLC <br>5.400%, 4/7/35<br>| 238 | &nbsp;&nbsp; 242 |
| &nbsp;&nbsp;&nbsp; Avolon Holdings Funding Ltd. <br> 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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>4.700%, 1/30/31<sup>(1)</sup> <br>| 279 | &nbsp;&nbsp; 273 |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.087%, 6/14/29 | 354 | &nbsp;&nbsp; 337 |
| &nbsp;&nbsp;&nbsp; 2.572%, 10/20/32 | 512 | &nbsp;&nbsp; 456 |
| &nbsp;&nbsp;&nbsp; Centerpoint Energy <br> Restoration Bond Co. II LLC <br> Series A-2 <br>4.826%, 6/15/39<br>| 345 | &nbsp;&nbsp; 338 |
| &nbsp;&nbsp;&nbsp; Centerpoint Energy <br> Restoration Bond Co. <br> III LLC Series a-3 <br>4.864%, 12/15/40<br>| 270 | &nbsp;&nbsp; 264 |
| &nbsp;&nbsp;&nbsp; Consumers 2023 <br> Securitization Funding LLC <br> Series A2 <br>5.210%, 9/1/31<br>| 340 | &nbsp;&nbsp; 346 |
| &nbsp;&nbsp;&nbsp; Enact Holdings, Inc. <br>6.250%, 5/28/29<br>| 212 | &nbsp;&nbsp; 218 |
| &nbsp;&nbsp;&nbsp; Essent Group Ltd. <br>6.250%, 7/1/29<br>| 238 | &nbsp;&nbsp; 246 |
| &nbsp;&nbsp;&nbsp; Gallagher (Arthur J.) & Co. <br>4.850%, 12/15/29<br>| 197 | &nbsp;&nbsp; 199 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group, Inc. <br> (The) <br>1.542%, 9/10/27<br>| 764 | &nbsp;&nbsp; 754 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 1.578%, 4/22/27 | 94 | &nbsp;&nbsp; 94 |
| &nbsp;&nbsp;&nbsp; 5.576%, 7/23/36 | 410 | &nbsp;&nbsp; 415 |
| &nbsp;&nbsp;&nbsp; Keybank National Association <br>4.390%, 12/14/27<br>| 500 | &nbsp;&nbsp; 500 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley <br>1.593%, 5/4/27<br>| 936 | &nbsp;&nbsp; 933 |

---

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Financials—continued** | **Financials—continued** |  |
| &nbsp;&nbsp;&nbsp; NYSEG Storm Funding LLC <br> Series A-3 <br>5.162%, 5/1/35<br>| $435 | &nbsp;&nbsp; $443 |
| &nbsp;&nbsp;&nbsp; PG&E Wildfire Recovery <br> Funding LLC<br>|  |  |
| &nbsp;&nbsp;&nbsp; Series A-2 4.263%, 6/1/38 | 316 | &nbsp;&nbsp; 305 |
| &nbsp;&nbsp;&nbsp; Series A-2 4.722%, 6/1/39 | 390 | &nbsp;&nbsp; 380 |
| &nbsp;&nbsp;&nbsp; PNC Financial Services Group, <br> Inc. (The)<br>|  |  |
| &nbsp;&nbsp;&nbsp; 6.615%, 10/20/27 | 368 | &nbsp;&nbsp; 372 |
| &nbsp;&nbsp;&nbsp; 5.423%, 1/25/41 | 223 | &nbsp;&nbsp; 219 |
| &nbsp;&nbsp;&nbsp; SCE Recovery Funding LLC <br>4.453%, 3/15/36<br>| 635 | &nbsp;&nbsp; 628 |
| &nbsp;&nbsp;&nbsp; Sigeco Securitization I LLC <br> Series A1 <br>5.026%, 11/15/38<br>| 198 | &nbsp;&nbsp; 200 |
| U.S. Bancorp |  |  |
| &nbsp;&nbsp;&nbsp; 5.046%, 2/12/31 | 164 | &nbsp;&nbsp; 166 |
| &nbsp;&nbsp;&nbsp; 5.678%, 1/23/35 | 217 | &nbsp;&nbsp; 224 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.125%<sup>(2)</sup> <br>| 588 | &nbsp;&nbsp; 590 |
| &nbsp;&nbsp;&nbsp; 3.526%, 3/24/28 | 457 | &nbsp;&nbsp; 453 |
| &nbsp;&nbsp;&nbsp; 3.350%, 3/2/33 | 273 | &nbsp;&nbsp; 251 |
|  |  | &nbsp;&nbsp; 10135 |
| **Health Care—1.6%** | **Health Care—1.6%** |  |
| &nbsp;&nbsp;&nbsp; AbbVie, Inc. <br>4.250%, 11/21/49<br>| 581 | &nbsp;&nbsp; 471 |
| Amgen, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.250%, 3/2/33 | 413 | &nbsp;&nbsp; 424 |
| &nbsp;&nbsp;&nbsp; 5.650%, 3/2/53 | 234 | &nbsp;&nbsp; 227 |
| &nbsp;&nbsp;&nbsp; Pfizer Investment Enterprises <br> Pte Ltd. <br>5.300%, 5/19/53<br>| 741 | &nbsp;&nbsp; 689 |
|  |  | &nbsp;&nbsp; 1811 |
| **Industrials—3.0%** | **Industrials—3.0%** |  |
| &nbsp;&nbsp;&nbsp; Aircastle Ltd. 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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>5.950%, 2/15/29<sup>(1)</sup> <br>| 209 | &nbsp;&nbsp; 215 |
| &nbsp;&nbsp;&nbsp; BAE Systems plc 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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>5.300%, 3/26/34<sup>(1)</sup> <br>| 400 | &nbsp;&nbsp; 410 |
| &nbsp;&nbsp;&nbsp; Ferguson Enterprises, Inc. <br>5.000%, 10/3/34<br>| 405 | &nbsp;&nbsp; 400 |
| &nbsp;&nbsp;&nbsp; GATX Corp. <br>5.500%, 6/15/35<br>| 332 | &nbsp;&nbsp; 335 |
| &nbsp;&nbsp;&nbsp; Honeywell Aerospace, Inc. <br> 144A <br>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&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>5.732%, 3/16/56<sup>(1)</sup> <br>| 648 | &nbsp;&nbsp; 641 |
| &nbsp;&nbsp;&nbsp; Owens Corning <br>5.950%, 6/15/54<br>| 280 | &nbsp;&nbsp; 276 |
| &nbsp;&nbsp;&nbsp; Republic Services, Inc. <br>5.150%, 3/15/35<br>| 239 | &nbsp;&nbsp; 244 |
| &nbsp;&nbsp;&nbsp; United Airlines <br> Pass-Through-Trust <br> 2020-1, A <br>5.875%, 4/15/29<br>| 274 | &nbsp;&nbsp; 279 |
| &nbsp;&nbsp;&nbsp; United Parcel Service, Inc. <br>5.050%, 3/3/53<br>| 524 | &nbsp;&nbsp; 466 |

---

See Notes to Schedule of Investments

------

**VIRTUS Seix Core Bond Fund**

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

**March 31, 2026**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Industrials—continued** | **Industrials—continued** |  |
| &nbsp;&nbsp;&nbsp; Veralto Corp. <br>5.450%, 9/18/33<br>| $254 | &nbsp;&nbsp; $259 |
|  |  | &nbsp;&nbsp; 3525 |
| **Information Technology—1.2%** | **Information Technology—1.2%** |  |
| &nbsp;&nbsp;&nbsp; Amphenol Corp. <br>3.900%, 11/15/28<br>| 305 | &nbsp;&nbsp; 303 |
| &nbsp;&nbsp;&nbsp; Dell International LLC <br>3.450%, 12/15/51<br>| 475 | &nbsp;&nbsp; 321 |
| &nbsp;&nbsp;&nbsp; Motorola Solutions, Inc. <br>5.550%, 8/15/35<br>| 287 | &nbsp;&nbsp; 293 |
| &nbsp;&nbsp;&nbsp; NetApp, Inc. <br>5.700%, 3/17/35<br>| 465 | &nbsp;&nbsp; 474 |
|  |  | &nbsp;&nbsp; 1391 |
| **Materials—0.2%** | **Materials—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Martin Marietta Materials, Inc. <br>5.150%, 12/1/34<br>| 221 | &nbsp;&nbsp; 221 |
| **Utilities—0.8%** | **Utilities—0.8%** |  |
| &nbsp;&nbsp;&nbsp; Consolidated Edison Co. of <br> New York, Inc. <br>3.200%, 12/1/51<br>| 331 | &nbsp;&nbsp; 216 |
| &nbsp;&nbsp;&nbsp; Kansas Gas Service <br> Securitization I LLC <br>5.486%, 8/1/34<br>| 361 | &nbsp;&nbsp; 372 |

---

---

| | | |
|:---|:---|:---|
|  | **Par Value** | **Value** |
| **Utilities—continued** | **Utilities—continued** |  |
| &nbsp;&nbsp;&nbsp; Southern Co. (The) Series A <br>3.700%, 4/30/30<br>| $383 | &nbsp;&nbsp; $370 |
|  |  | &nbsp;&nbsp; 958 |
| **Total Corporate Bonds and Notes** <br>**(Identified Cost $22,463)** | **Total Corporate Bonds and Notes** <br>**(Identified Cost $22,463)** | &nbsp;&nbsp; **22303** |
| **Total Long-Term** <br> **Investments—98.9%** <br>**(Identified Cost $116,048)** | **Total Long-Term** <br> **Investments—98.9%** <br>**(Identified Cost $116,048)** | &nbsp;&nbsp; **115407** |

---

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

---

| | | |
|:---|:---|:---|
|  | **Shares** |  |
| **Short-Term Investment—0.4%** | **Short-Term Investment—0.4%** | **Short-Term Investment—0.4%** |
| **Money Market Mutual Fund—0.4%** | **Money Market Mutual Fund—0.4%** | **Money Market Mutual Fund—0.4%** |
| &nbsp;&nbsp;&nbsp; State Street Institutional <br> U.S. Government Money <br> Market Fund - Institutional <br> Shares (seven-day effective <br> yield 3.520%)<sup>(3)</sup> <br>| 412374 | &nbsp;&nbsp; 412 |
| **Total Short-Term Investment** <br>**(Identified Cost $412)** | **Total Short-Term Investment** <br>**(Identified Cost $412)** | &nbsp;&nbsp; **412** |
| **TOTAL INVESTMENTS—99.3%** <br>**(Identified Cost $116,460)** | **TOTAL INVESTMENTS—99.3%** <br>**(Identified Cost $116,460)** | &nbsp;&nbsp; **$115819** |
| Other assets and liabilities, net—0.7% | Other assets and liabilities, net—0.7% | &nbsp;&nbsp; 861 |
| **NET ASSETS—100.0%** | **NET ASSETS—100.0%** | &nbsp;&nbsp; **$116680** |

---

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

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| DAC | Designated Activity Company |
| LLC | Limited Liability Company |
| LP | Limited Partnership |
| plc | Public Limited Company |
| REMIC | Real Estate Mortgage Investment Conduit |

---

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

---

| | |
|:---|:---|
| **Footnote Legend:** | **Footnote Legend:** |
| <sup>(1)</sup> <br>| Security exempt from registration under Rule 144A <br> of the Securities Act of 1933. These securities may <br> be resold in transactions exempt from registration, <br> normally to qualified institutional buyers. At <br> March 31, 2026, these securities amounted to a <br> value of $5,916 or 5.1% of net assets.<br>|
| <sup>(2)</sup> <br>| No contractual maturity date. |
| <sup>(3)</sup> <br>| Shares of this fund are publicly offered, and its <br> prospectus and annual report are publicly available.<br>|

---

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Exchange-traded futures contracts as of March 31, 2026 were as follows:** | **Exchange-traded futures contracts as of March 31, 2026 were as follows:** | **Exchange-traded futures contracts as of March 31, 2026 were as follows:** | **Exchange-traded futures contracts as of March 31, 2026 were as follows:** | **Exchange-traded futures contracts as of March 31, 2026 were as follows:** | **Exchange-traded futures contracts as of March 31, 2026 were as follows:** |
| **Issue** | **Expiration** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **Contracts** <br>**Purchased/(Sold)**<br>| **Notional Value** | &nbsp;&nbsp; **Value /** <br>**Unrealized** <br>**Appreciation**<br>| &nbsp;&nbsp; **Value /** <br>**Unrealized** <br>**Depreciation**<br>|
| **Long Contracts:** |  |  |  |  |  |
| 2 Year U.S. Treasury Note Future | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 71 | &nbsp;&nbsp;&nbsp; $14729 | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $(115)<br>|
| **Short Contracts:** |  |  |  |  |  |
| 10 Year U.S. Ultra Future | June 2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (32)<br>| &nbsp;&nbsp;&nbsp; (3633)<br>| &nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp;&nbsp; — |
| **Total** |  |  |  | &nbsp;&nbsp;&nbsp; $83 | &nbsp;&nbsp;&nbsp; $(115)<br>|

---

See Notes to Schedule of Investments

------

**VIRTUS Seix Core Bond Fund**

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

**March 31, 2026**

($ reported in thousands)

The following table summarizes the value of the Fund's investments as of March 31, 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>March 31, 2026<br>| Level 1 <br>Quoted Prices<br>| Level 2 <br>Significant <br>Observable <br>Inputs<br>|
| Assets: |  |  |  |
| Debt Instruments: |  |  |  |
| &nbsp;&nbsp;&nbsp; U.S. Government Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $50209 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $50209 |
| &nbsp;&nbsp;&nbsp; Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 37172 |
| &nbsp;&nbsp;&nbsp; Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5723 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5723 |
| &nbsp;&nbsp;&nbsp; Corporate Bonds and Notes | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22303 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22303 |
| Money Market Mutual Fund | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Other Financial Instruments: |  |  |  |
| &nbsp;&nbsp;&nbsp; Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 83 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Assets | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115902 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 115407 |
| Liabilities: |  |  |  |
| Other Financial Instruments: |  |  |  |
| &nbsp;&nbsp;&nbsp; Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Liabilities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (115)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $115787 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $380 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $115407 |

---

There were no securities valued using significant unobservable inputs (Level 3) at March 31, 2026.

There were no transfers into or out of Level 3 related to securities held at March 31, 2026.

See Notes to Schedule of Investments

------

**VIRTUS Seix Core Bond Fund**

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

**March 31, 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 and futures, 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, swaps, swaptions, options and equity-linked instruments, are valued based on model prices provided by independent pricing services or from dealer quotes. Depending on the derivative type and the specific terms of the transaction, these models vary and include observable inputs in actively quoted markets including but not limited to: underlying reference entity details, indices, spreads, interest rates, yield curves, dividend and exchange rates. These instruments are generally categorized as Level 2 in the hierarchy. Centrally cleared swaps listed or traded on a bilateral or trade facility platform, such as a registered exchange, are valued at the last posted settlement price determined by the respective exchange. These securities are generally categorized as Level 2 within 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 financial statements.*

------

## 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 Asset Trust

- **b. Investment Company Act file number:** 811-07705

- **c. CIK number of Registrant:** 0001018593

- **d. LEI of Registrant:** 5493001887IYOL1CRU72

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

  - **Street Address 1:** 101 Munson Street

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

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

  - **Telephone number:** 800-263-4790

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

- **a. Name of Series:** Virtus Seix Core Bond Fund

- **b. EDGAR series identifier (if any):** S000057044

- **c. LEI of Series:** 549300YU1SX4KT6M9G41

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $123997531.33

**Total Liabilities:** $7703388.00

**Net Assets:** $116294143.33

**Cash Not Reported:** $1861491.88

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -2402.17758900 | **10-Year:** -5367.77281400 | **30-Year:** -26469.84110000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** -304.57483790

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000181240 | 0.32%                | 1.48%                | -1.85%               |
| Class ID C000181239 | 0.30%                | 1.47%                | -1.76%               |
| Class ID C000181238 | 0.29%                | 1.46%                | -1.77%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13647.01                | $-25890.23                                 |
| Month 2  | $-16271.09               | $1455757.93                                |
| Month 3  | $-35738.49               | $-2453755.38                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Federal Home Loan Mortgage Corp.                                                    | FR ZM5226                                                  | CUSIP: 3131XYYX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    148138 | PA      | $137081.66    | 0.12%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                | VZMT 2024-7 A                                              | CUSIP: 92348KDJ9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $451322.46    | 0.39%             | 2032-08-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | BAC V2.087 06/14/29 MTN                                    | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    354000 | PA      | $336809.74    | 0.29%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                        | AMXCA 2025-5 A                                             | CUSIP: 02582JKT6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $197005.42    | 0.17%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                              | FHR 5304 UB                                                | CUSIP: 3137H9YM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    108634 | PA      | $101427.68    | 0.09%             | 2052-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR QF8190                                                  | CUSIP: 3133BWC35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    177961 | PA      | $183324.12    | 0.16%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR SD8246                                                  | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3363855 | PA      | $3334412.41   | 2.87%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Institutional Investment Trust                                         | State Street Institutional Investment Trust US GOV MMK INV | CUSIP: 857492649<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    349089 | NS      | $349088.73    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar US Funding XVII LLC                                                           | OSCAR 2024-2A A3                                           | CUSIP: 68784BAC8<br>LEI: 353800UI8625NXT7ND41 | Long             | ABS-O            | CORP              | JP        |    705000 | PA      | $705247.63    | 0.61%             | 2029-03-12      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR SD3993                                                  | CUSIP: 3132E0NJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    847677 | PA      | $864404.97    | 0.74%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                   | PNC V6.615 10/20/27                                        | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    368000 | PA      | $372236.08    | 0.32%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                        | T 4.125 02/15/36                                           | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9214000 | PA      | $9070031.25   | 7.80%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | BAC V2.572 10/20/32                                        | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    512000 | PA      | $455536.13    | 0.39%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                       | VLTO 5.45 09/18/33                                         | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    254000 | PA      | $259379.91    | 0.22%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN AB5924                                                  | CUSIP: 31417CSN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293162 | PA      | $265988.12    | 0.23%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR SD1618                                                  | CUSIP: 3132DNYP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    353732 | PA      | $351695.22    | 0.30%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                    | FN FA4535                                                  | CUSIP: 3140W5BD5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    753845 | PA      | $748312.49    | 0.64%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN FS7629                                                  | CUSIP: 3140XPPP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2302046 | PA      | $2343328.03   | 2.02%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | G2 MA8346                                                  | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    980132 | PA      | $928493.65    | 0.80%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                        | T 3.5 01/15/29                                             | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17871000 | PA      | $17718817.35  | 15.24%            | 2029-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consumers 2023 Securitization Funding LLC                                           | CMS 5.21 09/01/30 A2                                       | CUSIP: 21071BAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $345803.63    | 0.30%             | 2030-09-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                               | TRGP 4.2 02/01/33                                          | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    264000 | PA      | $249938.88    | 0.21%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                        | T 4.625 11/15/55                                           | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2398000 | PA      | $2291214.06   | 1.97%             | 2055-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN AB3692                                                  | CUSIP: 31417AC64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161297 | PA      | $155019.35    | 0.13%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN FS3687                                                  | CUSIP: 3140XKCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    386986 | PA      | $387105.84    | 0.33%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN BT7914                                                  | CUSIP: 3140LWYL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252960 | PA      | $252191.69    | 0.22%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                          | AMGN 5.65 03/02/53                                         | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    234000 | PA      | $226638.86    | 0.19%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                        | AVOL 4.7 01/30/31 144A                                     | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    279000 | PA      | $273057.30    | 0.23%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                                  | ACT 6.25 05/28/29                                          | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    212000 | PA      | $218188.61    | 0.19%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                                                             | RSG 5.15 03/15/35                                          | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    239000 | PA      | $243707.22    | 0.21%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Co.                                                                        | SO 3.7 04/30/30 A                                          | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    383000 | PA      | $370549.09    | 0.32%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                                  | PCG 4.722 06/01/37 A-2                                     | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $379508.17    | 0.33%             | 2037-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| PSNH FUNDING LLC 3 SERIES 2018-1                                                    | PSNH 2018-1 A3                                             | CUSIP: 69363PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $97447.66     | 0.08%             | 2035-02-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN AB3878                                                  | CUSIP: 31417AJY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185069 | PA      | $178047.50    | 0.15%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR QF3223                                                  | CUSIP: 3133BQSL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     98458 | PA      | $97879.64     | 0.08%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR QE4826                                                  | CUSIP: 3133BELF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287349 | PA      | $278074.70    | 0.24%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                         | PEP 4.65 02/15/53                                          | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    893000 | PA      | $771255.17    | 0.66%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                  | DELL 3.45 12/15/51                                         | CUSIP: 24703DBH3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $321468.37    | 0.28%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR RA2579                                                  | CUSIP: 3133KH2L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    524941 | PA      | $463804.51    | 0.40%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN FA0011                                                  | CUSIP: 3140W0AM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    625589 | PA      | $643506.21    | 0.55%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR QE9908                                                  | CUSIP: 3133BLAH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136497 | PA      | $139006.98    | 0.12%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | G2 787186                                                  | CUSIP: 3622AC2T6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    268720 | PA      | $276481.68    | 0.24%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR SD1218                                                  | CUSIP: 3132DNK77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2465315 | PA      | $2359546.97   | 2.03%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR SD7310                                                  | CUSIP: 3132DVDP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3265309 | PA      | $3188812.25   | 2.74%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR SD8238                                                  | CUSIP: 3132DWEK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    727247 | PA      | $703990.83    | 0.61%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corporation                                                                | APH 3.9 11/15/28                                           | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302734.45    | 0.26%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                                                     | FR SD5983                                                  | CUSIP: 3132DTUG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1135178 | PA      | $1054144.88   | 0.91%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2025-2 Owner Trust                                           | HAROT 2025-2 A4                                            | CUSIP: 437921AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175000 | PA      | $175034.39    | 0.15%             | 2031-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | WFC V3.526 03/24/28 MTN                                    | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    457000 | PA      | $453229.93    | 0.39%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN BN4542                                                  | CUSIP: 3140JMBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60990 | PA      | $59445.84     | 0.05%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR WN2149                                                  | CUSIP: 3132XGL79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    972681 | PA      | $926283.89    | 0.80%             | 2028-11-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                     | BALN 5.3 03/26/34 144A                                     | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $409683.36    | 0.35%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                  | ET 6.2 04/01/55                                            | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    412000 | PA      | $399992.70    | 0.34%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPM V5.576 07/23/36                                        | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415209.58    | 0.36%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                        | TII 1.125 10/15/30                                         | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7081877 | PA      | $7018314.68   | 6.03%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | G2 787394                                                  | CUSIP: 3622ADC71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    429748 | PA      | $435274.48    | 0.37%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN CB3110                                                  | CUSIP: 3140QNN40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311217 | PA      | $265133.38    | 0.23%             | 2047-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                        | T 3.875 03/31/31                                           | CUSIP: 91282CQG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4923000 | PA      | $4907231.04   | 4.22%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                           | GS V1.542 09/10/27                                         | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    764000 | PA      | $754098.58    | 0.65%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Trust 2025-1                                              | TALNT 2025-1A A                                            | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-O            | CORP              | US        |    395000 | PA      | $398122.79    | 0.34%             | 2038-05-25      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR SD5272                                                  | CUSIP: 3132DS2D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    620727 | PA      | $640714.31    | 0.55%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                               | FR QE1443                                                  | CUSIP: 3133BAS85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159573 | PA      | $151314.98    | 0.13%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR SD7503                                                  | CUSIP: 3132DVKQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    731114 | PA      | $681006.02    | 0.59%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                         | 2-Year T-Note Futures, Jun-2026,ETH                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        71 | NC      | $-114827.45   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                               | FN MA4600                                                  | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188312 | PA      | $172843.88    | 0.15%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                         | ABBV 4.25 11/21/49                                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    581000 | PA      | $471616.87    | 0.41%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN FM4735                                                  | CUSIP: 3140X8HM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1706211 | PA      | $1528804.06   | 1.31%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                            | EIX 4.453 03/15/36                                         | CUSIP: 78433LAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $628153.03    | 0.54%             | 2036-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                            | FERG 5 10/03/34                                            | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    405000 | PA      | $400215.72    | 0.34%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KeyBank National Association                                                        | KEY 4.39 12/14/27 BKNT                                     | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500382.70    | 0.43%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Capital One Multi Asset Execution Trust                                             | COMET 2025-A3 A                                            | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    235000 | PA      | $232011.55    | 0.20%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                       | WMB 3.5 10/15/51                                           | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    346000 | PA      | $235228.23    | 0.20%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | G2 MA8201                                                  | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    248761 | PA      | $242282.88    | 0.21%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trust                                                     | DROCK 2025-1 A                                             | CUSIP: 06742LBF9<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $483006.36    | 0.42%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | G2 CS7736                                                  | CUSIP: 3618B1SZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96709 | PA      | $99344.49     | 0.09%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | UPS 5.05 03/03/53                                          | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    524000 | PA      | $466155.25    | 0.40%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                              | MSI 5.55 08/15/35                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    287000 | PA      | $293426.30    | 0.25%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN FS3262                                                  | CUSIP: 3140XJTU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    434896 | PA      | $418948.37    | 0.36%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | G2 786795                                                  | CUSIP: 3622ACNL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1254907 | PA      | $1307223.26   | 1.12%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER) | AER 3 10/29/28                                             | CUSIP: 00774MAW5<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |    300000 | PA      | $288775.34    | 0.25%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T MOBILE US TRUST 2025-1                                                            | TMUST 2025-1A A                                            | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $544037.74    | 0.47%             | 2029-11-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                              | BWP 4.45 07/15/27                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149836.49    | 0.13%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR ZT2423                                                  | CUSIP: 3132AEVQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126657 | PA      | $121297.12    | 0.10%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR QE2366                                                  | CUSIP: 3133BBTX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     59155 | PA      | $59024.37     | 0.05%             | 2052-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN FP0050                                                  | CUSIP: 3140XTBU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1262078 | PA      | $1158786.05   | 1.00%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | G2 CS2411                                                  | CUSIP: 3618AUVC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18143 | PA      | $18630.74     | 0.02%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                       | ED 3.2 12/01/51                                            | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    331000 | PA      | $215909.46    | 0.19%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                    | AJG 4.85 12/15/29                                          | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    197000 | PA      | $199104.57    | 0.17%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR RA2622                                                  | CUSIP: 3133KH4F0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    858302 | PA      | $754771.74    | 0.65%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Transition Bond Company III LLC                                  | CNP 4.864 12/15/39 a-3                                     | CUSIP: 15202GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    270000 | PA      | $263754.77    | 0.23%             | 2039-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NYSEG Storm Funding LLC                                                             | AGR 5.162 05/01/35 A-3                                     | CUSIP: 67122QAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $442849.07    | 0.38%             | 2035-05-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORP                                              | FR SD0164                                                  | CUSIP: 3132DMFD2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | ABS-MBS          | USGSE             | US        |     57431 | PA      | $53744.73     | 0.05%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN FS9909                                                  | CUSIP: 3140XSAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    497746 | PA      | $497928.04    | 0.43%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | G2 CS5448                                                  | CUSIP: 3618AYBR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    265720 | PA      | $274682.42    | 0.24%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN BY8494                                                  | CUSIP: 3140NRNL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    122482 | PA      | $123894.35    | 0.11%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                        | TPR 5.5 03/11/35                                           | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235405.10    | 0.20%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | MS V1.593 05/04/27                                         | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    936000 | PA      | $933401.23    | 0.80%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | PM 4.875 02/13/29                                          | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    234000 | PA      | $237484.82    | 0.20%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                                         | Ultra 10-Year U.S. Treasury Note Futures, Jun-2026,ETH     | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -32 | NC      | $83250.24     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Boardwalk Pipelines LP                                                              | BWP 3.4 02/15/31                                           | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    222000 | PA      | $207089.21    | 0.18%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                   | PNC V5.423 01/25/41                                        | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    223000 | PA      | $218461.63    | 0.19%             | 2041-01-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FG A95259                                                  | CUSIP: 312943ZY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    187773 | PA      | $181580.99    | 0.16%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-REV1                                              | FORDR 2023-1 A                                             | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    820000 | PA      | $828514.96    | 0.71%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                                                                   | ESNT 6.25 07/01/29                                         | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    238000 | PA      | $246193.17    | 0.21%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                               | FR RA6996                                                  | CUSIP: 3133KNXZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    324557 | PA      | $276981.67    | 0.24%             | 2047-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                             | HYNMTR 5.7 06/26/30 144A                                   | CUSIP: 44891ACJ4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    460000 | PA      | $472801.85    | 0.41%             | 2030-06-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN FM8210                                                  | CUSIP: 3140XCDQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153741 | PA      | $137792.65    | 0.12%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                            | DTRGR 2.5 12/14/31 144A                                    | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    332000 | PA      | $292373.91    | 0.25%             | 2031-12-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                                | VZMT 2025-4 A                                              | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $455909.99    | 0.39%             | 2033-03-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Kansas Gas Service Securitization I LLC                                             | OGS 5.486 08/01/32 22A                                     | CUSIP: 484915AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360858 | PA      | $371661.66    | 0.32%             | 2032-08-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                       | USB V5.046 02/12/31                                        | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    164000 | PA      | $166389.11    | 0.14%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | G2 MA8151                                                  | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    527012 | PA      | $513287.71    | 0.44%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                        | AMXCA 2024-2 A                                             | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $211338.31    | 0.18%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc.                                                                     | BWA 5.4 08/15/34                                           | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    223000 | PA      | $225782.40    | 0.19%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | WFC V6.125 PERP GG                                         | CUSIP: 95002YAE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    588000 | PA      | $590213.05    | 0.51%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Restoration Bond Co II LLC                                       | CNP 4.826 06/15/39 A-2                                     | CUSIP: 15201GAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    345000 | PA      | $338246.35    | 0.29%             | 2039-06-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SIGECO Securitization I LLC                                                         | VVC 5.026 11/15/36 A1                                      | CUSIP: 82655KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198019 | PA      | $200119.64    | 0.17%             | 2036-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR QE1985                                                  | CUSIP: 3133BBF20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204203 | PA      | $198149.79    | 0.17%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FG Q53881                                                  | CUSIP: 3132XWJ36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    135816 | PA      | $133037.17    | 0.11%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                                 | CCCIT 2025-A2 A                                            | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    485000 | PA      | $489911.11    | 0.42%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | G2 MA8347                                                  | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     62081 | PA      | $60483.64     | 0.05%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                       | OC 5.95 06/15/54                                           | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    280000 | PA      | $276331.34    | 0.24%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST SERIES 2020-1A                                   | UAL 5.875 10/15/27 20-1                                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    274486 | PA      | $279071.47    | 0.24%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR QJ5568                                                  | CUSIP: 3133CWFH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    860821 | PA      | $882865.47    | 0.76%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN FS2249                                                  | CUSIP: 3140XHQB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    899740 | PA      | $891728.12    | 0.77%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FG Q42921                                                  | CUSIP: 3132WGG76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276280 | PA      | $259960.77    | 0.22%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                         | NTAP 5.7 03/17/35                                          | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    465000 | PA      | $473713.83    | 0.41%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN FS2692                                                  | CUSIP: 3140XH7E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395701 | PA      | $393381.54    | 0.34%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America, Inc.                                                    | BPLN 4.812 02/13/33                                        | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    324000 | PA      | $325048.47    | 0.28%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                        | T 1.875 02/15/51                                           | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12077000 | PA      | $6706037.33   | 5.77%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN FM7290                                                  | CUSIP: 3140XBC40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141462 | PA      | $126743.88    | 0.11%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                       | USB V5.678 01/23/35                                        | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    217000 | PA      | $224130.47    | 0.19%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR QF8551                                                  | CUSIP: 3133BWQC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69680 | PA      | $70319.07     | 0.06%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                               | AMRZ 5.4 04/07/35                                          | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    238000 | PA      | $242019.59    | 0.21%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN BV3044                                                  | CUSIP: 3140MGL25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255299 | PA      | $227512.94    | 0.20%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                    | PM 5.375 02/15/33                                          | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    202000 | PA      | $207603.99    | 0.18%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                       | MLM 5.15 12/01/34                                          | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    221000 | PA      | $221079.46    | 0.19%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                    | FN FA4561                                                  | CUSIP: 3140W5B78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624298 | PA      | $634703.76    | 0.55%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR RA8285                                                  | CUSIP: 3133KQF27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    392560 | PA      | $383085.41    | 0.33%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN BL7779                                                  | CUSIP: 3140J0UD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    980000 | PA      | $871710.22    | 0.75%             | 2030-08-01      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                    | GATX 5.5 06/15/35                                          | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    332000 | PA      | $334737.80    | 0.29%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                        | T 3.625 09/30/30                                           | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2529000 | PA      | $2497486.28   | 2.15%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                     | VDC 2020-2A A2                                             | CUSIP: 92212KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $229166.50    | 0.20%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                                  | PCG 4.263 06/01/36 A-2                                     | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    316000 | PA      | $304567.33    | 0.26%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | G2 CR3025                                                  | CUSIP: 3618AHLE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    153804 | PA      | $156226.18    | 0.13%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | WFC V3.35 03/02/33 MTN                                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    273000 | PA      | $250664.70    | 0.22%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                               | FR QA4766                                                  | CUSIP: 31346YJK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227749 | PA      | $208985.34    | 0.18%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                          | AMGN 5.25 03/02/33                                         | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    413000 | PA      | $423832.14    | 0.36%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR QG6239                                                  | CUSIP: 3133C64Y2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    110032 | PA      | $108928.90    | 0.09%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                               | FN CA5122                                                  | CUSIP: 3140QCVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    146019 | PA      | $130778.10    | 0.11%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                              | PFE 5.3 05/19/53                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    741000 | PA      | $688663.24    | 0.59%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                       | GOOGL 4.1 02/15/31                                         | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    254000 | PA      | $252234.96    | 0.22%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR QF8817                                                  | CUSIP: 3133BWYN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    160892 | PA      | $164340.40    | 0.14%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                    | FR SD8222                                                  | CUSIP: 3132DWD34<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    773899 | PA      | $732015.03    | 0.63%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                   | AYR 5.95 02/15/29 144A                                     | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    209000 | PA      | $214712.99    | 0.18%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST                                                       | SYNIT 2025-A3 A                                            | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225000 | PA      | $224141.11    | 0.19%             | 2031-11-17      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPM V1.578 04/22/27                                        | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     94000 | PA      | $93848.54     | 0.08%             | 2027-04-22      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc.                                                            | HONA 5.732 03/16/56 144A                                   | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    648000 | PA      | $640516.23    | 0.55%             | 2056-03-16      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Virtus Asset Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer