# EDGAR Filing Document

**Accession Number:** 0001018593
**File Stem:** 0000940400-26-023107
**Filing Date:** 2026-6
**Character Count:** 36271
**Document Hash:** 016ef349def431863b70fe4ee139175b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-023107.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-023107

**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:** 261049101

**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 Ceredex Mid-Cap Value Equity Fund (Series ID: S000057033)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000181196 | Class A      | SAMVX           |
| C000181197 | Class C      | SMVFX           |
| C000181198 | Class I      | SMVTX           |
| C000181199 | Class R6     | SMVZX           |

## Nport-Ex

**VIRTUS Ceredex Mid-Cap Value Equity Fund**

**SCHEDULE OF INVESTMENTS (Unaudited)**

**March 31, 2026**

($ reported in thousands)

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks—97.9%** | **Common Stocks—97.9%** | **Common Stocks—97.9%** |
| **Communication Services—1.8%** | **Communication Services—1.8%** |  |
| &nbsp;&nbsp;&nbsp; TKO Group Holdings, Inc. <br> Class A<br>| 100000 | &nbsp;&nbsp; $20165 |
| **Consumer Discretionary—7.1%** | **Consumer Discretionary—7.1%** |  |
| Genuine Parts Co. | 175000 | &nbsp;&nbsp; 18507 |
| Gildan Activewear, Inc. | 265000 | &nbsp;&nbsp; 14747 |
| Rollins, Inc. | 325000 | &nbsp;&nbsp; 17358 |
| Ross Stores, Inc. | 67000 | &nbsp;&nbsp; 14514 |
| Yum! Brands, Inc. | 100000 | &nbsp;&nbsp; 15548 |
|  |  | &nbsp;&nbsp; 80674 |
| **Consumer Staples—3.0%** | **Consumer Staples—3.0%** |  |
| Bunge Global S.A. | 120000 | &nbsp;&nbsp; 15264 |
| &nbsp;&nbsp;&nbsp; Constellation Brands, Inc. <br> Class A<br>| 125000 | &nbsp;&nbsp; 18750 |
|  |  | &nbsp;&nbsp; 34014 |
| **Energy—6.5%** | **Energy—6.5%** |  |
| EQT Corp. | 323900 | &nbsp;&nbsp; 20613 |
| Ovintiv, Inc. | 320000 | &nbsp;&nbsp; 18995 |
| Suncor Energy, Inc. | 260000 | &nbsp;&nbsp; 17189 |
| Valero Energy Corp. | 70000 | &nbsp;&nbsp; 17295 |
|  |  | &nbsp;&nbsp; 74092 |
| **Financials—11.3%** | **Financials—11.3%** |  |
| &nbsp;&nbsp;&nbsp; Citizens Financial Group, <br> Inc.<br>| 315000 | &nbsp;&nbsp; 18891 |
| Evercore, Inc. Class A | 75000 | &nbsp;&nbsp; 22388 |
| Gallagher (Arthur J.) & Co. | 75000 | &nbsp;&nbsp; 16243 |
| &nbsp;&nbsp;&nbsp; Jack Henry & Associates, <br> Inc.<br>| 125000 | &nbsp;&nbsp; 19755 |
| LPL Financial Holdings, Inc. | 60000 | &nbsp;&nbsp; 18050 |
| Nasdaq, Inc. | 200000 | &nbsp;&nbsp; 16978 |
| &nbsp;&nbsp;&nbsp; Ryan Specialty Holdings, <br> Inc. Class A<br>| 450000 | &nbsp;&nbsp; 15183 |
|  |  | &nbsp;&nbsp; 127488 |
| **Health Care—5.6%** | **Health Care—5.6%** |  |
| Agilent Technologies, Inc. | 185000 | &nbsp;&nbsp; 21086 |
| Cardinal Health, Inc. | 100000 | &nbsp;&nbsp; 21131 |
| &nbsp;&nbsp;&nbsp; Regeneron <br> Pharmaceuticals, Inc.<br>| 28000 | &nbsp;&nbsp; 21634 |
|  |  | &nbsp;&nbsp; 63851 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Industrials—20.4%** | **Industrials—20.4%** |  |
| BWX Technologies, Inc. | 85000 | &nbsp;&nbsp; $17382 |
| Carpenter Technology Corp. | 55000 | &nbsp;&nbsp; 21678 |
| Crane Co. | 115000 | &nbsp;&nbsp; 19665 |
| Cummins, Inc. | 40000 | &nbsp;&nbsp; 21521 |
| Donaldson Co., Inc. | 200000 | &nbsp;&nbsp; 16974 |
| Dover Corp. | 90000 | &nbsp;&nbsp; 18760 |
| EMCOR Group, Inc. | 28000 | &nbsp;&nbsp; 20673 |
| Ferguson Enterprises, Inc. | 75000 | &nbsp;&nbsp; 17494 |
| &nbsp;&nbsp;&nbsp; Lincoln Electric Holdings, <br> Inc.<br>| 80000 | &nbsp;&nbsp; 19926 |
| nVent Electric plc | 160000 | &nbsp;&nbsp; 18925 |
| Quanta Services, Inc. | 35000 | &nbsp;&nbsp; 19216 |
| Waste Management, Inc. | 85000 | &nbsp;&nbsp; 19532 |
|  |  | &nbsp;&nbsp; 231746 |
| **Information Technology—20.0%** | **Information Technology—20.0%** |  |
| &nbsp;&nbsp;&nbsp; Advanced Energy <br> Industries, Inc.<br>| 40000 | &nbsp;&nbsp; 12908 |
| Corning, Inc. | 145000 | &nbsp;&nbsp; 19716 |
| Entegris, Inc. | 165000 | &nbsp;&nbsp; 19345 |
| Jabil, Inc. | 80000 | &nbsp;&nbsp; 21251 |
| Microchip Technology, Inc. | 300000 | &nbsp;&nbsp; 19383 |
| MKS, Inc. | 95000 | &nbsp;&nbsp; 21832 |
| &nbsp;&nbsp;&nbsp; Monolithic Power Systems, <br> Inc.<br>| 15000 | &nbsp;&nbsp; 16400 |
| Nokia Oyj Sponsored ADR | 2350000 | &nbsp;&nbsp; 18894 |
| TE Connectivity plc | 85000 | &nbsp;&nbsp; 17767 |
| Teradyne, Inc. | 70000 | &nbsp;&nbsp; 20752 |
| VeriSign, Inc. | 70000 | &nbsp;&nbsp; 17385 |
| Western Digital Corp. | 80000 | &nbsp;&nbsp; 21639 |
|  |  | &nbsp;&nbsp; 227272 |
| **Materials—8.6%** | **Materials—8.6%** |  |
| &nbsp;&nbsp;&nbsp; Air Products & Chemicals, <br> Inc.<br>| 45000 | &nbsp;&nbsp; 13072 |
| &nbsp;&nbsp;&nbsp; LyondellBasell Industries <br> N.V. Class A<br>| 240000 | &nbsp;&nbsp; 19334 |
| Materion Corp. | 85000 | &nbsp;&nbsp; 12295 |
| &nbsp;&nbsp;&nbsp; Solstice Advanced <br> Materials, Inc.<br>| 180000 | &nbsp;&nbsp; 13709 |
| Vulcan Materials Co. | 75000 | &nbsp;&nbsp; 20423 |
| Westlake Corp. | 155000 | &nbsp;&nbsp; 18107 |
|  |  | &nbsp;&nbsp; 96940 |
| **Real Estate—5.4%** | **Real Estate—5.4%** |  |
| EastGroup Properties, Inc. | 105000 | &nbsp;&nbsp; 19434 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Real Estate—continued** | **Real Estate—continued** |  |
| Equinix, Inc. | 23200 | &nbsp;&nbsp; $22742 |
| Ventas, Inc. | 225000 | &nbsp;&nbsp; 18401 |
|  |  | &nbsp;&nbsp; 60577 |
| **Utilities—8.2%** | **Utilities—8.2%** |  |
| &nbsp;&nbsp;&nbsp; American Electric Power <br> Co., Inc.<br>| 167800 | &nbsp;&nbsp; 21995 |
| CenterPoint Energy, Inc. | 465000 | &nbsp;&nbsp; 20070 |
| Entergy Corp. | 180000 | &nbsp;&nbsp; 20225 |
| NiSource, Inc. | 400000 | &nbsp;&nbsp; 18664 |
| Xcel Energy, Inc. | 155000 | &nbsp;&nbsp; 12313 |
|  |  | &nbsp;&nbsp; 93267 |
| **Total Common Stocks** <br>**(Identified Cost $995,685)** | **Total Common Stocks** <br>**(Identified Cost $995,685)** | &nbsp;&nbsp; **1110086** |
| **Total Long-Term** <br> **Investments—97.9%** <br>**(Identified Cost $995,685)** | **Total Long-Term** <br> **Investments—97.9%** <br>**(Identified Cost $995,685)** | &nbsp;&nbsp; **1110086** |
| **TOTAL INVESTMENTS—97.9%** <br>**(Identified Cost $995,685)** | **TOTAL INVESTMENTS—97.9%** <br>**(Identified Cost $995,685)** | &nbsp;&nbsp; **$1110086** |
| Other assets and liabilities, net—2.1% | Other assets and liabilities, net—2.1% | &nbsp;&nbsp; 23916 |
| **NET ASSETS—100.0%** | **NET ASSETS—100.0%** | &nbsp;&nbsp; **$1134002** |

---

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

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| ADR | American Depositary Receipt |
| plc | Public Limited Company |

---

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

---

| | |
|:---|:---|
| **Country Weightings**<sup>†</sup>  | **Country Weightings**<sup>†</sup>  |
| United States | 89<br> %<br>|
| Ireland | 3 |
| Canada | 3 |
| Netherlands | 2 |
| Finland | 2 |
| Switzerland | 1 |
| Total | 100<br> %<br>|
| <sup>†</sup> % of total investments as of March 31, 2026. | <sup>†</sup> % of total investments as of March 31, 2026. |

---

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>|
| Assets: |  |  |
| Equity Securities: |  |  |
| &nbsp;&nbsp;&nbsp; Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1110086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1110086 |
| Total Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1110086 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $1110086 |

---

There were no securities valued using significant observable inputs (Level 2) or 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 Ceredex Mid-Cap Value Equity 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.

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

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

A summary of the inputs used to value the Fund's net assets by each major security type is disclosed at the end of the Schedule of Investments for the

Fund. The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

*For additional information about significant accounting policies, refer to the Fund's most recent semi or annual 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 Ceredex Mid-Cap Value Equity Fund

- **b. EDGAR series identifier (if any):** S000057033

- **c. LEI of Series:** 54930071WX6W52LFTU13

**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:** $1164403571.05

**Total Liabilities:** $16456513.05

**Net Assets:** $1147947058.00

**Cash Not Reported:** $34769301.18

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000181199 | 7.19%                | 6.17%                | -4.07%               |
| Class ID C000181198 | 7.21%                | 6.18%                | -4.08%               |
| Class ID C000181197 | 7.14%                | 6.07%                | -4.13%               |
| Class ID C000181196 | 7.22%                | 6.09%                | -4.08%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $56207251.26             | $19798892.22                               |
| Month 2  | $27810143.27             | $39954038.93                               |
| Month 3  | $28874905.94             | $-78578625.43                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Regeneron Pharmaceuticals, Inc.   | Regeneron Pharmaceuticals, Inc. COM                | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |     28000 | NS      | $21633920.00  | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc          | Ferguson Enterprises Inc COMMON STOCK NEW          | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |     75000 | NS      | $17494500.00  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.    | Lincoln Electric Holdings Inc. COM                 | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |     80000 | NS      | $19926400.00  | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                     | Equinix, Inc. COM                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |     23200 | NS      | $22741568.00  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties, Inc.        | Eastgroup Properties, Inc. COM                     | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |    105000 | NS      | $19434450.00  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Gallagher Aj &Co                  | Gallagher Aj &Co COM                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |     75000 | NS      | $16243500.00  | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Bunge Global SA                   | Bunge Global SA COM SHS                            | CUSIP: 000000000<br>LEI: 254900IVXSV9K0B7PO26 | Long             | EC               | CORP              | CH        |    120000 | NS      | $15264000.00  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.             | Western Digital Corp. COM                          | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |     80000 | NS      | $21639200.00  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc      | Citizens Financial Group Inc COM                   | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |    315000 | NS      | $18890550.00  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated | Microchip Technology Incorporated COM              | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |    300000 | NS      | $19383000.00  | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                       | Ovintiv Inc COM                                    | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | EC               | CORP              | US        |    320000 | NS      | $18995200.00  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                  | Genuine Parts Co COM                               | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |    175000 | NS      | $18506250.00  | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Monolithic Power Systems Inc.     | Monolithic Power Systems Inc. COM                  | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |     15000 | NS      | $16400250.00  | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.             | Quanta Services, Inc. COM                          | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |     35000 | NS      | $19215700.00  | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc.            | Gildan Activewear Inc. COM                         | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |    265000 | NS      | $14747250.00  | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.      | Henry Jack & Associates Inc. COM                   | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |    125000 | NS      | $19755000.00  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV      | LyondellBasell Industries NV COM EUR0.04 CLASS 'A' | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |    240000 | NS      | $19334400.00  | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| TE Connectivity PLC               | TE Connectivity PLC ORD SHS                        | CUSIP: 000000000<br>LEI: 6367003TB6K484NFHE54 | Long             | EC               | CORP              | IE        |     85000 | NS      | $17766700.00  | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                   | Xcel Energy Inc COM                                | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    155000 | NS      | $12313200.00  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc.                  | Yum! Brands Inc. COM                               | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |    100000 | NS      | $15548000.00  | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.         | Agilent Technologies Inc. COM                      | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |    185000 | NS      | $21086300.00  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                          | MKS Inc. COM                                       | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     95000 | NS      | $21831950.00  | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                     | Teradyne Inc. COM                                  | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     70000 | NS      | $20752200.00  | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                      | Cummins Inc. COM                                   | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     40000 | NS      | $21520800.00  | 1.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Emcor Group Inc                   | Emcor Group Inc COM                                | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     28000 | NS      | $20672680.00  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                        | Nasdaq Inc COM                                     | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |    200000 | NS      | $16978000.00  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company          | Vulcan Materials Company COM                       | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |     75000 | NS      | $20422500.00  | 1.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated              | Corning Incorporated COM                           | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |    145000 | NS      | $19715650.00  | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                       | Rollins Inc COM                                    | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |    325000 | NS      | $17358250.00  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc.       | LPL Financial Holdings Inc. COM                    | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |     60000 | NS      | $18049800.00  | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.  | Advanced Energy Industries, Inc. COM               | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |     40000 | NS      | $12908400.00  | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co, Inc.  | American Electric Power Co, Inc. COM               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |    167800 | NS      | $21995224.00  | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.        | Constellation Brands, Inc. CL A                    | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |    125000 | NS      | $18750000.00  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                         | Crane Co. COMMON STOCK                             | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |    115000 | NS      | $19665000.00  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc       | Ryan Specialty Holdings Inc CL A                   | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    450000 | NS      | $15183000.00  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                     | NiSource Inc. COM                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |    400000 | NS      | $18664000.00  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.    | Air Products & Chemicals, Inc. COM                 | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |     45000 | NS      | $13072050.00  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.            | Waste Management, Inc. COM                         | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     85000 | NS      | $19532150.00  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOR ENERGY INC                 | Suncor Energy Inc. COM                             | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |    260000 | NS      | $17188600.00  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                   | EQT Corporation COM                                | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |    323900 | NS      | $20612996.00  | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| NVent Electric PLC                | NVent Electric PLC COM USD0.01                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |    160000 | NS      | $18924800.00  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                         | Jabil Inc COM                                      | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     80000 | NS      | $21250400.00  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                   | Ross Stores Inc COM                                | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |     67000 | NS      | $14514210.00  | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Nokia Corp                        | Nokia Corp SPONSORED ADR                           | CUSIP: 654902204<br>LEI: 549300A0JPRWG1KI7U06 | Long             | EC               | CORP              | FI        |   2350000 | NS      | $18894000.00  | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Solstice Advanced Materials Inc.  | Solstice Advanced Materials Inc. COM SHS           | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |    180000 | NS      | $13708800.00  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO GROUP HOLDINGS INC            | TKO Group Holdings Inc. CL A                       | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100000 | NS      | $20165000.00  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corporation  | Carpenter Technology Corporation COM               | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |     55000 | NS      | $21678250.00  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Valero Energy Corp.               | Valero Energy Corp. COM                            | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |     70000 | NS      | $17295600.00  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corporation              | Westlake Corporation COM                           | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |    155000 | NS      | $18107100.00  | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Ventas Inc.                       | Ventas Inc. COM                                    | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Long             | EC               | CORP              | US        |    225000 | NS      | $18400500.00  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.             | Cardinal Health, Inc. COM                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |    100000 | NS      | $21131000.00  | 1.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation               | Entergy Corporation COM                            | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |    180000 | NS      | $20224800.00  | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                    | Verisign, Inc. COM                                 | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |     70000 | NS      | $17385200.00  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                     | Evercore Inc. CLASS A                              | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     75000 | NS      | $22388250.00  | 1.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                  | Donaldson Co Inc COM                               | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |    200000 | NS      | $16974000.00  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                 | Dover Corporation COM                              | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |     90000 | NS      | $18760500.00  | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc            | Centerpoint Energy Inc COM                         | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    465000 | NS      | $20069400.00  | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                     | Materion Corp COM                                  | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     85000 | NS      | $12295250.00  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc.             | BWX Technologies Inc. COM                          | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |     85000 | NS      | $17381650.00  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                      | Entegris Inc COM                                   | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |    165000 | NS      | $19344600.00  | 1.69%             |  |  |  | No            |                  1 | 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