# EDGAR Filing Document

**Accession Number:** 0001018593
**File Stem:** 0001752724-23-035678
**Filing Date:** 2023-2
**Character Count:** 23216
**Document Hash:** f002229a4db9e308eedbdb087d4b7723
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035678.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035678

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VIRTUS ASSET TRUST
- **CENTRAL INDEX KEY:** 0001018593
- **IRS NUMBER:** 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:** 23657463

**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 Ultra-Short Bond Fund (Series ID: S000057035)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000181204 | Class I      | SISSX           |
| C000203237 | Class A      | SASSX           |

## 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 Ultra-Short Bond Fund

- **b. EDGAR series identifier (if any):** S000057035

- **c. LEI of Series:** 549300B7VOYVER79VC11

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $30939603.19

**Total Liabilities:** $715348.74

**Net Assets:** $30224254.45

**Cash Not Reported:** $16050.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -25.00000000 | **1-Year:** -231.00000000 | **5-Year:** -2055.00000000 | **10-Year:** -614.00000000 | **30-Year:** -821.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -409.00000000 | **10-Year:** -103.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000203237 | -0.01%               | 0.44%                | 0.48%                |
| Class ID C000181204 | 0.01%                | 0.46%                | 0.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-42822.58               | $-59705.22                                 |
| Month 2  | $-144902.78              | $234808.38                                 |
| Month 3  | $-31387.54               | $100825.50                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AERCAP IRELAND CAP/GLOBA                                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust    | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    920000 | PA      | $848608.27    | 2.81%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                     | Skyworks Solutions Inc                                       | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1135092.72   | 3.76%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-                             | One New York Plaza Trust 2020-1NYP                           | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $943394.50    | 3.12%             | 2036-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                     | General Motors Financial Co Inc                              | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    945000 | PA      | $923321.72    | 3.05%             | 2023-08-18      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                    | Goldman Sachs Group Inc/The                                  | CUSIP: 38141GYF5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    945000 | PA      | $931125.51    | 3.08%             | 2024-09-10      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                      | Continental Resources Inc/OK                                 | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    671000 | PA      | $581392.45    | 1.92%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                      | Wells Fargo & Co                                             | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    557000 | PA      | $548000.37    | 1.81%             | 2024-06-02      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execut                             | Capital One Multi-Asset Execution Trust                      | CUSIP: 14041NCG4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $722988.23    | 2.39%             | 2028-05-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                                   | Master Credit Card Trust II                                  | CUSIP: 576339CF0<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |    576000 | PA      | $572458.41    | 1.89%             | 2024-09-21      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | 2 YEAR US TREASURY NOTE                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -6 | NC      | $-1641.16     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                                   | ANZ New Zealand Int'l Ltd/London                             | CUSIP: 00182EBQ1<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    800000 | PA      | $792775.58    | 2.62%             | 2025-02-18      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER                                           | Triton Container International Ltd                           | CUSIP: 89680YAD7<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $482968.75    | 1.60%             | 2023-08-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                        | Sherwin-Williams Co/The                                      | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    201000 | PA      | $197952.47    | 0.65%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                   | Warnermedia Holdings Inc                                     | CUSIP: 55903VAA1<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996894.98    | 3.30%             | 2024-03-15      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                               | Barclays PLC                                                 | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $799601.88    | 2.65%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                   | AT&T Inc                                                     | CUSIP: 00206RMH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    872000 | PA      | $867832.13    | 2.87%             | 2024-03-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note T                             | Discover Card Execution Note Trust                           | CUSIP: 254683CD5<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499093.95    | 1.65%             | 2025-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                 | US Bancorp                                                   | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    178000 | PA      | $181294.53    | 0.60%             | 2026-10-21      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                         | Banco Santander SA                                           | CUSIP: 05971KAN9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $799484.65    | 2.65%             | 2024-05-24      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.                | US 5 YEAR TREASURY NOTE                                      | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -6 | NC      | $247.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC Multifamily Structured P                             | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FPHF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1373685 | PA      | $1366025.30   | 4.52%             | 2026-07-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                     | Pacific Gas and Electric Co                                  | CUSIP: 694308KA4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    324000 | PA      | $316240.94    | 1.05%             | 2024-02-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                                    | United Airlines 2020-1 Class B Pass Through Trust            | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    963930 | PA      | $917068.83    | 3.03%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                 | Fannie Mae Pool                                              | CUSIP: 3140HRPG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    318000 | PA      | $316966.33    | 1.05%             | 2023-11-01      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                     | SLM Student Loan Trust 2005-7                                | CUSIP: 78442GQJ8<br>LEI: 549300H0EHPP0GTD9V95 | Long             | ABS-O            | CORP              | US        |    407871 | PA      | $405130.07    | 1.34%             | 2029-10-25      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                     | SLM Student Loan Trust 2005-4                                | CUSIP: 78442GPG5<br>LEI: 549300L7X3DWAOC00Z83 | Long             | ABS-O            | CORP              | US        |    107255 | PA      | $107099.45    | 0.35%             | 2027-01-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                     | Williams Cos Inc/The                                         | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    919000 | PA      | $907884.01    | 3.00%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PARK AEROSPACE HOLDINGS                                    | Park Aerospace Holdings Ltd                                  | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | KY        |   1234000 | PA      | $1230954.15   | 4.07%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK                                              | Small Business Administration Pools                          | CUSIP: 83164MMW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    568085 | PA      | $572640.16    | 1.89%             | 2028-11-25      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| KKR Industrial Portfolio Trust                             | KKR Industrial Portfolio Trust 2021-KDIP                     | CUSIP: 48254CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142019 | PA      | $137205.18    | 0.45%             | 2037-12-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| DBGS Mortgage Trust                                        | DBGS 2018-BIOD Mortgage Trust                                | CUSIP: 23306GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    913763 | PA      | $898121.72    | 2.97%             | 2035-05-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Canadian Pacer Auto Receivable                             | Canadian Pacer Auto Receivables Trust 2020-1                 | CUSIP: 13645YAF6<br>LEI: 549300G7ER2PTT19ZV22 | Long             | ABS-O            | CORP              | CA        |   1000000 | PA      | $970882.60    | 3.21%             | 2025-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Goal Capital Funding Trust                                 | Goal Capital Funding Trust 2010-1                            | CUSIP: 38021EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    572074 | PA      | $561296.42    | 1.86%             | 2048-08-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund   | CUSIP: 857492649<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |    759752 | NS      | $759751.79    | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Commercial Mortgag                             | Wells Fargo Commercial Mortgage Trust 2021-SAVE              | CUSIP: 95003LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1072646 | PA      | $1002228.60   | 3.32%             | 2040-02-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance                              | Citibank Credit Card Issuance Trust                          | CUSIP: 17305EGE9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $981319.30    | 3.25%             | 2029-05-14      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BWAY Mortgage Trust                                        | BWAY 2013-1515 Mortgage Trust                                | CUSIP: 05604FAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    772903 | PA      | $738914.82    | 2.44%             | 2033-03-10      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                             | Morgan Stanley                                               | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    525000 | PA      | $496675.91    | 1.64%             | 2025-01-22      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                       | Chase Issuance Trust                                         | CUSIP: 161571HP2<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249722.70    | 0.83%             | 2025-01-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Cold Storage Trust                                         | Cold Storage Trust 2020-ICE5                                 | CUSIP: 193051AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    982991 | PA      | $955839.54    | 3.16%             | 2037-11-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                                    | Daimler Trucks Finance North America LLC                     | CUSIP: 233853AE0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    940000 | PA      | $927185.34    | 3.07%             | 2024-12-13      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                    | CarMax Auto Owner Trust 2020-2                               | CUSIP: 14315VAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349097 | PA      | $346696.47    | 1.15%             | 2024-11-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F                             | Ford Credit Auto Owner Trust 2019-REV1                       | CUSIP: 34532PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $735333.15    | 2.43%             | 2030-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                     | Verizon Communications Inc                                   | CUSIP: 92343VGD0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    880000 | PA      | $873256.43    | 2.89%             | 2024-03-22      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                           | HF Sinclair Corp                                             | CUSIP: 403949AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1012000 | PA      | $990941.26    | 3.28%             | 2023-10-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Virtus Asset Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer