# EDGAR Filing Document

**Accession Number:** 0001423227
**File Stem:** 0000940400-26-022775
**Filing Date:** 2026-6
**Character Count:** 18119
**Document Hash:** 103dfe76014779bde905c91fc88b0b09
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022775.hdr.sgml**: 20260601

**ACCESSION NUMBER**: 0000940400-26-022775

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260601

**DATE AS OF CHANGE**: 20260601

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Strategy Trust
- **CENTRAL INDEX KEY:** 0001423227

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22167
- **FILM NUMBER:** 261048427

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STEET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 800-243-1574

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Allianz Funds Multi-Strategy Trust
- **DATE OF NAME CHANGE:** 20080109

## Series and Classes Contracts Data

### Virtus Duff & Phelps Water Fund (Series ID: S000021463)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000061366 | Class A             | AWTAX           |
| C000061367 | Class C             | AWTCX           |
| C000066034 | Institutional Class | AWTIX           |

## 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 Strategy Trust

- **b. Investment Company Act file number:** 811-22167

- **c. CIK number of Registrant:** 0001423227

- **d. LEI of Registrant:** 549300PO6JSVIR6RII57

- **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:** 800-243-1574

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

- **a. Name of Series:** Virtus Duff & Phelps Water Fund

- **b. EDGAR series identifier (if any):** S000021463

- **c. LEI of Series:** 549300HV77NI47YM2B40

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

- **a. Date of fiscal year-end:** 2026-09-30

- **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:** $512641005.32

**Total Liabilities:** $691061.64

**Net Assets:** $511949943.68

**Cash Not Reported:** $692560.41

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000061366 | 4.16%                | 3.74%                | -8.53%               |
| Class ID C000066034 | 4.18%                | 3.80%                | -8.53%               |
| Class ID C000061367 | 4.05%                | 3.73%                | -8.57%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1145674.34              | $21131818.07                               |
| Month 2  | $8070714.91              | $12454453.87                               |
| Month 3  | $3740146.11              | $-51910731.74                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Advanced Drainage System Inc                                   | Advanced Drainage System Inc COM                                             | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |    139606 | NS      | $19144170.78  | 3.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                                    | Ecolab Inc. COM                                                              | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     74907 | NS      | $19926760.14  | 3.89%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.                             | American Water Works Company, Inc. COM                                       | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |    258795 | NS      | $35219411.55  | 6.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennon Group PLC                                               | Pennon Group PLC ORD GBP0.6105                                               | CUSIP: 000000000<br>LEI: 213800V1CCTS41GWH423 | Long             | EC               | CORP              | GB        |   1862337 | NS      | $13133677.20  | 2.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Stantec Inc.                                                   | Stantec Inc. COM NPV                                                         | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |     49451 | NS      | $4275017.80   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                               | Badger Meter Inc COM                                                         | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |     43103 | NS      | $6566742.05   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| H2O America                                                    | H2O America COM                                                              | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111777 | NS      | $6557956.59   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                                   | Mueller Water Products, Inc. COM SER A                                       | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |    492046 | NS      | $13526344.54  | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Companhia de Saneamento Basico do Estado de Sao Paulo - SABESP | Companhia de Saneamento Basico do Estado de Sao Paulo - SABESP SPONSORED ADR | CUSIP: 20441A102<br>LEI: 254900UOXRZRS2TNWP19 | Long             | EC               | CORP              | BR        |   1446953 | NS      | $44146522.62  | 8.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Georg Fischer AG                                               | Georg Fischer AG CHF0.05 (REGD) (POST SPLIT)                                 | CUSIP: 000000000<br>LEI: 529900CMRQYW4U1W2456 | Long             | EC               | CORP              | CH        |    137069 | NS      | $7071280.51   | 1.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                        | Essential Utilities Inc COM                                                  | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |    640271 | NS      | $25783713.17  | 5.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc.                                  | Watts Water Technologies Inc. CL A                                           | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     37346 | NS      | $10841170.34  | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                                       | Franklin Electric Co Inc COM                                                 | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     89959 | NS      | $8291521.03   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcadis NV                                                     | Arcadis NV EUR0.02                                                           | CUSIP: 000000000<br>LEI: 7245000UZH70GO047N03 | Long             | EC               | CORP              | NL        |     58293 | NS      | $1864898.95   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                   | Thermo Fisher Scientific Inc COM                                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      6992 | NS      | $3436777.76   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Kurita Water Industries Ltd.                                   | Kurita Water Industries Ltd. NPV                                             | CUSIP: 000000000<br>LEI: 52990086GS2ON69UMX34 | Long             | EC               | CORP              | JP        |    268500 | NS      | $12845391.76  | 2.51%             |  |  |  | No            |                  2 | On Loan: No      |
| American States Water Co.                                      | American States Water Co. COM                                                | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     51395 | NS      | $3886489.90   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Halma PLC                                                      | Halma PLC ORD GBP0.10                                                        | CUSIP: 000000000<br>LEI: 2138007FRGLUR9KGBT40 | Long             | EC               | CORP              | GB        |    119762 | NS      | $6111546.67   | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Valmont Industries, Inc.                                       | Valmont Industries, Inc. COM                                                 | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     34549 | NS      | $13804743.93  | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                                    | Xylem, Inc. COM                                                              | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |    304338 | NS      | $36368391.00  | 7.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Idex Corporation                                               | Idex Corporation COM                                                         | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |     42613 | NS      | $8077294.15   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation                         | Zurn Elkay Water Solutions Corporation COM                                   | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |    170038 | NS      | $7624503.92   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                            | Danaher Corporation COM                                                      | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     32035 | NS      | $6073836.00   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc.                                         | GFL Environmental Inc. SUB VTG SHS                                           | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |    353266 | NS      | $14738257.52  | 2.88%             |  |  |  | No            |                  1 | On Loan: No      |
| United Utilities Group PLC                                     | United Utilities Group PLC ORD GBP0.05                                       | CUSIP: 000000000<br>LEI: 2138002IEYQAOC88ZJ59 | Long             | EC               | CORP              | GB        |   1269384 | NS      | $22133189.28  | 4.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                         | Waste Management, Inc. COM                                                   | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |     43559 | NS      | $10009422.61  | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                                 | Tetra Tech Inc COM                                                           | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |    211001 | NS      | $6355350.12   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Core & Main Inc                                                | Core & Main Inc CL A                                                         | CUSIP: 21874C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    357052 | NS      | $17638368.80  | 3.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BELIMO Holding AG                                              | BELIMO Holding AG CHF0.05 (REGD)                                             | CUSIP: 000000000<br>LEI: 506700339DLX749VEM23 | Long             | EC               | CORP              | CH        |      4756 | NS      | $3862579.76   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                       | Ferguson Enterprises Inc COMMON STOCK NEW                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |     24849 | NS      | $5796277.74   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent PLC                                               | Severn Trent PLC ORD GBP0.9789                                               | CUSIP: 000000000<br>LEI: 213800RPBXRETY4A4C59 | Long             | EC               | CORP              | GB        |    646148 | NS      | $26500875.52  | 5.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                  | Veralto Corp. COM SHS                                                        | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |    412522 | NS      | $36475195.24  | 7.12%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group                                 | California Water Service Group COM                                           | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     85099 | NS      | $3858388.66   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Veolia Environnement S.A.                                      | Veolia Environnement S.A. EUR5                                               | CUSIP: 000000000<br>LEI: 969500LENY69X51OOT31 | Long             | EC               | CORP              | FR        |    339875 | NS      | $12944482.63  | 2.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Pentair PLC                                                    | Pentair PLC COM USD0.01                                                      | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |    219646 | NS      | $19133363.06  | 3.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Geberit AG                                                     | Geberit AG CHF0.10 (REGD)                                                    | CUSIP: 000000000<br>LEI: 52990093Z5OHD6T7BS47 | Long             | EC               | CORP              | CH        |     16229 | NS      | $10955068.39  | 2.14%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Virtus Strategy Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer