# EDGAR Filing Document

**Accession Number:** 0001018593
**File Stem:** 0000940400-26-008404
**Filing Date:** 2026-2
**Character Count:** 66773
**Document Hash:** 5d3a740891fe1ce027348abfcc6b1883
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008404.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008404

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**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:** 26684156

**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 U.S. Government Securities Ultra-Short Bond Fund (Series ID: S000057032)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000181192 | Class I      | SIGVX           |
| C000181193 | Class R6     | SIGZX           |
| C000203236 | Class A      | SSAGX           |

## 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 U.S. Government Securities Ultra-Short Bond Fund

- **b. EDGAR series identifier (if any):** S000057032

- **c. LEI of Series:** 5493004FW06DQKUXKI57

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $410703696.27

**Total Liabilities:** $1739671.62

**Net Assets:** $408964024.65

**Cash Not Reported:** $6530041.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7.53589633 | **1-Year:** -239.34448680 | **5-Year:** -19325.44865000 | **10-Year:** -21191.91755000 | **30-Year:** -79217.35463000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -163.16782390 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000181192 | 0.50%                | 0.45%                | 0.38%                |
| Class ID C000181193 | 0.52%                | 0.46%                | 0.49%                |
| Class ID C000203236 | 0.48%                | 0.43%                | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $25618.94                | $182618.61                                 |
| Month 2  | $-3070.18                | $417167.48                                 |
| Month 3  | $11923.45                | $267453.19                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137HFP82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9992505 | PA      | $9987217.17   | 2.44%             | 2029-08-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31381JN32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    266156 | PA      | $266384.31    | 0.07%             | 2036-01-01      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31418B2X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13580 | PA      | $13533.30     | 0.00%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138EGJQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330702 | PA      | $340150.24    | 0.08%             | 2038-08-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                               | CUSIP: 36179MSA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    282113 | PA      | $278570.92    | 0.07%             | 2027-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31419ATA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1238134 | PA      | $1290701.24   | 0.32%             | 2040-11-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138ESDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    358842 | PA      | $350965.04    | 0.09%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                    | Small Business Administration Pools                              | CUSIP: 8316A0H52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3974058 | PA      | $3939823.58   | 0.96%             | 2032-04-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                 | CUSIP: 3132XGL38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540000 | PA      | $510275.15    | 0.12%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                               | CUSIP: 3618K0UB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3707130 | PA      | $3734212.62   | 0.91%             | 2055-02-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31418CHA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121705 | PA      | $120540.19    | 0.03%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK                  | Small Business Administration Pools                              | CUSIP: 83164MMB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    810457 | PA      | $808061.51    | 0.20%             | 2028-05-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                               | CUSIP: 3622ADU89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9855213 | PA      | $10075190.57  | 2.46%             | 2049-08-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138M6AT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    193970 | PA      | $191650.49    | 0.05%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138EKYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    631673 | PA      | $639109.01    | 0.16%             | 2037-09-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                            | CUSIP: 31294T7M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    166111 | PA      | $164946.91    | 0.04%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140XMYX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    533359 | PA      | $509960.35    | 0.12%             | 2032-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140JCJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5603519 | PA      | $5735588.61   | 1.40%             | 2054-03-01      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138WQCF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119941 | PA      | $117527.13    | 0.03%             | 2028-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas | FRESB 2018-SB49 Mortgage Trust                                   | CUSIP: 302961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5652731 | PA      | $5628823.07   | 1.38%             | 2038-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                        | CUSIP: 3128S5SH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    883040 | PA      | $911664.31    | 0.22%             | 2039-09-01      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138ELGM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    428438 | PA      | $425283.15    | 0.10%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                               | CUSIP: 3622ADT32<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9370233 | PA      | $9389239.44   | 2.30%             | 2055-01-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                                      | CUSIP: 912797TB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2974218.57   | 0.73%             | 2026-03-31      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138LTTT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    804550 | PA      | $797542.04    | 0.20%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137HKPG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4250000 | PA      | $4244889.80   | 1.04%             | 2030-01-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                  | CUSIP: 3136AR5S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3133178 | PA      | $3117349.34   | 0.76%             | 2026-04-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31418MCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    581739 | PA      | $604277.07    | 0.15%             | 2035-01-01      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.        | Small Business Administration Pools                              | CUSIP: 8316A04V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  10751823 | PA      | $10704140.85  | 2.62%             | 2035-05-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137HLY55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4998375 | PA      | $4994692.80   | 1.22%             | 2030-01-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138EQVE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2144763 | PA      | $2236143.91   | 0.55%             | 2040-11-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138EPG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1257547 | PA      | $1309312.09   | 0.32%             | 2040-04-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140FPEG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    662691 | PA      | $689184.87    | 0.17%             | 2047-07-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                               | CUSIP: 3618N5Z51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1638458 | PA      | $1643450.21   | 0.40%             | 2055-11-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                               | CUSIP: 36179Y2Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4677286 | PA      | $4755480.95   | 1.16%             | 2054-07-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                               | CUSIP: 3618NPKY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1229199 | PA      | $1239435.84   | 0.30%             | 2055-03-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                         | CUSIP: 38376VBU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5616610 | PA      | $5649157.00   | 1.38%             | 2040-02-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140J9B26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1882326 | PA      | $1956850.88   | 0.48%             | 2048-10-01      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138ET2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2994333 | PA      | $3116704.88   | 0.76%             | 2042-07-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                               | CUSIP: 3137B4US3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7754769 | PA      | $7685632.91   | 1.88%             | 2043-09-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                        | CUSIP: 31288QP61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1155279 | PA      | $1200221.58   | 0.29%             | 2047-01-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137FJYG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     94960 | PA      | $94614.41     | 0.02%             | 2028-07-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                            | CUSIP: 31294NSD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    406169 | PA      | $401538.35    | 0.10%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Struct | Freddie Mac Structured Pass-Through Certificates FRESR 2017-SR01 | CUSIP: 3137FCJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1028502 | PA      | $1012310.48   | 0.25%             | 2027-11-25      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                               | CUSIP: 3618N5BG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1008321 | PA      | $1024034.42   | 0.25%             | 2054-11-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140HYF52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9856861 | PA      | $9868465.59   | 2.41%             | 2030-04-01      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                        | CUSIP: 3128S5KG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1243493 | PA      | $1289580.95   | 0.32%             | 2037-05-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138ETYZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125410 | PA      | $123986.02    | 0.03%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                               | CUSIP: 3137H8JE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6003609 | PA      | $5938102.02   | 1.45%             | 2052-08-25      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK                  | Small Business Administration Pools                              | CUSIP: 83164MMD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1346165 | PA      | $1343009.62   | 0.33%             | 2028-12-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                               | CUSIP: 36179YXG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3336731 | PA      | $3346292.98   | 0.82%             | 2054-05-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                                  | CUSIP: 3136AS7J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1028781 | PA      | $1027679.80   | 0.25%             | 2026-07-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140J9B34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1300662 | PA      | $1360247.96   | 0.33%             | 2045-05-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 3136AWFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10441370 | PA      | $10340729.61  | 2.53%             | 2039-05-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                               | CUSIP: 36179YY81<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1739368 | PA      | $1746447.54   | 0.43%             | 2054-06-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31417FXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192805 | PA      | $189178.39    | 0.05%             | 2028-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138ELFF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    237252 | PA      | $235037.57    | 0.06%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                            | CUSIP: 3128MEWY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    583918 | PA      | $572840.22    | 0.14%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137HNND6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7994351 | PA      | $7991123.72   | 1.95%             | 2030-07-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                        | CUSIP: 31347ALS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    601217 | PA      | $623005.12    | 0.15%             | 2046-07-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                            | CUSIP: 31307SZK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106020 | PA      | $105220.91    | 0.03%             | 2027-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140XHBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    343040 | PA      | $340429.58    | 0.08%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31418CFK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156201 | PA      | $154871.59    | 0.04%             | 2027-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 3136B4HC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5679509 | PA      | $5623548.75   | 1.38%             | 2049-04-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                         | CUSIP: 38376GYM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    819991 | PA      | $817609.43    | 0.20%             | 2044-09-16      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140JAY85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4350580 | PA      | $4533041.19   | 1.11%             | 2047-09-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140JBYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362569 | PA      | $375357.79    | 0.09%             | 2049-06-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                        | CUSIP: 31288QFY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3601090 | PA      | $3744719.91   | 0.92%             | 2049-05-01      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 3136B3UW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2867201 | PA      | $2849968.87   | 0.70%             | 2035-10-25      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                                      | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4980832.55   | 1.22%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31381JR38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1087172 | PA      | $1084196.21   | 0.27%             | 2037-04-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                            | CUSIP: 31306XQR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198877 | PA      | $196691.67    | 0.05%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31418CSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313001 | PA      | $310083.11    | 0.08%             | 2027-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140A9ZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1830025 | PA      | $1859388.54   | 0.45%             | 2054-04-01      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                                      | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2994698.55   | 0.73%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas | FRESB 2018-SB51 Mortgage Trust                                   | CUSIP: 30296UAB9<br>LEI: 549300MU0K04STFBKO29 | Long             | ABS-MBS          | USGSE             | US        |    734179 | PA      | $731012.90    | 0.18%             | 2038-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137HN4S4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3997897 | PA      | $3997887.65   | 0.98%             | 2030-03-25      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                         | CUSIP: 38376VHR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10000072 | PA      | $10041286.80  | 2.46%             | 2040-02-20      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                               | CUSIP: 3137FL3L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5325159 | PA      | $5279211.04   | 1.29%             | 2038-07-15      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140N0BJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5898717 | PA      | $6036370.96   | 1.48%             | 2052-10-01      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                        | CUSIP: 31300LWG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1602209 | PA      | $1665102.89   | 0.41%             | 2036-07-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31418CSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    298990 | PA      | $295028.90    | 0.07%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137BSP64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2482264 | PA      | $2465010.06   | 0.60%             | 2026-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140B42X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4222682 | PA      | $4282151.41   | 1.05%             | 2055-04-01      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 3136AQG53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204352 | PA      | $203052.42    | 0.05%             | 2026-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                               | CUSIP: 36179MU24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    345612 | PA      | $341121.70    | 0.08%             | 2027-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae I Pool                                                | CUSIP: 36241LK70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    207129 | PA      | $209889.80    | 0.05%             | 2029-10-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 31397U6H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2674460 | PA      | $2660367.77   | 0.65%             | 2032-01-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 3136AHXJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313936 | PA      | $311496.96    | 0.08%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                               | CUSIP: 31395UDQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3606564 | PA      | $3574052.01   | 0.87%             | 2034-11-15      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                            | CUSIP: 3128MMVQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    297407 | PA      | $287681.89    | 0.07%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                        | CUSIP: 31300LXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2880580 | PA      | $3001078.40   | 0.73%             | 2037-05-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 31394CRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2379263 | PA      | $2356251.41   | 0.58%             | 2035-03-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140XRTC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2460685 | PA      | $2471054.23   | 0.60%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138EJNU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    619262 | PA      | $641648.70    | 0.16%             | 2036-06-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                        | CUSIP: 31300LV51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2952247 | PA      | $3070273.86   | 0.75%             | 2035-05-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas | FRESB 2016-SB13 Mortgage Trust                                   | CUSIP: 302614AF9<br>LEI: 549300G1LSFZALV3VL31 | Long             | ABS-MBS          | USGSE             | US        |   4452522 | PA      | $4436531.34   | 1.08%             | 2036-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31381JVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    548402 | PA      | $541850.05    | 0.13%             | 2037-09-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140Q8N43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    231206 | PA      | $229356.28    | 0.06%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                 | CUSIP: 3132CX3J9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6325413 | PA      | $6142566.16   | 1.50%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140J5D48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133711 | PA      | $132625.34    | 0.03%             | 2027-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138ETX27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2317836 | PA      | $2425390.50   | 0.59%             | 2041-09-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                                      | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4969563.05   | 1.22%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 3136ATTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3981019 | PA      | $3945240.64   | 0.96%             | 2046-09-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140JBYX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4446819 | PA      | $4632135.79   | 1.13%             | 2042-05-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK                  | Small Business Administration Pools                              | CUSIP: 83164MMW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    638989 | PA      | $638913.22    | 0.16%             | 2028-11-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                               | CUSIP: 3137F5MJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4060215 | PA      | $3998534.68   | 0.98%             | 2043-03-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31417BZD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327700 | PA      | $325180.98    | 0.08%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31418DT69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    325663 | PA      | $311088.62    | 0.08%             | 2030-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138EJCY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    241733 | PA      | $252751.72    | 0.06%             | 2042-06-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                 | CUSIP: 3132A9QQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    613656 | PA      | $604185.32    | 0.15%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                        | CUSIP: 31300LWD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1663109 | PA      | $1726922.05   | 0.42%             | 2034-05-01      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                         | CUSIP: 38381BSH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5294807 | PA      | $5240034.05   | 1.28%             | 2045-08-20      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                         | CUSIP: 38376EBC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2711762 | PA      | $2720137.70   | 0.67%             | 2039-10-16      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138EN4M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135463 | PA      | $132424.54    | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 31394ULL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5732143 | PA      | $5711624.62   | 1.40%             | 2035-07-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                               | CUSIP: 3618N5E88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5964800 | PA      | $6026916.01   | 1.47%             | 2055-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                               | CUSIP: 3137H82A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    736312 | PA      | $738567.56    | 0.18%             | 2033-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                     | Federal National Mortgage Association                            | CUSIP: 3135G07M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5008407.75   | 1.22%             | 2027-11-05      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140XPBM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    620736 | PA      | $610899.46    | 0.15%             | 2031-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31418CXZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    252766 | PA      | $251430.04    | 0.06%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31418CGH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    119047 | PA      | $118027.68    | 0.03%             | 2027-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138EGLD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    760860 | PA      | $795412.02    | 0.19%             | 2041-06-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| BREAN CAPITAL, LLC             | Small Business Administration Pools                              | CUSIP: 8316A0HT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2218526 | PA      | $2199153.21   | 0.54%             | 2032-10-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 31394EFH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6206482 | PA      | $6322473.64   | 1.55%             | 2035-07-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 3136ATMA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3602996 | PA      | $3575640.73   | 0.87%             | 2046-08-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 3136BLAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    313361 | PA      | $311403.61    | 0.08%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                               | CUSIP: 36202F2H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213478 | PA      | $212223.00    | 0.05%             | 2027-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                                 | CUSIP: 3132CXQC9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5824044 | PA      | $5927409.81   | 1.45%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138ELGC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    455361 | PA      | $451228.54    | 0.11%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31381JNY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    704195 | PA      | $701797.90    | 0.17%             | 2036-01-01      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137HBPH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6391234 | PA      | $6406788.69   | 1.57%             | 2031-01-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137BP4J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    383528 | PA      | $382002.23    | 0.09%             | 2026-03-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 3136A8SV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161139 | PA      | $158177.45    | 0.04%             | 2027-09-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                               | CUSIP: 3622AC2R0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3069715 | PA      | $3126271.44   | 0.76%             | 2049-08-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 31394FDY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4098851 | PA      | $4084322.46   | 1.00%             | 2035-05-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 31398NKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3566771 | PA      | $3549444.44   | 0.87%             | 2040-06-25      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140J8M75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331501 | PA      | $345176.87    | 0.08%             | 2042-02-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| BREAN CAPITAL, LLC             | Small Business Administration Pools                              | CUSIP: 8316A06X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5472633 | PA      | $5456754.41   | 1.33%             | 2035-07-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates     | CUSIP: 3137HNWJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4999418 | PA      | $4995195.29   | 1.22%             | 2030-09-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                               | CUSIP: 3137FQVP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5145226 | PA      | $5091488.03   | 1.24%             | 2040-04-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140J6AF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1595259 | PA      | $1662269.69   | 0.41%             | 2047-09-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138AYW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82596 | PA      | $82082.22     | 0.02%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138ERLK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    435769 | PA      | $450575.75    | 0.11%             | 2038-07-01      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                         | CUSIP: 38380GR48<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    865000 | PA      | $834310.75    | 0.20%             | 2038-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                               | CUSIP: 3137FJX79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    552175 | PA      | $551853.61    | 0.13%             | 2036-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas | FRESB 2020-SB76 Mortgage Trust                                   | CUSIP: 30315EAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6764952 | PA      | $6734844.08   | 1.65%             | 2040-04-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138EQJX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    955741 | PA      | $995726.59    | 0.24%             | 2040-12-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                        | CUSIP: 31347AVJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1133909 | PA      | $1179222.94   | 0.29%             | 2047-07-01      | Floating      | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3138EHB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1685796 | PA      | $1747487.93   | 0.43%             | 2037-07-01      | Floating      | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                        | CUSIP: 31326LRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1381501 | PA      | $1433864.72   | 0.35%             | 2047-02-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140JAPL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    323733 | PA      | $323507.65    | 0.08%             | 2029-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 31418DCS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382071 | PA      | $379420.18    | 0.09%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas | FRESB 2019-SB66 Mortgage Trust                                   | CUSIP: 30312BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1169059 | PA      | $1153938.07   | 0.28%             | 2039-06-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                               | CUSIP: 3622ADV62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8187926 | PA      | $8214891.30   | 2.01%             | 2055-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140QUJ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9717731 | PA      | $9872197.31   | 2.41%             | 2054-04-01      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                                  | CUSIP: 3140XACH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6098 | PA      | $6100.82      | 0.00%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                                | CUSIP: 3136B3VU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2731856 | PA      | $2713025.12   | 0.66%             | 2033-05-25      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Virtus Asset Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer