# EDGAR Filing Document

**Accession Number:** 0001018593
**File Stem:** 0000940400-26-022202
**Filing Date:** 2026-5
**Character Count:** 40248
**Document Hash:** e41504a92aa6dda63d8bdb8369b90b08
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022202.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0000940400-26-022202

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20261231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07705
- **FILM NUMBER:** 261043830

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

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

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

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

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

## Series and Classes Contracts Data

### Virtus Ceredex Small-Cap Value Equity Fund (Series ID: S000057041)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000181226 | Class A      | SASVX           |
| C000181228 | Class I      | SCETX           |
| C000211610 | Class R6     | VVERX           |

## Nport-Ex

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

**SCHEDULE OF INVESTMENTS (Unaudited)**

**March 31, 2026**

($ reported in thousands)

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

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks—96.7%** | **Common Stocks—96.7%** | **Common Stocks—96.7%** |
| **Consumer Discretionary—6.4%** | **Consumer Discretionary—6.4%** |  |
| &nbsp;&nbsp;&nbsp; Academy Sports & Outdoors, <br> Inc.<br>| 19900 | &nbsp;&nbsp; $1123 |
| Autoliv, Inc. | 9900 | &nbsp;&nbsp; 1041 |
| Gildan Activewear, Inc. | 20400 | &nbsp;&nbsp; 1135 |
| Meritage Homes Corp. | 18400 | &nbsp;&nbsp; 1138 |
| Vail Resorts, Inc. | 5600 | &nbsp;&nbsp; 719 |
| Wingstop, Inc. | 6200 | &nbsp;&nbsp; 961 |
|  |  | &nbsp;&nbsp; 6117 |
| **Consumer Staples—2.4%** | **Consumer Staples—2.4%** |  |
| Turning Point Brands, Inc. | 12500 | &nbsp;&nbsp; 1085 |
| Utz Brands, Inc. | 145400 | &nbsp;&nbsp; 1152 |
|  |  | &nbsp;&nbsp; 2237 |
| **Energy—8.8%** | **Energy—8.8%** |  |
| Cactus, Inc. Class A | 20300 | &nbsp;&nbsp; 962 |
| DT Midstream, Inc. | 10250 | &nbsp;&nbsp; 1380 |
| Matador Resources Co. | 22900 | &nbsp;&nbsp; 1447 |
| Murphy Oil Corp. | 28600 | &nbsp;&nbsp; 1180 |
| NOV, Inc. | 60950 | &nbsp;&nbsp; 1146 |
| Range Resources Corp. | 30200 | &nbsp;&nbsp; 1364 |
| &nbsp;&nbsp;&nbsp; Solaris Energy Infrastructure, <br> Inc. Class A<br>| 15200 | &nbsp;&nbsp; 859 |
|  |  | &nbsp;&nbsp; 8338 |
| **Financials—24.3%** | **Financials—24.3%** |  |
| Ally Financial, Inc. | 26100 | &nbsp;&nbsp; 1024 |
| Axis Capital Holdings Ltd. | 12950 | &nbsp;&nbsp; 1313 |
| &nbsp;&nbsp;&nbsp; Columbia Banking System, <br> Inc.<br>| 59900 | &nbsp;&nbsp; 1643 |
| Cullen/Frost Bankers, Inc. | 12000 | &nbsp;&nbsp; 1645 |
| Evercore, Inc. Class A | 4300 | &nbsp;&nbsp; 1284 |
| Flagstar Bank NA | 74000 | &nbsp;&nbsp; 975 |
| FNB Corp. | 91650 | &nbsp;&nbsp; 1532 |
| Glacier Bancorp, Inc. | 38900 | &nbsp;&nbsp; 1738 |
| Jack Henry & Associates, Inc. | 9200 | &nbsp;&nbsp; 1454 |
| NBT Bancorp, Inc. | 32200 | &nbsp;&nbsp; 1371 |
| &nbsp;&nbsp;&nbsp; Perella Weinberg Partners <br> Class A<br>| 66800 | &nbsp;&nbsp; 1213 |
| &nbsp;&nbsp;&nbsp; Ryan Specialty Holdings, Inc. <br> Class A<br>| 37300 | &nbsp;&nbsp; 1258 |
| &nbsp;&nbsp;&nbsp; Seacoast Banking Corp. of <br> Florida<br>| 52650 | &nbsp;&nbsp; 1595 |
| Southstate Bank Corp. | 17250 | &nbsp;&nbsp; 1596 |
| UMB Financial Corp. | 15350 | &nbsp;&nbsp; 1731 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Financials—continued** | **Financials—continued** |  |
| Wintrust Financial Corp. | 12300 | &nbsp;&nbsp; $1709 |
|  |  | &nbsp;&nbsp; 23081 |
| **Health Care—3.0%** | **Health Care—3.0%** |  |
| Bruker Corp. | 41200 | &nbsp;&nbsp; 1488 |
| &nbsp;&nbsp;&nbsp; Concentra Group Holdings <br> Parent, Inc.<br>| 61500 | &nbsp;&nbsp; 1319 |
|  |  | &nbsp;&nbsp; 2807 |
| **Industrials—21.3%** | **Industrials—21.3%** |  |
| Arcosa, Inc. | 11400 | &nbsp;&nbsp; 1210 |
| Crane Co. | 7850 | &nbsp;&nbsp; 1342 |
| Enpro, Inc. | 5000 | &nbsp;&nbsp; 1253 |
| Esab Corp. | 13600 | &nbsp;&nbsp; 1315 |
| ESCO Technologies, Inc. | 3900 | &nbsp;&nbsp; 1097 |
| Franklin Electric Co., Inc. | 13600 | &nbsp;&nbsp; 1254 |
| Helios Technologies, Inc. | 17200 | &nbsp;&nbsp; 1113 |
| Herc Holdings, Inc. | 13300 | &nbsp;&nbsp; 1324 |
| Hexcel Corp. | 14900 | &nbsp;&nbsp; 1206 |
| &nbsp;&nbsp;&nbsp; MSC Industrial Direct Co., Inc. <br> Class A<br>| 14300 | &nbsp;&nbsp; 1319 |
| nVent Electric plc | 9400 | &nbsp;&nbsp; 1112 |
| Primoris Services Corp. | 11200 | &nbsp;&nbsp; 1602 |
| Regal Rexnord Corp. | 8000 | &nbsp;&nbsp; 1498 |
| &nbsp;&nbsp;&nbsp; Simpson Manufacturing Co., <br> Inc.<br>| 5600 | &nbsp;&nbsp; 961 |
| Terex Corp. | 21800 | &nbsp;&nbsp; 1288 |
| Timken Co. (The) | 13100 | &nbsp;&nbsp; 1318 |
|  |  | &nbsp;&nbsp; 20212 |
| **Information Technology—12.4%** | **Information Technology—12.4%** |  |
| &nbsp;&nbsp;&nbsp; Advanced Energy Industries, <br> Inc.<br>| 4350 | &nbsp;&nbsp; 1404 |
| Amkor Technology, Inc. | 35700 | &nbsp;&nbsp; 1607 |
| Avnet, Inc. | 19900 | &nbsp;&nbsp; 1226 |
| Belden, Inc. | 13000 | &nbsp;&nbsp; 1493 |
| &nbsp;&nbsp;&nbsp; Kulicke & Soffa Industries, <br> Inc.<br>| 21100 | &nbsp;&nbsp; 1387 |
| Littelfuse, Inc. | 4350 | &nbsp;&nbsp; 1476 |
| MKS, Inc. | 7000 | &nbsp;&nbsp; 1609 |
| Power Integrations, Inc. | 30000 | &nbsp;&nbsp; 1536 |
|  |  | &nbsp;&nbsp; 11738 |
| **Materials—6.8%** | **Materials—6.8%** |  |
| Element Solutions, Inc. | 42000 | &nbsp;&nbsp; 1434 |
| Hudbay Minerals, Inc. | 72700 | &nbsp;&nbsp; 1519 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Materials—continued** | **Materials—continued** |  |
| Louisiana-Pacific Corp. | 16750 | &nbsp;&nbsp; $1219 |
| Methanex Corp. | 23700 | &nbsp;&nbsp; 1411 |
| Scotts Miracle-Gro Co. (The) | 14850 | &nbsp;&nbsp; 903 |
|  |  | &nbsp;&nbsp; 6486 |
| **Real Estate—5.3%** | **Real Estate—5.3%** |  |
| Agree Realty Corp. | 16650 | &nbsp;&nbsp; 1255 |
| Brixmor Property Group, Inc. | 45400 | &nbsp;&nbsp; 1307 |
| &nbsp;&nbsp;&nbsp; Colliers International Group, <br> Inc.<br>| 10850 | &nbsp;&nbsp; 1160 |
| EastGroup Properties, Inc. | 7000 | &nbsp;&nbsp; 1296 |
|  |  | &nbsp;&nbsp; 5018 |
| **Utilities—6.0%** | **Utilities—6.0%** |  |
| IDACORP, Inc. | 11050 | &nbsp;&nbsp; 1580 |
| OGE Energy Corp. | 32200 | &nbsp;&nbsp; 1544 |
| Pinnacle West Capital Corp. | 13550 | &nbsp;&nbsp; 1365 |
| Spire, Inc. | 13900 | &nbsp;&nbsp; 1259 |
|  |  | &nbsp;&nbsp; 5748 |
| **Total Common Stocks** <br>**(Identified Cost $78,119)** | **Total Common Stocks** <br>**(Identified Cost $78,119)** | &nbsp;&nbsp; **91782** |
| **Total Long-Term** <br> **Investments—96.7%** <br>**(Identified Cost $78,119)** | **Total Long-Term** <br> **Investments—96.7%** <br>**(Identified Cost $78,119)** | &nbsp;&nbsp; **91782** |
| **TOTAL INVESTMENTS—96.7%** <br>**(Identified Cost $78,119)** | **TOTAL INVESTMENTS—96.7%** <br>**(Identified Cost $78,119)** | &nbsp;&nbsp; **$91782** |
| Other assets and liabilities, net—3.3% | Other assets and liabilities, net—3.3% | &nbsp;&nbsp; 3152 |
| **NET ASSETS—100.0%** | **NET ASSETS—100.0%** | &nbsp;&nbsp; **$94934** |

---

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

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| NA | National Association |
| plc | Public Limited Company |

---

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

---

| | |
|:---|:---|
| **Country Weightings**<sup>†</sup>  | **Country Weightings**<sup>†</sup>  |
| United States | 92<br> %<br>|
| Canada | 6 |
| Bermuda | 1 |
| Ireland | 1 |
| Total | 100<br> %<br>|
| <sup>†</sup> % of total investments as of March 31, 2026. | <sup>†</sup> % of total investments as of March 31, 2026. |

---

See Notes to Schedule of Investments

------

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

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

**March 31, 2026**

($ reported in thousands)

The following table summarizes the value of the Fund's investments as of March 31, 2026, based on the inputs used to value them (See Security Valuation Note 1 in the Notes to Schedule of Investments):

---

| | | |
|:---|:---|:---|
|  | Total <br>Value at <br>March 31, 2026<br>| Level 1 <br>Quoted Prices<br>|
| Assets: |  |  |
| Equity Securities: |  |  |
| &nbsp;&nbsp;&nbsp; Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $91782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $91782 |
| Total Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $91782 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $91782 |

---

There were no securities valued using significant observable inputs (Level 2) or significant unobservable inputs (Level 3) at March 31, 2026.

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

See Notes to Schedule of Investments

------

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

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

**March 31, 2026**

**Note 1. Security Valuation**

The Fund's Board of Trustees has designated the investment adviser as the valuation designee to perform fair valuations pursuant to Rule 2a-5 under the Investment Company Act of 1940. The Fund utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels. The Fund's policy is to recognize transfers into or out of Level 3 at the end of the reporting period.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – quoted prices in active markets for identical securities (security types generally include listed equities).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – prices determined using other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – prices determined using significant unobservable inputs (including the investment adviser's Valuation Committee's own assumptions in determining the fair value of investments).

A description of the valuation techniques applied to the Fund's major categories of assets and liabilities measured at fair value on a recurring basis is as follows:

Equity securities are valued at the official closing price (typically last sale) on the exchange on which the securities are primarily traded or, if no closing price is available, at the last bid price and are categorized as Level 1 in the hierarchy. Illiquid, restricted equity securities and illiquid private placements are internally fair valued by the investment adviser's Valuation Committee, and are generally categorized as Level 3 in the hierarchy.

Certain non-U.S. securities may be fair valued in cases where closing prices are not readily available or are deemed not reflective of readily available market prices. For example, significant events (such as movement in the U.S. securities market, or other regional and local developments) may occur between the time that non-U.S. markets close (where the security is principally traded) and the time that the Fund calculates its net asset value ("NAV") at the close of regular trading on the New York Stock Exchange ("NYSE") (generally 4 p.m. Eastern time) that may impact the value of securities traded in these non-U.S. markets. In such cases, the Fund fair values non-U.S. securities using an independent pricing service which considers the correlation of the trading patterns of the non-U.S. security to the intraday trading in the U.S. markets for investments such as American Depositary Receipts, financial futures, Exchange-Traded Funds ("ETFs"), and certain indexes, as well as prices for similar securities. Such fair valuations are categorized as Level 2 in the hierarchy. Because the frequency of significant events is not predictable, fair valuation of certain non-U.S. common stocks may occur on a frequent basis.

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

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

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

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

*For additional information about significant accounting policies, refer to the Fund's most recent semi or annual financial statements.*

------

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Virtus Asset Trust

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

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

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

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** Virtus Ceredex Small-Cap Value Equity Fund

- **b. EDGAR series identifier (if any):** S000057041

- **c. LEI of Series:** 54930068N867YSPRX748

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $95126002.87

**Total Liabilities:** $142242.58

**Net Assets:** $94983760.29

**Cash Not Reported:** $3214325.13

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000181228 | 8.63%                | 3.85%                | -6.49%               |
| Class ID C000181226 | 8.48%                | 3.70%                | -6.48%               |
| Class ID C000211610 | 8.61%                | 3.72%                | -6.33%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1187573.62              | $6699103.70                                |
| Month 2  | $2391705.44              | $1195754.21                                |
| Month 3  | $1803778.29              | $-8466545.66                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| F N B Corp (Pennsylvania)               | F N B Corp (Pennsylvania) COM                    | CUSIP: 302520101<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | EC               | CORP              | US        |     91650 | NS      | $1532388.00   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Brixmor Property Group Inc              | Brixmor Property Group Inc COM                   | CUSIP: 11120U105<br>LEI: 5299007UXW6Y0W2EGZ95 | Long             | EC               | CORP              | US        |     45400 | NS      | $1307520.00   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports and Outdoors Inc         | Academy Sports and Outdoors Inc COM              | CUSIP: 00402L107<br>LEI: 529900HST589BD301M91 | Long             | EC               | CORP              | US        |     19900 | NS      | $1123355.00   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| AXIS Capital Holdings Limited           | AXIS Capital Holdings Limited COM USD0.0125      | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |     12950 | NS      | $1313259.50   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                               | Spire Inc COM                                    | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |     13900 | NS      | $1258506.00   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| NVent Electric PLC                      | NVent Electric PLC COM USD0.01                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      9400 | NS      | $1111832.00   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc.                           | Evercore Inc. CLASS A                            | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      4300 | NS      | $1283593.00   | 1.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corporation                      | Hexcel Corporation COM                           | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |     14900 | NS      | $1205857.00   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc.           | MSC Industrial Direct Co Inc. CL A               | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     14300 | NS      | $1319461.00   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                | Turning Point Brands Inc COM                     | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |     12500 | NS      | $1084875.00   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc.           | Simpson Manufacturing Co Inc. COM                | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      5600 | NS      | $961072.00    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc             | Ryan Specialty Holdings Inc CL A                 | CUSIP: 78351F107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37300 | NS      | $1258502.00   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.            | Henry Jack & Associates Inc. COM                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |      9200 | NS      | $1453968.00   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| NOV Inc.                                | NOV Inc. COM                                     | CUSIP: 62955J103<br>LEI: 549300EHF3IW1AR6U008 | Long             | EC               | CORP              | US        |     60950 | NS      | $1146469.50   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                      | Vail Resorts, Inc. COM                           | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |      5600 | NS      | $718592.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                 | Helios Technologies Inc COM                      | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |     17200 | NS      | $1113012.00   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                        | DT Midstream Inc COMMON STOCK                    | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10250 | NS      | $1380367.50   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana Pacific Corporation           | Louisiana Pacific Corporation COM                | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     16750 | NS      | $1218562.50   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corporation                       | Terex Corporation COM                            | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     21800 | NS      | $1288380.00   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc.                  | Gildan Activewear Inc. COM                       | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |     20400 | NS      | $1135260.00   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Colliers International Group Inc        | Colliers International Group Inc SUB VTG SHS     | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |     10850 | NS      | $1159756.50   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                  | Amkor Technology, Inc. COM                       | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     35700 | NS      | $1607571.00   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corporation               | Regal Rexnord Corporation COM                    | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |      8000 | NS      | $1498080.00   | 1.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                   | Range Resources Corp. COM                        | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |     30200 | NS      | $1364436.00   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ally Financial Inc.                     | Ally Financial Inc. COM                          | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |     26100 | NS      | $1023903.00   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc.                             | Belden Inc. COM                                  | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     13000 | NS      | $1492790.00   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries, Inc.        | Advanced Energy Industries, Inc. COM             | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |      4350 | NS      | $1403788.50   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                | MKS Inc. COM                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |      7000 | NS      | $1608670.00   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Bank National Association      | Flagstar Bank National Association COM NEW       | CUSIP: 649445400<br>LEI: SS1TRMSN6BRNMOREEV51 | Long             | EC               | CORP              | US        |     74000 | NS      | $974580.00    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| The Scotts Miracle-Gro Company          | The Scotts Miracle-Gro Company CL A              | CUSIP: 810186106<br>LEI: 2TH9E0JTOUXOEGI2R879 | Long             | EC               | CORP              | US        |     14850 | NS      | $903028.50    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop Inc                            | Wingstop Inc COM                                 | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      6200 | NS      | $960814.00    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOLIV INC                             | Autoliv Inc. COM                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      9900 | NS      | $1041084.00   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ESAB Corp.                              | ESAB Corp. COM                                   | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |     13600 | NS      | $1314576.00   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| NBT Bancorp Inc                         | NBT Bancorp Inc COM                              | CUSIP: 628778102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32200 | NS      | $1371076.00   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corporation                  | Murphy Oil Corporation COM                       | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     28600 | NS      | $1179750.00   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Methanex Corporation                    | Methanex Corporation COM                         | CUSIP: 59151K108<br>LEI: 549300TSJHRXT9QXRD13 | Long             | EC               | CORP              | CA        |     23700 | NS      | $1411098.00   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Concentra Group Holdings Parent Inc     | Concentra Group Holdings Parent Inc COMMON STOCK | CUSIP: 20603L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61500 | NS      | $1319175.00   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc.                         | Littelfuse Inc. COM                              | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |      4350 | NS      | $1476172.50   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Eastgroup Properties, Inc.              | Eastgroup Properties, Inc. COM                   | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |      7000 | NS      | $1295630.00   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Perella Weinberg Partners               | Perella Weinberg Partners CLASS A COM            | CUSIP: 71367G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66800 | NS      | $1213088.00   | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| HudBay Minerals Inc                     | HudBay Minerals Inc COM                          | CUSIP: 443628102<br>LEI: 894500LX3TMESP27BE29 | Long             | EC               | CORP              | CA        |     72700 | NS      | $1519430.00   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corporation                  | OGE Energy Corporation COM                       | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     32200 | NS      | $1544312.00   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc.                    | Glacier Bancorp Inc. COM                         | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     38900 | NS      | $1737663.00   | 1.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure Inc       | Solaris Energy Infrastructure Inc COM CL A       | CUSIP: 83418M103<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | EC               | CORP              | US        |     15200 | NS      | $858952.00    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| UMB Financial Corp.                     | UMB Financial Corp. COM                          | CUSIP: 902788108<br>LEI: 549300MGEH3N3CUCV828 | Long             | EC               | CORP              | US        |     15350 | NS      | $1731326.50   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet, Inc.                             | Avnet, Inc. COM                                  | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     19900 | NS      | $1226238.00   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.              | Cullen/Frost Bankers, Inc. COM                   | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |     12000 | NS      | $1644960.00   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Enpro Inc                               | Enpro Inc COM                                    | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |      5000 | NS      | $1253250.00   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc.                 | Power Integrations Inc. COM                      | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     30000 | NS      | $1536000.00   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Co.                               | Crane Co. COMMON STOCK                           | CUSIP: 224408104<br>LEI: 5493000CQRQOTHUODL75 | Long             | EC               | CORP              | US        |      7850 | NS      | $1342350.00   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Idacorp Inc                             | Idacorp Inc COM                                  | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |     11050 | NS      | $1579818.50   | 1.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                       | Herc Holdings Inc COM                            | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     13300 | NS      | $1324015.00   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                       | Agree Realty Corp COM                            | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |     16650 | NS      | $1255077.00   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp                     | Meritage Homes Corp COM                          | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |     18400 | NS      | $1137856.00   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Wintrust Financial Corporation          | Wintrust Financial Corporation COM               | CUSIP: 97650W108<br>LEI: Q774KI4AW80FHFW33O61 | Long             | EC               | CORP              | US        |     12300 | NS      | $1708962.00   | 1.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                      | Bruker Corporation COM                           | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |     41200 | NS      | $1488144.00   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Cactus Inc                              | Cactus Inc CL A                                  | CUSIP: 127203107<br>LEI: 549300J3T8C9F8QFKV08 | Long             | EC               | CORP              | US        |     20300 | NS      | $961611.00    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.             | Pinnacle West Capital Corp. COM                  | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |     13550 | NS      | $1365162.50   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                              | Arcosa Inc COM                                   | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     11400 | NS      | $1209996.00   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Utz Brands Inc.                         | Utz Brands Inc. COM CL A                         | CUSIP: 918090101<br>LEI: 5299009BHBU2NH5HRN16 | Long             | EC               | CORP              | US        |    145400 | NS      | $1151568.00   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc.                  | ESCO Technologies Inc. COM                       | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |      3900 | NS      | $1097343.00   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corporation Of Florida | Seacoast Banking Corporation Of Florida COM NEW  | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |     52650 | NS      | $1594768.50   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| KULICKE AND SOFFA INDUSTRIES INC        | Kulicke and Soffa Industries, Inc. COM           | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |     21100 | NS      | $1386692.00   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                   | Element Solutions Inc COM                        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |     42000 | NS      | $1433880.00   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc.            | Columbia Banking System Inc. COM                 | CUSIP: 197236102<br>LEI: 254900CTRJTQZ3BJ2V17 | Long             | EC               | CORP              | US        |     59900 | NS      | $1643057.00   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                 | Primoris Services Corp. COM                      | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     11200 | NS      | $1602048.00   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| The Timken Company                      | The Timken Company COM                           | CUSIP: 887389104<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | EC               | CORP              | US        |     13100 | NS      | $1317467.00   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Company               | Matador Resources Company COM                    | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     22900 | NS      | $1446822.00   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHSTATE BANK CORP                    | Southstate Bank Corp. COM                        | CUSIP: 84472E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17250 | NS      | $1595970.00   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc                | Franklin Electric Co Inc COM                     | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |     13600 | NS      | $1253512.00   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

**Name of Applicant:** Virtus Asset Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer