# EDGAR Filing Document

**Accession Number:** 0002025137
**File Stem:** 0001752724-25-204510
**Filing Date:** 2025-8
**Character Count:** 43756
**Document Hash:** 6d8a566b0bc53ea5a9c93e142373b6fb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204510.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204510

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Managed Account Completion Shares (MACS) Trust
- **CENTRAL INDEX KEY:** 0002025137

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23968
- **FILM NUMBER:** 251254739

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STREET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 860-263-4790

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Virtus Solutions SMA Trust
- **DATE OF NAME CHANGE:** 20240530

## Series and Classes Contracts Data

### Virtus Newfleet RMBS MACS (Series ID: S000086626)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000252214 | Virtus Newfleet RMBS MACS | VMAJX           |

## 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 Managed Account Completion Shares (MACS) Trust

- **b. Investment Company Act file number:** 811-23968

- **c. CIK number of Registrant:** 0002025137

- **d. LEI of Registrant:** 254900XYJHIHC7455V12

- **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:** 860-263-4790

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

- **a. Name of Series:** Virtus Newfleet RMBS MACS

- **b. EDGAR series identifier (if any):** S000086626

- **c. LEI of Series:** 254900G2LHZGHTBHPK18

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $47734868.06

**Total Liabilities:** $894148.11

**Net Assets:** $46840719.95

**Cash Not Reported:** $1893639.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -56.90173475 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** -15953.18585000

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

- **3-Month:** 0.00000000 | **1-Year:** -1.51884897 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** -893.60847290

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000252214 | 0.72%                | 0.09%                | 0.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-28571.69               | $170088.95                                 |
| Month 2  | $-16780.50               | $-125925.07                                |
| Month 3  | $4864.16                 | $216009.11                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2017-3                | CUSIP: 59980CAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561642 | PA      | $492135.12    | 1.05%             | 2061-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2020-4 Trust | CUSIP: 95002VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46619 | PA      | $39617.14     | 0.08%             | 2050-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-1                    | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261893 | PA      | $254774.61    | 0.54%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust        | NYMT Loan Trust 2024-CP1                            | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605007 | PA      | $559293.40    | 1.19%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2018-7FRB                  | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    878363 | PA      | $863655.41    | 1.84%             | 2046-04-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-4                    | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $381718.62    | 0.81%             | 2057-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2017-4                     | CUSIP: 46648UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74861 | PA      | $68197.49     | 0.15%             | 2048-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2022-1           | CUSIP: 31573CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    692239 | PA      | $599933.97    | 1.28%             | 2067-01-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2014-1          | CUSIP: 64828AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    186447 | PA      | $180897.11    | 0.39%             | 2054-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2014-1                     | CUSIP: 46641CBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     37189 | PA      | $34971.73     | 0.07%             | 2044-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-6                    | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19737 | PA      | $19533.91     | 0.04%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2021-1                    | CUSIP: 89179YAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1595000 | PA      | $1346024.65   | 2.87%             | 2061-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2023-CES1                       | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    233688 | PA      | $234952.30    | 0.50%             | 2043-06-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru | Provident Funding Mortgage Trust 2025-1             | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    383445 | PA      | $384667.30    | 0.82%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2018-1          | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245726 | PA      | $239595.95    | 0.51%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2024-CES1                       | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330494 | PA      | $332384.65    | 0.71%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-5                   | CUSIP: 924921AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947975 | PA      | $918134.52    | 1.96%             | 2067-04-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-2                        | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    671438 | PA      | $650017.37    | 1.39%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2023-1                   | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66131 | PA      | $66038.63     | 0.14%             | 2067-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2020-NQM1 Trust                                | CUSIP: 126401AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43178 | PA      | $40930.64     | 0.09%             | 2065-05-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-6                    | CUSIP: 89176LAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $405567.27    | 0.87%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Visio 2019-2 Trust             | Visio 2019-2 Trust                                  | CUSIP: 92837DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14022 | PA      | $13816.70     | 0.03%             | 2054-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd  | CoreVest American Finance 2018-1 Trust              | CUSIP: 21872BAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    241506 | PA      | $242042.48    | 0.52%             | 2051-06-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2021-5          | CUSIP: 85573QAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725839 | PA      | $619647.39    | 1.32%             | 2066-09-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2017-1                      | CUSIP: 33850BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70622 | PA      | $65023.51     | 0.14%             | 2047-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-4                    | CUSIP: 89178BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965000 | PA      | $878998.81    | 1.88%             | 2059-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Firstkey Homes Trust           | FirstKey Homes 2021-SFR1 Trust                      | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $404954.09    | 0.86%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Tricon Residential             | Tricon Residential 2021-SFR1 Trust                  | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $754446.54    | 1.61%             | 2038-07-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus | Residential Mortgage Loan Trust 2020-1              | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     21572 | PA      | $21351.74     | 0.05%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2022-5                     | CUSIP: 03464HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    592173 | PA      | $584997.11    | 1.25%             | 2067-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2024-NPL4 LLC                                  | CUSIP: 74143RAA1<br>LEI: 254900OXVJK5CT5B2O86 | Long             | ABS-O            | CORP              | US        |    366003 | PA      | $366576.26    | 0.78%             | 2054-07-25      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                     | NLT 2021-INV2 Trust                                 | CUSIP: 62917JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    510616 | PA      | $444440.60    | 0.95%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2017-1                | CUSIP: 59981HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74759 | PA      | $73596.29     | 0.16%             | 2058-11-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2023-8                   | CUSIP: 92540DAA3<br>LEI: 213800DTJD5UKJR53O34 | Long             | ABS-MBS          | CORP              | US        |    795000 | PA      | $802010.22    | 1.71%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-1                    | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $313715.33    | 0.67%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2022-INV2 Trust                                 | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1188346 | PA      | $1182571.56   | 2.52%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| HOMES Trust                    | HOMES 2023-NQM2 Trust                               | CUSIP: 43761KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1294850 | PA      | $1299748.34   | 2.77%             | 2068-02-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2020-1     | RCKT Mortgage Trust 2020-1                          | CUSIP: 749389AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201343 | PA      | $174498.03    | 0.37%             | 2050-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., | Galton Funding Mortgage Trust 2017-1                | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225559 | PA      | $205751.86    | 0.44%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust             | A&D Mortgage Trust 2023-NQM3                        | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1006772 | PA      | $1015359.27   | 2.17%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2021-8                     | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106245 | PA      | $94403.93     | 0.20%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust   | METLIFE SECURITIZATION TRUST 2019-1                 | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     43244 | PA      | $42507.11     | 0.09%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2016-4                    | CUSIP: 89172UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    885000 | PA      | $857049.84    | 1.83%             | 2056-07-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust       | Ajax Mortgage Loan Trust 2019-D                     | CUSIP: 00968FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1099168 | PA      | $1054385.51   | 2.25%             | 2065-09-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM TRUST 2022-R2                                   | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    871459 | PA      | $829019.85    | 1.77%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-6                   | CUSIP: 92539AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    632457 | PA      | $625081.91    | 1.33%             | 2067-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2025-CES5                       | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |    460182 | PA      | $464268.18    | 0.99%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-NQM5 Trust                                 | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201510 | PA      | $203001.89    | 0.43%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2025-NPL1 Trust                                | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    703961 | PA      | $706204.25    | 1.51%             | 2055-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2016-4          | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63161 | PA      | $60521.70     | 0.13%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-6                   | CUSIP: 92539AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    201374 | PA      | $200408.04    | 0.43%             | 2067-06-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential Trust                          | CUSIP: 74333HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $141370.93    | 0.30%             | 2038-07-17      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Visio Trust                    | Visio 2021-1R Trust                                 | CUSIP: 92837UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120821 | PA      | $111971.64    | 0.24%             | 2056-05-25      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes          | Tricon American Homes 2019-SFR1 Trust               | CUSIP: 89612LAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $757569.66    | 1.62%             | 2038-03-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2022-AFC1 Trust                               | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    692781 | PA      | $684211.96    | 1.46%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-2                    | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $713383.43    | 1.52%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-2          | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    368668 | PA      | $356330.20    | 0.76%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM2           | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    456997 | PA      | $458638.67    | 0.98%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2016-2          | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31245 | PA      | $30244.81     | 0.06%             | 2035-11-26      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2020-4                     | CUSIP: 03464LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    197256 | PA      | $187282.28    | 0.40%             | 2065-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Corp                         | CUSIP: 16164AAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    363535 | PA      | $337185.04    | 0.72%             | 2045-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2013-8                       | CUSIP: 81745EAC3<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-MBS          | CORP              | US        |     68879 | PA      | $66964.50     | 0.14%             | 2043-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-7                   | CUSIP: 92539NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    863795 | PA      | $869508.17    | 1.86%             | 2067-07-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR3                      | CUSIP: 74333VAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $653083.73    | 1.39%             | 2026-05-17      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2017-RPL1 Trust                                | CUSIP: 22945AAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183244 | PA      | $178520.59    | 0.38%             | 2057-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2022-NQM2 Trust                                 | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397328 | PA      | $388619.94    | 0.83%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Visio Trust                    | Visio 2022-1 Trust                                  | CUSIP: 92838CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    304235 | PA      | $303080.59    | 0.65%             | 2057-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2019-2           | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30841 | PA      | $29298.78     | 0.06%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-1                        | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275407 | PA      | $268699.31    | 0.57%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                  | CUSIP: 89178YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115000 | PA      | $1063368.70   | 2.27%             | 2060-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2016-3          | CUSIP: 64829HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     14892 | PA      | $14345.34     | 0.03%             | 2056-09-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes          | Tricon American Homes 2020-SFR2 Trust               | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1105000 | PA      | $1038883.65   | 2.22%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2022-NQM2       | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73301 | PA      | $69017.20     | 0.15%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | EFMT 2025-NQM2                                      | CUSIP: 281917AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $371068.59    | 0.79%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd  | CoreVest American Finance 2020-3 Trust              | CUSIP: 21873CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    134677 | PA      | $132226.62    | 0.28%             | 2053-08-15      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-6                    | CUSIP: 89175JAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991000 | PA      | $946039.82    | 2.02%             | 2057-10-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-1                    | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143035 | PA      | $145265.04    | 0.31%             | 2064-03-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC              | Imperial Fund Mortgage Trust 2022-NQM3              | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1218422 | PA      | $1213154.86   | 2.59%             | 2067-05-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2023-1                     | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281894 | PA      | $279655.90    | 0.60%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-CES1           | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |    342431 | PA      | $344104.81    | 0.73%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2022-4                   | CUSIP: 92538NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    323788 | PA      | $324154.63    | 0.69%             | 2067-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2017-5                     | CUSIP: 46590YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22167 | PA      | $22369.44     | 0.05%             | 2048-10-26      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Palisades Mortgage Loan Trust  | Palisades Mortgage Loan Trust 2021-RTL1             | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104698 | PA      | $104234.69    | 0.22%             | 2026-06-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2021-NQM2R      | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    202996 | PA      | $193272.69    | 0.41%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Visio Trust                    | Visio 2020-1R Trust                                 | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     88197 | PA      | $84329.12     | 0.18%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2019-1                | CUSIP: 59981AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773575 | PA      | $707818.10    | 1.51%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                   | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    119054 | PA      | $116812.79    | 0.25%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2020-RPL4 Trust                                | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415473 | PA      | $374546.17    | 0.80%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-CES1                 | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    916661 | PA      | $920023.73    | 1.96%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora | Chase Mortgage Finance Corp                         | CUSIP: 16163YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    192022 | PA      | $176688.06    | 0.38%             | 2045-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust       | Ajax Mortgage Loan Trust 2022-B                     | CUSIP: 00971BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1224044 | PA      | $1180932.47   | 2.52%             | 2062-03-27      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2017-3                     | CUSIP: 46647SBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30706 | PA      | $26982.65     | 0.06%             | 2047-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2015-2          | CUSIP: 64829EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138649 | PA      | $134519.29    | 0.29%             | 2055-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2023-1                    | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     71483 | PA      | $69064.68     | 0.15%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust   | METLIFE SECURITIZATION TRUST                        | CUSIP: 59166BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $995319.35    | 2.12%             | 2055-04-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-2                    | CUSIP: 89175VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    895000 | PA      | $870540.28    | 1.86%             | 2058-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2024-CES1           | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184260 | PA      | $185302.71    | 0.40%             | 2054-06-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2024-NQM2 Trust                                 | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-MBS          | CORP              | US        |    939053 | PA      | $935853.63    | 2.00%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-NQM9 Trust                                 | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-MBS          | CORP              | US        |    752541 | PA      | $764890.55    | 1.63%             | 2063-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2022-1                        | CUSIP: 042855AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $620101.01    | 1.32%             | 2056-12-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-HY2                  | CUSIP: 89177HAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $215775.96    | 0.46%             | 2058-05-25      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-6                    | CUSIP: 89176LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190000 | PA      | $1080355.19   | 2.31%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd  | Corevest American Finance 2019-3 Trust              | CUSIP: 21872NAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $277157.04    | 0.59%             | 2052-10-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust             | A&D Mortgage Trust 2025-NQM2                        | CUSIP: 00250EAC0<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-MBS          | CORP              | US        |    453463 | PA      | $456133.16    | 0.97%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** Virtus Managed Account Completion Shares (MACS) Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer