# EDGAR Filing Document

**Accession Number:** 0001423227
**File Stem:** 0000940400-26-020677
**Filing Date:** 2026-5
**Character Count:** 53611
**Document Hash:** d40df035a46cf7739a22081e0d1e392e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-020677.hdr.sgml**: 20260521

**ACCESSION NUMBER**: 0000940400-26-020677

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260521

**DATE AS OF CHANGE**: 20260521

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22167
- **FILM NUMBER:** 261008144

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

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

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

## Series and Classes Contracts Data

### Virtus Convertible Fund (Series ID: S000028359)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000086658 | Class A             | ANZAX           |
| C000086659 | Class C             | ANZCX           |
| C000086661 | Institutional Class | ANNPX           |
| C000235255 | Class R6            | VAADX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

  - **Street Address 1:** 101 MUNSON STREET

  - **City:** GREENFIELD

  - **State:** MA

  - **Foreign country:** US

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

  - **Telephone number:** 800-243-1574

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

- **a. Name of Series:** Virtus Convertible Fund

- **b. EDGAR series identifier (if any):** S000028359

- **c. LEI of Series:** 54930013S4E21M83HR93

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1459692638.36

**Total Liabilities:** $2590448.89

**Net Assets:** $1457102189.47

**Cash Not Reported:** $45127894.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -1590.77000000 | **5-Year:** -28157.49000000 | **10-Year:** -1026.03000000 | **30-Year:** -37349.38000000

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

- **3-Month:** -257.56000000 | **1-Year:** -1669.39000000 | **5-Year:** -386849.53000000 | **10-Year:** -263972.49000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000086659 | 4.41%                | 1.32%                | -3.45%               |
| Class ID C000235255 | 4.51%                | 1.41%                | -3.39%               |
| Class ID C000086658 | 4.50%                | 1.37%                | -3.39%               |
| Class ID C000086661 | 4.50%                | 1.41%                | -3.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15591128.28             | $48197483.21                               |
| Month 2  | $9429646.98              | $9046983.86                                |
| Month 3  | $-567790.22              | $-51417915.91                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CRESCENT ENERGY CO                       | CRGY 2.75 03/15/31                                                                                                                       | CUSIP: 44952JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11430000 | PA      | $13121640.00  | 0.90%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JBT Marel Corp.                          | JBTM 0.375 09/15/30                                                                                                                      | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |  13040000 | PA      | $12635760.00  | 0.87%             | 2030-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty L P            | REXR 4.375 03/15/27                                                                                                                      | CUSIP: 76169XAD6<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |  11065000 | PA      | $11004142.50  | 0.76%             | 2027-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Datadog Inc                              | DDOG 0 12/01/29                                                                                                                          | CUSIP: 23804LAD5<br>LEI: 549300F6JNO0KRPO1K63 | Long             | DBT              | CORP              | US        |  19645000 | PA      | $18986892.50  | 1.30%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Terawulf Inc                             | WULF 0 05/01/32                                                                                                                          | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |  14890000 | PA      | $15380083.50  | 1.06%             | 2032-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BWX Technologies Inc.                    | BWXT 0 11/01/30                                                                                                                          | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |   9835000 | PA      | $10189060.00  | 0.70%             | 2030-11-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Zscaler Inc                              | ZS 0 07/15/28                                                                                                                            | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $6903812.56   | 0.47%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust, L.P.               | DLR 1.875 11/15/29                                                                                                                       | CUSIP: 25389JAX4<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |  15575000 | PA      | $16488165.21  | 1.13%             | 2029-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc                      | GH 1.25 02/15/31                                                                                                                         | CUSIP: 40131MAD1<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |    865000 | PA      | $1451326.94   | 0.10%             | 2031-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.              | IONS 1.75 06/15/28                                                                                                                       | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   4785000 | PA      | $7207406.25   | 0.49%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                    | UBER 0.875 12/01/28 2028                                                                                                                 | CUSIP: 90353TAM2<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   6795000 | PA      | $8170987.50   | 0.56%             | 2028-12-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Nebius Group N.V.                        | NBIS 1.25 03/15/31                                                                                                                       | CUSIP: 63954QAJ5<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |  11145000 | PA      | $10707001.50  | 0.73%             | 2031-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                      | COIN 0 10/01/29                                                                                                                          | CUSIP: 19260QAG2<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  17365000 | PA      | $15203057.50  | 1.04%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Confluent Inc                            | CFLT 0 01/15/27                                                                                                                          | CUSIP: 20717MAB9<br>LEI: 254900MRZ83YWUV7SN74 | Long             | DBT              | CORP              | US        |   8050000 | PA      | $8029875.00   | 0.55%             | 2027-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc.                   | BURL 1.25 12/15/27                                                                                                                       | CUSIP: 122017AD8<br>LEI: 5299003Z37DVGKKC1W09 | Long             | DBT              | CORP              | US        |   4140000 | PA      | $6831000.00   | 0.47%             | 2027-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Block Inc                                | XYZ 0.25 11/01/27                                                                                                                        | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |  17365000 | PA      | $16227592.50  | 1.11%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| IREN Ltd.                                | IREN 0 07/01/31                                                                                                                          | CUSIP: 46270CAE9<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |  11285000 | PA      | $8218865.50   | 0.56%             | 2031-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                     | BBIO 0.75 02/01/33                                                                                                                       | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1545492.00   | 0.11%             | 2033-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Alignment Healthcare Inc                 | ALHC 4.25 11/15/29                                                                                                                       | CUSIP: 01625VAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6095000 | PA      | $8567284.38   | 0.59%             | 2029-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated      | LGND 0.75 10/01/30                                                                                                                       | CUSIP: 53220KAG3<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |   5845000 | PA      | $7069527.50   | 0.49%             | 2030-10-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc.                     | ASTS 2 01/15/36                                                                                                                          | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |  13770000 | PA      | $14527350.00  | 1.00%             | 2036-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TransMedics Group Inc.                   | TMDX 1.5 06/01/28                                                                                                                        | CUSIP: 89377MAB5<br>LEI: 549300060GVOSMWARH50 | Long             | DBT              | CORP              | US        |   5970000 | PA      | $7717419.00   | 0.53%             | 2028-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| OSI System Inc.                          | OSIS 0.5 02/01/31                                                                                                                        | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |  18355000 | PA      | $18731277.50  | 1.29%             | 2031-02-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                           | CRWV 1.75 12/01/31                                                                                                                       | CUSIP: 21873SAD0<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8008800.00   | 0.55%             | 2031-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                             | Oracle Corp. DEPOSITARY SHARES EACH REPRESENTING A 1/2,000TH INTEREST IN A SHARE OF 6.50% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |    477630 | NS      | $21498126.30  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Machines Inc                   | LUNR 2.5 10/01/30                                                                                                                        | CUSIP: 46125AAA8<br>LEI: 254900386IE2PEPLVM59 | Long             | DBT              | CORP              | US        |   6905000 | PA      | $12138990.00  | 0.83%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Strategy Inc.                            | MSTR 0 12/01/29                                                                                                                          | CUSIP: 594972AS0<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |  21945000 | PA      | $18203377.50  | 1.25%             | 2029-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.              | IONS 0 12/01/30                                                                                                                          | CUSIP: 462222AG5<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   7775000 | PA      | $8100578.13   | 0.56%             | 2030-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                      | AFRM 0.75 12/15/29                                                                                                                       | CUSIP: 00827BAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9565000 | PA      | $8950803.52   | 0.61%             | 2029-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                      | GPN 1.5 03/01/31                                                                                                                         | CUSIP: 37940XAU6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   9175000 | PA      | $8083643.38   | 0.55%             | 2031-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Synaptics Incorporated                   | SYNA 0.75 12/01/31                                                                                                                       | CUSIP: 87157DAJ8<br>LEI: 549300AJ3LI4FWNRQX29 | Long             | DBT              | CORP              | US        |   5685000 | PA      | $5872605.00   | 0.40%             | 2031-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd.               | BABA 0.5 06/01/31                                                                                                                        | CUSIP: 01609WBG6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   5115000 | PA      | $7094505.00   | 0.49%             | 2031-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                               | Boeing Co. 6% SER A DEP SHS REPSTG 1/20TH INT MANDATORY CONV PFD                                                                         | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    423960 | NS      | $27506524.80  | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies, Inc.                | AKAM 0.375 09/01/27                                                                                                                      | CUSIP: 00971TAL5<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |  25215000 | PA      | $29211577.50  | 2.00%             | 2027-09-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                     | BXP 2 10/01/30                                                                                                                           | CUSIP: 10112RBM5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   7575000 | PA      | $6874312.50   | 0.47%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                       | NEE 7.299 06/01/27                                                                                                                       | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | DBT              | CORP              | US        |    126045 | PA      | $7055999.10   | 0.48%             | 2027-06-01      | Fixed         | 7.30%                 | No            |                  1 | On Loan: No      |
| INDIVIOR PHARMACEUTICALS INC             | INDV 0.625 03/15/31                                                                                                                      | CUSIP: 45579UAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6665000 | PA      | $6781637.50   | 0.47%             | 2031-03-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| BILL Holdings Inc                        | BILL 0 04/01/30                                                                                                                          | CUSIP: 090043AF7<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |  10765000 | PA      | $9559320.00   | 0.66%             | 2030-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WisdomTree, Inc.                         | WT 4.625 08/15/30                                                                                                                        | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |   6635000 | PA      | $7212245.00   | 0.49%             | 2030-08-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc.                   | LITE 0.375 03/15/32                                                                                                                      | CUSIP: 55024UAJ8<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |  21350000 | PA      | $82187386.51  | 5.64%             | 2032-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| AeroVironment, Inc.                      | AVAV 0 07/15/30                                                                                                                          | CUSIP: 008073AA6<br>LEI: 529900PGHVI29YLZ6221 | Long             | DBT              | CORP              | US        |   6125000 | PA      | $5993312.50   | 0.41%             | 2030-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Halozyme Therapeutics Inc                | HALO 0 02/15/31                                                                                                                          | CUSIP: 40637HAG4<br>LEI: 529900242I3SV9AGM753 | Long             | DBT              | CORP              | US        |  25620000 | PA      | $24966690.00  | 1.71%             | 2031-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Centrus Energy Corp.                     | LEU 0 08/15/32                                                                                                                           | CUSIP: 15643UAF1<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |   6590000 | PA      | $6978810.00   | 0.48%             | 2032-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.               | NOG 3.625 04/15/29                                                                                                                       | CUSIP: 665531AJ8<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |  13010000 | PA      | $14266685.08  | 0.98%             | 2029-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cohu Inc                                 | COHU 1.5 01/15/31                                                                                                                        | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |   7895000 | PA      | $10602985.00  | 0.73%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                            | SNOW 0 10/01/29                                                                                                                          | CUSIP: 833445AD1<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |   6420000 | PA      | $7855512.00   | 0.54%             | 2029-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Tandem Diabetes Care Inc                 | TNDM 1.5 03/15/29 2024                                                                                                                   | CUSIP: 875372AD6<br>LEI: 549300JEPFOD0K4D3I05 | Long             | DBT              | CORP              | US        |  12760000 | PA      | $12966046.18  | 0.89%             | 2029-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp.                    | WDC 3 11/15/28                                                                                                                           | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   7240000 | PA      | $51825368.00  | 3.56%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Granite Construction Inc                 | GVA 3.25 06/15/30                                                                                                                        | CUSIP: 387328AF4<br>LEI: 549300OM4BWMCIXVCZ39 | Long             | DBT              | CORP              | US        |   8975000 | PA      | $14763875.00  | 1.01%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Seagate HDD Cayman                       | STX 3.5 06/01/28                                                                                                                         | CUSIP: 81180WBL4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   3020000 | PA      | $14336544.00  | 0.98%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alphatec Holdings Inc.                   | ATEC 0.75 03/15/30                                                                                                                       | CUSIP: 02081GAD4<br>LEI: 549300EZE8CQ8K65FS24 | Long             | DBT              | CORP              | US        |   6340000 | PA      | $6490258.00   | 0.45%             | 2030-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| GALAXY DIGITAL INC                       | GLXYLP 0.5 05/01/31                                                                                                                      | CUSIP: 36317GAC0<br>LEI: 9845001C4070E5N07806 | Long             | DBT              | CORP              | US        |  11300000 | PA      | $8070588.37   | 0.55%             | 2031-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VSE Corp.                                | VSEC 5.75 02/01/29                                                                                                                       | CUSIP: 918284209<br>LEI: 549300QWJYQDH4U5XI15 | Long             | DBT              | CORP              | US        |    164785 | PA      | $8288685.50   | 0.57%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  1 | On Loan: No      |
| Dreyfus Government Cash Management Funds | Dreyfus Government Cash Management Funds SH BEN INT                                                                                      | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |         0 | NS      | $0.03         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sofi Technologies Inc                    | SOFI 0 10/15/26                                                                                                                          | CUSIP: 83406FAA0<br>LEI: 549300SW81JCMVZDDY09 | Long             | DBT              | CORP              | US        |   6280000 | PA      | $6430720.00   | 0.44%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Akamai Technologies, Inc.                | AKAM 0.25 05/15/33                                                                                                                       | CUSIP: 00971TAP6<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |   4865000 | PA      | $6738025.00   | 0.46%             | 2033-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                           | Albemarle Corp DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 7.25% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK  | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |    174470 | NS      | $12535669.50  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Cipher Digital Inc.                      | CIFR 0 10/01/31                                                                                                                          | CUSIP: 17253JAB2<br>LEI: 254900QABG5HCQZ28A17 | Long             | DBT              | CORP              | US        |   7095000 | PA      | $7908679.43   | 0.54%             | 2031-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Parsons Corporation                      | PSN 2.625 03/01/29                                                                                                                       | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |   6455000 | PA      | $6351720.00   | 0.44%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                      | COIN 0.5 06/01/26                                                                                                                        | CUSIP: 19260QAB3<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |  15430000 | PA      | $15303474.00  | 1.05%             | 2026-06-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mirion Technologies Inc                  | MIR 0.25 06/01/30                                                                                                                        | CUSIP: 60471AAA9<br>LEI: 549300BNTOWVWFNVTJ65 | Long             | DBT              | CORP              | US        |  10170000 | PA      | $11029365.00  | 0.76%             | 2030-06-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                    | RIVN 4.625 03/15/29                                                                                                                      | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |  14375000 | PA      | $15381250.00  | 1.06%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                     | BBIO 2.25 02/01/29                                                                                                                       | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |   9715000 | PA      | $10862584.38  | 0.75%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Semtech Corporation                      | SMTC 0 10/15/30                                                                                                                          | CUSIP: 816850AJ0<br>LEI: 549300J7WUY317SW6O61 | Long             | DBT              | CORP              | US        |  12465000 | PA      | $13910940.00  | 0.95%             | 2030-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Riot Platforms Inc                       | RIOT 0.75 01/15/30                                                                                                                       | CUSIP: 767292AB1<br>LEI: 5299005LKZAJQDQZDF73 | Long             | DBT              | CORP              | US        |   7560000 | PA      | $8675100.00   | 0.60%             | 2030-01-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                         | PG&E Corporation 6% SER A MAND CONV PFD STK                                                                                              | CUSIP: 69331C306<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EP               | CORP              | US        |    471730 | NS      | $20279672.70  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| JOBY AVIATION INC                        | JOBY 0.75 02/15/32                                                                                                                       | CUSIP: 47775AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1448118.75   | 0.10%             | 2032-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Envista Holdings Corporation             | NVST 1.75 08/15/28                                                                                                                       | CUSIP: 29415FAD6<br>LEI: 549300BX623VURJZ5269 | Long             | DBT              | CORP              | US        |  12295000 | PA      | $12195103.13  | 0.84%             | 2028-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                    | WEC 3.375 06/01/28                                                                                                                       | CUSIP: 92939UAS5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  18710000 | PA      | $19411625.00  | 1.33%             | 2028-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MKS Inc.                                 | MKSI 1.25 06/01/30                                                                                                                       | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |   9615000 | PA      | $15883980.00  | 1.09%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bloom Energy Corporation                 | BE 0 11/15/30                                                                                                                            | CUSIP: 093712AN7<br>LEI: 549300XB5J9BFW5JXV97 | Long             | DBT              | CORP              | US        |  15920000 | PA      | $16951616.00  | 1.16%             | 2030-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dave Inc                                 | DAVE 0 04/01/31                                                                                                                          | CUSIP: 23834JAA0<br>LEI: 25490061SUVXCW51RZ82 | Long             | DBT              | CORP              | US        |   6870000 | PA      | $6499020.00   | 0.45%             | 2031-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                  | DKNG 0 03/15/28                                                                                                                          | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |   9845000 | PA      | $8860500.00   | 0.61%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MP Materials Corp                        | MPUS 3 03/01/30                                                                                                                          | CUSIP: 553368AC5<br>LEI: 89450063PHPS61USMT84 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $9246300.00   | 0.63%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freshpet Inc                             | FRPT 3 04/01/28                                                                                                                          | CUSIP: 358039AB1<br>LEI: 549300S4ZK8ZQ6HNPN59 | Long             | DBT              | CORP              | US        |   5335000 | PA      | $6126714.00   | 0.42%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ultra Clean Holdings Inc                 | UCTT 0 03/15/31                                                                                                                          | CUSIP: 90385VAA5<br>LEI: 5493007L6LS7QX18PE75 | Long             | DBT              | CORP              | US        |  10540000 | PA      | $11151320.00  | 0.77%             | 2031-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                         | WELL 3.125 07/15/29                                                                                                                      | CUSIP: 95041AAD0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |  22990000 | PA      | $36388523.49  | 2.50%             | 2029-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ormat Technologies Inc.                  | ORA 1.5 03/15/31 A                                                                                                                       | CUSIP: 686688AD4<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |  12130000 | PA      | $12581236.00  | 0.86%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                        | FE 3.625 01/15/29                                                                                                                        | CUSIP: 337932AS6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  13790000 | PA      | $15624070.00  | 1.07%             | 2029-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                           | NET 0 08/15/26                                                                                                                           | CUSIP: 18915MAC1<br>LEI: 5493007DY18BGNLDWU14 | Long             | DBT              | CORP              | US        |  23115000 | PA      | $27057467.82  | 1.86%             | 2026-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                             | DASH 0 05/15/30                                                                                                                          | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |   7690000 | PA      | $7005590.00   | 0.48%             | 2030-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Guardant Health Inc                      | GH 0 05/15/33                                                                                                                            | CUSIP: 40131MAE9<br>LEI: 254900M8C3E5VC8BR186 | Long             | DBT              | CORP              | US        |   9710000 | PA      | $10310471.06  | 0.71%             | 2033-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Viavi Solutions Inc                      | VIAV 0.625 03/01/31                                                                                                                      | CUSIP: 925550AJ4<br>LEI: 5493006K3E3N1QOBF092 | Long             | DBT              | CORP              | US        |   5560000 | PA      | $13844400.00  | 0.95%             | 2031-03-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.          | LYV 2.875 01/15/30                                                                                                                       | CUSIP: 538034BC2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |  30595000 | PA      | $32966112.50  | 2.26%             | 2030-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I LTD                   | JAZZ 3.125 09/15/30                                                                                                                      | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  14570000 | PA      | $20631120.00  | 1.42%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Array Technologies Inc                   | ARRY 2.875 07/01/31                                                                                                                      | CUSIP: 04271TAC4<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |   4065000 | PA      | $5048221.88   | 0.35%             | 2031-07-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc      | NEE 3 03/01/27                                                                                                                           | CUSIP: 65339KCY4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  24405000 | PA      | $33861937.50  | 2.32%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                | BlackRock Liquidity Funds FEDFUND INSTL                                                                                                  | CUSIP: 09248U700<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |  39544258 | NS      | $39544258.30  | 2.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaris Energy Infrastructure Inc        | SEI 0.25 10/01/31                                                                                                                        | CUSIP: 83419XAB4<br>LEI: 529900MTK3C8Y8TIIC10 | Long             | DBT              | CORP              | US        |  11060000 | PA      | $13811175.00  | 0.95%             | 2031-10-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                      | FOUR 0.5 08/01/27                                                                                                                        | CUSIP: 82452JAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8275000 | PA      | $7757812.50   | 0.53%             | 2027-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| IMAX Corporation                         | IMAX 0.75 11/15/30                                                                                                                       | CUSIP: 45245EAK5<br>LEI: 894500GS1ESLAPZCEI74 | Long             | DBT              | CORP              | CA        |  11220000 | PA      | $12499080.00  | 0.86%             | 2030-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                     | NCLH 0.75 09/15/30                                                                                                                       | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |  13990000 | PA      | $13013912.80  | 0.89%             | 2030-09-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC  | MTSI 0 12/15/29                                                                                                                          | CUSIP: 55405YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10360000 | PA      | $15089340.00  | 1.04%             | 2029-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                        | Wells Fargo & Co. 7.5% NON-CUMULATIVE PERPETUAL CONVERTIBLE CLASS A PREFERRED STOCK, SERIES L                                            | CUSIP: 949746804<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     34455 | NS      | $39795525.00  | 2.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Energy Inc                       | LBRT 0 03/01/31                                                                                                                          | CUSIP: 53115LAA2<br>LEI: 254900PKFJW6RILDCM60 | Long             | DBT              | CORP              | US        |   6690000 | PA      | $7318860.00   | 0.50%             | 2031-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Southern Co.                             | SO 7.125 12/15/28 A                                                                                                                      | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    286295 | PA      | $14715563.00  | 1.01%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  1 | On Loan: No      |
| Microchip Technology Incorporated        | MCHP 0.75 06/01/30                                                                                                                       | CUSIP: 595017BG8<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  11040000 | PA      | $10909728.00  | 0.75%             | 2030-06-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Incorporated        | Microchip Technology Incorporated 7.50 % DEP SHS REPSTG 1/20TH PFD CONV SER A                                                            | CUSIP: 595017302<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EP               | CORP              | US        |    251660 | NS      | $14337070.20  | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                              | Wayfair Inc CL A                                                                                                                         | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Long             | EC               | CORP              | US        |     13084 | NS      | $984027.58    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QXO Inc                                  | QXO Inc DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 5.50% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK         | CUSIP: 82846H504<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    160360 | NS      | $8818196.40   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                             | SO 3.25 06/15/28                                                                                                                         | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  16970000 | PA      | $17265257.64  | 1.18%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wayfair Inc                              | W 3.25 09/15/27                                                                                                                          | CUSIP: 94419LAP6<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   3501000 | PA      | $4721484.94   | 0.32%             | 2027-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Compass Inc.                             | COMP 0.25 04/15/31                                                                                                                       | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |   8920000 | PA      | $7466040.00   | 0.51%             | 2031-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTSPRING HEALTH SERVICES INC         | BTSG 6.75 02/01/27                                                                                                                       | CUSIP: 10950A205<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108700 | PA      | $15439748.00  | 1.06%             | 2027-02-01      | Fixed         | 6.75%                 | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-21

**Name of Applicant:** Virtus Strategy Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer