# EDGAR Filing Document

**Accession Number:** 0001018593
**File Stem:** 0001752724-23-046102
**Filing Date:** 2023-2
**Character Count:** 39018
**Document Hash:** f0537375cd12388edee79ca5e8e485bc
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046102.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046102

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VIRTUS ASSET TRUST
- **CENTRAL INDEX KEY:** 0001018593
- **IRS NUMBER:** 956981193
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07705
- **FILM NUMBER:** 23681944

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

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

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

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

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

## Series and Classes Contracts Data

### Virtus Seix Investment Grade Tax-Exempt Bond Fund (Series ID: S000057026)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000181173 | Class A      | SISIX           |
| C000181174 | Class I      | STTBX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** Virtus Seix Investment Grade Tax-Exempt Bond Fund

- **b. EDGAR series identifier (if any):** S000057026

- **c. LEI of Series:** 549300LNKCL4VRVSKI97

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**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:** $161111164.16

**Total Liabilities:** $410463.06

**Net Assets:** $160700701.10

**Cash Not Reported:** $165994.93

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -3079.00000000 | **10-Year:** -29830.00000000 | **30-Year:** -45462.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** -6.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000181173 | -2.90%               | 0.65%                | -2.59%               |
| Class ID C000181174 | -0.24%               | 3.51%                | 0.27%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-427670.81              | $-131840.26                                |
| Month 2  | $-1181733.61             | $6448527.92                                |
| Month 3  | $-593538.95              | $592580.35                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ANNE ARUNDEL CNTY MD                                       | County of Anne Arundel MD                                   | CUSIP: 03588HQV1<br>LEI: 549300L8Q6EFVTZGWW41 | Long             | DBT              | MUN               | US        |   2615000 | PA      | $2839432.38   | 1.77%             | 2030-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST MUNI PWR AGY                                    | Florida Municipal Power Agency                              | CUSIP: 342816R80<br>LEI: 549300M3I10QJUPNU131 | Long             | DBT              | MUN               | US        |    750000 | PA      | $708178.43    | 0.44%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CNTY AL                                          | County of Jefferson AL                                      | CUSIP: 472628RC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1605494.70   | 1.00%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST CLG BLDG AUTH EDUC                             | Virginia College Building Authority                         | CUSIP: 92778VCV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4750000 | PA      | $5065763.85   | 3.15%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI HOSP REVENU                             | Public Finance Authority                                    | CUSIP: 74442CCQ5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1093279.90   | 0.68%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FING                              | Pennsylvania Economic Development Financing Authority       | CUSIP: 70868YAS8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2075807.80   | 1.29%             | 2041-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTH DAKOTA ST PUBLIC FIN AUT                             | North Dakota Public Finance Authority                       | CUSIP: 65887PRT4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3113675.40   | 1.94%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST                                                    | State of Ohio                                               | CUSIP: 677523DT6<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1143689.10   | 0.71%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MET WASHINGTON DC ARPTS AUTH A                             | Metropolitan Washington Airports Authority Aviation Revenue | CUSIP: 592647LA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2159729.40   | 1.34%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRIBOROUGH NY BRIDGE & TUNNEL                              | Triborough Bridge & Tunnel Authority                        | CUSIP: 89602HCD7<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2163279.40   | 1.35%             | 2043-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC & GAS REVE                             | City of San Antonio TX Electric & Gas Systems Revenue       | CUSIP: 79625GER0<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    750000 | PA      | $828268.43    | 0.52%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FING                              | Pennsylvania Economic Development Financing Authority       | CUSIP: 70868YAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1059019.50   | 0.66%             | 2042-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                                | City of New York NY                                         | CUSIP: 64966QC65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    500000 | PA      | $556641.95    | 0.35%             | 2046-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CNTY CA TOBACCO SEC                             | California County Tobacco Securitization Agency             | CUSIP: 13016NEG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $101985.36    | 0.06%             | 2024-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI HOSP REVENU                             | Public Finance Authority                                    | CUSIP: 74442CCN2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $536802.00    | 0.33%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORPUS CHRISTI TX UTILITY SYSR                             | City of Corpus Christi TX Utility System Revenue            | CUSIP: 220245V92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1079059.10   | 0.67%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERNON CA ELEC SYS REVENUE                                 | City of Vernon CA Electric System Revenue                   | CUSIP: 924397FG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    365000 | PA      | $377460.55    | 0.23%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CENTRL TX REGL MOBILITY AUTH R                             | Central Texas Regional Mobility Authority                   | CUSIP: 155498KC1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1300000 | PA      | $1425594.82   | 0.89%             | 2030-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MET SAINT LOUIS MO SWR DIST WS                             | Metropolitan St Louis Sewer District                        | CUSIP: 592481RF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $817972.20    | 0.51%             | 2047-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MD SUBURBAN SAN DIS                             | Washington Suburban Sanitary Commission                     | CUSIP: 940157P87<br>LEI: 549300EZUWNTQF827C24 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3303629.10   | 2.06%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IDAHO ST HSG & FIN ASSN SALES                              | Idaho Housing & Finance Association                         | CUSIP: 45130AAT2<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1115846.30   | 0.69%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI ST                                             | State of Mississippi                                        | CUSIP: 605581PP6<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3290260.20   | 2.05%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST                                             | State of Connecticut                                        | CUSIP: 20772KRT8<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1117028.80   | 0.70%             | 2028-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management                         | Dreyfus Government Cash Management                          | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |    590293 | NS      | $590292.99    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UNIV OF SOUTH CAROLINA SC ATHL                             | University of South Carolina                                | CUSIP: 914849LG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $518262.84    | 0.32%             | 2031-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE ST                                               | State of Tennessee                                          | CUSIP: 880541ZR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3005000 | PA      | $3328083.48   | 2.07%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund  | CUSIP: 857492649<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   7140030 | NS      | $7140030.28   | 4.44%             |  |  |  | No            |                  1 | On Loan: No      |
| LANCASTER CNTY PA HOSP AUTH                                | Lancaster County Hospital Authority/PA                      | CUSIP: 514045W33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1148658.39   | 0.71%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E-470 CO PUBLIC HIGHWAY AUTH                               | E-470 Public Highway Authority                              | CUSIP: 26822LMU5<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1506572.85   | 0.94%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CNTY CA TOBACCO SEC                             | California County Tobacco Securitization Agency             | CUSIP: 13016NEK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $104866.53    | 0.07%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PORT OF PORTLAND OR ARPT REVEN                             | Port of Portland OR Airport Revenue                         | CUSIP: 735240L43<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $789114.68    | 0.49%             | 2026-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST TRANSPRTN DEV CORP                             | New York Transportation Development Corp                    | CUSIP: 650116FJ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $3151036.20   | 1.96%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOS ANGELES CA DEPT OF ARPTS A                             | City of Los Angeles Department of Airports                  | CUSIP: 544445YG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1028618.30   | 0.64%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                             | Port Authority of New York & New Jersey                     | CUSIP: 73358XGZ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1063321.00   | 0.66%             | 2038-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DALLAS TX WTRWKS & SWR SYS REV                             | City of Dallas TX Waterworks & Sewer System Revenue         | CUSIP: 23542JAQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   6845000 | PA      | $7374977.55   | 4.59%             | 2031-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TRIBOROUGH NY BRIDGE & TUNNEL                              | Triborough Bridge & Tunnel Authority                        | CUSIP: 89602HCE5<br>LEI: 54930020ZN4LQF7K3456 | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1616443.50   | 1.01%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUEBLO CNTY CO SCH DIST #70                                | Pueblo County School District No 70                         | CUSIP: 744890TH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1340000 | PA      | $1436119.81   | 0.89%             | 2028-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI HOSP REVENU                             | Public Finance Authority                                    | CUSIP: 74442CCP7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    700000 | PA      | $758566.34    | 0.47%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PORT OF PORTLAND OR ARPT REVEN                             | Port of Portland OR Airport Revenue                         | CUSIP: 735240L84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1048714.30   | 0.65%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI ST                                             | State of Mississippi                                        | CUSIP: 605581PQ4<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    500000 | PA      | $507119.85    | 0.32%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CNTY CA TOBACCO SEC                             | California County Tobacco Securitization Agency             | CUSIP: 13016NEH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $206490.96    | 0.13%             | 2025-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORPUS CHRISTI TX UTILITY SYSR                             | City of Corpus Christi TX Utility System Revenue            | CUSIP: 220245V50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1593418.92   | 0.99%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGL CO TRANSPRTN DIST PRIV AC                             | Regional Transportation District                            | CUSIP: 759151BB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1025000 | PA      | $1067094.70   | 0.66%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGL CO TRANSPRTN DIST PRIV AC                             | Regional Transportation District                            | CUSIP: 759151BA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $933310.17    | 0.58%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY N W WA ELEC REVENUE                                 | Energy Northwest                                            | CUSIP: 29270CH81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   8000000 | PA      | $8387940.00   | 5.22%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI                             | Pennsylvania Turnpike Commission                            | CUSIP: 709225GL4<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    400000 | PA      | $429904.24    | 0.27%             | 2052-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST HGR EDUCTNL FA                             | Pennsylvania Higher Educational Facilities Authority        | CUSIP: 70917TCK5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $678754.32    | 0.42%             | 2029-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                | State of Illinois                                           | CUSIP: 452153CP2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2584723.75   | 1.61%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LANCASTER CNTY PA HOSP AUTH                                | Lancaster County Hospital Authority/PA                      | CUSIP: 514045V83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    580000 | PA      | $617470.20    | 0.38%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST                                              | State of Washington                                         | CUSIP: 93974DVB1<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5312622.00   | 3.31%             | 2030-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL O'HARE INTERNATIONA                             | Chicago O'Hare International Airport                        | CUSIP: 167593E24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2707590.08   | 1.68%             | 2026-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TRANSPRTN TRUST                              | New Jersey Transportation Trust Fund Authority              | CUSIP: 64613CBY3<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2712330.25   | 1.69%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRAZOSPORT TX INDEP SCH DIST                               | Brazosport Independent School District                      | CUSIP: 106241G71<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1080000 | PA      | $1192823.39   | 0.74%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IDAHO ST HSG & FIN ASSN SALES                              | Idaho Housing & Finance Association                         | CUSIP: 45130AAS4<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |   1200000 | PA      | $1346237.04   | 0.84%             | 2039-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI HOSP REVENU                             | Public Finance Authority                                    | CUSIP: 74442CCM4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    300000 | PA      | $318745.77    | 0.20%             | 2027-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON MULTNOMAH & YAMHILL                             | Hillsboro School District No 1J                             | CUSIP: 939307JC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1090544.80   | 0.68%             | 2031-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI                             | Pennsylvania Turnpike Commission                            | CUSIP: 709225GF7<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1097817.20   | 0.68%             | 2041-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEXAS ST                                                   | State of Texas                                              | CUSIP: 882723SC4<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   2540000 | PA      | $2612695.05   | 1.63%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH SALES TA                             | New York State Dormitory Authority                          | CUSIP: 64990ABU8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2555153.00   | 1.59%             | 2028-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHELBY CNTY TN                                             | County of Shelby TN                                         | CUSIP: 821686VR0<br>LEI: 5493000UVZ1EF2SIPO10 | Long             | DBT              | MUN               | US        |   3415000 | PA      | $3415000.00   | 2.13%             | 2031-03-01      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| AUSTIN TX                                                  | City of Austin TX                                           | CUSIP: 052397ZG4<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |     10000 | PA      | $11135.30     | 0.01%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF SOUTH CAROLINA SC ATHL                             | University of South Carolina                                | CUSIP: 914849LE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    595000 | PA      | $665668.09    | 0.41%             | 2029-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORTHWEST TX INDEP SCH DIST                                | Northwest Independent School District                       | CUSIP: 667825K51<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2600000 | PA      | $2717426.92   | 1.69%             | 2027-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WICHITA FALLS TX INDEP SCH DIS                             | Wichita Falls Independent School District                   | CUSIP: 967171QT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1060886.50   | 0.66%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA CNTY CA TOBACCO SEC                             | California County Tobacco Securitization Agency             | CUSIP: 13016NEL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $105313.61    | 0.07%             | 2028-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERNON CA ELEC SYS REVENUE                                 | City of Vernon CA Electric System Revenue                   | CUSIP: 924397FH0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    400000 | PA      | $412525.96    | 0.26%             | 2041-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERNON CA ELEC SYS REVENUE                                 | City of Vernon CA Electric System Revenue                   | CUSIP: 924397FF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    450000 | PA      | $467116.11    | 0.29%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CORPUS CHRISTI TX UTILITY SYSR                             | City of Corpus Christi TX Utility System Revenue            | CUSIP: 220245V84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2714185.00   | 1.69%             | 2047-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA ST MUNI PWR AGY                                    | Florida Municipal Power Agency                              | CUSIP: 342816R98<br>LEI: 549300M3I10QJUPNU131 | Long             | DBT              | MUN               | US        |    750000 | PA      | $698703.45    | 0.43%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS IN LOCAL PUBLIC I                             | Indianapolis Local Public Improvement Bond Bank             | CUSIP: 45528U4M0<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |   3870000 | PA      | $4192293.99   | 2.61%             | 2041-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTRL TX REGL MOBILITY AUTH R                             | Central Texas Regional Mobility Authority                   | CUSIP: 155498KB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $542587.50    | 0.34%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST HGR EDUCTNL FA                             | Pennsylvania Higher Educational Facilities Authority        | CUSIP: 70917TCJ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    650000 | PA      | $725414.37    | 0.45%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                              | State of California                                         | CUSIP: 13063DLV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4000000 | PA      | $4081984.80   | 2.54%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARLOTTE NC COPS                                          | City of Charlotte NC                                        | CUSIP: 161037G91<br>LEI: 5493001QNY6JJFWHQ568 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5000000.00   | 3.11%             | 2033-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FING                              | Pennsylvania Economic Development Financing Authority       | CUSIP: 70868YAP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1052314.30   | 0.65%             | 2038-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N TEXAS ST MUNI WTR DIST WTR S                             | North Texas Municipal Water District Water System Revenue   | CUSIP: 662903VX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $556463.85    | 0.35%             | 2031-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN                              | New York City Municipal Water Finance Authority             | CUSIP: 64972GA95<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   1445000 | PA      | $1515838.81   | 0.94%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST HLTH & EDUCTNL                              | Connecticut State Health & Educational Facilities Authority | CUSIP: 20775DPL0<br>LEI: 549300ZOQJ5U8YBS5Q35 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $910940.10    | 0.57%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MINNESOTA ST                                               | State of Minnesota                                          | CUSIP: 60412AHG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $5404628.50   | 3.36%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUSTIN TX                                                  | City of Austin TX                                           | CUSIP: 052397ZQ2<br>LEI: IW10PQVTU7HKS3JMW253 | Long             | DBT              | MUN               | US        |   1140000 | PA      | $1280204.38   | 0.80%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAGLE MOUNTAIN & SAGINAW TX IN                             | Eagle Mountain & Saginaw Independent School District        | CUSIP: 269696PT1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1115471.10   | 0.69%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA                                           | District of Columbia                                        | CUSIP: 25476FSV1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   2825000 | PA      | $3060524.77   | 1.90%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST                                                    | State of Ohio                                               | CUSIP: 677522ZE7<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |   7735000 | PA      | $8248872.40   | 5.13%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-27

**Name of Applicant:** Virtus Asset Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer