# EDGAR Filing Document

**Accession Number:** 0001018593
**File Stem:** 0000940400-26-008399
**Filing Date:** 2026-2
**Character Count:** 54966
**Document Hash:** 6a8b43b40f4f7a62d6a3016f0039fb36
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008399.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008399

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07705
- **FILM NUMBER:** 26684150

**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 Total Return Bond Fund (Series ID: S000057031)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000181187 | Class A      | CBPSX           |
| C000181188 | Class I      | SAMFX           |
| C000181189 | Class R6     | SAMZX           |

## 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 Total Return Bond Fund

- **b. EDGAR series identifier (if any):** S000057031

- **c. LEI of Series:** 549300IWC5TV58FXZZ22

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $92676646.69

**Total Liabilities:** $720325.55

**Net Assets:** $91956321.14

**Cash Not Reported:** $1275973.18

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -0.41506210 | **1-Year:** 0.00000000 | **5-Year:** -1385.51432700 | **10-Year:** -4289.95570600 | **30-Year:** -23259.73708000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -776.82621850 | **10-Year:** -424.14091410 | **30-Year:** -239.57792650

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000181187 | 0.65%                | 0.50%                | -0.17%               |
| Class ID C000181188 | 0.69%                | 0.53%                | -0.17%               |
| Class ID C000181189 | 0.70%                | 0.54%                | -0.16%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $97559.62                | $206590.06                                 |
| Month 2  | $184895.17               | $68007.36                                  |
| Month 3  | $-599.55                 | $-557388.88                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 2YR NOTE (CBT)                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        56 | NC      | $3497.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GATX CORP                                   | GATX Corp                                                  | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    294000 | PA      | $301267.62    | 0.33%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                      | Motorola Solutions Inc                                     | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    218000 | PA      | $226545.81    | 0.25%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140QPJV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    941230 | PA      | $877670.09    | 0.95%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140XKCZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    700613 | PA      | $709211.78    | 0.77%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                           | Brown & Brown Inc                                          | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    185000 | PA      | $192366.17    | 0.21%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS 23 SECURE FUND                    | Consumers 2023 Securitization Funding LLC                  | CUSIP: 21071BAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $314416.69    | 0.34%             | 2030-09-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                           | CUSIP: 3132DNYP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    825765 | PA      | $829047.45    | 0.90%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD                            | GGAM Finance Ltd                                           | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    525000 | PA      | $532218.75    | 0.58%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                      | Williams Cos Inc/The                                       | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    260000 | PA      | $180665.06    | 0.20%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 31417AC64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    614712 | PA      | $598341.52    | 0.65%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                     | Consolidated Edison Co of New York Inc                     | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    275000 | PA      | $182600.21    | 0.20%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                               | Aircastle Ltd                                              | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    137000 | PA      | $142574.45    | 0.16%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                       | United Parcel Service Inc                                  | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    467000 | PA      | $428160.25    | 0.47%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                           | T-Mobile US Trust 2025-1                                   | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $405618.12    | 0.44%             | 2029-11-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| LITHIA MOTORS INC                           | Lithia Motors Inc                                          | CUSIP: 536797AF0<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |    570000 | PA      | $547817.08    | 0.60%             | 2031-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140JVP71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    368278 | PA      | $346470.99    | 0.38%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                       | Wells Fargo & Co                                           | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    204000 | PA      | $190400.71    | 0.21%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140XJTU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1353452 | PA      | $1325364.25   | 1.44%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                  | NetApp Inc                                                 | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    393000 | PA      | $411292.15    | 0.45%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RADIAN GROUP INC                            | Radian Group Inc                                           | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    117000 | PA      | $122655.53    | 0.13%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance               | Citibank Credit Card Issuance Trust                        | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    410000 | PA      | $417923.00    | 0.45%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                              | BorgWarner Inc                                             | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    174000 | PA      | $179427.04    | 0.20%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140J0UD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1955000 | PA      | $1737036.17   | 1.89%             | 2030-08-01      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                         | CUSIP: 3618B1SZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    341574 | PA      | $350942.59    | 0.38%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140QNN40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    531104 | PA      | $454722.73    | 0.49%             | 2047-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                       | Amrize Finance US LLC                                      | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    199000 | PA      | $205217.53    | 0.22%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 B PTT                     | United Airlines 2020-1 Class B Pass Through Trust          | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109751 | PA      | $109752.42    | 0.12%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust  | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    174000 | PA      | $168691.03    | 0.18%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                  | US Bancorp                                                 | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     88000 | PA      | $90389.28     | 0.10%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                              | Rocket Cos Inc                                             | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $609870.69    | 0.66%             | 2030-08-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                           | CUSIP: 31346YJK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    715731 | PA      | $678448.59    | 0.74%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                           | CUSIP: 3133C64Y2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    209425 | PA      | $209551.54    | 0.23%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 31417CSN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    643188 | PA      | $589053.19    | 0.64%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                      | Boardwalk Pipelines LP                                     | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    111000 | PA      | $105019.90    | 0.11%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                      | PG&E Wildfire Recovery Funding LLC                         | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    635000 | PA      | $617469.16    | 0.67%             | 2036-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                 | PepsiCo Inc                                                | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    785000 | PA      | $691395.27    | 0.75%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                           | CUSIP: 3132DMFD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    433791 | PA      | $409743.36    | 0.45%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC. | US 10YR ULTRA                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -25 | NC      | $11914.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENT GROUP LTD                            | Essent Group Ltd                                           | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    117000 | PA      | $122122.96    | 0.13%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note              | Toyota Auto Loan Extended Note Trust 2025-1                | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $346814.72    | 0.38%             | 2038-05-25      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140JVM33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    406393 | PA      | $360316.36    | 0.39%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                           | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1958000 | PA      | $1924958.75   | 2.09%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                         | CUSIP: 36179XBU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    517276 | PA      | $507832.07    | 0.55%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                | Tapestry Inc                                               | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    188000 | PA      | $192206.68    | 0.21%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie Inc                                                 | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    474000 | PA      | $390365.03    | 0.42%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| NYSEG STORM FUNDING LLC                     | NYSEG Storm Funding LLC                                    | CUSIP: 67122QAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $470005.35    | 0.51%             | 2035-05-01      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trus              | Barclays Dryrock Issuance Trust                            | CUSIP: 06742LBF9<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |    370000 | PA      | $370632.96    | 0.40%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                          | Enact Holdings Inc                                         | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    111000 | PA      | $116171.68    | 0.13%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                           | CUSIP: 3133KH4F0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1099150 | PA      | $972885.68    | 1.06%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140XCDQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    552047 | PA      | $497861.04    | 0.54%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                           | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2422000 | PA      | $2440259.60   | 2.65%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140XSAK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    483772 | PA      | $488550.38    | 0.53%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140LWYL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1120630 | PA      | $1127779.24   | 1.23%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140JVQD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330881 | PA      | $320336.70    | 0.35%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SCE RECOVERY FUNDING LLC                    | SCE Recovery Funding LLC                                   | CUSIP: 78433LAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $481027.37    | 0.52%             | 2036-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                      | Daimler Truck Finance North America LLC                    | CUSIP: 233853AH3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    267000 | PA      | $238121.59    | 0.26%             | 2031-12-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140MUVD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    809986 | PA      | $798188.55    | 0.87%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                           | CUSIP: 3133CWFH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    407672 | PA      | $420732.83    | 0.46%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                         | CUSIP: 3622ADC71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1341285 | PA      | $1363061.52   | 1.48%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                             | BAE Systems PLC                                            | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    386000 | PA      | $399720.40    | 0.43%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                    | Vistra Operations Co LLC                                   | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    560000 | PA      | $552969.03    | 0.60%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                           | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9116000 | PA      | $5094277.14   | 5.54%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                         | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1469900 | PA      | $1443062.64   | 1.57%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                              | Morgan Stanley                                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    703000 | PA      | $696882.15    | 0.76%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5161000 | PA      | $5086810.63   | 5.53%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                              | VOC Escrow Ltd                                             | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    545000 | PA      | $544979.29    | 0.59%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F              | Ford Credit Auto Owner Trust 2023-REV1                     | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $525281.98    | 0.57%             | 2035-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                    | Ferguson Enterprises Inc                                   | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    356000 | PA      | $359072.93    | 0.39%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy Inc                                             | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    575000 | PA      | $550154.42    | 0.60%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                      | CUSIP: 3132XWJ36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    570148 | PA      | $564974.11    | 0.61%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140NRNL6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404660 | PA      | $412148.48    | 0.45%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140MGL25<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    641593 | PA      | $576670.93    | 0.63%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 31417AJY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    659451 | PA      | $642501.81    | 0.70%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                        | Verizon Master Trust                                       | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    495000 | PA      | $506692.74    | 0.55%             | 2033-03-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                         | CUSIP: 3618AYBR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    882118 | PA      | $907838.55    | 0.99%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                         | JPMorgan Chase & Co                                        | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    358000 | PA      | $370332.70    | 0.40%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140QPA80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78964 | PA      | $75366.46     | 0.08%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                    | Macquarie Airfinance Holdings Ltd                          | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $261974.12    | 0.28%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                           | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1850000 | PA      | $1842845.70   | 2.00%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                               | Owens Corning                                              | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    239000 | PA      | $242551.43    | 0.26%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                | ADT Security Corp/The                                      | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    575000 | PA      | $560807.16    | 0.61%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                      | CUSIP: 312943ZY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    670527 | PA      | $660413.76    | 0.72%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                | Veralto Corp                                               | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    152000 | PA      | $158637.70    | 0.17%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                         | Global Payments Inc                                        | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    406000 | PA      | $403536.47    | 0.44%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RE II                    | Centerpoint Energy Restoration Bond Co II LLC              | CUSIP: 15201GAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    265000 | PA      | $262451.73    | 0.29%             | 2039-06-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| American Express Credit Accoun              | American Express Credit Account Master Trust Series 2025-5 | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    155000 | PA      | $158315.87    | 0.17%             | 2032-07-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                           | CUSIP: 31339SM44<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213095 | PA      | $199826.58    | 0.22%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                           | CUSIP: 3133KQF27<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1439136 | PA      | $1417799.54   | 1.54%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                        | Targa Resources Corp                                       | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    223000 | PA      | $213491.20    | 0.23%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                  | US Bancorp                                                 | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    174000 | PA      | $183727.15    | 0.20%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae I Pool                                          | CUSIP: 3622A2ES7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1547052 | PA      | $1446009.96   | 1.57%             | 2043-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                       | Republic Services Inc                                      | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    201000 | PA      | $207436.18    | 0.23%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                           | CUSIP: 3133AL7D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243637 | PA      | $219860.97    | 0.24%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service New Hampshire F              | PSNH Funding LLC 3                                         | CUSIP: 69363PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255000 | PA      | $250594.24    | 0.27%             | 2035-02-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                       | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    188000 | PA      | $179333.71    | 0.20%             | 2029-06-14      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execut              | Capital One Multi-Asset Execution Trust                    | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    180000 | PA      | $179990.64    | 0.20%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                           | CUSIP: 3133BLAH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    494717 | PA      | $506700.19    | 0.55%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp                          | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $262177.18    | 0.29%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                          | Energy Transfer LP                                         | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    351000 | PA      | $344039.08    | 0.37%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac REMICS                                         | CUSIP: 3137H9YM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    216191 | PA      | $203553.25    | 0.22%             | 2052-02-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust               | Synchrony Card Issuance Trust                              | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    170000 | PA      | $170797.71    | 0.19%             | 2031-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Vantage Data Centers LLC                    | Vantage Data Centers LLC                                   | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-O            | CORP              | US        |    805000 | PA      | $766443.56    | 0.83%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                         | CUSIP: 3618AUVC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     93285 | PA      | $95785.59     | 0.10%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIGECO SECURITIZATION I                     | Sigeco Securitization I LLC                                | CUSIP: 82655KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206629 | PA      | $211761.83    | 0.23%             | 2036-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140QCVQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    452912 | PA      | $408175.71    | 0.44%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                        | Bank of America Corp                                       | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    382000 | PA      | $344527.01    | 0.37%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen Inc                                                  | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    201000 | PA      | $196818.73    | 0.21%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                           | CUSIP: 3133BWC35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    635243 | PA      | $658821.79    | 0.72%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                  | Fannie Mae Pool                                            | CUSIP: 3140XH7E1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1488561 | PA      | $1494110.05   | 1.62%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                    | Martin Marietta Materials Inc                              | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    187000 | PA      | $190796.98    | 0.21%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                               | Citigroup Inc                                              | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    530000 | PA      | $546416.75    | 0.59%             | N/A             | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T              | Honda Auto Receivables 2025-2 Owner Trust                  | CUSIP: 437921AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    340000 | PA      | $343639.70    | 0.37%             | 2031-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                               | Amphenol Corp                                              | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    232000 | PA      | $231745.02    | 0.25%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note/Bond                           | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12755000 | PA      | $12742045.77  | 13.86%            | 2028-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                             | United States Treasury Inflation Indexed Bonds             | CUSIP: 91282CPH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5454820 | PA      | $5371246.08   | 5.84%             | 2030-10-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Gold Pool                                      | CUSIP: 3132WGG76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    836441 | PA      | $794012.96    | 0.86%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                    | Avolon Holdings Funding Ltd                                | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    177000 | PA      | $175844.19    | 0.19%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                         | CUSIP: 3622AC2T6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    458196 | PA      | $472558.63    | 0.51%             | 2053-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A              | Ginnie Mae II Pool                                         | CUSIP: 3618AHLE5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    564316 | PA      | $572336.66    | 0.62%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                     | Pfizer Investment Enterprises Pte Ltd                      | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    597000 | PA      | $565285.18    | 0.61%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                           | CUSIP: 3132AEVQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    303146 | PA      | $292921.26    | 0.32%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                     | United Airlines 2020-1 Class A Pass Through Trust          | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300952 | PA      | $308581.26    | 0.34%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                               | Carnival Corp                                              | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    535000 | PA      | $552435.61    | 0.60%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                           | CUSIP: 3132DS2D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1188009 | PA      | $1234949.81   | 1.34%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                 | Freddie Mac Pool                                           | CUSIP: 3133KH2L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2132166 | PA      | $1892989.35   | 2.06%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Virtus Asset Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer