# EDGAR Filing Document

**Accession Number:** 0001018593
**File Stem:** 0001752724-25-204198
**Filing Date:** 2025-8
**Character Count:** 58762
**Document Hash:** 77ea8f34183ddd2785330dea598e3758
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204198.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204198

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 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:** 251254195

**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 U.S. Government Securities Ultra-Short Bond Fund (Series ID: S000057032)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000181192 | Class I      | SIGVX           |
| C000181193 | Class R6     | SIGZX           |
| C000203236 | Class A      | SSAGX           |

## 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 U.S. Government Securities Ultra-Short Bond Fund

- **b. EDGAR series identifier (if any):** S000057032

- **c. LEI of Series:** 5493004FW06DQKUXKI57

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $403502126.56

**Total Liabilities:** $1651893.37

**Net Assets:** $401850233.19

**Cash Not Reported:** $3489863.68

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -456.61850960 | **5-Year:** -19381.90253000 | **10-Year:** -13875.76675000 | **30-Year:** -87833.32357000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000203236 | 0.37%                | 0.29%                | 0.56%                |
| Class ID C000181193 | 0.40%                | 0.32%                | 0.59%                |
| Class ID C000181192 | 0.28%                | 0.41%                | 0.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7654.43                 | $-106294.46                                |
| Month 2  | $2154.20                 | $-238433.11                                |
| Month 3  | $4204.56                 | $643043.72                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FRESB Multifamily Mortgage Pas | FRESB 2016-SB13 Mortgage Trust                               | CUSIP: 302614AF9<br>LEI: 549300G1LSFZALV3VL31 | Long             | ABS-MBS          | USGSE             | US        |   4656010 | PA      | $4634176.98   | 1.15%             | 2036-01-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas | FRESB 2019-SB66 Mortgage Trust                               | CUSIP: 30312BAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1181687 | PA      | $1148300.91   | 0.29%             | 2039-06-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                    | CUSIP: 31326LRL1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1398514 | PA      | $1446607.90   | 0.36%             | 2047-02-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae I Pool                                            | CUSIP: 36241LK70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    258539 | PA      | $261247.54    | 0.07%             | 2029-10-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138EKYT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    658478 | PA      | $665406.00    | 0.17%             | 2037-09-01      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK                  | Small Business Administration Pools                          | CUSIP: 83164MMD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1614456 | PA      | $1611553.29   | 0.40%             | 2028-12-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138EN4M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165829 | PA      | $160981.76    | 0.04%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                  | United States Treasury Bill                                  | CUSIP: 912797RB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6919907.12   | 1.72%             | 2025-10-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 3137FQVP5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5534038 | PA      | $5462696.99   | 1.36%             | 2040-04-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138M6AT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    272731 | PA      | $267734.72    | 0.07%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Pool                                             | CUSIP: 3132A9QQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    714913 | PA      | $699650.20    | 0.17%             | 2030-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HLY55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $5001546.50   | 1.24%             | 2030-01-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                        | CUSIP: 3128PSZA8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149606 | PA      | $149077.83    | 0.04%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136ATTG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4393426 | PA      | $4353783.87   | 1.08%             | 2046-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140XPBM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    754179 | PA      | $737721.79    | 0.18%             | 2031-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138EGJQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371352 | PA      | $378801.72    | 0.09%             | 2038-08-01      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 31418CHA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204099 | PA      | $200878.26    | 0.05%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 3137FJX79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    718318 | PA      | $715086.09    | 0.18%             | 2036-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 31418CXZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345774 | PA      | $342112.92    | 0.09%             | 2028-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140J8M75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    492098 | PA      | $508797.88    | 0.13%             | 2042-02-01      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140Q8N43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    346928 | PA      | $342350.39    | 0.09%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                    | CUSIP: 31300LWD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1792259 | PA      | $1852002.35   | 0.46%             | 2034-05-01      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 3137B2DX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3672274 | PA      | $3621443.35   | 0.90%             | 2042-09-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140JAY85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5171039 | PA      | $5366460.37   | 1.34%             | 2047-09-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                    | CUSIP: 31300LWG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1761318 | PA      | $1821969.63   | 0.45%             | 2036-07-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                           | CUSIP: 3618NPKY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1239125 | PA      | $1248299.38   | 0.31%             | 2055-03-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140XRTC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2787082 | PA      | $2774255.19   | 0.69%             | 2036-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136AHXJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529627 | PA      | $522628.82    | 0.13%             | 2029-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136A8SV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    239384 | PA      | $233225.47    | 0.06%             | 2027-09-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                              | CUSIP: 3136AQHQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5037149 | PA      | $5036788.68   | 1.25%             | 2025-10-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BREAN CAPITAL, LLC             | Small Business Administration Pools                          | CUSIP: 8316A0HT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2492893 | PA      | $2473629.56   | 0.62%             | 2032-10-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138EJCY2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246353 | PA      | $255390.08    | 0.06%             | 2042-06-01      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 31394FDY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4727114 | PA      | $4710656.75   | 1.17%             | 2035-05-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140J9B34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1530536 | PA      | $1586456.89   | 0.39%             | 2045-05-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140J5D48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242766 | PA      | $239372.60    | 0.06%             | 2027-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140JCJT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6319733 | PA      | $6440469.00   | 1.60%             | 2054-03-01      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137BP4J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1120264 | PA      | $1108353.46   | 0.28%             | 2026-03-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HKPG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4250000 | PA      | $4255541.58   | 1.06%             | 2030-01-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 3137B4US3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8400083 | PA      | $8327336.60   | 2.07%             | 2043-09-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140J6AF4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1807212 | PA      | $1870043.07   | 0.47%             | 2047-09-01      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                           | CUSIP: 3618N5JP5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3375639 | PA      | $3395294.85   | 0.84%             | 2055-03-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                     | CUSIP: 38376EBC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2968512 | PA      | $2977046.66   | 0.74%             | 2039-10-16      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138LTTT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1145726 | PA      | $1129454.90   | 0.28%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140QUJ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10675968 | PA      | $10779190.72  | 2.68%             | 2054-04-01      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                    | CUSIP: 3128S5KG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1307009 | PA      | $1347887.45   | 0.34%             | 2037-05-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140FPEG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    738406 | PA      | $761389.28    | 0.19%             | 2047-07-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD & CO.        | Small Business Administration Pools                          | CUSIP: 8316A04V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   7947654 | PA      | $7926475.51   | 1.97%             | 2035-05-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140HYF52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9964215 | PA      | $9981400.58   | 2.48%             | 2030-04-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                           | CUSIP: 3618K0UB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3733801 | PA      | $3757019.53   | 0.93%             | 2055-02-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136ATMA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4032474 | PA      | $3981457.87   | 0.99%             | 2046-08-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                        | CUSIP: 31307SZK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170645 | PA      | $168226.96    | 0.04%             | 2027-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136ATRP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2940120 | PA      | $2912745.15   | 0.72%             | 2046-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                           | CUSIP: 36179YXG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3419542 | PA      | $3396466.27   | 0.85%             | 2054-05-20      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas | FRESB 2020-SB76 Mortgage Trust                               | CUSIP: 30315EAB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7255790 | PA      | $7200964.97   | 1.79%             | 2040-04-25      | Floating      | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138EQJX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    979703 | PA      | $1012223.09   | 0.25%             | 2040-12-01      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                        | CUSIP: 31294T7M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251512 | PA      | $248430.55    | 0.06%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 31397U6H7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3017142 | PA      | $2998810.19   | 0.75%             | 2032-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 31418B2X3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67023 | PA      | $66520.51     | 0.02%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FTZZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11471656 | PA      | $11468999.62  | 2.85%             | 2030-05-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136B4HC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6022160 | PA      | $5951133.16   | 1.48%             | 2049-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                     | CUSIP: 38381BSH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5723260 | PA      | $5654602.67   | 1.41%             | 2045-08-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138ETYZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163602 | PA      | $160779.28    | 0.04%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138EQVE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2263352 | PA      | $2340135.74   | 0.58%             | 2040-11-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 3137H8JE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6530547 | PA      | $6449693.24   | 1.60%             | 2052-08-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                    | CUSIP: 31347AVJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1297841 | PA      | $1328866.44   | 0.33%             | 2047-07-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138EPG24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1311660 | PA      | $1355877.75   | 0.34%             | 2040-04-01      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                           | CUSIP: 3618N5E88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6523570 | PA      | $6565950.83   | 1.63%             | 2055-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                           | CUSIP: 3618N5BG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1158816 | PA      | $1177604.80   | 0.29%             | 2054-11-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                              | CUSIP: 3136AR5S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4278464 | PA      | $4209674.39   | 1.05%             | 2026-04-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137H3KA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4698428 | PA      | $4692222.86   | 1.17%             | 2026-09-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140B42X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4248293 | PA      | $4281198.61   | 1.07%             | 2055-04-01      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138EGLD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    781038 | PA      | $810760.46    | 0.20%             | 2041-06-01      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 3137A84W5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2602391 | PA      | $2580715.43   | 0.64%             | 2041-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                    | CUSIP: 31288QFY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4109933 | PA      | $4231824.82   | 1.05%             | 2049-05-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK                  | Small Business Administration Pools                          | CUSIP: 83164MMB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    979159 | PA      | $976724.80    | 0.24%             | 2028-05-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                           | CUSIP: 3622ADV62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   8266556 | PA      | $8277884.26   | 2.06%             | 2055-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138ELGM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665708 | PA      | $657349.34    | 0.16%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                           | CUSIP: 3622ADU89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10785542 | PA      | $11000259.17  | 2.74%             | 2049-08-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                        | CUSIP: 3128MEWY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    677234 | PA      | $660507.63    | 0.16%             | 2031-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140JBYW0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400212 | PA      | $411372.47    | 0.10%             | 2049-06-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140A9ZE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1972303 | PA      | $1994905.95   | 0.50%             | 2054-04-01      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                     | CUSIP: 38376VHR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10643830 | PA      | $10667704.95  | 2.65%             | 2040-02-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137FJYG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    122874 | PA      | $121694.14    | 0.03%             | 2028-07-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                    | CUSIP: 31288QP61<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1275833 | PA      | $1313417.37   | 0.33%             | 2047-01-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137BSP64<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3823039 | PA      | $3766031.57   | 0.94%             | 2026-07-25      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas | FRESB 2018-SB49 Mortgage Trust                               | CUSIP: 302961AA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6595936 | PA      | $6572623.63   | 1.64%             | 2038-04-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138ET2E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3419462 | PA      | $3533527.28   | 0.88%             | 2042-07-01      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136AQG53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320002 | PA      | $316006.46    | 0.08%             | 2026-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 31396QN88<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3147951 | PA      | $3165207.19   | 0.79%             | 2039-09-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 31418MCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    644998 | PA      | $660826.42    | 0.16%             | 2035-01-01      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                    | CUSIP: 3128S5SH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    912342 | PA      | $935014.87    | 0.23%             | 2039-09-01      | Floating      | 6.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138WQCF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159799 | PA      | $155294.90    | 0.04%             | 2028-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140JBYX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4689954 | PA      | $4850616.84   | 1.21%             | 2042-05-01      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 3137F5MJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4584992 | PA      | $4515913.82   | 1.12%             | 2043-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 31381JVB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    565674 | PA      | $558084.28    | 0.14%             | 2037-09-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136AWFT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11219574 | PA      | $11089876.85  | 2.76%             | 2039-05-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138AYW54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144484 | PA      | $142874.13    | 0.04%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                    | CUSIP: 31300LV51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3273935 | PA      | $3386669.90   | 0.84%             | 2035-05-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                    | Small Business Administration Pools                          | CUSIP: 8316A0H52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4528749 | PA      | $4494156.13   | 1.12%             | 2032-04-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 31418CSK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    451115 | PA      | $444291.70    | 0.11%             | 2027-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                        | CUSIP: 31306XQR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    295992 | PA      | $290878.23    | 0.07%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HFP82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10000000 | PA      | $9994017.00   | 2.49%             | 2029-08-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 31394CRW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2620978 | PA      | $2592742.80   | 0.65%             | 2035-03-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                           | CUSIP: 36179Y2Y9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4938821 | PA      | $5016611.53   | 1.25%             | 2054-07-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136AHLQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147537 | PA      | $146710.85    | 0.04%             | 2032-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Ginnie Mae II Pool                                           | CUSIP: 3622AC2R0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3415605 | PA      | $3465374.22   | 0.86%             | 2049-08-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140JBTM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6362507 | PA      | $6225000.21   | 1.55%             | 2050-06-01      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136ASPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302072 | PA      | $300531.54    | 0.07%             | 2043-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138ETX27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2508484 | PA      | $2604936.87   | 0.65%             | 2041-09-01      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                    | CUSIP: 31347ALS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    642932 | PA      | $660462.94    | 0.16%             | 2046-07-01      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138ESDA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    411819 | PA      | $400324.53    | 0.10%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 31395UDQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3963074 | PA      | $3924198.30   | 0.98%             | 2034-11-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 3137FB2M7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    126301 | PA      | $125645.36    | 0.03%             | 2044-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136B3VU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3093335 | PA      | $3070876.35   | 0.76%             | 2033-05-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 31418DT69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381912 | PA      | $361033.04    | 0.09%             | 2030-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates | CUSIP: 3137HBPH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6995414 | PA      | $7015993.52   | 1.75%             | 2031-01-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SUNTRUST BANK                  | Small Business Administration Pools                          | CUSIP: 83164MMW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1110612 | PA      | $1111474.94   | 0.28%             | 2028-11-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138ELFF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    336882 | PA      | $331813.95    | 0.08%             | 2028-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138ELGC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    698382 | PA      | $687879.39    | 0.17%             | 2028-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140J9B26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1899669 | PA      | $1956503.70   | 0.49%             | 2048-10-01      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac REMICS                                           | CUSIP: 3137FL3L6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5770088 | PA      | $5732751.82   | 1.43%             | 2038-07-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A | Government National Mortgage Association                     | CUSIP: 38376GYM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    965119 | PA      | $957844.04    | 0.24%             | 2044-09-16      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140N7F62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2650183 | PA      | $2682922.71   | 0.67%             | 2052-12-01      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 31398NKJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4188199 | PA      | $4175179.60   | 1.04%             | 2040-06-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                     | Federal National Mortgage Association                        | CUSIP: 3135G07M9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $5012745.00   | 1.25%             | 2027-11-05      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                        | CUSIP: 3128MMVQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    335880 | PA      | $322634.48    | 0.08%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136BLAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    587000 | PA      | $578917.28    | 0.14%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140N0BJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6464135 | PA      | $6378138.64   | 1.59%             | 2052-10-01      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138EJNU8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    716272 | PA      | $737841.42    | 0.18%             | 2036-06-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3140XACH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30461 | PA      | $30364.68     | 0.01%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas | FRESB 2018-SB51 Mortgage Trust                               | CUSIP: 30296UAB9<br>LEI: 549300MU0K04STFBKO29 | Long             | ABS-MBS          | USGSE             | US        |   1186492 | PA      | $1179704.36   | 0.29%             | 2038-04-25      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 31419ATA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1284647 | PA      | $1328183.61   | 0.33%             | 2040-11-01      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 31418CSJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    426758 | PA      | $418228.57    | 0.10%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 31394ULL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6092092 | PA      | $6070028.66   | 1.51%             | 2035-07-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                              | CUSIP: 3136AS7J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1047918 | PA      | $1046596.85   | 0.26%             | 2026-07-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 3138EHB68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1849058 | PA      | $1906203.24   | 0.47%             | 2037-07-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                            | CUSIP: 3136B3UW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3202389 | PA      | $3180561.36   | 0.79%             | 2035-10-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                              | CUSIP: 31418CGH1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204537 | PA      | $201598.74    | 0.05%             | 2027-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Non Gold Pool                                    | CUSIP: 31300LXZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3231483 | PA      | $3348899.45   | 0.83%             | 2037-05-01      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Virtus Asset Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer