# EDGAR Filing Document

**Accession Number:** 0002025137
**File Stem:** 0000940400-26-008297
**Filing Date:** 2026-2
**Character Count:** 37692
**Document Hash:** d572032617514d8951b4446d041d80c0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008297.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008297

**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**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23968
- **FILM NUMBER:** 26683974

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Virtus Managed Account Completion Shares (MACS) Trust

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

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

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

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

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

  - **Telephone number:** 860-263-4790

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-06-30

- **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:** $36525517.70

**Total Liabilities:** $185013.47

**Net Assets:** $36340504.23

**Cash Not Reported:** $1906235.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -24.56780951 | **5-Year:** 0.00000000 | **10-Year:** -7.55115329 | **30-Year:** -10826.16042000

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

- **3-Month:** 0.00000000 | **1-Year:** -1.07950290 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** -411.95436500

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000252214 | 0.47%                | 0.62%                | 0.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $14286.95                | $38811.16                                  |
| Month 2  | $-917.85                 | $109971.98                                 |
| Month 3  | $3382.62                 | $-40379.92                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ellington Financial Mortgage T | EFMT 2025-NQM2                                      | CUSIP: 281917AC8<br>LEI: 254900BQMS9ITLPQGJ53 | Long             | ABS-MBS          | CORP              | US        |    326044 | PA      | $329066.85    | 0.91%             | 2070-06-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-CES1                 | CUSIP: 89183CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376955 | PA      | $379000.35    | 1.04%             | 2064-01-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2017-2          | CUSIP: 64829KBV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340482 | PA      | $331589.33    | 0.91%             | 2057-03-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2024-CES1                       | CUSIP: 749424AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259003 | PA      | $261129.71    | 0.72%             | 2044-02-25      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-HY2                  | CUSIP: 89177HAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $215443.37    | 0.59%             | 2058-05-25      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-4                    | CUSIP: 89173UAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    405000 | PA      | $387219.57    | 1.07%             | 2057-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-2                        | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    533876 | PA      | $521604.17    | 1.44%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2024-CES1           | CUSIP: 46658CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144883 | PA      | $146005.91    | 0.40%             | 2054-06-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T | Ellington Financial Mortgage Trust 2019-2           | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    353892 | PA      | $344239.30    | 0.95%             | 2059-11-25      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-6                    | CUSIP: 89176LAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1190000 | PA      | $1103889.10   | 3.04%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust     | Verus Securitization Trust 2023-1                   | CUSIP: 92539BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     61477 | PA      | $61284.49     | 0.17%             | 2067-12-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust         | Sequoia Mortgage Trust 2013-8                       | CUSIP: 81745EAC3<br>LEI: 549300EU86QZR1NB5U93 | Long             | ABS-MBS          | CORP              | US        |     64379 | PA      | $62880.62     | 0.17%             | 2043-06-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2021-8                     | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98258 | PA      | $88454.87     | 0.24%             | 2066-11-25      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential Trust                          | CUSIP: 74333HAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $143211.11    | 0.39%             | 2038-07-17      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| Provident Funding Mortgage Tru | Provident Funding Mortgage Trust 2025-1             | CUSIP: 74388NAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313260 | PA      | $314784.20    | 0.87%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                  | CUSIP: 89178YAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1115000 | PA      | $1078326.42   | 2.97%             | 2060-02-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-NQM9 Trust                                 | CUSIP: 673921AA0<br>LEI: 2549007JKD4UEFDCFB08 | Long             | ABS-MBS          | CORP              | US        |    609194 | PA      | $616639.33    | 1.70%             | 2063-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Visio Trust                    | Visio 2022-1 Trust                                  | CUSIP: 92838CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275089 | PA      | $274131.70    | 0.75%             | 2057-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2021-1                    | CUSIP: 89179YAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1595000 | PA      | $1375704.25   | 3.79%             | 2061-11-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2016-4                    | CUSIP: 89172UAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    885000 | PA      | $864818.02    | 2.38%             | 2056-07-25      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2022-1                        | CUSIP: 042855AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670000 | PA      | $641705.63    | 1.77%             | 2056-12-25      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC              | Imperial Fund Mortgage Trust 2022-NQM3              | CUSIP: 45276KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1149660 | PA      | $1145797.28   | 3.15%             | 2067-05-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| NMLT Trust                     | NLT 2021-INV2 Trust                                 | CUSIP: 62917JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681775 | PA      | $600340.82    | 1.65%             | 2056-08-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2021-NQM2R      | CUSIP: 64831EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    174296 | PA      | $167516.13    | 0.46%             | 2058-10-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2020-NQM1 Trust                                | CUSIP: 126401AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     31204 | PA      | $30019.67     | 0.08%             | 2065-05-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2017-1                | CUSIP: 59981HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41661 | PA      | $41341.40     | 0.11%             | 2058-11-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2020-RPL4 Trust                                | CUSIP: 126405AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381509 | PA      | $346982.98    | 0.95%             | 2060-01-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust       | Mill City Mortgage Loan Trust 2019-1                | CUSIP: 59981AAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773575 | PA      | $720609.40    | 1.98%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2015-2          | CUSIP: 64829EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    126479 | PA      | $123400.15    | 0.34%             | 2055-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-CES1           | CUSIP: 46658XAC9<br>LEI: 5299003TKRYXBBT76K08 | Long             | ABS-MBS          | CORP              | US        |    284337 | PA      | $286801.74    | 0.79%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2017-4                     | CUSIP: 46648UAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68704 | PA      | $62681.07     | 0.17%             | 2048-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2021-SFR1 Trust                      | CUSIP: 33767WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420000 | PA      | $412785.28    | 1.14%             | 2038-08-17      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust  | Citigroup Mortgage Loan Trust Inc                   | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |     94723 | PA      | $93519.72     | 0.26%             | 2064-09-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd    | Corevest American Finance 2019-3 Trust              | CUSIP: 21872NAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295000 | PA      | $279199.95    | 0.77%             | 2052-10-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2025-CES5                       | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-MBS          | CORP              | US        |    407581 | PA      | $412789.76    | 1.14%             | 2055-05-25      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Tricon Residential             | Tricon Residential 2021-SFR1 Trust                  | CUSIP: 89614YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $765461.22    | 2.11%             | 2038-07-17      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2014-1          | CUSIP: 64828AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167831 | PA      | $163784.86    | 0.45%             | 2054-01-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se | Wells Fargo Mortgage Backed Securities 2020-4 Trust | CUSIP: 95002VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     44260 | PA      | $38790.89     | 0.11%             | 2050-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2017-5                     | CUSIP: 46590YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     19381 | PA      | $19597.54     | 0.05%             | 2048-10-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2022-5                     | CUSIP: 03464HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565145 | PA      | $562300.37    | 1.55%             | 2067-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust             | A&D Mortgage Trust 2023-NQM3                        | CUSIP: 00249FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    844433 | PA      | $849323.22    | 2.34%             | 2068-07-25      | Variable      | 6.73%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2024-NQM16 Trust                                | CUSIP: 67120GAA6<br>LEI: 254900AIRPH5Q5COT575 | Long             | ABS-MBS          | CORP              | US        |    345273 | PA      | $347737.12    | 0.96%             | 2064-10-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2014-1                     | CUSIP: 46641CBF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34446 | PA      | $32606.60     | 0.09%             | 2044-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes          | Tricon American Homes 2020-SFR2 Trust               | CUSIP: 89613JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1105000 | PA      | $1050463.17   | 2.89%             | 2039-11-17      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2023-NQM5 Trust                                 | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173109 | PA      | $173989.19    | 0.48%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust   | METLIFE SECURITIZATION TRUST 2019-1                 | CUSIP: 59166EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     34723 | PA      | $34378.55     | 0.09%             | 2058-04-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2024-NQM2 Trust                                 | CUSIP: 58004JAA0<br>LEI: 254900MMVXALAH2X8D73 | Long             | ABS-MBS          | CORP              | US        |    714536 | PA      | $715617.31    | 1.97%             | 2069-08-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2022-INV2 Trust                                 | CUSIP: 55285UAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1113205 | PA      | $1110935.95   | 3.06%             | 2057-07-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-2                    | CUSIP: 89175VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    895000 | PA      | $875881.10    | 2.41%             | 2058-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2020-4                     | CUSIP: 03464LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    145504 | PA      | $140757.51    | 0.39%             | 2065-06-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| New York Mortgage Trust        | NYMT Loan Trust 2024-CP1                            | CUSIP: 67118PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    569568 | PA      | $531599.30    | 1.46%             | 2068-02-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                     | MFA 2022-NQM2 Trust                                 | CUSIP: 55285QAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374957 | PA      | $371666.46    | 1.02%             | 2067-05-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Visio Trust                    | Visio 2021-1R Trust                                 | CUSIP: 92837UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105290 | PA      | $98511.15     | 0.27%             | 2056-05-25      | Fixed         | 1.28%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust        | Flagstar Mortgage Trust 2017-1                      | CUSIP: 33850BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63927 | PA      | $58670.22     | 0.16%             | 2047-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2016-2          | CUSIP: 64829GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28278 | PA      | $27540.43     | 0.08%             | 2035-11-26      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2018-7FRB                  | CUSIP: 46650AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    809704 | PA      | $795762.80    | 2.19%             | 2046-04-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-6                    | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10076 | PA      | $10029.61     | 0.03%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GMRF Mortgage Acquisition Co., | Galton Funding Mortgage Trust 2017-1                | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219202 | PA      | $200579.32    | 0.55%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd    | CoreVest American Finance 2018-1 Trust              | CUSIP: 21872BAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169190 | PA      | $169551.38    | 0.47%             | 2051-06-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Palisades Mortgage Loan Trust  | Palisades Mortgage Loan Trust 2021-RTL1             | CUSIP: 69639AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74084 | PA      | $74084.04     | 0.20%             | 2026-06-25      | Variable      | 3.49%                 | No            |                  2 | On Loan: No      |
| Pretium Mortgage Credit Partne | PRET 2025-NPL1 Trust                                | CUSIP: 74143VAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    576932 | PA      | $577994.94    | 1.59%             | 2055-02-25      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2022-NQM2       | CUSIP: 64831MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69680 | PA      | $66223.77     | 0.18%             | 2062-03-27      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Metlife Securitization Trust   | METLIFE SECURITIZATION TRUST                        | CUSIP: 59166BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1019236.52   | 2.80%             | 2055-04-25      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2023-1                    | CUSIP: 89181JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66346 | PA      | $64501.25     | 0.18%             | 2063-01-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust       | Angel Oak Mortgage Trust 2023-1                     | CUSIP: 03465WAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261680 | PA      | $260780.23    | 0.72%             | 2067-09-26      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust     | Progress Residential 2021-SFR3                      | CUSIP: 74333VAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $659761.06    | 1.82%             | 2026-05-17      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| A&D Mortgage Trust             | A&D Mortgage Trust 2025-NQM2                        | CUSIP: 00250EAC0<br>LEI: 9845004ECDEDFFFFC959 | Long             | ABS-MBS          | CORP              | US        |    519157 | PA      | $524070.49    | 1.44%             | 2070-06-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2017-3                     | CUSIP: 46647SBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     28528 | PA      | $25003.50     | 0.07%             | 2047-08-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-4                    | CUSIP: 89178BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965000 | PA      | $883726.25    | 2.43%             | 2059-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Ajax Mortgage Loan Trust       | Ajax Mortgage Loan Trust 2019-D                     | CUSIP: 00968FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1011160 | PA      | $981428.49    | 2.70%             | 2065-09-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-2                    | CUSIP: 89177JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $725272.61    | 2.00%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2016-4          | CUSIP: 64829LAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     58943 | PA      | $56763.67     | 0.16%             | 2056-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2019-1                    | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236938 | PA      | $231472.14    | 0.64%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2024-1                    | CUSIP: 89182NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    124506 | PA      | $126542.06    | 0.35%             | 2064-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Visio Trust                    | Visio 2020-1R Trust                                 | CUSIP: 92837MAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     64938 | PA      | $62889.46     | 0.17%             | 2055-11-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                    | PRKCM 2022-AFC1 Trust                               | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645488 | PA      | $644411.41    | 1.77%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM TRUST 2022-R2                                   | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    818273 | PA      | $782027.52    | 2.15%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Home Owner Mortgage Enhanced S | HOMES 2023-NQM2 Trust                               | CUSIP: 43761KAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1145641 | PA      | $1147821.05   | 3.16%             | 2068-02-25      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2020-1     | RCKT Mortgage Trust 2020-1                          | CUSIP: 749389AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    189216 | PA      | $165631.05    | 0.46%             | 2050-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus | Residential Mortgage Loan Trust 2020-1              | CUSIP: 76119CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10928 | PA      | $10871.79     | 0.03%             | 2060-01-26      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-1                        | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225908 | PA      | $220986.44    | 0.61%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Visio 2019-2 Trust             | Visio 2019-2 Trust                                  | CUSIP: 92837DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4854 | PA      | $4827.11      | 0.01%             | 2054-11-25      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan  | New Residential Mortgage Loan Trust 2018-1          | CUSIP: 64830GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    227158 | PA      | $222611.05    | 0.61%             | 2057-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2021-5          | CUSIP: 85573QAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    678871 | PA      | $597788.07    | 1.64%             | 2066-09-25      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management    | RCKT Mortgage Trust 2023-CES1                       | CUSIP: 74935WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170878 | PA      | $171419.39    | 0.47%             | 2043-06-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust Series 2025-NQM2           | CUSIP: 46590SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425192 | PA      | $428985.85    | 1.18%             | 2065-09-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd  | CoreVest American Finance 2020-3 Trust              | CUSIP: 21873CAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30134 | PA      | $29846.23     | 0.08%             | 2053-08-15      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-1                    | CUSIP: 89173FAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $316615.58    | 0.87%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer