# EDGAR Filing Document

**Accession Number:** 0001018593
**File Stem:** 0001752724-23-046093
**Filing Date:** 2023-2
**Character Count:** 21575
**Document Hash:** 12657745fbbfa237a55fbb5e70ddc465
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046093.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046093

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07705
- **FILM NUMBER:** 23681935

**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 High Grade Municipal Bond Fund (Series ID: S000057023)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000181160 | Class A      | SFLTX           |
| C000181161 | Class I      | SCFTX           |

## 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 High Grade Municipal Bond Fund

- **b. EDGAR series identifier (if any):** S000057023

- **c. LEI of Series:** 549300Z30AGMO5EEOT47

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $43310058.76

**Total Liabilities:** $528452.31

**Net Assets:** $42781606.45

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** -3763.00000000 | **30-Year:** -23945.00000000

**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 C000181160 | -3.05%               | 1.50%                | -2.99%               |
| Class ID C000181161 | -0.30%               | 4.48%                | -0.24%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-311401.12              | $151319.55                                 |
| Month 2  | $-58223.21               | $1549830.65                                |
| Month 3  | $139546.45               | $-341501.72                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FORT WORTH TX WTR & SWR REVENU                             | City of Fort Worth TX Water & Sewer System Revenue                    | CUSIP: 349515B39<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1106900.40   | 2.59%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGL CO TRANSPRTN DIST PRIV AC                             | Regional Transportation District                                      | CUSIP: 759151BC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1044094.40   | 2.44%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CNTY AL                                          | County of Jefferson AL                                                | CUSIP: 472628RC2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1070329.80   | 2.50%             | 2033-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHATTANOOGA TN HLTH EDUCTNL &H                             | Chattanooga Health Educational & Housing Facility Board               | CUSIP: 162410EB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1010000 | PA      | $1077052.59   | 2.52%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DE KALB CNTY GA WTR & SWR REVE                             | County of DeKalb GA Water & Sewerage Revenue                          | CUSIP: 240523ZW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1815000 | PA      | $1994263.74   | 4.66%             | 2043-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN MATEO FOSTER CITY CA PUBLI                             | San Mateo Foster City Public Financing Authority                      | CUSIP: 799056AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $485822.50    | 1.14%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N TEXAS ST MUNI WTR DIST WTR S                             | North Texas Municipal Water District Water System Revenue             | CUSIP: 662903VY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $831850.88    | 1.94%             | 2032-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI ST                                             | State of Mississippi                                                  | CUSIP: 605581PQ4<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    500000 | PA      | $507119.85    | 1.19%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA CA RGTS MED                             | Regents of the University of California Medical Center Pooled Revenue | CUSIP: 913366KQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1096169.40   | 2.56%             | 2042-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund | State Street Institutional US Government Money Market Fund            | CUSIP: 857492649<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   4481035 | NS      | $4481034.91   | 10.47%            |  |  |  | No            |                  1 | On Loan: No      |
| E-470 CO PUBLIC HIGHWAY AUTH                               | E-470 Public Highway Authority                                        | CUSIP: 26822LMS0<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | MUN               | US        |    800000 | PA      | $888394.00    | 2.08%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERSON CNTY AL                                          | County of Jefferson AL                                                | CUSIP: 472628RE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1059789.90   | 2.48%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON ST HLTH CARE FACS A                             | Washington Health Care Facilities Authority                           | CUSIP: 93978HWK7<br>LEI: 549300ZVPWQIL3N5TL85 | Long             | DBT              | MUN               | US        |    940000 | PA      | $941665.87    | 2.20%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                                | City of New York NY                                                   | CUSIP: 64966QC40<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1121745.50   | 2.62%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CA REDEV AGY SUCCESS                             | San Diego Redevelopment Agency Successor Agency                       | CUSIP: 79730WAN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    405000 | PA      | $427645.13    | 1.00%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNIV OF TEXAS TX PERMANENT UNI                             | Permanent University Fund - University of Texas System                | CUSIP: 9151153V9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1650000.00   | 3.86%             | 2038-07-01      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| ENERGY N W WA ELEC REVENUE                                 | Energy Northwest                                                      | CUSIP: 29270CH81<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2096985.00   | 4.90%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLLIER CNTY FL WTR-SWR DIST                               | Collier County Water-Sewer District                                   | CUSIP: 222642JV3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1072243.60   | 2.51%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST ECON DEV FING                              | Pennsylvania Economic Development Financing Authority                 | CUSIP: 70868YAR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2084584.20   | 4.87%             | 2040-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SAN MATEO FOSTER CITY CA PUBLI                             | San Mateo Foster City Public Financing Authority                      | CUSIP: 799056AW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $489176.90    | 1.14%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY NY MUNI WTR FIN                              | New York City Municipal Water Finance Authority                       | CUSIP: 64972GB60<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    500000 | PA      | $547673.60    | 1.28%             | 2052-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST FIN AUTH REVENUE                               | Illinois Finance Authority                                            | CUSIP: 45204EXV5<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1086707.70   | 2.54%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CNTY CA REGL TRANSPR                             | San Diego County Regional Transportation Commission                   | CUSIP: 797400NW4<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    300000 | PA      | $332376.33    | 0.78%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                                | City of New York NY                                                   | CUSIP: 64966QL57<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    500000 | PA      | $549808.80    | 1.29%             | 2047-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TEXAS WTR DEV BRD ST WTR IMPLE                             | Texas Water Development Board                                         | CUSIP: 88285ABE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1050839.40   | 2.46%             | 2040-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GODLEY TX INDEP SCH DIST                                   | Godley Independent School District                                    | CUSIP: 380334MA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $935964.60    | 2.19%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IDAHO ST HSG & FIN ASSN                                    | Idaho Housing & Finance Association                                   | CUSIP: 45129WQG8<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    250000 | PA      | $249314.33    | 0.58%             | 2038-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OHIO ST                                                    | State of Ohio                                                         | CUSIP: 677523DX7<br>LEI: 5493005LEB5E170OMX59 | Long             | DBT              | MUN               | US        |    845000 | PA      | $938660.73    | 2.19%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST SPL TAX OBLIG R                             | State of Connecticut Special Tax Revenue                              | CUSIP: 207758A29<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1652209.65   | 3.86%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KATY TX INDEP SCH DIST                                     | Katy Independent School District                                      | CUSIP: 486063P20<br>LEI: 254900H9QSKVP2HWVL72 | Long             | DBT              | MUN               | US        |    500000 | PA      | $494356.70    | 1.16%             | 2039-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CORPUS CHRISTI TX UTILITY SYSR                             | City of Corpus Christi TX Utility System Revenue                      | CUSIP: 220245V92<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $539529.55    | 1.26%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENNSYLVANIA ST TURNPIKE COMMI                             | Pennsylvania Turnpike Commission                                      | CUSIP: 709225GL4<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    350000 | PA      | $376166.21    | 0.88%             | 2052-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIST OF COLUMBIA                                           | District of Columbia                                                  | CUSIP: 25476FSV1<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1083371.60   | 2.53%             | 2031-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TENNESSEE ST                                               | State of Tennessee                                                    | CUSIP: 880541ZR1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1107515.30   | 2.59%             | 2030-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                             | New Jersey Turnpike Authority                                         | CUSIP: 646140CQ4<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1075823.80   | 2.51%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| E-470 CO PUBLIC HIGHWAY AUTH                               | E-470 Public Highway Authority                                        | CUSIP: 26822LMT8<br>LEI: 549300164ZV2301BC703 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1100813.60   | 2.57%             | 2036-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO CA REDEV AGY SUCCESS                             | San Diego Redevelopment Agency Successor Agency                       | CUSIP: 79730WAM2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $528041.60    | 1.23%             | 2028-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS IN LOCAL PUBLIC I                             | Indianapolis Local Public Improvement Bond Bank                       | CUSIP: 45528U4Q1<br>LEI: 549300LX8ESJHDSESB87 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1853836.43   | 4.33%             | 2048-01-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PORT OF PORTLAND OR ARPT REVEN                             | Port of Portland OR Airport Revenue                                   | CUSIP: 735240K36<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1026375.00   | 2.40%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IDAHO ST HSG & FIN ASSN                                    | Idaho Housing & Finance Association                                   | CUSIP: 45129WQH6<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    500000 | PA      | $494609.10    | 1.16%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Virtus Asset Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer