Virtus Low Duration Income Fund

Transcription

1 A-10 Securitization LLC, 1.72% $249,332 A-10 Securitization LLC, 2.4% $106,375 Abbvie, Inc., 2.5% 05/14/2020 $19,786 Abbvie, Inc., 3.2% 11/06/2022 $44,505 Access Point Funding I 2015-a Llc, 2.61% 04/15/2020 $248,212 Actavis Funding SCS, 3% 03/12/2020 $85,231 Actavis Funding Scs, 3.45% 03/15/2022 $89,065 ADT Corp. (The), 6.25% 10/15/2021 $458,925 Aercap Ireland Capital Ltd / Aercap, 4.25% 07/01/2020 $165,309 Albertson's LLC, 08/25/2021 $204,753 Alere Inc, 06/11/2022 $185,389 Alibaba Group Holding Ltd., 2.5% 11/28/2019 $592,970 Allegheny Technologies, Inc., 9.38% 06/01/2019 $206,500 Alliant Techsystems, Inc., 11/02/2020 $142,693 Allison Transmission, 08/23/2019 $179,532 Ally Financial, Inc., 3.25% 02/13/2018 $99,500 Ally Financial, Inc., 4.13% 03/30/2020 $140,087 America West Airlines Pass-Through-Trust, 7.1% 04/02/2021 $784,226 America West Airlines Pass-Through-Trust, 7.93% 01/02/2019 $87,822 American Homes 4 Rent, 1.25% $254,519 American Homes 4 Rent, 3.47% $197,980 American International Group, Inc., 2.38% 08/24/2015 $90,174 American International Group, Inc., 3.38% 08/15/2020 $232,677 American Tower Trust I, 1.55% $99,463 AmeriCredit Automobile Receivables Trust, 2.42% 05/08/2018 $371,842 AmeriCredit Automobile Receivables Trust, 2.42% 05/08/2019 $805,445 AmeriCredit Automobile Receivables Trust, 2.54% 06/08/2020 $647,492 1

2 AmeriCredit Automobile Receivables Trust, 2.67% 01/08/2018 $132,014 AmeriCredit Automobile Receivables Trust, 2.68% 10/09/2018 $162,960 AmeriGas Partners LP, 6.75% 05/20/2020 $47,588 AmeriGas Partners LP, 7% 05/20/2022 $266,250 Ameriquest Mortgage Securities, Inc., 5.21% $66,003 AmSurg Corp., 07/16/2021 $30,777 Anglo American Capital plc, 3.63% 05/14/2020 $394,703 Antero Resources Corp., 5.63% 06/01/2023 $208,819 ARAMARK Corp., 02/24/2021 $863,884 ARAMARK Corp., 09/06/2019 $668,037 Ares Capital Corp., 3.88% 01/15/2020 $233,509 Aristocrat Leisure Ltd., 10/20/2021 $275,100 Asset Backed Funding Certificates, 4.78% $40,450 Associated Banc Corp., 5.13% 03/28/2016 $92,692 Associates Corp. North America, 6.95% 11/01/2018 $367,947 Associates Manufactured Housing Pass-Through Certificates, 8% 03/15/2027 $193,474 AT&T, Inc., 3% 06/30/2022 $188,102 Atlas Air Pass-Through-Trust, 8.71% 01/02/2019 $41,426 Aventura Mall Trust, 3.74% $729,657 Aviation Capital Group Corp., 3.88% 09/27/2016 $234,117 Avis Budget Rental Car Funding LLC, 1.92% 09/20/2019 $996,309 Avis Budget Rental Car Funding LLC, 2.1% 03/20/2019 $543,571 Avis Budget Rental Car Funding LLC, 2.97% 02/20/2020 $923,681 Avis Budget Rental Car Funding LLC, 3.41% 11/20/2017 $400,558 AWAS Finance Luxembourg SA, 07/16/2018 $116,839 AZ Chem US, Inc., 06/11/2021 $41,476 B2R Mortgage Trust, 2.52% $217,772 Banc of America (Merrill Lynch) Commercial Mortgage, Inc.., 5.17% $419,604 Banc of America Commercial Mortgage Trust, 5.61% $983,316 Banc of America Funding Trust, 2.56% $72,084 Banc of America Funding Trust, 5.5% $212,121 2

3 Banc of America Funding Trust, 6% $59,308 Banc of America Mortgage Trust, 4.5% $113,457 Banco Bilbao Vizcaya Argentaria Bancomer SA, 4.5% 03/10/2016 $255,250 Banco Bradesco SA, 4.5% 01/12/2017 $208,050 Banco Santander Chile, 3.75% 09/22/2015 $225,846 Bangkok Bank PCL, 2.75% 03/27/2018 $253,489 Bank of America (Merrill Lynch - Countrywide) Alternative Loan Trust, 6% $532,558 Bank of America (Merrill Lynch - Countrywide) Alternative Loan Trust, 6% $333,021 Bank of America (Merrill Lynch - Countrywide) Commercial Mortgage Trust, 5.17% $559,161 Bank of America (Merrill Lynch - Deutsche Bank Trust), 3.35% $306,642 Bank of America Corp., 2.65% 04/01/2019 $353,900 Bank of America Corp., 5.49% 03/15/2019 $72,233 Bank of America Corp., 6.25% 05/15/2016 $218,231 Bank of Baroda, 4.88% 07/23/2019 $319,442 Bank of India, 3.25% 04/18/2018 $305,620 Bank of New York Mellon Corp. (The), 2.2% 03/04/2019 $230,579 Bank of New York Mellon Corp. (The), 4.95% 12/31/2049 $148,875 Barclays (Lehman Brothers) - UBS Commercial Mortgage Trust, 5.37% $518,688 Barclays (Lehman Brothers) - UBS Commercial Mortgage Trust, 5.43% $882,515 Barclays (Lehman Brothers) - UBS Commercial Mortgage Trust, 5.86% $965,166 Barclays (Lehman Brothers) - UBS Commercial Mortgage Trust, 5.87% $606,750 Barclays (Lehman Brothers) Commercial Mortgage Trust, 5.9% $384,017 Barclays Bank plc, 6.05% 12/04/2017 $108,785 Bayview Commercial Asset Trust, 1.68% $316,429 Bayview Financial Acquisition Trust, 6.21% $382,969 Bbva Banco Continental Sa, 3.25% 04/08/2018 $233,163 Bcrr Trust , 5.86% $200,267 Beacon Container Finance LLC, 3.72% 09/20/2027 $350,658 Blackstone Holdings Finance Co. LLC, 6.63% 08/15/2019 $232,789 Bombardier, Inc., 4.75% 04/15/2019 $635,375 Boyd Gaming Corp., 08/14/2020 $173,207 3

4 Brookfield Residential Properties, Inc., 6.5% 12/15/2020 $190,080 BXG Receivables Note Trust, 2.66% 12/02/2027 $82,164 BXG Receivables Note Trust, 2.88% 05/02/2030 $553,796 California Republic Auto Receivables Trust, 1.76% 01/16/2018 $201,476 California Republic Auto Receivables Trust, 2.24% 01/15/2019 $345,848 Capital Auto Receivables Asset Trust, 1.74% 10/22/2018 $1,002,653 Capital Auto Receivables Asset Trust, 2.67% 02/20/2019 $510,188 Capital One Financial Corp., 6.15% 09/01/2016 $659,620 CarFinance Capital Auto Trust, 1.46% 12/17/2018 $1,039,304 CarFinance Capital Auto Trust, 2.64% 11/16/2020 $414,665 CarFinance Capital Auto Trust, 2.75% 11/15/2018 $573,832 CarFinance Capital Auto Trust, 3.15% 08/15/2019 $304,794 Carmax Auto Owner Trust, 2.08% 01/15/2020 $400,736 CarMax Auto Owner Trust, 2.2% 09/15/2020 $703,452 CarMax Auto Owner Trust, 2.39% 03/15/2021 $589,953 Carnow Auto Receivables Trust, 1.97% 11/15/2017 $35,704 CarNow Auto Receivables Trust, 4.16% 11/15/2018 $348,813 Ccg Receivables Trust, 2.15% 11/15/2021 $402,085 CCO Holdings LLC, 5.25% 03/15/2021 $135,000 Centerpoint Energy Transition Bond Co. LLC, 0.9% 04/15/2018 $229,550 Centex Home Equity Loan Trust, 5.35% $405,395 Centex Home Equity Loan Trust, 5.54% $244,219 Centre Point Funding Llc, 2.61% 08/20/2021 $678,429 CenturyLink, Inc., 5.63% 04/01/2020 $185,073 Cequel Communications Holdings I LLC (Cequel Capital Corp.), 5.13% 12/15/2021 $95,747 Cequel Communications Holdings I LLC (Cequel Capital Corp.), 5.13% 12/15/2021 $227,969 Cequel Communications LLC, 02/14/2019 $313,560 Ceridian HCM Holding, Inc., 09/15/2020 $394,892 Charger OpCo B.V. (Oak Tea, Inc.), 07/23/2021 $58,705 Charter Communications Operations LLC, 01/03/2021 $120,277 Cheesecake Restaurant Holdings, Inc., 4.47% 03/20/2043 $392,166 4

5 China Cinda Finance Ltd., 4% 05/14/2019 $255,508 Chrysler Group LLC, 05/24/2017 $498,551 Chubb Corp. (The), 6.38% 03/29/2067 $183,575 Citigroup - Deutsche Bank Commercial Mortgage Trust, 5.32% $406,334 Citigroup - Deutsche Bank Commercial Mortgage Trust, 5.37% $1,011,414 Citigroup Commercial Mortgage Trust, 5.71% $1,657,799 Citigroup Commercial Mortgage Trust, 5.71% $895,267 Citigroup Commercial Mortgage Trust, 5.81% $256,195 Citigroup Commercial Mortgage Trust, 6.35% $248,749 Citigroup Mortgage Loan Trust, Inc., 3.5% $518,124 Citigroup Mortgage Loan Trust, Inc., 4% $282,931 Citigroup Mortgage Loan Trust, Inc., 6.75% $210,862 Citigroup, Inc., 0.53% 06/09/2016 $99,545 CityCenter Holdings LLC, 10/16/2020 $161,379 Cli Funding Llc, 3.38% 10/18/2029 $468,729 Colony Multi-Family Commercial Mortgage-Backed Securities, 2.54% $729,167 Commercial Mortgage Pass-Through-Certificates, 5.8% $1,339,300 Commercial Mortgage Trust, 5.87% $815,105 Community Health Systems, Inc. (CHS), 12/31/2018 $330,880 Community Health Systems, Inc., 5.13% 08/01/2021 $66,381 Conseco Financial Corp., 7.14% 03/15/2028 $229,427 Continental Airlines Pass-Through-Trust, 6.25% 04/11/2020 $504,687 Continental Airlines Pass-Through-Trust, 6.54% 02/02/2019 $174,755 Continental Airlines Pass-Through-Trust, 6.7% 06/15/2021 $937,976 Continental Airlines Pass-Through-Trust, 7.25% 11/10/2019 $919,306 ConvaTec, Inc., 12/22/2016 $8,007 Cooperatieve Centrale Raiffeisen-Boerenleenbank BA NY, 2.25% 01/14/2019 $432,524 Corpbanca SA, 3.88% 09/22/2019 $304,144 Corporate Office Properties LP, 3.7% 06/15/2021 $217,724 Credit Suisse Commercial Mortgage Trust, 3.5% $890,191 Credit Suisse Commercial Mortgage Trust, 5.36% $281,945 5

6 Credit Suisse Commercial Mortgage Trust, 5.38% $523,902 Credit Suisse Commercial Mortgage Trust, 5.54% $174,019 Credit Suisse First Boston Mortgage Securities Corp., 5.25% $102,044 CRH America, Inc., 8.13% 07/15/2018 $117,222 Crown Castle Towers Llc, 4.88% $504,249 CSC Holdings, Inc., 04/17/2020 $456,086 Daimler Finance North America Llc, 2.45% 05/18/2020 $496,327 DaVita HealthCare Partners, Inc., 06/24/2021 $100,171 Delos Finance S.A.R.L., 03/06/2021 $207,948 Delta Air Lines Pass-Through-Trust, 4.75% 05/07/2020 $743,091 Deutsche Bank - UBS Mortgage Trust, 3.64% $331,952 Developers Diversified Realty Corp., 7.88% 09/01/2020 $697,166 Digital Realty Trust Lp, 3.95% 07/01/2022 $194,373 DigitalGlobe, Inc., 01/31/2020 $171,183 Dish DBS Corp., 4.25% 04/01/2018 $168,300 DNB Bank ASA, 3.2% 04/03/2017 $567,210 Domino's Pizza Master Issuer LLC, 5.22% 01/25/2042 $284,090 Drive Auto Receivables Trust, 3.06% 05/17/2021 $611,963 DT Auto Owner Trust, 2.46% 01/15/2020 $330,951 Dt Auto Owner Trust, 2.64% 10/15/2019 $755,141 DT Auto Owner Trust, 2.73% 02/15/2019 $161,318 Dt Auto Owner Trust, 3.04% 09/15/2020 $605,294 Dun & Bradstreet Corp. (The), 3.25% 12/01/2017 $66,088 Dun & Bradstreet Corp/the, 4.00% 06/15/2020 $135,526 DuPont Fabros Technology LP, 5.88% 09/15/2021 $239,113 Endo Luxembourg Finance, 06/24/2016 $84,000 Endo Luxembourg Finance, 06/24/2022 $132,465 Envision Healthcare Corp., 05/25/2018 $98,645 Exelon Corp, 2.85% 06/15/2020 $45,191 Exeter Automobile Receivables Trust, 2.42% 01/15/2019 $648,669 Exeter Automobile Receivables Trust, 3.06% 07/16/2018 $200,658 6

7 Exeter Automobile Receivables Trust, 3.26% 12/16/2019 $333,304 Exeter Automobile Receivables Trust, 3.52% 02/15/2019 $508,423 Extended Stay America Trust, 2.3% $942,020 Fairway Outdoor Funding LLC, 4.21% 10/15/2042 $356,608 FDIC Trust, 4.5% $162,288 FHLMC, 1.83% $268,582 Fieldwood Energy LLC, 10/01/2018 $81,783 Fifth Third Auto Trust, 1.21% 04/15/2019 $386,165 Fifth Third Bancorp, 4.5% 06/01/2018 $158,802 First Tennessee Bank N.A., 2.95% 12/01/2019 $249,675 FNMA REMIC, 0% $18,407 FNMA, 10.5% $9 FNMA, 2.5% $949,973 FNMA, 2.5% $951,932 FNMA, 3% $373,882 FNMA, 3% $1,222,350 FNMA, 3% $343,735 FNMA, 3.5% $767,442 FNMA, 4% $1,274,576 FNMA, 4% $616,021 FNMA, 4% $144,668 FNMA, 4.5% $204,008 FNMA, 5% $484,154 FNMA, 6% $12,959 Ford Credit Auto Owner Trust, 1% 09/15/2017 $1,502,456 Ford Motor Credit Co. LLC, 5.75% 02/01/2021 $449,017 Forest Laboratories, Inc., 4.38% 02/01/2019 $217,000 Fortescue Metals Group (FMG) Resources Property Ltd., 06/30/2019 $67,558 Freddie Mac Gold Pool, 3.50% $1,299,047 Freddie Mac Gold Pool, 4.00% $568,444 Frontier Communications Corp., 6.25% 09/15/2021 $366,000 7

8 FS Investment Corp., 4.25% 01/15/2020 $303,013 FS Investment Corp., 4.75% 05/15/2022 $258,981 GAHR Commercial Mortgage Trust, 3.49% $406,752 General Motors Financial CO Inc, 2.4% 04/10/2018 $125,248 General Motors Financial Co., Inc., 4.75% 08/15/2017 $491,088 Genpact Ltd., 08/30/2019 $355,338 Genworth Holdings, Inc., 7.63% 09/24/2021 $633,000 Gerdau Holdings, Inc., 7% 01/20/2020 $217,000 Global Science Finance S.A.R.L., 2.98% 04/17/2028 $234,077 GLP Capital LP (GLP Financing II, Inc.), 4.88% 11/01/2020 $468,050 GMAC Mortgage Corp. Loan Trust, 3.03% $318,828 GNMA, 7% $13,234 GNMA, 7% $5,689 GNMA, 7% $5,066 GNMA, 7% $13,230 GNMA, 7% $2,006 GNMA, 7% $2,757 GNMA, 7% $10,077 Gold Key Resorts LLC, 3.22% 05/17/2031 $547,029 Goldman Sachs Group, Inc. (The), 5.63% 01/15/2017 $778,214 Goldman Sachs Group, Inc. (The), 7.5% 02/15/2019 $58,693 Goldman Sachs Mortgage Securities Trust $1,456,255 Goldman Sachs Mortgage Securities Trust, 5.79% $1,960,110 Granite Acquisition, Inc., 12/17/2021 $232,558 Granite Acquisition, Inc., 12/17/2021 $10,284 GreatAmerica Leasing Receivables Funding, LLC, 1.16% 05/15/2018 $415,620 GSAA Home Equity Trust, 5% $83,126 GSAA Home Equity Trust, 5.62% $326,368 Guanay Finance Ltd., 6% 12/15/2020 $541,905 Hanesbrands, Inc., 04/29/2022 $22,165 HCA, Inc., 3.75% 03/15/2019 $201,500 8

9 HCA, Inc., 6.5% 02/15/2020 $363,188 HCP, Inc., 3.75% 02/01/2019 $285,885 Healthcare Trust of America Holdings LP, 3.38% 07/15/2021 $134,204 Heinz (H.J.) Co., 06/05/2020 $42,639 Hertz Vehicle Financing LLC, 3.29% 03/25/2018 $123,496 Hilton Grand Vacations Trust, 1.77% 11/25/2026 $256,695 Hilton Grand Vacations Trust, 2.28% 01/25/2026 $1,140,177 Hilton USA Trust, 5.22% $658,445 Hilton Worldwide Finance LLC, 10/26/2020 $170,042 Hj Heinz Co, 2.80% 07/02/2020 $84,989 Hj Heinz Co, 3.50% 07/15/2022 $90,326 Hologic Inc, 5.25% 07/15/2022 $30,713 HSBC USA, Inc., 1.7% 03/05/2018 $308,997 HSBC USA, Inc., 2.63% 09/24/2018 $296,073 Huntington Bancshares, Inc., 7% 12/15/2020 $291,561 Hutchison Whampoa International Ltd., 6% $297,231 Hyundai Auto Receivables Trust, 2.51% 12/15/2020 $402,632 Hyundai Auto Receivables Trust, 2.73% 06/15/2021 $555,683 Hyundai Capital Services, Inc., 1.45% 02/06/2017 $169,437 Hyundai Capital Services, Inc., 2.13% 10/02/2017 $60,587 ICAHN Enterprises LP (ICAHN Enterprises Finance Corp.), 3.5% 03/15/2017 $15,094 ICAHN Enterprises LP (ICAHN Enterprises Finance Corp.), 4.88% 03/15/2019 $20,154 ICAHN Enterprises LP (ICAHN Enterprises Finance Corp.), 5.88% 02/01/2022 $203,500 ICICI Bank Ltd., 4.8% 05/22/2019 $530,141 IMC Home Equity Loan Trust, 7.31% $140,839 IMS Health, Inc., 03/17/2021 $72,878 Industrial & Commercial Bank of China Ltd., 3.23% 11/13/2019 $254,204 INEOS U.S. Finance LLC, 03/31/2022 $25,041 Infor (U.S.), Inc., 06/03/2020 $167,035 International Game Technology plc, 5.63% 02/15/2020 $196,500 Intesa San Paolo S.p.A, 3.13% 01/15/2016 $201,525 9

10 IPIC GMTN Ltd., 3.75% 03/01/2017 $207,250 Israel Electric Corp. Ltd., 5.63% 06/21/2018 $299,074 istar Financial, Inc., 4% 11/01/2017 $123,281 istar Financial, Inc., 5% 07/01/2019 $247,500 Jefferies Group, Inc., 5.13% 04/13/2018 $159,206 Jefferies Resecuritization Trust, 4% $319,279 JPMorgan Chase & Co. Series V, 5.000%, 5% 12/29/2049 $78,300 JPMorgan Chase & Co., 2.25% 01/23/2020 $530,658 JPMorgan Chase & Co., 5.3% 12/29/2049 $49,755 JPMorgan Chase & Co., 6.13% 06/27/2017 $216,251 JPMorgan Chase (Bear Stearns) Adjustable Rate Mortgage Trust, 2.27% $146,416 JPMorgan Chase (Bear Stearns) Adjustable Rate Mortgage Trust, 2.73% $129,645 JPMorgan Chase (Bear Stearns) Asset Backed Securities Trust, 5.5% $426,587 JPMorgan Chase (Bear Stearns) Commercial Mortgage Securities, Inc., 5.36% $367,131 JPMorgan Chase (Bear Stearns) Commercial Mortgage Securities, Inc., 5.45% $238,537 JPMorgan Chase (Bear Stearns) Commercial Mortgage Securities, Inc., 5.58% $1,010,744 JPMorgan Chase (Bear Stearns) Commercial Mortgage Securities, Inc., 5.69% $884,692 JPMorgan Chase (Bear Stearns) Commercial Mortgage Securities, Inc., 5.7% $358,250 JPMorgan Chase (Washington Mutual) Mortgage Pass-Through Certificates Trust, 2.26% $266,615 JPMorgan Chase (Washington Mutual) Mortgage Pass-Through Certificates Trust, 2.45% $401,658 JPMorgan Chase Commercial Mortgage Securities Trust, 3.3% $384,384 JPMorgan Chase Commercial Mortgage Securities Trust, 4% $433,830 JPMorgan Chase Commercial Mortgage Securities Trust, 4.31% $118,148 JPMorgan Chase Commercial Mortgage Securities Trust, 5.34% $1,315,965 JPMorgan Chase Commercial Mortgage Securities Trust, 5.37% $604,375 JPMorgan Chase Commercial Mortgage Securities Trust, 5.46% $578,865 JPMorgan Chase Commercial Mortgage Securities Trust, 5.88% $2,461,412 JPMorgan Chase Commercial Mortgage Securities Trust, 5.91% $565,956 JPMorgan Chase Mortgage Trust, 2.29% $128,058 JPMorgan Chase Mortgage Trust, 2.45% $196,766 JPMorgan Chase Mortgage Trust, 2.52% $242,171 10

11 JPMorgan Chase Mortgage Trust, 3% $763,105 JPMorgan Chase Mortgage Trust, 3.5% $243,761 Juniper Networks, Inc., 3.3% 06/15/2020 $110,683 KeyCorp, 5.1% 03/24/2021 $205,052 Kinder Morgan, Inc., 3.05% 12/01/2019 $84,838 Korea Development Bank, 3.88% 05/04/2017 $260,091 Korea Western Power Co., Ltd., 3.13% 05/10/2017 $204,846 Kronos, Inc., 10/30/2019 $297,432 Laredo Petroleum, Inc., 6.25% 03/15/2023 $81,800 Las Vegas Sands LLC, 12/19/2020 $333,758 Lazard Group LLC, 4.25% 11/14/2020 $367,666 Leaf Receivables Funding 10 Llc, 3.74% 05/17/2021 $578,209 Level 3 Financing, Inc., 01/15/2020 $127,199 Level 3 Financing, Inc., 05/31/2022 $92,487 Libbey Glass, Inc., 04/09/2021 $152,603 Life Time Fitness, 06/04/2022 $230,637 Lincoln National Corp., 6.05% 04/20/2067 $67,875 Lincoln National Corp., 8.75% 07/01/2019 $275,864 Macquarie Bank Ltd., 2% 08/15/2016 $232,285 Macquarie Group Ltd., 3% 12/03/2018 $76,257 Mallinckrodt International Finance S.A., 03/19/2021 $24,786 Mallinckrodt International Finance SA (Mallinckrodt CB LLC), 4.88% 04/15/2020 $15,320 Marriott International, Inc., 3.13% 10/15/2021 $289,396 Marriott Vacation Club Owner Trust, 2.51% 05/20/2030 $470,856 Masco Corp., 5.95% 03/15/2022 $471,450 MASTR Alternative Loan Trust, 5% $133,196 MASTR Alternative Loan Trust, 5.5% $200,308 MASTR Alternative Loan Trust, 5.75% $184,813 MASTR Alternative Loan Trust, 6% $290,458 MASTR Alternative Loan Trust, 6% $175,544 MASTR Asset Securitization Trust, 5% $503,071 11

12 Mastr Specialized Loan Trust, 5.7% $603,808 MEG Energy Corp., 03/31/2020 $306,627 Methanex Corp., 3.25% 12/15/2019 $155,820 MGM Resort International, 12/20/2019 $200,184 Mizuho Corporate Bank Ltd., 1.85% 03/21/2018 $200,190 Morgan Stanley Capital I Trust, 5.33% $577,960 Morgan Stanley Capital I Trust, 5.65% $1,614,864 Morgan Stanley Capital I Trust, 5.68% $445,951 Morgan Stanley Capital I Trust, 5.69% $803,656 Morgan Stanley Capital I Trust, 5.81% $481,745 Morgan Stanley Capital I Trust, 6.27% $230,730 Morgan Stanley Capital I Trust, 6.27% $1,051,560 Morgan Stanley Residential Mortgage Loan Trust, 2.98% $255,380 Morgan Stanley, 5.55% 04/27/2017 $760,795 MPT Operating Partnership LP (MPT Finance Corp.), 6.38% 02/15/2022 $47,981 MUFG Union Bank NA, 2.63% 09/26/2018 $304,669 National City Mortgage Capital Trust, 6% 03/25/2038 $356,448 Navient LLC, 4.88% 06/17/2019 $376,200 New Residential Mortgage Loan Trust, 3.75% $132,345 New Residential Mortgage Loan Trust, 3.75% $233,123 New Residential Mortgage Loan Trust, 3.75% $697,076 New York Life Global Funding, 1.95% 02/11/2020 $68,902 Newfield Exploration Co., 5.63% 07/01/2024 $267,650 Newfield Exploration Co., 5.75% 01/30/2022 $56,100 NGL Energy Partners LP (NGL Energy Finance Corp.), 5.13% 07/15/2019 $365,913 Nielsen Finance LLC (Nielsen Finance Co.), 5% 04/15/2022 $374,775 Nortek, Inc., 10/30/2020 $47,292 Nortek, Inc., 10/30/2020 $229,702 Northwest Airlines Pass-Through-Trust, 6.26% 11/20/2021 $276,998 NRG Energy, Inc., 07/01/2018 $589,891 Nxp Bv / Nxp Funding Llc, 4.13% 06/15/2020 $202,000 12

13 Onemain Financial Issuance Trust, 2.43% 06/18/2024 $804,412 Oracle Corp., 2.5% 05/15/2022 $184,311 Origen Manufactured Housing Contract Trust, 5.73% 11/15/2035 $84,538 Owens & Minor, Inc., 3.88% 09/15/2021 $66,874 Packaging Corp. of America, 3.9% 06/15/2022 $186,912 Paragon Offshore Finance Co., 07/16/2021 $101,466 Penske Truck Leasing Co. LP, 3.38% 02/01/2022 $198,497 Petroleos Mexicanos, 3.13% 01/23/2019 $232,185 PetSmart, Inc., 03/10/2022 $311,766 Pinnacle Entertainment, Inc., 08/13/2020 $39,428 PNC Funding Corp., 5.63% 02/01/2017 $10,626 Prestige Brands, Inc., 09/03/2021 $18,056 Progressive Corp. (The), 6.7% 06/15/2037 $62,550 Prudential Financial, Inc., 4.75% 09/17/2015 $100,774 Prudential Financial, Inc., 8.88% 06/15/2038 $117,000 Quintiles Transnational Corp., 05/12/2022 $44,138 Quintiles Transnational Corp., 4.88% 05/15/2023 $65,488 QVC, Inc., 3.13% 04/01/2019 $327,557 Rali Series 2003-qs17 Trust, 5.50% $378,961 Regency Energy Partners LP (Regency Energy Finance Corp.), 5.75% 09/01/2020 $375,336 Republic of Sri Lanka, 6% 01/14/2019 $240,581 Residential Funding Mortgage Securities I, Inc., 5.5% $124,919 Residential Funding Mortgage Securities II Home Loan Trust, 0.43% $243,736 Residential Funding Mortgage Securities II Home Loan Trust, 5.72% $265,286 Residential Funding Securities Corp. Trust, 5% $59,119 RJS Power Holdings LLC, 5.13% 07/15/2019 $152,675 RPI Finance Trust, 11/09/2020 $546,993 Sabine Pass Liquefaction Llc, 6.25% 03/15/2022 $353,600 Santander Drive Auto Receivables Trust, 1.81% 04/15/2019 $703,262 Santander Drive Auto Receivables Trust, 1.94% 03/15/2018 $356,569 Santander Drive Auto Receivables Trust, 2.27% 01/15/2019 $548,072 13

14 Santander Drive Auto Receivables Trust, 2.52% 09/17/2018 $452,264 Santander Drive Auto Receivables Trust, 2.7% 08/15/2018 $151,687 Santander Drive Auto Receivables Trust, 2.73% 10/15/2019 $544,443 Santander Drive Auto Receivables Trust, 2.94% 12/15/2017 $421,545 Santander Drive Auto Receivables Trust, 3.01% 04/16/2018 $306,524 Santander Drive Auto Receivables Trust, 3.87% 02/15/2018 $409,134 Santander Holdings USA, Inc., 2.65% 04/17/2020 $564,795 Santander Holdings USA, Inc., 3% 09/24/2015 $20,055 SBA Tower Trust, 2.93% $157,284 Scientific Games International, Inc., 7% 01/01/2022 $295,688 Seadrill Operating LP, 02/21/2021 $251,622 Select Income Reit, 4.15% 02/01/2022 $454,894 Seminole Hard Rock Entertainment, Inc., 05/14/2020 $82,200 Seminole Tribe of Florida, Inc., 04/29/2020 $174,528 Senior Housing Properties Trust, 3.25% 05/01/2019 $125,013 Sierra Timeshare Receivables Funding LLC, 1.59% 11/20/2029 $103,045 Sierra Timeshare Receivables Funding LLC, 1.87% 08/20/2029 $439,432 Sierra Timeshare Receivables Funding LLC, 2.05% 08/20/2031 $162,791 Sierra Timeshare Receivables Funding LLC, 2.07% 03/20/2030 $235,567 Sierra Timeshare Receivables Funding LLC, 4.23% 04/20/2026 $149,501 Sierra Timeshare Receivables Funding LLC, 4.44% 11/20/2025 $62,742 Silverleaf Finance Llc, 2.81% 01/15/2027 $534,845 Silverleaf Finance LLC, 3% 03/17/2025 $48,303 Silverleaf Finance XVII LLC, 2.68% 03/16/2026 $133,800 Sinopec Capital Ltd., 1.88% 04/24/2018 $247,817 Six Flags, 06/17/2022 $142,288 Skandinaviska Enskilda Banken Ab, 1.75% 03/19/2018 $224,870 SLM Private Education Loan Trust, 2.59% 01/15/2026 $1,472,260 SLM Private Education Loan Trust, 2.94% 10/15/2031 $334,521 SNAAC Auto Receivables Trust, 2.21% 01/15/2020 $401,069 Societe Generale S.A., 3.5% 01/15/2016 $228,056 14

15 SoFi Professional Loan Program LLC, 2.42% 03/25/2030 $457,541 SoFi Professional Loan Program LLC, 2.55% 08/27/2029 $372,388 SoFi Professional Loan Program LLC, 3.02% 10/25/2027 $823,991 Spectrum Brands Hldgs, 06/16/2022 $49,123 Sprint Communications, Inc., 6% 12/01/2016 $119,384 Sprint Corp., 7.25% 09/15/2021 $231,916 Ss&c Technologies Inc, 06/29/2020 $39,273 Ss&c Technologies Inc, 06/29/2020 $8,847 Ss&c Technologies Inc, 06/29/2022 $124,287 Ss&c Technologies Inc, 06/29/2022 $27,999 Staples, Inc., 04/23/2021 $247,936 State Grid Overseas Investment Ltd., 2.75% 05/07/2019 $333,096 State of California Taxable, 1.05% 02/01/2016 $501,465 State of Illinois, 5.55% 04/01/2019 $201,461 State Street Corp., 4.96% 03/15/2018 $564,096 Structured Adjustable Rate Mortgage Loan Trust, 2.38% $416,609 Structured Adjustable Rate Mortgage Loan Trust, 2.44% 05/25/2034 $548,569 Structured Adjustable Rate Mortgage Loan Trust, 2.47% $230,583 Structured Adjustable Rate Mortgage Loan Trust, 2.48% $688,239 Structured Adjustable Rate Mortgage Loan Trust, 2.64% $911,130 Structured Asset Securities Corp. Assistance Loan Trust, 3.36% $247,263 Structured Asset Securities Corp. Mortgage Pass - Through Certificates, 2.6% $450,898 Structured Asset Securities Corp. Mortgage Pass - Through Certificates, 3.45% $138,532 Structured Asset Securities Corp. Mortgage Pass - Through Certificates, 3.45% $1,085,225 Structured Asset Securities Corp. Mortgage Pass - Through Certificates, 5.5% $387,075 Structured Asset Securities Corp. Mortgage Pass - Through Certificates, 5.5% $249,648 Structured Asset Securities Corp., 3.38% 08/25/2031 $217,617 Structured Asset Securities Corp., 3.77% $102,285 SunGard Data Systems, Inc. (Solar Capital Corp.), 03/08/2020 $450,421 SunTrust Banks, Inc., 2.75% 05/01/2023 $456,464 SVO VOI Mortgage Corp., 2% 09/20/2029 $87,078 15

16 SVO VOI Mortgage Corp., 3.65% 07/20/2027 $91,626 Swedbank AB, 1.75% 03/12/2018 $200,183 T-Mobile USA, Inc., 6.54% 04/28/2020 $99,702 TAL Advantage V LLC, 2.83% 02/22/2038 $449,776 TAL Advantage V LLC, 3.27% 11/21/2039 $474,318 TCF Auto Receivables Owner Trust, 2.33% 05/15/2020 $477,910 Telecom Italia Capital SA, 7.17% 06/18/2019 $56,188 Telefonica Emisiones SAU, 3.19% 04/27/2018 $200,211 Tenet Healthcare Corp, 3.78% 06/15/2020 $141,400 Tenet Healthcare Corp., 6% 10/01/2020 $85,500 Tenet Healthcare Corp., 8.13% 04/01/2022 $318,275 Textainer Marine Containers Ltd., 3.27% 10/20/2039 $419,704 Textron, Inc., 4.63% 09/21/2016 $660,404 Ti Group Auto Systems Llc, 06/26/2022 $19,975 TIAA Asset Management Finance Co. LLC, 2.95% 11/01/2019 $432,837 Tidewater Auto Receivables Trust, 2.43% 04/15/2019 $150,434 Time Warner Cable, Inc., 6.75% 07/01/2018 $239,592 Toll Brothers Finance Corp., 4% 12/31/2018 $479,531 Toll Brothers Finance Corp., 6.75% 11/01/2019 $228,575 Transdigm, 05/14/2022 $79,066 TransDigm, Inc., 02/28/2020 $138,670 TransDigm, Inc., 06/04/2021 $65,919 Tri Pointe Holdings Inc, 4.38% 06/15/2019 $290,575 Tribune Media Co, 12/27/2020 $226,693 Tronox Finance LLC, 6.38% 08/15/2020 $121,225 Turkiye Is Bankasi, 3.75% 10/10/2018 $365,584 U-Haul S Fleet LLC, 4.9% 10/25/2023 $363,167 U.S. Airways Pass-Through-Trust, 7.08% 03/20/2021 $125,217 U.S. Treasury Note, 0.5% 09/30/2016 $11,710,975 UAL Pass-Through-Trust, 6.64% 07/02/2022 $340,105 UAL Pass-Through-Trust, 9.75% 01/15/2017 $1,464,078 16

17 United Airlines, Inc. (Continental Airlines, Inc.), 09/15/2021 $187,646 Valeant Pharmaceuticals International, Inc., 02/13/2019 $141,162 Vedanta Resources plc, 6% 01/31/2019 $486,250 Ventas Realty LP (Ventas Capital Corp.), 2.7% 04/01/2020 $151,688 Ventas Realty LP (Ventas Capital Corp.), 4% 04/30/2019 $533,257 Vericrest Opportunity Loan Trust, 3.38% $268,552 Vericrest Opportunity Loan Trust, 3.38% $419,323 Vericrest Opportunity Loan Trust, 3.38% $448,078 Vericrest Opportunity Loan Trust, 3.5% $149,819 Verizon Communications, Inc., 2.5% 09/15/2016 $38,613 Verizon Communications, Inc., 2.55% 06/17/2019 $116,486 Verizon Communications, Inc., 3.65% 09/14/2018 $63,024 Verizon Communications, Inc., 4.6% 04/01/2021 $75,148 VFC LLC, 2.75% $138,396 Virgin Australia Trust, 5% 10/23/2023 $900,433 Volvo Financial Equipment LLC, 1.24% 08/15/2019 $450,883 Volvo Financial Equipment Llc, 1.94% 11/15/2021 $205,142 Voya Financial, Inc., 2.9% 02/15/2018 $358,999 Voya Financial, Inc., 5.5% 07/15/2022 $134,591 VRX Escrow Corp., 5.38% 03/15/2020 $243,225 VRX Escrow Corp., 5.88% 05/15/2023 $46,181 Washington Mutual Mortgage Pass Through Certificates, 5% $114,052 Waste Industries USA, Inc., 02/27/2020 $189,294 Welk Resorts 2015-a Llc, 2.79% 06/16/2031 $399,867 Welk Resorts LLC, 3.1% 03/15/2029 $196,388 Wells Fargo & Co. Series K, 7.980%, 7.98% $351,406 Wells Fargo & Co., 5.13% 09/15/2016 $104,813 Wells Fargo (Wachovia Bank Commercial Mortgage Trust), 5.38% $998,184 Wells Fargo (Wachovia Bank Commercial Mortgage Trust), 5.51% $1,323,376 Wells Fargo (Wachovia Bank) Commercial Mortgage Trust, 5.34% $630,181 Wells Fargo (Wachovia Bank) Commercial Mortgage Trust, 5.71% $283,534 17

18 Wells Fargo (Wachovia Bank) Commercial Mortgage Trust, 5.90% $967,386 Wells Fargo (Wachovia Bank) Commercial Mortgage Trust, 5.95% $85,470 Wells Fargo Mortgage Backed Securities Trust, 2.49% $93,100 Wells Fargo Mortgage Backed Securities Trust, 2.49% $363,689 Wells Fargo Mortgage Backed Securities Trust, 2.61% $343,121 Wells Fargo Mortgage Backed Securities Trust, 2.63% $443,837 Wells Fargo Mortgage Backed Securities Trust, 5.5% $128,938 Westgate Resorts LLC, 3% 01/20/2025 $49,313 Westlake Automobile Receivables Trust, 1.7% 11/15/2019 $334,168 Willis, 4.13% 03/15/2016 $127,540 Willis, 6.2% 03/28/2017 $42,822 WinWater Mortgage Loan Trust, 3.5% $705,686 WinWater Mortgage Loan Trust, 4% $746,054 Wyndham Worldwide Corp., 2.5% 03/01/2018 $40,084 XLIT Ltd., 2.3% 12/15/2018 $135,825 XLIT Ltd., 6.5% 12/29/2049 $282,358 Zimmer Holdings, Inc., 2.7% 04/01/2020 $303,161 Zimmer Holdings, Inc., 3.15% 04/01/2022 $299,733 Zions Bancorp, 4.5% 03/27/2017 $78,299 Zoetis, Inc., 1.88% 02/01/2018 $24,900 Total Invested Assets: $194,962,851 The holdings do not include cash, cash equivalents, futures, forward contracts. This fund is actively managed and current holdings may be different. The fund holdings listing provided here is not part of the fund's annual/semiannual report or Form N-Q. The most recent annual/semiannual report can be viewed at Forms N-Q are available at the SEC's website at The information provided in this listing may differ from a fund's holdings disclosed in it's annual/semiannual report and Form N-Q. Please carefully consider the investment objectives, risks, charges, and expenses of the Fund before investing. For this and other information about any Virtus mutual fund, call or visit for a prospectus and/or summary prospectus. Read the prospectus and/or summary prospectus carefully before you invest or send money. Mutual funds distributed by VP Distributors, LLC. 18