NPORT-P false 0002025137 XXXXXXXX S000086626 C000252214 Virtus Managed Account Completion Shares (MACS) Trust 811-23968 0002025137 254900XYJHIHC7455V12 101 Munson Street Greenfield 01301-9668 860-263-4790 Virtus Newfleet RMBS MACS S000086626 254900G2LHZGHTBHPK18 2026-06-30 2026-03-31 N 33243036.34 186355.85 33056680.49 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 2169539.75000000 USD N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R N/A 64831EAA8 161423.06000000 PA USD 155182.77000000 0.469444504710 Long ABS-O CORP US N 2 2058-10-25 Variable 0.94054000 N N N N N N FIRSTKEY HOMES 2021-SFR1 TRUST N/A 33767WAG8 420000.00000000 PA USD 415208.22000000 1.256049348710 Long ABS-O CORP US N 2 2038-08-19 Fixed 2.18900000 N N N N N N NYMT LOAN TRUST 2024-CP1 N/A 67118PAA0 555000.65000000 PA USD 513402.74000000 1.553098291751 Long ABS-O CORP US N 2 2068-02-25 Variable 3.75000000 N N N N N N HOMES 2023-NQM2 TRUST N/A 43761KAA2 1061718.99000000 PA USD 1059625.28000000 3.205479994642 Long ABS-O CORP US N 2 2068-02-25 Variable 6.45600000 N N N N N N TOWD POINT MORTGAGE TRUST 2024-1 N/A 89182NAA0 117096.45000000 PA USD 118990.73000000 0.359959706286 Long ABS-O CORP US N 2 2064-03-25 Variable 4.90295500 N N N N N N NLT 2021-INV2 TRUST N/A 62917JAA8 663905.64000000 PA USD 582423.37000000 1.761893092006 Long ABS-O CORP US N 2 2056-08-25 Variable 1.16200000 N N N N N N ARROYO MORTGAGE TRUST 2022-1 N/A 042855AL0 670000.00000000 PA USD 636323.92000000 1.924948030376 Long ABS-O CORP US N 2 2056-12-25 Variable 4.26900000 N N N N N N Arroyo Mortgage Trust 2018-2 N/A 042859AA6 191557.62000000 PA USD 186829.42000000 0.565179011415 Long ABS-O CORP US N 2 2049-01-25 Variable 3.80500000 N N N N N N TOWD POINT MORTGAGE TRUST 2019-4 N/A 89178BAB0 965000.00000000 PA USD 882133.62000000 2.668548707626 Long ABS-O CORP US N 2 2059-10-25 Variable 3.25000000 N N N N N N JP Morgan Mortgage Trust N/A 46641CBF7 33934.71000000 PA USD 32126.22000000 0.097185257333 Long ABS-O CORP US N 2 2044-01-25 Variable 3.50000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2023-1 N/A 03465WAA9 255928.19000000 PA USD 255172.43000000 0.771923938573 Long ABS-O CORP US N 2 2067-09-25 Variable 4.75000000 N N N N N N JP MORGAN MORTGAGE TRUST 2017-4 N/A 46648UAN4 181550.62000000 PA USD 165421.70000000 0.500418364905 Long ABS-O CORP US N 2 2048-11-25 Variable 3.50000000 N N N N N N TOWD POINT MORTGAGE TRUST 2018-6 N/A 89176LAA2 6042.13000000 PA USD 6016.21000000 0.018199679794 Long ABS-O CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N RCKT MORTGAGE TRUST 2023-CES1 N/A 74935WAA2 146729.78000000 PA USD 146642.08000000 0.443608002456 Long ABS-O CORP US N 2 2043-06-25 Variable 6.51500000 N N N N N N COREVEST AMERICAN FINANCE 18/1 TRUST N/A 21872BAL0 150428.28000000 PA USD 149502.82000000 0.452262047440 Long ABS-O CORP US N 2 2051-06-16 Fixed 4.92000000 N N N N N N TOWD POINT MORTGAGE TRUST 2024-CES1 N/A 89183CAA3 339682.40000000 PA USD 340242.91000000 1.029271254574 Long ABS-O CORP US N 2 2064-01-25 Variable 5.84800000 N N N N N N TOWD POINT MORTGAGE TRUST 2018-6 N/A 89176LAC8 1190000.00000000 PA USD 1097648.74000000 3.320505034775 Long ABS-O CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N VISIO 2022-1 TRUST N/A 92838CAB4 257372.89000000 PA USD 256836.68000000 0.776958473122 Long ABS-O CORP US N 2 2057-08-25 Variable 5.85000000 N N N N N N OBX 2024-NQM16 TRUST 254900AIRPH5Q5COT575 67120GAA6 302719.87000000 PA USD 303772.00000000 0.918942844523 Long ABS-O CORP US N 2 2064-10-25 Variable 5.53000000 N N N N N N COREVEST AMERICAN FINANCE 2020-3 TRUST N/A 21873CAA1 26503.30000000 PA USD 26364.65000000 0.079755890819 Long ABS-O CORP US N 2 2053-08-15 Fixed 1.35800000 N N N N N N WELLS FARGO MORTGAGE BACKED SECURITIES 2020-4 TRUST N/A 95002VAA7 43713.38000000 PA USD 38234.12000000 0.115662309201 Long ABS-O CORP US N 2 2050-07-25 Variable 3.00000000 N N N N N N CIM TRUST 2022-R2 N/A 12567NAA7 802358.90000000 PA USD 757743.09000000 2.292254027833 Long ABS-O CORP US N 2 2061-12-25 Variable 3.75000000 N N N N N N Imperial Fund Mortgage Trust 2022-NQM3 N/A 45276KAA5 1102853.88000000 PA USD 1099115.87000000 3.324943260205 Long ABS-O CORP US N 2 2067-05-25 Variable 4.38000000 N N N N N N RCKT MORTGAGE TRUST 2020-1 N/A 749389AA0 186020.73000000 PA USD 162504.98000000 0.491594974423 Long ABS-O CORP US N 2 2050-02-25 Variable 3.00000000 N N N N N N MILL CITY MORTGAGE LOAN TRUST 2019-1 N/A 59981AAH9 773575.16000000 PA USD 717245.35000000 2.169744025619 Long ABS-O CORP US N 2 2069-10-25 Variable 3.50000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2020-4 N/A 03464LAA4 128108.34000000 PA USD 124544.34000000 0.376759971521 Long ABS-O CORP US N 2 2065-06-25 Variable 1.46900000 N N N N N N PROVIDENT FUNDING MORTGAGE TRUST 2025-1 N/A 74388NAC0 277813.99000000 PA USD 277995.68000000 0.840966714985 Long ABS-O CORP US N 2 2055-02-25 Variable 5.50000000 N N N N N N JP MORGAN MORTGAGE TRUST 2017-5 N/A 46590YAA2 17964.58000000 PA USD 17874.28000000 0.054071611955 Long ABS-O CORP US N 2 2048-10-25 Variable 4.70171000 N N N N N N VISIO 2021-1R TRUST N/A 92837UAA7 92684.25000000 PA USD 86697.24000000 0.262268439283 Long ABS-O CORP US N 2 2056-05-25 Fixed 1.28000000 N N N N N N JP MORGAN MORT TR 2025-CES1 5299003TKRYXBBT76K08 46658XAC9 257506.10000000 PA USD 258593.03000000 0.782271620038 Long ABS-O CORP US N 2 2055-05-25 Variable 5.66600000 N N N N N N FLAGSTAR MORTGAGE TRUST 2017-1 N/A 33850BAC1 63338.16000000 PA USD 57863.08000000 0.175042016144 Long ABS-O CORP US N 2 2047-03-25 Variable 3.50000000 N N N N N N RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 N/A 76119CAA9 3703.09000000 PA USD 3690.59000000 0.011164430140 Long ABS-O CORP US N 2 2060-01-25 Variable 2.37600000 N N N N N N RCKT MORTGAGE TRUST 2024-CES1 N/A 749424AA5 225420.93000000 PA USD 226352.26000000 0.684739836682 Long ABS-O CORP US N 2 2044-02-25 Variable 6.02500000 N N N N N N New Residential Mortgage Loan Trust 2015-2 N/A 64829EAA2 121628.27000000 PA USD 118130.92000000 0.357358688921 Long ABS-O CORP US N 2 2055-08-25 Variable 3.75000000 N N N N N N JP Morgan Mortgage Trust N/A 46658CAA9 127946.78000000 PA USD 128524.57000000 0.388800593692 Long ABS-O CORP US N 2 2054-06-25 Variable 5.91900000 N N N N N N A&D MORTGAGE TRUST 2023-NQM3 N/A 00249FAA5 759787.21000000 PA USD 762370.03000000 2.306251017039 Long ABS-O CORP US N 2 2068-07-25 Variable 6.73300000 N N N N N N TOWD POINT MORTGAGE TRUST 2016-4 N/A 89172UAE8 885000.00000000 PA USD 859821.48000000 2.601052093721 Long ABS-O CORP US N 2 2056-07-25 Variable 3.91383700 N N N N N N TOWD POINT MORTGAGE TRUST 2021-1 N/A 89179YAW3 1595000.00000000 PA USD 1367791.77000000 4.137716642219 Long ABS-O CORP US N 2 2061-11-25 Variable 2.75000000 N N N N N N SEQUOIA MORTGAGE TRUST 2013-8 549300EU86QZR1NB5U93 81745EAC3 60108.10000000 PA USD 58531.15000000 0.177062999467 Long ABS-O CORP US N 2 2043-06-25 Variable 3.47770300 N N N N N N TOWD POINT MORTGAGE TRUST 2019-HY2 N/A 89177HAC6 215000.00000000 PA USD 215172.34000000 0.650919380925 Long ABS-O CORP US N 2 2058-05-28 Variable 5.38821000 N N N N N N PALISADES MORTGAGE LOAN TRUST N/A 69639AAA9 51704.13000000 PA USD 51668.99000000 0.156304230292 Long ABS-O CORP US N 2 2026-06-25 Fixed 3.48700000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2016-2 N/A 64829GAA7 27424.36000000 PA USD 26585.22000000 0.080423138699 Long ABS-O CORP US N 2 2035-11-25 Variable 3.75000000 N N N N N N TRICON AMERICAN HOMES 2020-SFR2 N/A 89613JAG5 1105000.00000000 PA USD 1053591.97000000 3.187228585516 Long ABS-O CORP US N 2 2039-11-17 Fixed 2.28100000 N N N N N N CITIGROUP MORTGAGE LOAN TRUST 2018-RP1 N/A 17326QAA1 84234.04000000 PA USD 83139.10000000 0.251504684583 Long ABS-O CORP US N 2 2064-09-25 Variable 3.00000000 N N N N N N PROGRESS RESIDENTIAL 2021-SFR6 TRUST N/A 74333HAG0 145000.00000000 PA USD 143813.36000000 0.435050821402 Long ABS-O CORP US N 2 2038-07-19 Fixed 2.22500000 N N N N N N TOWD POINT MORTGAGE TRUST 2018-2 N/A 89175VAB9 895000.00000000 PA USD 873207.29000000 2.641545603056 Long ABS-O CORP US N 2 2058-03-25 Variable 3.50000000 N N N N N N METLIFE SECURITIZATION TRUST 2017-1 N/A 59166BAB7 1110000.00000000 PA USD 1006145.40000000 3.043697628091 Long ABS-O CORP US N 2 2055-04-25 Variable 3.34906800 N N N N N N OBX 2023-NQM5 TRUST N/A 673919AL0 155983.37000000 PA USD 156035.48000000 0.472024043815 Long ABS-O CORP US N 2 2063-06-25 Variable 6.56700000 N N N N N N JP MORGAN MORTGAGE TRUST 2025-NQM2 529900LIO4UMWFLNQ670 46590SAC1 389851.97000000 PA USD 391390.75000000 1.183998950282 Long ABS-O CORP US N 2 2065-09-25 Variable 5.56700000 N N N N N N ARROYO MORTGAGE TRUST 2019-2 N/A 042858AA8 474335.57000000 PA USD 461527.80000000 1.396171040645 Long ABS-O CORP US N 2 2049-04-25 Fixed 3.34700000 N N N N N N TOWD POINT MORTGAGE TRUST 2023-1 N/A 89181JAA0 64270.79000000 PA USD 61415.48000000 0.185788406729 Long ABS-O CORP US N 2 2063-01-25 Variable 3.75000000 N N N N N N JP MORGAN MORTGAGE TRUST 2017-3 N/A 46647SBY5 27553.20000000 PA USD 24084.11000000 0.072857012994 Long ABS-O CORP US N 2 2047-08-25 Variable 2.50000000 N N N N N N ANGEL OAK MORTGAGE TRUST 2024-10 254900QN92XYN8GJBJ44 03464HAA3 550539.00000000 PA USD 548184.90000000 1.658318052128 Long ABS-O CORP US N 2 2067-05-25 Variable 4.50000000 N N N N N N VISIO 2019-2 TRUST N/A 92837DAA5 1462.98000000 PA USD 1457.42000000 0.004408851640 Long ABS-O CORP US N 2 2054-11-25 Variable 2.72200000 N N N N N N MFA TRUST 2022-INV2 N/A 55285UAA1 1069610.44000000 PA USD 1066643.98000000 3.226712314089 Long ABS-O CORP US N 2 2057-07-25 Variable 4.95000000 N N N N N N METLIFE SECURITIZATION TRUST 2017-1 N/A 59166EAB1 30814.04000000 PA USD 30454.60000000 0.092128427744 Long ABS-O CORP US N 2 2058-04-25 Variable 3.75000000 N N N N N N Starwood Mortgage Residential Trust 2022-2 N/A 85573QAB6 671334.27000000 PA USD 580311.61000000 1.755504791763 Long ABS-O CORP US N 2 2066-09-25 Variable 2.17800000 N N N N N N Ellington Financial Mortgage Trust 2019-2 N/A 31573TAC2 281224.47000000 PA USD 274083.34000000 0.829131467338 Long ABS-O CORP US N 2 2059-11-25 Variable 3.04600000 N N N N N N TOWD POINT MORTGAGE TRUST 2015-3 549300ZHISOOIT5VZP03 89177BAA3 226961.69000000 PA USD 220013.10000000 0.665563198538 Long ABS-O CORP US N 2 2058-03-25 Variable 3.75000000 N N N N N N COREVEST AMERICAN FINANCE 2019-3 TRUST N/A 21872NAJ9 295000.00000000 PA USD 276328.21000000 0.835922439591 Long ABS-O CORP US N 2 2052-10-18 Fixed 3.26500000 N N N N N N MILL CITY MORTGAGE LOAN TRUST 2017-1 N/A 59981HAC5 35777.40000000 PA USD 35501.80000000 0.107396748474 Long ABS-O CORP US N 2 2058-11-25 Variable 3.25000000 N N N N N N WOODWARD CAPITAL MANAGEMENT 2549008EA2IHW9G2TZ48 74942CAA7 362294.55000000 PA USD 364554.04000000 1.102815027389 Long ABS-O CORP US N 2 2055-05-25 Variable 5.68700000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2016-4 N/A 64829LAA6 57032.23000000 PA USD 54645.91000000 0.165309732223 Long ABS-O CORP US N 2 2056-11-25 Variable 3.75000000 N N N N N N TOWD POINT MORTGAGE TRUST 2020-MH1 N/A 89178YAB0 1115000.00000000 PA USD 1078410.94000000 3.262308628739 Long ABS-O CORP US N 2 2060-02-25 Variable 2.50000000 N N N N N N VISIO 2020-1R TRUST N/A 92837MAB3 57054.36000000 PA USD 55352.10000000 0.167446032630 Long ABS-O CORP US N 2 2055-11-25 Fixed 1.56700000 N N N N N N TOWD POINT MORTGAGE TRUST 2016-1 N/A 89177JAB4 1155000.00000000 PA USD 1044586.16000000 3.159985045431 Long ABS-O CORP US N 2 2058-12-25 Variable 3.75000000 N N N N N N JP Morgan Mortgage Trust N/A 46650AAD5 798569.35000000 PA USD 787543.34000000 2.382402976724 Long ABS-O CORP US N 2 2046-04-25 Floating 4.54303000 N N N N N N MFA 2024-NQM2 TRUST 254900MMVXALAH2X8D73 58004JAA0 586776.63000000 PA USD 586288.08000000 1.773584253801 Long ABS-O CORP US N 2 2069-08-25 Variable 5.27200000 N N N N N N TOWD POINT MORTGAGE TRUST 2017-1 N/A 89173FAC4 312724.38000000 PA USD 309018.72000000 0.934814734629 Long ABS-O CORP US N 2 2056-10-25 Variable 3.71506000 N N N N N N TRICON RESIDENTIAL 2021-SFR1 N/A 89614YAB2 775000.00000000 PA USD 769010.65000000 2.326339603980 Long ABS-O CORP US N 2 2038-07-19 Fixed 2.24400000 N N N N N N OBX 2023-NQM9 TRUST 2549007JKD4UEFDCFB08 673921AA0 568433.51000000 PA USD 572619.17000000 1.732234336636 Long ABS-O CORP US N 2 2063-10-25 Fixed 7.15900000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2014-1 N/A 64828AAA1 160650.04000000 PA USD 156208.45000000 0.472547296596 Long ABS-O CORP US N 2 2054-01-25 Variable 3.75000000 N N N N N N JP MORGAN MORTGAGE TRUST 2017-4 N/A 46648UAC8 66444.40000000 PA USD 60931.23000000 0.184323498599 Long ABS-O CORP US N 2 2048-11-25 Variable 3.50000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM2 N/A 64831MAA0 68091.48000000 PA USD 64249.75000000 0.194362377128 Long ABS-O CORP US N 2 2062-03-25 Variable 3.85384000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 N/A 64830GAB2 217021.62000000 PA USD 211644.80000000 0.640248194503 Long ABS-O CORP US N 2 2057-12-25 Variable 4.00000000 N N N N N N TOWD POINT MORTGAGE TRUST 2017-4 N/A 89173UAB3 405000.00000000 PA USD 386425.53000000 1.168978627835 Long ABS-O CORP US N 2 2057-06-25 Variable 3.00000000 N N N N N N Ajax Mortgage Loan Trust 2019-D N/A 00968FAA4 984492.63000000 PA USD 949231.25000000 2.871526226861 Long ABS-O CORP US N 2 2065-09-25 Variable 2.95600000 N N N N N N A&D MORTGAGE TRUST 2025-NQM2 9845004ECDEDFFFFC959 00250EAC0 486536.10000000 PA USD 489287.32000000 1.480146562653 Long ABS-O CORP US N 2 2070-06-25 Variable 5.79000000 N N N N N N New Residential Mortgage Loan Trust 2017-2 N/A 64829KBV1 325208.60000000 PA USD 315208.11000000 0.953538302478 Long ABS-O CORP US N 2 2057-03-25 Variable 4.00000000 N N N N N N EFMT 2025-NQM2 254900BQMS9ITLPQGJ53 281917AC8 303929.99000000 PA USD 305115.59000000 0.923007348219 Long ABS-O CORP US N 2 2070-06-25 Variable 5.59600000 N N N N N N MFA 2022-NQM2 TRUST N/A 55285QAA0 366577.63000000 PA USD 359241.94000000 1.086745355779 Long ABS-O CORP US N 2 2067-05-25 Variable 4.00000000 N N N N N N 2026-06-01 Virtus Managed Account Completion Shares (MACS) Trust Amy Hackett Amy Hackett Vice President and Assistant Treasurer XXXX