INVESTMENT COMPANY BLANKET BOND - SUMMARY PREMIUM ALLOCATION
7/1/2026 - 7/1/2027
| Premium for $44M bond coverage limit ($54,574 + $33,862) |
88,436.00 | |||||||||||
| Allocation: 13% VP Distributors |
11,496.68 | |||||||||||
| 12% Virtus Fund Services |
10,612.32 | |||||||||||
| 26% Investment Advisors |
22,993.36 | [SEE DISTRIBUTION BELOW] | ||||||||||
| 1% Virtus Partners |
884.36 | |||||||||||
| 48% Mutual Funds |
42,449.28 | [SEE DISTRIBUTION BELOW] | ||||||||||
| FUND |
Gross Assets as of |
% of (48%) Total |
Total
Allocated |
|||||||||
| Virtus Alternative Solutions Trust |
1,063,390,122.40 | 0.017063 | 724.31 | |||||||||
| Virtus Asset Trust |
5,073,331,601.25 | 0.081406 | 3,455.61 | |||||||||
| Virtus Equity Trust |
7,898,280,722.24 | 0.126734 | 5,379.78 | |||||||||
| Virtus Event Opportunities Trust |
231,128,486.75 | 0.003709 | 157.43 | |||||||||
| Virtus Investment Trust |
11,539,466,251.41 | 0.185160 | 7,859.91 | |||||||||
| Virtus Opportunities Trust |
10,073,366,700.86 | 0.161635 | 6,861.30 | |||||||||
| Virtus Strategy Trust |
3,168,070,357.69 | 0.050834 | 2,157.88 | |||||||||
| Virtus Variable Insurance Trust |
769,206,136.76 | 0.012343 | 523.93 | |||||||||
| The Merger Fund ® |
2,705,558,322.05 | 0.043413 | 1,842.85 | |||||||||
| The Merger Fund ® VL |
25,549,961.16 | 0.000410 | 17.40 | |||||||||
| Virtus Managed Account Completion Shares (MACS) Trust |
131,691,746.58 | 0.002113 | 89.70 | |||||||||
| DNP Select Income Fund, Inc. (DNP) |
4,935,442,354.30 | 0.079193 | 3,361.69 | |||||||||
| DTF Tax Free Income, Inc. (DTF) |
88,068,412.42 | 0.001413 | 59.99 | |||||||||
| Duff & Phelps Global Utility and Infrastructure Fund, Inc. (DPG) |
751,861,343.50 | 0.012064 | 512.12 | |||||||||
| Virtus Global Multi-Sector Income Fund (VGI) |
130,971,072.48 | 0.002102 | 89.21 | |||||||||
| Virtus Total Return Fund Inc. (ZTR) |
542,249,943.17 | 0.008701 | 369.34 | |||||||||
| ETFis Series Trust I |
4,997,567,331.85 | 0.080190 | 3,404.01 | |||||||||
| Virtus ETF Series Trust II |
879,119,472.56 | 0.014106 | 598.80 | |||||||||
| Virtus Artificial Intelligence & Technology Opportunities Fund (AIO) |
1,196,279,517.60 | 0.019195 | 814.83 | |||||||||
| Virtus Convertible & Income Fund (NCV) |
642,209,760.31 | 0.010305 | 437.43 | |||||||||
| Virtus Convertible & Income Fund II (NCZ) |
494,712,720.38 | 0.007938 | 336.97 | |||||||||
| Virtus Diversified Income & Convertible Fund (ACV) |
407,147,792.58 | 0.006533 | 277.32 | |||||||||
| Virtus Equity & Convertible Income Fund (NIE) |
834,457,562.66 | 0.013390 | 568.38 | |||||||||
| Virtus Dividend, Interest & Premium Strategy Fund (NFJ) |
1,521,471,670.43 | 0.024413 | 1,036.32 | |||||||||
| Virtus Stone Harbor Emerging Markets Income Fund (EDF) |
163,521,610.61 | 0.002624 | 111.38 | |||||||||
| Keystone Private Income Fund |
2,057,447,827.00 | 0.033013 | 1,401.40 | |||||||||
| Total |
62,321,568,801.00 | 100.00 | % | 42,449.28 | ||||||||
| INVESTMENT ADVISER |
Gross Assets by Adviser as of 6-30-2026 |
% of (26%) Total |
Allocated Premium |
|||||||||
| AlphaSimplex Group LLC / AlphaSimplex GP, LLC (Virtus Alternative Investment Advisers, LLC) |
1,050,678,393.20 | 0.016859 | 387.64 | |||||||||
| Ceredex Value Advisors LLC |
1,732,109,124.43 | 0.027793 | 639.06 | |||||||||
| Duff & Phelps Investment Management Co. |
7,855,735,083.19 | 0.126052 | 2,898.35 | |||||||||
| Kayne Anderson Rudnick Investment Management, LLC |
9,953,249,814.18 | 0.159708 | 3,672.22 | |||||||||
| Keystone Private Income Fund |
2,057,447,827.00 | 0.033013 | 759.09 | |||||||||
| Newfleet Asset Management, a division of Virtus Fixed Income Advisers, LLC |
8,678,047,126.98 | 0.139246 | 3,201.74 | |||||||||
| NFJ Investment Group, LLC |
2,786,714,494.68 | 0.044715 | 1,028.15 | |||||||||
| Seix Investment Advisors, a division of Virtus Fixed Income Advisers, LLC |
2,600,505,166.70 | 0.041727 | 959.45 | |||||||||
| Silvant Capital Management LLC |
2,748,639,485.94 | 0.044104 | 1,014.10 | |||||||||
| Stone Harbor Investment Partners, a division of Virtus Fixed Income Advisers, LLC |
593,707,662.91 | 0.009527 | 219.05 | |||||||||
| Sustainable Growth Advisers, LP |
894,667,546.70 | 0.014356 | 330.08 | |||||||||
| Virtus Investment Advisers, LLC |
17,758,298,951.39 | 0.284946 | 6,551.87 | |||||||||
| Virtus Multi-Asset, a division of Virtus Advisers, Inc. |
155,329,294.94 | 0.002492 | 57.31 | |||||||||
| Virtus Systematic, a division of Virtus Advisers, Inc. |
494,202,058.79 | 0.007930 | 182.33 | |||||||||
| Westchester Capital Management, LLC / Westchester Capital Partners, LLC |
2,962,236,769.96 | 0.047531 | 1,092.91 | |||||||||
| Total |
62,321,568,801.00 | 100.00 | % | 22,993.36 | ||||||||