# EDGAR Filing Document

**Accession Number:** 0000867297
**File Stem:** 0001752724-23-035666
**Filing Date:** 2023-2
**Character Count:** 74236
**Document Hash:** 094ddd220c90cda55d6e562def313402
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035666.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035666

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Investment Trust
- **CENTRAL INDEX KEY:** 0000867297
- **IRS NUMBER:** 330457728
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06161
- **FILM NUMBER:** 23657452

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STEET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 800-243-1574

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **STREET 2:** 26TH FLOOR
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANZ FUNDS
- **DATE OF NAME CHANGE:** 20050330

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO FUNDS MULTI MANAGER SERIES
- **DATE OF NAME CHANGE:** 19970626

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PIMCO FUNDS EQUITY ADVISORS SERIES
- **DATE OF NAME CHANGE:** 19960227

## Series and Classes Contracts Data

### Virtus Small-Cap Fund (Series ID: S000041383)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000128360 | Class A             | AZBAX           |
| C000128361 | Class C             | AZBCX           |
| C000128362 | Institutional Class | AZBIX           |
| C000128363 | Class P             | AZBPX           |
| C000164306 | R6                  | ASCFX           |

## 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 Investment Trust

- **b. Investment Company Act file number:** 811-06161

- **c. CIK number of Registrant:** 0000867297

- **d. LEI of Registrant:** 549300JFX7YJRKFQYL29

- **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:** 800-243-1574

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

- **a. Name of Series:** Virtus Small-Cap Fund

- **b. EDGAR series identifier (if any):** S000041383

- **c. LEI of Series:** 54930025VTCTZYG6OS34

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

- **a. Date of fiscal year-end:** 2023-06-30

- **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:** $105784987.37

**Total Liabilities:** $341474.83

**Net Assets:** $105443512.54

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000164306 | 11.96%               | 4.86%                | -5.26%               |
| Class ID C000128363 | 11.93%               | 4.87%                | -5.30%               |
| Class ID C000128361 | 10.82%               | 3.76%                | -6.25%               |
| Class ID C000128362 | 11.94%               | 4.88%                | -5.30%               |
| Class ID C000128360 | 5.76%                | -0.91%               | -10.52%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-708785.05              | $12941554.66                               |
| Month 2  | $30486.60                | $5125213.98                                |
| Month 3  | $-154777.84              | $-5947616.92                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Axcelis Technologies Inc       | Axcelis Technologies Inc                | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     20356 | NS      | $1615452.16   | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE Gas Inc                    | ONE Gas Inc                             | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |      6194 | NS      | $469009.68    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Science Applications Internati | Science Applications International Corp | CUSIP: 808625107<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | EC               | CORP              | US        |      4642 | NS      | $514937.06    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                  | AMERISAFE Inc                           | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |      6101 | NS      | $317068.97    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Perrigo Co PLC                 | Perrigo Co PLC                          | CUSIP: 000000000<br>LEI: 549300IFOQS6R1QLY196 | Long             | EC               | CORP              | IE        |     10977 | NS      | $374205.93    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp        | Valley National Bancorp                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     26966 | NS      | $304985.46    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc               | Hope Bancorp Inc                        | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     26810 | NS      | $343436.10    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corp               | Boyd Gaming Corp                        | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | EC               | CORP              | US        |     15572 | NS      | $849141.16    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                     | Natera Inc                              | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9090 | NS      | $365145.30    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| LHC Group Inc                  | LHC Group Inc                           | CUSIP: 50187A107<br>LEI: 5299009NPLWAMRQYZX73 | Long             | EC               | CORP              | US        |       933 | NS      | $150856.77    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                    | Unitil Corp                             | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4900 | NS      | $251664.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group Inc       | Alta Equipment Group Inc                | CUSIP: 02128L106<br>LEI: 549300DGOB28CLGS1X27 | Long             | EC               | CORP              | US        |     10117 | NS      | $133443.23    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc               | Ryder System Inc                        | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |     13540 | NS      | $1131537.80   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                  | New Relic Inc                           | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |      2425 | NS      | $136891.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                 | LCI Industries                          | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      2082 | NS      | $192480.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                  | Surmodics Inc                           | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |      2009 | NS      | $68547.08     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nabors Industries Ltd          | Nabors Industries Ltd                   | CUSIP: 000000000<br>LEI: 5493008TXYN3II3PU369 | Long             | EC               | CORP              | US        |      1078 | NS      | $166949.86    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Peapack-Gladstone Financial Co | Peapack-Gladstone Financial Corp        | CUSIP: 704699107<br>LEI: 549300G8DN2UK8K0ET30 | Long             | EC               | CORP              | US        |      4171 | NS      | $155244.62    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The           | Ensign Group Inc/The                    | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      1772 | NS      | $167648.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrim BanCorp Inc           | Northrim BanCorp Inc                    | CUSIP: 666762109<br>LEI: 5493006X7RLLTZ3SG075 | Long             | EC               | CORP              | US        |      3383 | NS      | $184610.31    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc   | Cross Country Healthcare Inc            | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     10552 | NS      | $280366.64    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Media Corp-Liberty For | Liberty Media Corp-Liberty Formula One  | CUSIP: 531229870<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9022 | NS      | $482045.46    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc     | Casey's General Stores Inc              | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      2034 | NS      | $456327.90    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp          | Lancaster Colony Corp                   | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      3051 | NS      | $601962.30    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc        | WESCO International Inc                 | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |      9145 | NS      | $1144954.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp         | Acushnet Holdings Corp                  | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      7210 | NS      | $306136.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc   | Collegium Pharmaceutical Inc            | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |      8119 | NS      | $188360.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc      | Dick's Sporting Goods Inc               | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      8736 | NS      | $1050853.44   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Establishment Labs Holdings In | Establishment Labs Holdings Inc         | CUSIP: 000000000<br>LEI: 549300BCBQ714JNJ7V58 | Long             | EC               | CORP              | CR        |      7924 | NS      | $520210.60    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies In | Napco Security Technologies Inc         | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |      4792 | NS      | $131684.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd               | Enstar Group Ltd                        | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |      1110 | NS      | $256454.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc               | HealthStream Inc                        | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      5187 | NS      | $128845.08    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc            | Glacier Bancorp Inc                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |      5504 | NS      | $272007.68    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital BDC Inc          | Golub Capital BDC Inc                   | CUSIP: 38173M102<br>LEI: 2549005WE0QLGK9APF78 | Long             | EC               | CORP              | US        |     32260 | NS      | $424541.60    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc            | Cal-Maine Foods Inc                     | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      6445 | NS      | $350930.25    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund    | BlackRock Liquidity FedFund             | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   1100726 | NS      | $1100726.47   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream LP              | Hess Midstream LP                       | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16326 | NS      | $488473.92    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Monte Rosa Therapeutics Inc    | Monte Rosa Therapeutics Inc             | CUSIP: 61225M102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12638 | NS      | $96175.18     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc             | Coterra Energy Inc                      | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     26049 | NS      | $640023.93    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Hostess Brands Inc             | Hostess Brands Inc                      | CUSIP: 44109J106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     26622 | NS      | $597397.68    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologie | Applied Industrial Technologies Inc     | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |      5596 | NS      | $705263.88    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp           | Gulfport Energy Corp                    | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |     12172 | NS      | $896346.08    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Ames National Corp             | Ames National Corp                      | CUSIP: 031001100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5324 | NS      | $125699.64    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc            | Avid Technology Inc                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |      4604 | NS      | $122420.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Avista Corp                    | Avista Corp                             | CUSIP: 05379B107<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | EC               | CORP              | US        |     13219 | NS      | $586130.46    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc           | Medpace Holdings Inc                    | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |       925 | NS      | $196479.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp          | Independent Bank Corp                   | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |       846 | NS      | $71427.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services I | West Pharmaceutical Services Inc        | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |      1430 | NS      | $336550.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp Inc         | ConnectOne Bancorp Inc                  | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      4319 | NS      | $104562.99    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                | Otter Tail Corp                         | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8782 | NS      | $515591.22    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutio | Bright Horizons Family Solutions Inc    | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2496 | NS      | $157497.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                 | Tetra Tech Inc                          | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |      3793 | NS      | $550705.67    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc           | Rush Enterprises Inc                    | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     19414 | NS      | $1014963.92   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd             | Teekay Tankers Ltd                      | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |      3777 | NS      | $116369.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                | SouthState Corp                         | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |      4678 | NS      | $357212.08    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp          | Tenet Healthcare Corp                   | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      8219 | NS      | $401005.01    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                     | Cutera Inc                              | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |      9134 | NS      | $403905.48    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc           | Federated Hermes Inc                    | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      6342 | NS      | $230278.02    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc       | Sandy Spring Bancorp Inc                | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7980 | NS      | $281135.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc          | CRA International Inc                   | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $146916.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SpringWorks Therapeutics Inc   | SpringWorks Therapeutics Inc            | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2752 | NS      | $71579.52     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Carriage Services Inc          | Carriage Services Inc                   | CUSIP: 143905107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8967 | NS      | $246951.18    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc      | Halozyme Therapeutics Inc               | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      8126 | NS      | $462369.40    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc     | Coca-Cola Consolidated Inc              | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      2526 | NS      | $1294221.36   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp         | J & J Snack Foods Corp                  | CUSIP: 466032109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3328 | NS      | $498234.88    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                     | Impinj Inc                              | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |      1410 | NS      | $153943.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc          | Carter Bankshares Inc                   | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27541 | NS      | $456905.19    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc       | Alignment Healthcare Inc                | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     94126 | NS      | $1106921.76   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc    | Sterling Infrastructure Inc             | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      4225 | NS      | $138580.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanda Pharmaceuticals Inc      | Vanda Pharmaceuticals Inc               | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     10908 | NS      | $80610.12     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc          | Shockwave Medical Inc                   | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      2674 | NS      | $549801.14    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                    | Vaxcyte Inc                             | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      3287 | NS      | $157611.65    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc   | BioCryst Pharmaceuticals Inc            | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     23910 | NS      | $274486.80    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                     | Intapp Inc                              | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     70857 | NS      | $1767173.58   | 1.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Electric Co Inc       | Franklin Electric Co Inc                | CUSIP: 353514102<br>LEI: RR6AURIKMXUE4Q24G284 | Long             | EC               | CORP              | US        |      4383 | NS      | $349544.25    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp         | Cathay General Bancorp                  | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |     32561 | NS      | $1328163.19   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp         | Progress Software Corp                  | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      9512 | NS      | $479880.40    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Box Inc                        | Box Inc                                 | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     23218 | NS      | $722776.34    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc              | Donegal Group Inc                       | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23756 | NS      | $337335.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hercules Capital Inc           | Hercules Capital Inc                    | CUSIP: 427096508<br>LEI: 549300UJ5OC256GR2B73 | Long             | EC               | CORP              | US        |     12617 | NS      | $166796.74    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc         | Anika Therapeutics Inc                  | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |     16086 | NS      | $476145.60    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd      | Consolidated Water Co Ltd               | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |     35302 | NS      | $522469.60    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The          | Hackett Group Inc/The                   | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |      3101 | NS      | $63167.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc         | Digi International Inc                  | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      5997 | NS      | $219190.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners Inc               | PJT Partners Inc                        | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      8680 | NS      | $639629.20    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings I | BJ's Wholesale Club Holdings Inc        | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      8114 | NS      | $536822.24    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc    | John B Sanfilippo & Son Inc             | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      6981 | NS      | $567694.92    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                      | Sunoco LP                               | CUSIP: 86765K109<br>LEI: 54930001NJU8E40NQ561 | Long             | EC               | CORP              | US        |      4530 | NS      | $195243.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| RADCOM Ltd                     | RADCOM Ltd                              | CUSIP: 000000000<br>LEI: 529900YOUOKNMG7QW685 | Long             | EC               | CORP              | IL        |     55316 | NS      | $605157.04    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Novanta Inc                    | Novanta Inc                             | CUSIP: 67000B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       793 | NS      | $107744.91    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc               | Weis Markets Inc                        | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4160 | NS      | $342326.40    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc                   | Penumbra Inc                            | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |      2122 | NS      | $472060.12    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc    | Asbury Automotive Group Inc             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      3418 | NS      | $612676.50    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Cytokinetics Inc               | Cytokinetics Inc                        | CUSIP: 23282W605<br>LEI: 549300BE5DY1HW7IHA64 | Long             | EC               | CORP              | US        |     14581 | NS      | $668101.42    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                       | Saia Inc                                | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      1213 | NS      | $254341.84    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc         | NextGen Healthcare Inc                  | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61403 | NS      | $1153148.34   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN Inc                       | ASGN Inc                                | CUSIP: 00191U102<br>LEI: LZBNYYCBUKY537072438 | Long             | EC               | CORP              | US        |      9781 | NS      | $796955.88    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings | Cogent Communications Holdings Inc      | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2774 | NS      | $158339.92    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                | Bancorp Inc/The                         | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4228 | NS      | $119990.64    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Waterstone Financial Inc       | Waterstone Financial Inc                | CUSIP: 94188P101<br>LEI: 5493002KM21XRC2DCQ02 | Long             | EC               | CORP              | US        |     23756 | NS      | $409553.44    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                   | Innoviva Inc                            | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     33576 | NS      | $444882.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Inc     | Hilton Grand Vacations Inc              | CUSIP: 43283X105<br>LEI: 549300O9K6MFD8D07574 | Long             | EC               | CORP              | US        |     16249 | NS      | $626236.46    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ICF International Inc          | ICF International Inc                   | CUSIP: 44925C103<br>LEI: 5493003KYFDDC5B3WY64 | Long             | EC               | CORP              | US        |      1370 | NS      | $135698.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                     | Macy's Inc                              | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     17268 | NS      | $356584.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Inspire Medical Systems Inc    | Inspire Medical Systems Inc             | CUSIP: 457730109<br>LEI: 549300XQQCQ7HCJKTW25 | Long             | EC               | CORP              | US        |      1752 | NS      | $441293.76    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                | Marcus Corp/The                         | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      7516 | NS      | $108155.24    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                     | Terex Corp                              | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     10228 | NS      | $436940.16    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Blueprint Medicines Corp       | Blueprint Medicines Corp                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |      1638 | NS      | $71760.78     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co   | Portland General Electric Co            | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |      4643 | NS      | $227507.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc  | Capitol Federal Financial Inc           | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55091 | NS      | $476537.15    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc            | Silgan Holdings Inc                     | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     12956 | NS      | $671639.04    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawaiian Electric Industries I | Hawaiian Electric Industries Inc        | CUSIP: 419870100<br>LEI: JJ8FWOCWCV22X7GUPJ23 | Long             | EC               | CORP              | US        |      9731 | NS      | $407242.35    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AVEO Pharmaceuticals Inc       | AVEO Pharmaceuticals Inc                | CUSIP: 053588307<br>LEI: 529900PLC55DUQO4CR76 | Long             | EC               | CORP              | US        |      9362 | NS      | $139961.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc  | Arrowhead Pharmaceuticals Inc           | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      5645 | NS      | $228961.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                   | Sanmina Corp                            | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     26526 | NS      | $1519674.54   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc               | Movado Group Inc                        | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      3383 | NS      | $109101.75    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                       | RLI Corp                                | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      4068 | NS      | $534006.36    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                   | AdvanSix Inc                            | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |      3852 | NS      | $146453.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                     | ALLETE Inc                              | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      7857 | NS      | $506855.07    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                     | Xencor Inc                              | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      7857 | NS      | $204596.28    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc        | ExlService Holdings Inc                 | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      9782 | NS      | $1657364.26   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc        | Comfort Systems USA Inc                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      3171 | NS      | $364918.68    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets Inc             | Ingles Markets Inc                      | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      3975 | NS      | $383428.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc         | Genworth Financial Inc                  | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    182055 | NS      | $963070.95    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc       | Manhattan Associates Inc                | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      3358 | NS      | $407661.20    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc             | UFP Industries Inc                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      6183 | NS      | $490002.75    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                | EMCOR Group Inc                         | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      4047 | NS      | $599401.17    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp Inc               | Home Bancorp Inc                        | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3477 | NS      | $139184.31    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I | Prestige Consumer Healthcare Inc        | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30622 | NS      | $1916937.20   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| IVERIC bio Inc                 | IVERIC bio Inc                          | CUSIP: 46583P102<br>LEI: 549300GZXI59U71XPM70 | Long             | EC               | CORP              | US        |     13840 | NS      | $296314.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports C | Madison Square Garden Sports Corp       | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2681 | NS      | $491507.73    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co   | Graphic Packaging Holding Co            | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33446 | NS      | $744173.50    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                   | Omnicell Inc                            | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Long             | EC               | CORP              | US        |      1745 | NS      | $87982.90     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                   | Balchem Corp                            | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |      1835 | NS      | $224071.85    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp               | Haemonetics Corp                        | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      5916 | NS      | $465293.40    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| AerSale Corp                   | AerSale Corp                            | CUSIP: 00810F106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5620 | NS      | $91156.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc  | Barrett Business Services Inc           | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     22104 | NS      | $2061861.12   | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Plains GP Holdings LP          | Plains GP Holdings LP                   | CUSIP: 72651A207<br>LEI: 549300O56BSKRD8FAM12 | Long             | EC               | CORP              | US        |     79885 | NS      | $993769.40    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| California Water Service Group | California Water Service Group          | CUSIP: 130788102<br>LEI: 529900QABDOBU6UVRQ36 | Long             | EC               | CORP              | US        |     10076 | NS      | $611008.64    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp          | Encompass Health Corp                   | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      4035 | NS      | $241333.35    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                  | Hub Group Inc                           | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10966 | NS      | $871687.34    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                  | MYR Group Inc                           | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      1504 | NS      | $138473.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc     | Grand Canyon Education Inc              | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      3513 | NS      | $371183.58    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp           | Hanmi Financial Corp                    | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      5112 | NS      | $126522.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE   | Eagle Pharmaceuticals Inc/DE            | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      7452 | NS      | $217821.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                    | Chemed Corp                             | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       925 | NS      | $472147.75    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                     | Insmed Inc                              | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |     20392 | NS      | $407432.16    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Inari Medical Inc              | Inari Medical Inc                       | CUSIP: 45332Y109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5440 | NS      | $345766.40    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc         | Employers Holdings Inc                  | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6194 | NS      | $267147.22    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp           | Hancock Whitney Corp                    | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     16051 | NS      | $776707.89    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                     | Rambus Inc                              | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     43131 | NS      | $1544952.42   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Covey Co              | Franklin Covey Co                       | CUSIP: 353469109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1222 | NS      | $57152.94     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                  | Cable One Inc                           | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |       278 | NS      | $197897.08    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Civitas Resources Inc          | Civitas Resources Inc                   | CUSIP: 17888H103<br>LEI: IIVIHPH28S64K95M2381 | Long             | EC               | CORP              | US        |      1976 | NS      | $114469.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                 | NV5 Global Inc                          | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       906 | NS      | $119881.92    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Armada Hoffler Properties Inc  | Armada Hoffler Properties Inc           | CUSIP: 04208T108<br>LEI: 549300WQRSIV6XZT9313 | Long             | EC               | CORP              | US        |     29992 | NS      | $344908.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| VectivBio Holding AG           | VectivBio Holding AG                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CH        |     26441 | NS      | $227657.01    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc          | CommVault Systems Inc                   | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      3264 | NS      | $205109.76    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                     | Belden Inc                              | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |     21633 | NS      | $1555412.70   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| GMS Inc                        | GMS Inc                                 | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |     15034 | NS      | $748693.20    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercept Pharmaceuticals Inc  | Intercept Pharmaceuticals Inc           | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |      8362 | NS      | $103437.94    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                    | IDACORP Inc                             | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      5177 | NS      | $558339.45    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co       | American States Water Co                | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      6933 | NS      | $641649.15    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc   | Citizens Financial Group Inc            | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      9998 | NS      | $393621.26    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| HB Fuller Co                   | HB Fuller Co                            | CUSIP: 359694106<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | EC               | CORP              | US        |     12354 | NS      | $884793.48    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                     | Kforce Inc                              | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     10651 | NS      | $583994.33    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp | Central Pacific Financial Corp          | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     10365 | NS      | $210202.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Banc of California Inc         | Banc of California Inc                  | CUSIP: 05990K106<br>LEI: 549300ZKWUJDP6LJ1X87 | Long             | EC               | CORP              | US        |     25957 | NS      | $413495.01    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryerson Holding Corp           | Ryerson Holding Corp                    | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |     33580 | NS      | $1016130.80   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                   | Agilysys Inc                            | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |      2537 | NS      | $200778.18    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                       | CTS Corp                                | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |      4249 | NS      | $167495.58    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| LSI Industries Inc             | LSI Industries Inc                      | CUSIP: 50216C108<br>LEI: 529900HY42OANH6BVT33 | Long             | EC               | CORP              | US        |     13895 | NS      | $170074.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                   | Alkermes PLC                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     15315 | NS      | $400180.95    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co           | Commercial Metals Co                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     38685 | NS      | $1868485.50   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Keros Therapeutics Inc         | Keros Therapeutics Inc                  | CUSIP: 492327101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8113 | NS      | $389586.26    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc         | Washington Federal Inc                  | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43737 | NS      | $1467376.35   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc             | Everi Holdings Inc                      | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |     19459 | NS      | $279236.65    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc        | Meridian Bioscience Inc                 | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |      8213 | NS      | $272753.73    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp        | Perdoceo Education Corp                 | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     16609 | NS      | $230865.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp      | Dynavax Technologies Corp               | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |     10147 | NS      | $107964.08    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc     | Safety Insurance Group Inc              | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      6563 | NS      | $552998.38    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PCSB Financial Corp            | PCSB Financial Corp                     | CUSIP: 69324R104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28193 | NS      | $536794.72    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Bioservices Inc           | Avid Bioservices Inc                    | CUSIP: 05368M106<br>LEI: 549300GRUS3ZMGP8MX22 | Long             | EC               | CORP              | US        |     64320 | NS      | $885686.40    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings Inc               | QCR Holdings Inc                        | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      2787 | NS      | $138346.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                | OSI Systems Inc                         | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |      1509 | NS      | $119995.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp/IN           | Merchants Bancorp/IN                    | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      4588 | NS      | $111580.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Smartsheet Inc                 | Smartsheet Inc                          | CUSIP: 83200N103<br>LEI: 549300N9WF42OK9VL589 | Long             | EC               | CORP              | US        |      4809 | NS      | $189282.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                     | Atkore Inc                              | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     10603 | NS      | $1202592.26   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp         | Premier Financial Corp                  | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2158 | NS      | $58201.26     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                     | Diodes Inc                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |      3261 | NS      | $248292.54    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                  | ModivCare Inc                           | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |       801 | NS      | $71873.73     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc    | Tootsie Roll Industries Inc             | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |      3421 | NS      | $145631.97    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| United Bankshares Inc/WV       | United Bankshares Inc/WV                | CUSIP: 909907107<br>LEI: 5299005O3BAMJ9Z92V62 | Long             | EC               | CORP              | US        |      6299 | NS      | $255046.51    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SJW Group                      | SJW Group                               | CUSIP: 784305104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7210 | NS      | $585379.90    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc           | Warrior Met Coal Inc                    | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |     26324 | NS      | $911863.36    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Axonics Inc                    | Axonics Inc                             | CUSIP: 05465P101<br>LEI: 549300LJY4X7N57VJL05 | Long             | EC               | CORP              | US        |      7463 | NS      | $466661.39    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Rock Resorts Inc           | Red Rock Resorts Inc                    | CUSIP: 75700L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28397 | NS      | $1136163.97   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co               | Boise Cascade Co                        | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |     12334 | NS      | $846975.78    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                  | Dillard's Inc                           | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |       778 | NS      | $251449.60    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Medical Inc             | Globus Medical Inc                      | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |      4160 | NS      | $308963.20    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| PCB Bancorp                    | PCB Bancorp                             | CUSIP: 69320M109<br>LEI: 549300E5CI0LZ8Q25890 | Long             | EC               | CORP              | US        |      8422 | NS      | $148985.18    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Broadband Corp         | Liberty Broadband Corp                  | CUSIP: 530307107<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      2645 | NS      | $200623.25    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                       | Fabrinet                                | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |      3039 | NS      | $389660.58    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc             | Byline Bancorp Inc                      | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     26599 | NS      | $610979.03    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| American National Bankshares I | American National Bankshares Inc        | CUSIP: 027745108<br>LEI: 5493001AQ734BV16EM88 | Long             | EC               | CORP              | US        |      3852 | NS      | $142254.36    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MidWestOne Financial Group Inc | MidWestOne Financial Group Inc          | CUSIP: 598511103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4322 | NS      | $137223.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties I | Ryman Hospitality Properties Inc        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               | CORP              | US        |      4383 | NS      | $358441.74    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods Inc              | Flowers Foods Inc                       | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |     54250 | NS      | $1559145.00   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Design Therapeutics Inc        | Design Therapeutics Inc                 | CUSIP: 25056L103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14400 | NS      | $147744.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA  | Preferred Bank/Los Angeles CA           | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      9585 | NS      | $715232.70    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Main Street Capital Corp       | Main Street Capital Corp                | CUSIP: 56035L104<br>LEI: 5493001FS9QJLJNF3E20 | Long             | EC               | CORP              | US        |      5269 | NS      | $194689.55    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc      | Merit Medical Systems Inc               | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |     12181 | NS      | $860222.22    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Hol | MACOM Technology Solutions Holdings Inc | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18532 | NS      | $1167145.36   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                    | Ovintiv Inc                             | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21667 | NS      | $1098733.57   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp        | Magnolia Oil & Gas Corp                 | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     71275 | NS      | $1671398.75   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                     | HEICO Corp                              | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |      1849 | NS      | $284080.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp                | Ranger Oil Corp                         | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     19636 | NS      | $793883.48    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Vitru Ltd                      | Vitru Ltd                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     18443 | NS      | $414967.50    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Oxford Industries Inc          | Oxford Industries Inc                   | CUSIP: 691497309<br>LEI: IDZ20O0XD3GS4UOI2L88 | Long             | EC               | CORP              | US        |      8757 | NS      | $815977.26    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Virtus Investment Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer