# EDGAR Filing Document

**Accession Number:** 0000867297
**File Stem:** 0000940400-25-010916
**Filing Date:** 2025-11
**Character Count:** 107442
**Document Hash:** b1055e9fa640042db8e1bece491a4143
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-010916.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0000940400-25-010916

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Investment Trust
- **CENTRAL INDEX KEY:** 0000867297

**ORGANIZATION NAME:**
- **EIN:** 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:** 251527493

**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           |
| C000164306 | R6                  | ASCFX           |

## Nport-Ex

**VIRTUS Small-Cap Fund**

**SCHEDULE OF INVESTMENTS (Unaudited)**

**September 30, 2025**

($ reported in thousands)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks—98.7%** | **Common Stocks—98.7%** | **Common Stocks—98.7%** |
| **Aerospace & Defense—6.0%** | **Aerospace & Defense—6.0%** |  |
| AAR Corp.<sup>(1)</sup> <br>| 8521 | &nbsp;&nbsp; $764 |
| Ducommun, Inc.<sup>(1)</sup> <br>| 12968 | &nbsp;&nbsp; 1247 |
| Leonardo DRS, Inc. | 16063 | &nbsp;&nbsp; 729 |
| Moog, Inc. Class A | 4946 | &nbsp;&nbsp; 1027 |
| TAT Technologies Ltd.<sup>(1)</sup> <br>| 5210 | &nbsp;&nbsp; 229 |
| V2X, Inc.<sup>(1)</sup> <br>| 15332 | &nbsp;&nbsp; 891 |
| &nbsp;&nbsp;&nbsp; Virgin Galactic Holdings, <br> Inc.<sup>(1)</sup> <br>| 112000 | &nbsp;&nbsp; 432 |
| Woodward, Inc. | 3778 | &nbsp;&nbsp; 955 |
|  |  | &nbsp;&nbsp; 6274 |
| **Banks—3.5%** | **Banks—3.5%** |  |
| &nbsp;&nbsp;&nbsp; Bank of N.T. Butterfield & Son <br> Ltd. (The)<br>| 13596 | &nbsp;&nbsp; 584 |
| &nbsp;&nbsp;&nbsp; Business First Bancshares, <br> Inc.<br>| 5204 | &nbsp;&nbsp; 123 |
| Byline Bancorp, Inc. | 10179 | &nbsp;&nbsp; 282 |
| Capitol Federal Financial, Inc. | 29549 | &nbsp;&nbsp; 188 |
| Central Pacific Financial Corp. | 7462 | &nbsp;&nbsp; 226 |
| Columbia Financial, Inc.<sup>(1)</sup> <br>| 6126 | &nbsp;&nbsp; 92 |
| &nbsp;&nbsp;&nbsp; Community Trust Bancorp, <br> Inc.<br>| 2530 | &nbsp;&nbsp; 142 |
| First BanCorp | 21858 | &nbsp;&nbsp; 482 |
| &nbsp;&nbsp;&nbsp; First Business Financial <br> Services, Inc.<br>| 2133 | &nbsp;&nbsp; 109 |
| Hancock Whitney Corp. | 18007 | &nbsp;&nbsp; 1127 |
| SmartFinancial, Inc. | 4163 | &nbsp;&nbsp; 149 |
| Unity Bancorp, Inc. | 3539 | &nbsp;&nbsp; 173 |
|  |  | &nbsp;&nbsp; 3677 |
| **Beverages—0.5%** | **Beverages—0.5%** |  |
| Celsius Holdings, Inc.<sup>(1)</sup> <br>| 2540 | &nbsp;&nbsp; 146 |
| MGP Ingredients, Inc. | 16625 | &nbsp;&nbsp; 402 |
|  |  | &nbsp;&nbsp; 548 |
| **Biotechnology—7.9%** | **Biotechnology—7.9%** |  |
| &nbsp;&nbsp;&nbsp; ACADIA Pharmaceuticals, <br> Inc.<sup>(1)</sup> <br>| 39867 | &nbsp;&nbsp; 851 |
| ADMA Biologics, Inc.<sup>(1)</sup> <br>| 14016 | &nbsp;&nbsp; 205 |
| Alkermes plc<sup>(1)</sup> <br>| 40807 | &nbsp;&nbsp; 1224 |
| &nbsp;&nbsp;&nbsp; Arrowhead Pharmaceuticals, <br> Inc.<sup>(1)</sup> <br>| 12340 | &nbsp;&nbsp; 426 |
| CareDx, Inc.<sup>(1)</sup> <br>| 36265 | &nbsp;&nbsp; 527 |
| &nbsp;&nbsp;&nbsp; Catalyst Pharmaceuticals, <br> Inc.<sup>(1)</sup> <br>| 14572 | &nbsp;&nbsp; 287 |
| Exact Sciences Corp.<sup>(1)</sup> <br>| 5923 | &nbsp;&nbsp; 324 |
| Exelixis, Inc.<sup>(1)</sup> <br>| 13000 | &nbsp;&nbsp; 537 |
| &nbsp;&nbsp;&nbsp; Genmab A/S Sponsored <br> ADR<sup>(1)</sup> <br>| 27495 | &nbsp;&nbsp; 843 |
| &nbsp;&nbsp;&nbsp; Halozyme Therapeutics, <br> Inc.<sup>(1)</sup> <br>| 2056 | &nbsp;&nbsp; 151 |
| &nbsp;&nbsp;&nbsp; Mirum Pharmaceuticals, <br> Inc.<sup>(1)</sup> <br>| 4000 | &nbsp;&nbsp; 293 |
| Natera, Inc.<sup>(1)</sup> <br>| 3128 | &nbsp;&nbsp; 504 |
| &nbsp;&nbsp;&nbsp; Neurocrine Biosciences, <br> Inc.<sup>(1)</sup> <br>| 1934 | &nbsp;&nbsp; 271 |
| Puma Biotechnology, Inc.<sup>(1)</sup> <br>| 35404 | &nbsp;&nbsp; 188 |
| Rigel Pharmaceuticals, Inc.<sup>(1)</sup> <br>| 5812 | &nbsp;&nbsp; 165 |
| Sarepta Therapeutics, Inc.<sup>(1)</sup> <br>| 19400 | &nbsp;&nbsp; 374 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Biotechnology—continued** | **Biotechnology—continued** |  |
| Veracyte, Inc.<sup>(1)</sup> <br>| 31958 | &nbsp;&nbsp; $1097 |
|  |  | &nbsp;&nbsp; 8267 |
| **Broadline Retail—0.8%** | **Broadline Retail—0.8%** |  |
| Kohl's Corp. | 57161 | &nbsp;&nbsp; 879 |
| **Capital Markets—0.8%** | **Capital Markets—0.8%** |  |
| &nbsp;&nbsp;&nbsp; AllianceBernstein <br> Holding LP<sup>(2)</sup> <br>| 22185 | &nbsp;&nbsp; 848 |
| **Commercial Services &** <br> **Supplies—1.2%** | **Commercial Services &** <br> **Supplies—1.2%** |  |
| HNI Corp. | 2583 | &nbsp;&nbsp; 121 |
| Interface, Inc. Class A | 40103 | &nbsp;&nbsp; 1161 |
|  |  | &nbsp;&nbsp; 1282 |
| **Communications Equipment—0.3%** | **Communications Equipment—0.3%** |  |
| ADTRAN Holdings, Inc.<sup>(1)</sup> <br>| 23722 | &nbsp;&nbsp; 222 |
| Digi International, Inc.<sup>(1)</sup> <br>| 3801 | &nbsp;&nbsp; 139 |
|  |  | &nbsp;&nbsp; 361 |
| **Construction & Engineering—6.3%** | **Construction & Engineering—6.3%** |  |
| AECOM | 8344 | &nbsp;&nbsp; 1089 |
| Comfort Systems USA, Inc. | 1683 | &nbsp;&nbsp; 1389 |
| EMCOR Group, Inc. | 1155 | &nbsp;&nbsp; 750 |
| &nbsp;&nbsp;&nbsp; Great Lakes Dredge & Dock <br> Corp.<sup>(1)</sup> <br>| 8804 | &nbsp;&nbsp; 105 |
| MasTec, Inc.<sup>(1)</sup> <br>| 3095 | &nbsp;&nbsp; 659 |
| Primoris Services Corp. | 18105 | &nbsp;&nbsp; 2486 |
| Stantec, Inc. | 1000 | &nbsp;&nbsp; 108 |
|  |  | &nbsp;&nbsp; 6586 |
| **Consumer Finance—1.4%** | **Consumer Finance—1.4%** |  |
| Encore Capital Group, Inc.<sup>(1)</sup> <br>| 2567 | &nbsp;&nbsp; 107 |
| Green Dot Corp. Class A<sup>(1)</sup> <br>| 77198 | &nbsp;&nbsp; 1037 |
| SLM Corp. | 4744 | &nbsp;&nbsp; 131 |
| Upstart Holdings, Inc.<sup>(1)</sup> <br>| 3850 | &nbsp;&nbsp; 196 |
|  |  | &nbsp;&nbsp; 1471 |
| **Consumer Staples Distribution &** <br> **Retail—1.5%** | **Consumer Staples Distribution &** <br> **Retail—1.5%** |  |
| Casey's General Stores, Inc. | 1332 | &nbsp;&nbsp; 753 |
| &nbsp;&nbsp;&nbsp; Sprouts Farmers Market, <br> Inc.<sup>(1)</sup> <br>| 4806 | &nbsp;&nbsp; 523 |
| Weis Markets, Inc. | 4022 | &nbsp;&nbsp; 289 |
|  |  | &nbsp;&nbsp; 1565 |
| **Containers & Packaging—0.3%** | **Containers & Packaging—0.3%** |  |
| Ardagh Metal Packaging S.A. | 39036 | &nbsp;&nbsp; 156 |
| Silgan Holdings, Inc. | 3190 | &nbsp;&nbsp; 137 |
|  |  | &nbsp;&nbsp; 293 |
| **Diversified Consumer Services—4.4%** | **Diversified Consumer Services—4.4%** |  |
| &nbsp;&nbsp;&nbsp; Adtalem Global Education, <br> Inc.<sup>(1)</sup> <br>| 7698 | &nbsp;&nbsp; 1189 |
| &nbsp;&nbsp;&nbsp; Bright Horizons Family <br> Solutions, Inc.<sup>(1)</sup> <br>| 2413 | &nbsp;&nbsp; 262 |
| Frontdoor, Inc.<sup>(1)</sup> <br>| 17703 | &nbsp;&nbsp; 1191 |
| &nbsp;&nbsp;&nbsp; Grand Canyon Education, <br> Inc.<sup>(1)</sup> <br>| 3396 | &nbsp;&nbsp; 745 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Diversified Consumer** <br> **Services—continued** | **Diversified Consumer** <br> **Services—continued** |  |
| OneSpaWorld Holdings Ltd. | 14578 | &nbsp;&nbsp; $308 |
| Perdoceo Education Corp. | 18948 | &nbsp;&nbsp; 714 |
| Strategic Education, Inc. | 2196 | &nbsp;&nbsp; 189 |
|  |  | &nbsp;&nbsp; 4598 |
| **Diversified Telecommunication** <br> **Services—0.2%** | **Diversified Telecommunication** <br> **Services—0.2%** |  |
| Anterix, Inc.<sup>(1)</sup> <br>| 3500 | &nbsp;&nbsp; 75 |
| IDT Corp. Class B | 3240 | &nbsp;&nbsp; 170 |
|  |  | &nbsp;&nbsp; 245 |
| **Electric Utilities—3.4%** | **Electric Utilities—3.4%** |  |
| Alliant Energy Corp. | 9114 | &nbsp;&nbsp; 614 |
| Evergy, Inc. | 8525 | &nbsp;&nbsp; 648 |
| Genie Energy Ltd. Class B | 8316 | &nbsp;&nbsp; 124 |
| IDACORP, Inc. | 5005 | &nbsp;&nbsp; 661 |
| OGE Energy Corp. | 12766 | &nbsp;&nbsp; 591 |
| Otter Tail Corp. | 6854 | &nbsp;&nbsp; 562 |
| Pinnacle West Capital Corp. | 4145 | &nbsp;&nbsp; 372 |
|  |  | &nbsp;&nbsp; 3572 |
| **Electrical Equipment—3.1%** | **Electrical Equipment—3.1%** |  |
| &nbsp;&nbsp;&nbsp; American Superconductor <br> Corp.<sup>(1)</sup> <br>| 22928 | &nbsp;&nbsp; 1362 |
| Array Technologies, Inc.<sup>(1)</sup> <br>| 29200 | &nbsp;&nbsp; 238 |
| NEXTracker, Inc. Class A<sup>(1)</sup> <br>| 19719 | &nbsp;&nbsp; 1459 |
| Powell Industries, Inc. | 659 | &nbsp;&nbsp; 201 |
|  |  | &nbsp;&nbsp; 3260 |
| **Electronic Equipment, Instruments &** <br> **Components—2.9%** | **Electronic Equipment, Instruments &** <br> **Components—2.9%** |  |
| Arrow Electronics, Inc.<sup>(1)</sup> <br>| 6521 | &nbsp;&nbsp; 789 |
| Belden, Inc. | 1270 | &nbsp;&nbsp; 153 |
| Coherent Corp.<sup>(1)</sup> <br>| 2381 | &nbsp;&nbsp; 256 |
| Daktronics, Inc.<sup>(1)</sup> <br>| 18382 | &nbsp;&nbsp; 385 |
| Fabrinet<sup>(1)</sup> <br>| 1548 | &nbsp;&nbsp; 564 |
| Kimball Electronics, Inc.<sup>(1)</sup> <br>| 5340 | &nbsp;&nbsp; 159 |
| Knowles Corp.<sup>(1)</sup> <br>| 16678 | &nbsp;&nbsp; 389 |
| OSI Systems, Inc.<sup>(1)</sup> <br>| 763 | &nbsp;&nbsp; 190 |
| Rogers Corp.<sup>(1)</sup> <br>| 1573 | &nbsp;&nbsp; 127 |
|  |  | &nbsp;&nbsp; 3012 |
| **Entertainment—0.8%** | **Entertainment—0.8%** |  |
| &nbsp;&nbsp;&nbsp; Madison Square Garden <br> Sports Corp.<sup>(1)</sup> <br>| 2592 | &nbsp;&nbsp; 588 |
| Roku, Inc. Class A <sup>(1)</sup> <br>| 2425 | &nbsp;&nbsp; 243 |
|  |  | &nbsp;&nbsp; 831 |
| **Financial Services—3.4%** | **Financial Services—3.4%** |  |
| &nbsp;&nbsp;&nbsp; Banco Latinoamericano de <br> Comercio Exterior S.A. <br> Class E<br>| 10512 | &nbsp;&nbsp; 483 |
| MGIC Investment Corp. | 33259 | &nbsp;&nbsp; 944 |
| NMI Holdings, Inc. Class A<sup>(1)</sup> <br>| 41408 | &nbsp;&nbsp; 1588 |
| Pagseguro Digital Ltd. Class A | 40000 | &nbsp;&nbsp; 400 |
| Radian Group, Inc. | 3935 | &nbsp;&nbsp; 142 |
|  |  | &nbsp;&nbsp; 3557 |

---

See Notes to Schedule of Investments

------

**VIRTUS Small-Cap Fund**

**SCHEDULE OF INVESTMENTS (Unaudited) (Continued)**

**September 30, 2025**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Food Products—2.3%** | **Food Products—2.3%** |  |
| Cal-Maine Foods, Inc. | 2657 | &nbsp;&nbsp; $250 |
| Ingredion, Inc. | 1240 | &nbsp;&nbsp; 151 |
| J & J Snack Foods Corp. | 1245 | &nbsp;&nbsp; 120 |
| John B Sanfilippo & Son, Inc. | 649 | &nbsp;&nbsp; 42 |
| Mama's Creations, Inc.<sup>(1)</sup> <br>| 16453 | &nbsp;&nbsp; 173 |
| Marzetti Co. (The) | 1188 | &nbsp;&nbsp; 205 |
| Mission Produce, Inc.<sup>(1)</sup> <br>| 7903 | &nbsp;&nbsp; 95 |
| Pilgrim's Pride Corp. | 7130 | &nbsp;&nbsp; 290 |
| Post Holdings, Inc.<sup>(1)</sup> <br>| 3508 | &nbsp;&nbsp; 377 |
| Tootsie Roll Industries, Inc. | 14132 | &nbsp;&nbsp; 592 |
| Vital Farms, Inc.<sup>(1)</sup> <br>| 2542 | &nbsp;&nbsp; 105 |
|  |  | &nbsp;&nbsp; 2400 |
| **Gold—0.1%** | **Gold—0.1%** |  |
| Integra Resources Corp.<sup>(1)</sup> <br>| 45600 | &nbsp;&nbsp; 135 |
| **Health Care REITs—0.1%** | **Health Care REITs—0.1%** |  |
| &nbsp;&nbsp;&nbsp; Omega Healthcare Investors, <br> Inc.<br>| 2971 | &nbsp;&nbsp; 126 |
| **Healthcare Equipment &** <br> **Supplies—0.8%** | **Healthcare Equipment &** <br> **Supplies—0.8%** |  |
| Envista Holdings Corp.<sup>(1)</sup> <br>| 7572 | &nbsp;&nbsp; 154 |
| iRadimed Corp. | 1650 | &nbsp;&nbsp; 117 |
| Merit Medical Systems, Inc.<sup>(1)</sup> <br>| 5913 | &nbsp;&nbsp; 492 |
| SI-BONE, Inc.<sup>(1)</sup> <br>| 8657 | &nbsp;&nbsp; 128 |
|  |  | &nbsp;&nbsp; 891 |
| **Healthcare Providers &** <br> **Services—3.0%** | **Healthcare Providers &** <br> **Services—3.0%** |  |
| Addus HomeCare Corp.<sup>(1)</sup> <br>| 2850 | &nbsp;&nbsp; 336 |
| Alignment Healthcare, Inc.<sup>(1)</sup> <br>| 41412 | &nbsp;&nbsp; 723 |
| &nbsp;&nbsp;&nbsp; AMN Healthcare Services, <br> Inc.<sup>(1)</sup> <br>| 13800 | &nbsp;&nbsp; 267 |
| Chemed Corp. | 895 | &nbsp;&nbsp; 401 |
| Encompass Health Corp. | 3901 | &nbsp;&nbsp; 495 |
| &nbsp;&nbsp;&nbsp; Fresenius Medical Care AG <br> ADR<br>| 11033 | &nbsp;&nbsp; 290 |
| &nbsp;&nbsp;&nbsp; LifeStance Health Group, <br> Inc.<sup>(1)</sup> <br>| 97187 | &nbsp;&nbsp; 535 |
| Tenet Healthcare Corp.<sup>(1)</sup> <br>| 384 | &nbsp;&nbsp; 78 |
|  |  | &nbsp;&nbsp; 3125 |
| **Healthcare Technology—1.0%** | **Healthcare Technology—1.0%** |  |
| HealthStream, Inc. | 5015 | &nbsp;&nbsp; 141 |
| OptimizeRx Corp.<sup>(1)</sup> <br>| 22779 | &nbsp;&nbsp; 467 |
| Phreesia, Inc.<sup>(1)</sup> <br>| 11904 | &nbsp;&nbsp; 280 |
| Waystar Holding Corp.<sup>(1)</sup> <br>| 5058 | &nbsp;&nbsp; 192 |
|  |  | &nbsp;&nbsp; 1080 |
| **Hotels, Restaurants & Leisure—2.5%** | **Hotels, Restaurants & Leisure—2.5%** |  |
| Brinker International, Inc.<sup>(1)</sup> <br>| 4732 | &nbsp;&nbsp; 599 |
| &nbsp;&nbsp;&nbsp; Norwegian Cruise Line <br> Holdings Ltd.<sup>(1)</sup> <br>| 72452 | &nbsp;&nbsp; 1785 |
| &nbsp;&nbsp;&nbsp; Sportradar Group AG <br> Class A<sup>(1)</sup> <br>| 7200 | &nbsp;&nbsp; 194 |
|  |  | &nbsp;&nbsp; 2578 |
| **Household Durables—0.2%** | **Household Durables—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Taylor Morrison Home Corp. <br> Class A<sup>(1)</sup> <br>| 2817 | &nbsp;&nbsp; 186 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Household Products—0.5%** | **Household Products—0.5%** |  |
| Oil-Dri Corp. of America | 2700 | &nbsp;&nbsp; $165 |
| WD-40 Co. | 1631 | &nbsp;&nbsp; 322 |
|  |  | &nbsp;&nbsp; 487 |
| **Independent Power and Renewable** <br> **Electricity Producers—0.2%** | **Independent Power and Renewable** <br> **Electricity Producers—0.2%** |  |
| Ormat Technologies, Inc. | 2283 | &nbsp;&nbsp; 220 |
| **Insurance—3.5%** | **Insurance—3.5%** |  |
| Donegal Group, Inc. Class A | 7437 | &nbsp;&nbsp; 144 |
| Employers Holdings, Inc. | 5988 | &nbsp;&nbsp; 254 |
| Globe Life, Inc. | 11826 | &nbsp;&nbsp; 1691 |
| &nbsp;&nbsp;&nbsp; Reinsurance Group of <br> America, Inc.<br>| 3955 | &nbsp;&nbsp; 760 |
| RLI Corp. | 7466 | &nbsp;&nbsp; 487 |
| Safety Insurance Group, Inc. | 2768 | &nbsp;&nbsp; 196 |
| United Fire Group, Inc. | 6050 | &nbsp;&nbsp; 184 |
|  |  | &nbsp;&nbsp; 3716 |
| **Interactive Media & Services—1.2%** | **Interactive Media & Services—1.2%** |  |
| Autohome, Inc. ADR | 3700 | &nbsp;&nbsp; 105 |
| Cars.com, Inc.<sup>(1)</sup> <br>| 8155 | &nbsp;&nbsp; 100 |
| EverQuote, Inc. Class A<sup>(1)</sup> <br>| 27763 | &nbsp;&nbsp; 635 |
| MediaAlpha, Inc. Class A<sup>(1)</sup> <br>| 14220 | &nbsp;&nbsp; 162 |
| Nextdoor Holdings, Inc.<sup>(1)</sup> <br>| 62600 | &nbsp;&nbsp; 131 |
| Yelp, Inc. Class A<sup>(1)</sup> <br>| 2700 | &nbsp;&nbsp; 84 |
|  |  | &nbsp;&nbsp; 1217 |
| **Leisure Products—0.1%** | **Leisure Products—0.1%** |  |
| BRP, Inc. | 1879 | &nbsp;&nbsp; 114 |
| **Machinery—0.4%** | **Machinery—0.4%** |  |
| Douglas Dynamics, Inc. | 15250 | &nbsp;&nbsp; 477 |
| **Metals & Mining—3.8%** | **Metals & Mining—3.8%** |  |
| &nbsp;&nbsp;&nbsp; Alpha Metallurgical <br> Resources, Inc.<sup>(1)</sup> <br>| 3040 | &nbsp;&nbsp; 499 |
| Centerra Gold, Inc. | 100046 | &nbsp;&nbsp; 1073 |
| Constellium SE Class A<sup>(1)</sup> <br>| 26000 | &nbsp;&nbsp; 387 |
| Contango ORE, Inc.<sup>(1)</sup> <br>| 5600 | &nbsp;&nbsp; 140 |
| Fortuna Mining Corp.<sup>(1)</sup> <br>| 28134 | &nbsp;&nbsp; 252 |
| OR Royalties, Inc. | 7720 | &nbsp;&nbsp; 309 |
| SSR Mining, Inc.<sup>(1)</sup> <br>| 45542 | &nbsp;&nbsp; 1112 |
| SunCoke Energy, Inc. | 24701 | &nbsp;&nbsp; 202 |
|  |  | &nbsp;&nbsp; 3974 |
| **Mortgage Real Estate Investment Trusts** <br> **(REITs)—0.3%** | **Mortgage Real Estate Investment Trusts** <br> **(REITs)—0.3%** |  |
| Rithm Capital Corp. | 32300 | &nbsp;&nbsp; 368 |
| **Multi-Utilities—0.6%** | **Multi-Utilities—0.6%** |  |
| NiSource, Inc. | 10742 | &nbsp;&nbsp; 465 |
| Unitil Corp. | 4177 | &nbsp;&nbsp; 200 |
|  |  | &nbsp;&nbsp; 665 |
| **Oil, Gas & Consumable Fuels—1.7%** | **Oil, Gas & Consumable Fuels—1.7%** |  |
| Crescent Energy Co. Class A | 97523 | &nbsp;&nbsp; 870 |
| Dorchester Minerals LP | 4607 | &nbsp;&nbsp; 119 |
| Granite Ridge Resources, Inc. | 54442 | &nbsp;&nbsp; 295 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Oil, Gas & Consumable** <br> **Fuels—continued** | **Oil, Gas & Consumable** <br> **Fuels—continued** |  |
| Teekay Corp., Ltd. | 56412 | &nbsp;&nbsp; $461 |
|  |  | &nbsp;&nbsp; 1745 |
| **Passenger Airlines—0.1%** | **Passenger Airlines—0.1%** |  |
| Strata Critical Medical, Inc.<sup>(1)</sup> <br>| 22136 | &nbsp;&nbsp; 112 |
| **Pharmaceuticals—5.8%** | **Pharmaceuticals—5.8%** |  |
| &nbsp;&nbsp;&nbsp; Amneal Pharmaceuticals, <br> Inc.<sup>(1)</sup> <br>| 35921 | &nbsp;&nbsp; 360 |
| ANI Pharmaceuticals, Inc.<sup>(1)</sup> <br>| 14419 | &nbsp;&nbsp; 1321 |
| Avadel Pharmaceuticals plc<sup>(1)</sup> <br>| 16385 | &nbsp;&nbsp; 250 |
| CorMedix, Inc.<sup>(1)</sup> <br>| 13220 | &nbsp;&nbsp; 154 |
| &nbsp;&nbsp;&nbsp; Harmony Biosciences <br> Holdings, Inc.<sup>(1)</sup> <br>| 12524 | &nbsp;&nbsp; 345 |
| Innoviva, Inc.<sup>(1)</sup> <br>| 26946 | &nbsp;&nbsp; 492 |
| Organon & Co. | 50000 | &nbsp;&nbsp; 534 |
| Pacira BioSciences, Inc.<sup>(1)</sup> <br>| 6765 | &nbsp;&nbsp; 174 |
| &nbsp;&nbsp;&nbsp; Phibro Animal Health Corp. <br> Class A<br>| 43827 | &nbsp;&nbsp; 1773 |
| &nbsp;&nbsp;&nbsp; Prestige Consumer <br> Healthcare, Inc.<sup>(1)</sup> <br>| 10324 | &nbsp;&nbsp; 644 |
|  |  | &nbsp;&nbsp; 6047 |
| **Professional Services—2.1%** | **Professional Services—2.1%** |  |
| &nbsp;&nbsp;&nbsp; Barrett Business Services, <br> Inc.<br>| 19874 | &nbsp;&nbsp; 881 |
| IBEX Holdings Ltd.<sup>(1)</sup> <br>| 12850 | &nbsp;&nbsp; 521 |
| TriNet Group, Inc. | 5100 | &nbsp;&nbsp; 341 |
| Willdan Group, Inc.<sup>(1)</sup> <br>| 4700 | &nbsp;&nbsp; 454 |
|  |  | &nbsp;&nbsp; 2197 |
| **Retail REITs—0.5%** | **Retail REITs—0.5%** |  |
| Agree Realty Corp. | 7815 | &nbsp;&nbsp; 555 |
| **Semiconductors & Semiconductor** <br> **Equipment—7.1%** | **Semiconductors & Semiconductor** <br> **Equipment—7.1%** |  |
| ACM Research, Inc. Class A<sup>(1)</sup> <br>| 26975 | &nbsp;&nbsp; 1056 |
| Ambarella, Inc.<sup>(1)</sup> <br>| 19066 | &nbsp;&nbsp; 1573 |
| Axcelis Technologies, Inc.<sup>(1)</sup> <br>| 1670 | &nbsp;&nbsp; 163 |
| Camtek Ltd.<sup>(1)(2)</sup> <br>| 2308 | &nbsp;&nbsp; 242 |
| Cirrus Logic, Inc.<sup>(1)</sup> <br>| 8600 | &nbsp;&nbsp; 1078 |
| &nbsp;&nbsp;&nbsp; Credo Technology Group <br> Holding Ltd.<sup>(1)</sup> <br>| 2190 | &nbsp;&nbsp; 319 |
| Penguin Solutions, Inc.<sup>(1)</sup> <br>| 58414 | &nbsp;&nbsp; 1535 |
| Tower Semiconductor Ltd.<sup>(1)</sup> <br>| 20781 | &nbsp;&nbsp; 1502 |
|  |  | &nbsp;&nbsp; 7468 |
| **Software—7.5%** | **Software—7.5%** |  |
| Appfolio, Inc. Class A<sup>(1)</sup> <br>| 740 | &nbsp;&nbsp; 204 |
| BlackLine, Inc.<sup>(1)</sup> <br>| 3761 | &nbsp;&nbsp; 200 |
| Cellebrite DI Ltd.<sup>(1)</sup> <br>| 9697 | &nbsp;&nbsp; 180 |
| Cerence, Inc.<sup>(1)</sup> <br>| 11093 | &nbsp;&nbsp; 138 |
| Clear Secure, Inc. Class A | 13213 | &nbsp;&nbsp; 441 |
| Cognyte Software Ltd.<sup>(1)</sup> <br>| 16198 | &nbsp;&nbsp; 136 |
| Commvault Systems, Inc.<sup>(1)</sup> <br>| 9188 | &nbsp;&nbsp; 1734 |
| Docusign, Inc. Class A<sup>(1)</sup> <br>| 13593 | &nbsp;&nbsp; 980 |
| Dropbox, Inc. Class A<sup>(1)</sup> <br>| 35820 | &nbsp;&nbsp; 1082 |
| Guidewire Software, Inc.<sup>(1)</sup> <br>| 1000 | &nbsp;&nbsp; 230 |
| Intapp, Inc.<sup>(1)</sup> <br>| 6812 | &nbsp;&nbsp; 279 |
| Manhattan Associates, Inc.<sup>(1)</sup> <br>| 1848 | &nbsp;&nbsp; 379 |

---

See Notes to Schedule of Investments

------

**VIRTUS Small-Cap Fund**

**SCHEDULE OF INVESTMENTS (Unaudited) (Continued)**

**September 30, 2025**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Software—continued** | **Software—continued** |  |
| OneSpan, Inc. | 34100 | &nbsp;&nbsp; $542 |
| Ooma, Inc.<sup>(1)</sup> <br>| 8952 | &nbsp;&nbsp; 107 |
| Pegasystems, Inc. | 7180 | &nbsp;&nbsp; 413 |
| Q2 Holdings, Inc.<sup>(1)</sup> <br>| 3069 | &nbsp;&nbsp; 222 |
| RADCOM Ltd.<sup>(1)</sup> <br>| 24856 | &nbsp;&nbsp; 360 |
| &nbsp;&nbsp;&nbsp; Zeta Global Holdings Corp. <br> Class A<sup>(1)</sup> <br>| 14304 | &nbsp;&nbsp; 284 |
|  |  | &nbsp;&nbsp; 7911 |
| **Specialty Retail—2.5%** | **Specialty Retail—2.5%** |  |
| &nbsp;&nbsp;&nbsp; Abercrombie & Fitch Co. <br> Class A<sup>(1)</sup> <br>| 8000 | &nbsp;&nbsp; 684 |
| Genesco, Inc.<sup>(1)</sup> <br>| 21072 | &nbsp;&nbsp; 611 |
| Lands' End, Inc.<sup>(1)</sup> <br>| 73548 | &nbsp;&nbsp; 1037 |
| Upbound Group, Inc. | 5506 | &nbsp;&nbsp; 130 |
| Urban Outfitters, Inc.<sup>(1)</sup> <br>| 2295 | &nbsp;&nbsp; 164 |
|  |  | &nbsp;&nbsp; 2626 |
| **Technology Hardware, Storage &** <br> **Peripherals—0.5%** | **Technology Hardware, Storage &** <br> **Peripherals—0.5%** |  |
| Corsair Gaming, Inc.<sup>(1)</sup> <br>| 14362 | &nbsp;&nbsp; 128 |
| Diebold Nixdorf, Inc.<sup>(1)</sup> <br>| 1777 | &nbsp;&nbsp; 102 |
| IonQ, Inc.<sup>(1)</sup> <br>| 2929 | &nbsp;&nbsp; 180 |
| Turtle Beach Corp.<sup>(1)</sup> <br>| 7100 | &nbsp;&nbsp; 113 |
|  |  | &nbsp;&nbsp; 523 |
| **Textiles, Apparel & Luxury** <br> **Goods—0.2%** | **Textiles, Apparel & Luxury** <br> **Goods—0.2%** |  |
| Gildan Activewear, Inc. | 3679 | &nbsp;&nbsp; 213 |
| **Tobacco—1.0%** | **Tobacco—1.0%** |  |
| RLX Technology, Inc. ADR | 43796 | &nbsp;&nbsp; 115 |
| Turning Point Brands, Inc. | 6427 | &nbsp;&nbsp; 636 |
| Universal Corp. | 4570 | &nbsp;&nbsp; 255 |
|  |  | &nbsp;&nbsp; 1006 |
| **Trading Companies &** <br> **Distributors—0.1%** | **Trading Companies &** <br> **Distributors—0.1%** |  |
| MRC Global, Inc.<sup>(1)</sup> <br>| 6198 | &nbsp;&nbsp; 89 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Water Utilities—0.3%** | **Water Utilities—0.3%** |  |
| American States Water Co. | 4803 | &nbsp;&nbsp; $352 |
| **Total Common Stocks** <br>**(Identified Cost $75,217)** | **Total Common Stocks** <br>**(Identified Cost $75,217)** | &nbsp;&nbsp; **103729** |
| **Master Limited Partnerships and Related** <br> **Companies—0.2%** | **Master Limited Partnerships and Related** <br> **Companies—0.2%** | **Master Limited Partnerships and Related** <br> **Companies—0.2%** |
| **Downstream/Other—0.2%** | **Downstream/Other—0.2%** |  |
| Sunoco LP<sup>(2)</sup> <br>| 4380 | &nbsp;&nbsp; 219 |
| **Total Master Limited** <br> **Partnerships and Related** <br> **Companies** <br>**(Identified Cost $63)** | **Total Master Limited** <br> **Partnerships and Related** <br> **Companies** <br>**(Identified Cost $63)** | &nbsp;&nbsp; **219** |
| **Total Long-Term** <br> **Investments—98.9%** <br>**(Identified Cost $75,280)** | **Total Long-Term** <br> **Investments—98.9%** <br>**(Identified Cost $75,280)** | &nbsp;&nbsp; **103948** |
| **Securities Lending Collateral—0.7%** | **Securities Lending Collateral—0.7%** | **Securities Lending Collateral—0.7%** |
| &nbsp;&nbsp;&nbsp; Dreyfus Government Cash <br> Management Fund - <br> Institutional Shares <br> (seven-day effective yield <br> 4.041%)<sup>(3)(4)</sup> <br>| 710157 | &nbsp;&nbsp; 710 |
| **Total Securities Lending** <br> **Collateral** <br>**(Identified Cost $710)** | **Total Securities Lending** <br> **Collateral** <br>**(Identified Cost $710)** | &nbsp;&nbsp; **710** |
| **TOTAL INVESTMENTS—99.6%** <br>**(Identified Cost $75,990)** | **TOTAL INVESTMENTS—99.6%** <br>**(Identified Cost $75,990)** | &nbsp;&nbsp; **$104658** |
| Other assets and liabilities, net—0.4% | Other assets and liabilities, net—0.4% | &nbsp;&nbsp; 386 |
| **NET ASSETS—100.0%** | **NET ASSETS—100.0%** | &nbsp;&nbsp; **$105044** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| ADR | American Depositary Receipt |
| LP | Limited Partnership |
| plc | Public Limited Company |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Footnote Legend:** | **Footnote Legend:** |
| <sup>(1)</sup> <br>| Non-income producing. |
| <sup>(2)</sup> <br>| All or a portion of security is on loan. |
| <sup>(3)</sup> <br>| Shares of this fund are publicly offered, and its <br> prospectus and annual report are publicly available.<br>|
| <sup>(4)</sup> <br>| Represents security purchased with cash collateral <br> received for securities on loan.<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Country Weightings**<sup>†</sup>  | **Country Weightings**<sup>†</sup>  |
| United States | 84<br> %<br>|
| Bermuda | 3 |
| Canada | 3 |
| Israel | 3 |
| Cayman Islands | 2 |
| Ireland | 2 |
| Denmark | 1 |
| Other | 2 |
| Total | 100<br> %<br>|
| <sup>†</sup> % of total investments as of September 30, 2025. | <sup>†</sup> % of total investments as of September 30, 2025. |

---

The following table summarizes the value of the Fund's investments as of September 30, 2025, based on the inputs used to value them (See Security Valuation Note 1 in the Notes to Schedule of Investments):

---

| | | |
|:---|:---|:---|
|  | Total <br>Value at <br>September 30, 2025<br>| Level 1 <br>Quoted Prices<br>|
| Assets: |  |  |
| Equity Securities: |  |  |
| &nbsp;&nbsp;&nbsp; Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $103729 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $103729 |
| &nbsp;&nbsp;&nbsp; Master Limited Partnerships and Related Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 219 |
| Securities Lending Collateral | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 710 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 710 |
| Total Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $104658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $104658 |

---

There were no securities valued using significant observable inputs (Level 2) or significant unobservable inputs (Level 3) at September 30, 2025.

There were no transfers into or out of Level 3 related to securities held at September 30, 2025.

See Notes to Schedule of Investments

------

**VIRTUS Small-Cap Fund**

**NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)**

**September 30, 2025**

**Note 1. Security Valuation**

The Fund's Board of Trustees has designated the investment adviser as the valuation designee to perform fair valuations pursuant to Rule 2a-5 under the Investment Company Act of 1940. The Fund utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels. The Fund's policy is to recognize transfers into or out of Level 3 at the end of the reporting period.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – quoted prices in active markets for identical securities (security types generally include listed equities).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – prices determined using other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – prices determined using significant unobservable inputs (including the investment adviser's Valuation Committee's own assumptions in determining the fair value of investments).

A description of the valuation techniques applied to the Fund's major categories of assets and liabilities measured at fair value on a recurring basis is as follows:

Equity securities are valued at the official closing price (typically last sale) on the exchange on which the securities are primarily traded or, if no closing price is available, at the last bid price and are categorized as Level 1 in the hierarchy. Illiquid, restricted equity securities and illiquid private placements are internally fair valued by the investment adviser's Valuation Committee, and are generally categorized as Level 3 in the hierarchy.

Certain non-U.S. securities may be fair valued in cases where closing prices are not readily available or are deemed not reflective of readily available market prices. For example, significant events (such as movement in the U.S. securities market, or other regional and local developments) may occur between the time that non-U.S. markets close (where the security is principally traded) and the time that the Fund calculates its net asset value ("NAV") at the close of regular trading on the New York Stock Exchange ("NYSE") (generally 4 p.m. Eastern time) that may impact the value of securities traded in these non-U.S. markets. In such cases, the Fund fair value non-U.S. securities using an independent pricing service which considers the correlation of the trading patterns of the non-U.S. security to the intraday trading in the U.S. markets for investments such as American Depositary Receipts, financial futures, Exchange-Traded Funds ("ETFs"), and certain indexes, as well as prices for similar securities. Such fair valuations are categorized as Level 2 in the hierarchy. Because the frequency of significant events is not predictable, fair valuation of certain non-U.S. common stocks may occur on a frequent basis.

Debt instruments, including convertible bonds, restricted securities, and leveraged loan are valued based on either evaluated or composite quotations received from independent pricing services or from dealers who make markets in such securities. For most bond types, the pricing service utilizes matrix pricing that considers one or more of the following factors: yield or price of bonds of comparable quality, coupon, maturity, current cash flows, type, activity of the underlying equities, and current day trade information, as well as dealer supplied prices. These valuations are generally categorized as Level 2 in the hierarchy. Structured debt instruments, such as mortgage-backed and asset-backed securities may also incorporate collateral analysis and utilize cash flow models for valuation and are generally categorized as Level 2 in the hierarchy. Pricing services do not provide pricing for all securities and therefore indicative bids from dealers are utilized which are based on pricing models used by market makers in the security and are generally categorized as Level 2 in the hierarchy. Debt instruments that are internally fair valued by the investment adviser's Valuation Committee are generally categorized as Level 3 in the hierarchy.

Listed derivatives, such as options, that are actively traded are valued at the last posted settlement price from the exchange where they are principally traded and are categorized as Level 1 in the hierarchy. Over-the-counter derivative contracts, which include forward currency contracts and equity-linked instruments, do not require material subjectivity as pricing inputs are observed from actively quoted markets and are categorized as Level 2 in the hierarchy.

Investments in open-end mutual funds are valued at NAV. Investments in closed-end funds and ETFs are valued as of the close of regular trading on the NYSE each business day. Each is categorized as Level 1 in the hierarchy.

A summary of the inputs used to value the Fund's net assets by each major security type is disclosed at the end of the Schedule of Investments for the

Fund. The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

*For additional information about significant accounting policies, refer to the Fund's most recent semi or annual financial statements.*

------

## 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:** 2026-06-30

- **b. Date as of which information is reported:** 2025-09-30

**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:** $107360519.73

**Total Liabilities:** $2270339.61

**Net Assets:** $105090180.12

**Cash Not Reported:** $1896315.65

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000164306 | 1.38%                | 8.42%                | 2.90%                |
| Class ID C000128361 | 1.28%                | 8.30%                | 2.83%                |
| Class ID C000128362 | 1.33%                | 8.41%                | 2.94%                |
| Class ID C000128360 | 1.34%                | 8.37%                | 2.89%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $615826.49               | $537696.33                                 |
| Month 2  | $422388.85               | $7472449.22                                |
| Month 3  | $997243.69               | $2002875.34                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Norwegian Cruise Line Holdings | Norwegian Cruise Line Holdings Ltd            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72452 | NS      | $1784492.76   | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc    | LifeStance Health Group Inc                   | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97187 | NS      | $534528.50    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc     | Neurocrine Biosciences Inc                    | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1934 | NS      | $271494.92    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc          | Commvault Systems Inc                         | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      9188 | NS      | $1734510.64   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc             | SmartFinancial Inc                            | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4163 | NS      | $148743.99    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                   | Cars.com Inc                                  | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      8155 | NS      | $99654.10     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc     | Sprouts Farmers Market Inc                    | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      4806 | NS      | $522892.80    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                       | IonQ Inc                                      | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |      2929 | NS      | $180133.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp   | American Superconductor Corp                  | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |     22928 | NS      | $1361693.92   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| RLX Technology Inc             | RLX Technology Inc                            | CUSIP: 74969N103<br>LEI: 984500EG5DBB2F7F4002 | Long             | EC               | CORP              | CN        |     43796 | NS      | $115183.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                     | Evergy Inc                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      8525 | NS      | $648070.50    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Servi | First Business Financial Services Inc         | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      2133 | NS      | $109337.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd       | OneSpaWorld Holdings Ltd                      | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |     14578 | NS      | $308178.92    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp           | Hancock Whitney Corp                          | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     18007 | NS      | $1127418.27   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextdoor Holdings Inc          | Nextdoor Holdings Inc                         | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62600 | NS      | $130834.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                      | Sunoco LP                                     | CUSIP: 86765K109<br>LEI: 54930001NJU8E40NQ561 | Long             | EC               | CORP              | US        |      4380 | NS      | $219043.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Cirrus Logic Inc               | Cirrus Logic Inc                              | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      8600 | NS      | $1077494.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                     | MasTec Inc                                    | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      3095 | NS      | $658646.95    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc               | HealthStream Inc                              | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      5015 | NS      | $141623.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc  | Barrett Business Services Inc                 | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     19874 | NS      | $880815.68    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Camtek Ltd/Israel              | Camtek Ltd/Israel                             | CUSIP: 000000000<br>LEI: 5493000H80W07HCKGS43 | Long             | EC               | CORP              | IL        |      2308 | NS      | $242455.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: —       |
| Grand Canyon Education Inc     | Grand Canyon Education Inc                    | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      3396 | NS      | $745489.92    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                       | Yelp Inc                                      | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      2700 | NS      | $84240.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                    | OneSpan Inc                                   | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |     34100 | NS      | $541849.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker Inc                 | NEXTracker Inc                                | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19719 | NS      | $1459008.81   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorchester Minerals LP         | Dorchester Minerals LP                        | CUSIP: 25820R105<br>LEI: 529900J537JTEZOMXG05 | Long             | EC               | CORP              | US        |      4607 | NS      | $119275.23    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc              | Post Holdings Inc                             | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      3508 | NS      | $377039.84    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                  | BlackLine Inc                                 | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |      3761 | NS      | $199709.10    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I | Harmony Biosciences Holdings Inc              | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12524 | NS      | $345161.44    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc           | Upstart Holdings Inc                          | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      3850 | NS      | $195580.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutio | Bright Horizons Family Solutions Inc          | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2413 | NS      | $261979.41    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc           | Urban Outfitters Inc                          | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2295 | NS      | $163931.85    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc       | Alignment Healthcare Inc                      | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41412 | NS      | $722639.40    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc          | Arrow Electronics Inc                         | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      6521 | NS      | $789041.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                   | Alkermes PLC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     40807 | NS      | $1224210.00   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc     | Amneal Pharmaceuticals Inc                    | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35921 | NS      | $359569.21    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG      | Fresenius Medical Care AG                     | CUSIP: 358029106<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     11033 | NS      | $290498.89    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc           | Douglas Dynamics Inc                          | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     15250 | NS      | $476715.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co       | American States Water Co                      | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      4803 | NS      | $352155.96    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Bladex                         | Banco Latinoamericano de Comercio Exterior SA | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |     10512 | NS      | $483236.64    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                   | NiSource Inc                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     10742 | NS      | $465128.60    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp           | Pilgrim's Pride Corp                          | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      7130 | NS      | $290333.60    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                   | Innoviva Inc                                  | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     26946 | NS      | $491764.50    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                    | Dropbox Inc                                   | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     35820 | NS      | $1082122.20   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                | OptimizeRx Corp                               | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22779 | NS      | $466969.50    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc         | Columbia Financial Inc                        | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |      6126 | NS      | $91951.26     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc      | Rigel Pharmaceuticals Inc                     | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      5812 | NS      | $164653.96    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                       | Ooma Inc                                      | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8952 | NS      | $107334.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc      | Brinker International Inc                     | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      4732 | NS      | $599449.76    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc      | Mirum Pharmaceuticals Inc                     | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      4000 | NS      | $293240.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc             | ADMA Biologics Inc                            | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14016 | NS      | $205474.56    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc         | Ormat Technologies Inc                        | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      2283 | NS      | $219738.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| OR Royalties Inc               | OR Royalties Inc                              | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |      7720 | NS      | $309417.60    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                 | SSR Mining Inc                                | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |     45542 | NS      | $1112135.64   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                   | Exelixis Inc                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     13000 | NS      | $536900.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients Inc            | MGP Ingredients Inc                           | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |     16625 | NS      | $402158.75    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                | Q2 Holdings Inc                               | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      3069 | NS      | $222164.91    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                   | Appfolio Inc                                  | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       740 | NS      | $203988.40    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc             | Byline Bancorp Inc                            | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     10179 | NS      | $282263.67    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son L | Bank of NT Butterfield & Son Ltd/The          | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     13596 | NS      | $583540.32    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc              | Upbound Group Inc                             | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      5506 | NS      | $130106.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                   | Woodward Inc                                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      3778 | NS      | $954738.38    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc      | Merit Medical Systems Inc                     | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      5913 | NS      | $492138.99    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp     | Pinnacle West Capital Corp                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      4145 | NS      | $371640.70    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc         | Pacira BioSciences Inc                        | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6765 | NS      | $174334.05    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc         | Digi International Inc                        | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      3801 | NS      | $138584.46    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc        | Kimball Electronics Inc                       | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      5340 | NS      | $159452.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc         | Puma Biotechnology Inc                        | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35404 | NS      | $187995.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co             | Crescent Energy Co                            | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97523 | NS      | $869905.16    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp            | Alliant Energy Corp                           | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      9114 | NS      | $614374.74    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                 | Lands' End Inc                                | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |     73548 | NS      | $1037026.80   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| RADCOM Ltd                     | RADCOM Ltd                                    | CUSIP: 000000000<br>LEI: 529900YOUOKNMG7QW685 | Long             | EC               | CORP              | IL        |     24856 | NS      | $360163.44    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc               | Radian Group Inc                              | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      3935 | NS      | $142525.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc         | Guidewire Software Inc                        | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      1000 | NS      | $229860.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                | OGE Energy Corp                               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     12766 | NS      | $590682.82    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc       | Turning Point Brands Inc                      | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      6427 | NS      | $635373.22    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEGRA RESOURCES CORP         | INTEGRA RESOURCES CORP                        | CUSIP: 45826T509<br>LEI: 529900MC191X8CY3P306 | Long             | EC               | CORP              | CA        |     45600 | NS      | $134520.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc               | Leonardo DRS Inc                              | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |     16063 | NS      | $729260.20    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                | OSI Systems Inc                               | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       763 | NS      | $190170.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                       | RLI Corp                                      | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      7466 | NS      | $486932.52    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                  | EverQuote Inc                                 | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27763 | NS      | $634939.81    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp          | Encompass Health Corp                         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      3901 | NS      | $495505.02    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc               | NMI Holdings Inc                              | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     41408 | NS      | $1587582.72   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                  | Coherent Corp                                 | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      2381 | NS      | $256481.32    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc          | Penguin Solutions Inc                         | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |     58414 | NS      | $1535119.92   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Reinsurance Group of America I | Reinsurance Group of America Inc              | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |      3955 | NS      | $759874.15    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                       | SLM Corp                                      | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4744 | NS      | $131313.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                  | Ambarella Inc                                 | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |     19066 | NS      | $1573326.32   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Contango ORE Inc               | Contango ORE Inc                              | CUSIP: 21077F100<br>LEI: 254900PFYX4KDRISX581 | Long             | EC               | CORP              | US        |      5600 | NS      | $139608.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc      | Halozyme Therapeutics Inc                     | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      2056 | NS      | $150787.04    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc                 | MediaAlpha Inc                                | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14220 | NS      | $161823.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                 | Constellium SE                                | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     26000 | NS      | $386880.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc | Omega Healthcare Investors Inc                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      2971 | NS      | $125435.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc       | Encore Capital Group Inc                      | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      2567 | NS      | $107146.58    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc            | Silgan Holdings Inc                           | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      3190 | NS      | $137201.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc    | John B Sanfilippo & Son Inc                   | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       649 | NS      | $41717.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                  | Ingredion Inc                                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1240 | NS      | $151416.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                          | AECOM                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      8344 | NS      | $1088641.68   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc          | United Fire Group Inc                         | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6050 | NS      | $184041.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Autohome Inc                   | Autohome Inc                                  | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | CN        |      3700 | NS      | $105635.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc          | Powell Industries Inc                         | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       659 | NS      | $200869.79    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA              | Universal Corp/VA                             | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      4570 | NS      | $255325.90    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitol Federal Financial Inc  | Capitol Federal Financial Inc                 | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29549 | NS      | $187636.15    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Prestige Consumer Healthcare I | Prestige Consumer Healthcare Inc              | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10324 | NS      | $644217.60    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                  | iRadimed Corp                                 | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      1650 | NS      | $117414.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd               | Genie Energy Ltd                              | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |      8316 | NS      | $124324.20    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AllianceBernstein Holding LP   | AllianceBernstein Holding LP                  | CUSIP: 01881G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22185 | NS      | $847910.70    | 0.81%             |  |  |  | No            |                  1 | On Loan: —       |
| Adtalem Global Education Inc   | Adtalem Global Education Inc                  | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      7698 | NS      | $1188956.10   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                 | Daktronics Inc                                | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     18382 | NS      | $384551.44    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc              | Unity Bancorp Inc                             | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      3539 | NS      | $172950.93    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc    | Tootsie Roll Industries Inc                   | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     14132 | NS      | $592413.44    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc               | TriNet Group Inc                              | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      5100 | NS      | $341139.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                   | Knowles Corp                                  | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     16678 | NS      | $388764.18    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerra Gold Inc              | Centerra Gold Inc                             | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |    100046 | NS      | $1073493.58   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc   | Catalyst Pharmaceuticals Inc                  | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     14572 | NS      | $287068.40    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc            | Cal-Maine Foods Inc                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      2657 | NS      | $250023.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp            | Exact Sciences Corp                           | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      5923 | NS      | $324047.33    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc             | Corsair Gaming Inc                            | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     14362 | NS      | $128109.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc    | Granite Ridge Resources Inc                   | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |     54442 | NS      | $294531.22    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                 | Green Dot Corp                                | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77198 | NS      | $1036769.14   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| J & J Snack Foods Corp         | J & J Snack Foods Corp                        | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |      1245 | NS      | $119632.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc        | Strategic Education Inc                       | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      2196 | NS      | $188877.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd          | Pagseguro Digital Ltd                         | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | BR        |     40000 | NS      | $400000.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                    | Chemed Corp                                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       895 | NS      | $400727.30    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                 | MRC Global Inc                                | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      6198 | NS      | $89375.16     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp            | Addus HomeCare Corp                           | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      2850 | NS      | $336271.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc     | Casey's General Stores Inc                    | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      1332 | NS      | $753006.24    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc         | Employers Holdings Inc                        | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5988 | NS      | $254370.24    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognyte Software Ltd           | Cognyte Software Ltd                          | CUSIP: 000000000<br>LEI: 2549006L803IRJC67B33 | Long             | EC               | CORP              | IL        |     16198 | NS      | $136063.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                | EMCOR Group Inc                               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1155 | NS      | $750218.70    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corp of America        | Oil-Dri Corp of America                       | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      2700 | NS      | $164808.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc     | Safety Insurance Group Inc                    | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      2768 | NS      | $195669.92    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc       | Manhattan Associates Inc                      | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      1848 | NS      | $378803.04    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc            | Diebold Nixdorf Inc                           | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      1777 | NS      | $101342.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportradar Group AG            | Sportradar Group AG                           | CUSIP: 000000000<br>LEI: 549300H1P33YOAT7Z533 | Long             | EC               | CORP              | CH        |      7200 | NS      | $193680.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Virgin Galactic Holdings Inc   | Virgin Galactic Holdings Inc                  | CUSIP: 92766K403<br>LEI: 549300C631IMXCSMN048 | Long             | EC               | CORP              | US        |    112000 | NS      | $432320.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd              | IBEX Holdings Ltd                             | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | US        |     12850 | NS      | $520682.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                | Otter Tail Corp                               | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6854 | NS      | $561822.38    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp      | Phibro Animal Health Corp                     | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     43827 | NS      | $1773240.42   | 1.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp        | Perdoceo Education Corp                       | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     18948 | NS      | $713581.68    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc              | Willdan Group Inc                             | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      4700 | NS      | $454443.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc        | ANI Pharmaceuticals Inc                       | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     14419 | NS      | $1320780.40   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                    | Cerence Inc                                   | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     11093 | NS      | $138218.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CorMedix Inc                   | CorMedix Inc                                  | CUSIP: 21900C308<br>LEI: 5299006YIA3L0MBW8358 | Long             | EC               | CORP              | US        |     13220 | NS      | $153748.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                       | Moog Inc                                      | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      4946 | NS      | $1027135.82   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                 | Globe Life Inc                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     11826 | NS      | $1690763.22   | 1.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Company/The           | Marzetti Company/The                          | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      1188 | NS      | $205274.52    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc    | AMN Healthcare Services Inc                   | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     13800 | NS      | $267168.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Inc                        | BRP Inc                                       | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |      1879 | NS      | $114205.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                    | IDACORP Inc                                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      5005 | NS      | $661410.75    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                | Teekay Corp Ltd                               | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |     56412 | NS      | $461450.16    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                    | Rogers Corp                                   | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      1573 | NS      | $126563.58    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp           | MGIC Investment Corp                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     33259 | NS      | $943557.83    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp      | Zeta Global Holdings Corp                     | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |     14304 | NS      | $284220.48    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc          | Gildan Activewear Inc                         | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |      3679 | NS      | $212646.20    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                | Vital Farms Inc                               | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |      2542 | NS      | $104603.30    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources  | Alpha Metallurgical Resources Inc             | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      3040 | NS      | $498833.60    | 0.47%             |  |  |  | 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        |      2592 | NS      | $588384.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp             | Rithm Capital Corp                            | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     32300 | NS      | $367897.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                        | V2X Inc                                       | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15332 | NS      | $890635.88    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc        | Comfort Systems USA Inc                       | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1683 | NS      | $1388777.94   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc     | ACADIA Pharmaceuticals Inc                    | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     39867 | NS      | $850761.78    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp              | Agree Realty Corp                             | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7815 | NS      | $555177.60    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc               | Clear Secure Inc                              | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13213 | NS      | $441049.94    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                       | Fabrinet                                      | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |      1548 | NS      | $564431.76    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                   | Ducommun Inc                                  | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |     12968 | NS      | $1246613.84   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                   | Organon & Co                                  | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |     50000 | NS      | $534000.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellebrite DI Ltd              | Cellebrite DI Ltd                             | CUSIP: 000000000<br>LEI: 254900G03462YGP1IO36 | Long             | EC               | CORP              | IL        |      9697 | NS      | $179685.41    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                     | Natera Inc                                    | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3128 | NS      | $503514.16    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortuna Mining Corp            | Fortuna Mining Corp                           | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |     28134 | NS      | $252080.64    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Strata Critical Medical Inc    | Strata Critical Medical Inc                   | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22136 | NS      | $112008.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                | Pegasystems Inc                               | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      7180 | NS      | $412850.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp           | Waystar Holding Corp                          | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5058 | NS      | $191799.36    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp      | Taylor Morrison Home Corp                     | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      2817 | NS      | $185950.17    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                   | Docusign Inc                                  | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     13593 | NS      | $979919.37    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp | Great Lakes Dredge & Dock Corp                | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |      8804 | NS      | $105559.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co         | Abercrombie & Fitch Co                        | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      8000 | NS      | $684400.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                    | Anterix Inc                                   | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      3500 | NS      | $75145.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                  | Frontdoor Inc                                 | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     17703 | NS      | $1191234.87   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                       | AAR Corp                                      | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      8521 | NS      | $764078.07    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                       | IDT Corp                                      | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      3240 | NS      | $169484.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Mama's Creations Inc           | Mama's Creations Inc                          | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16453 | NS      | $172921.03    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc               | Weis Markets Inc                              | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4022 | NS      | $289061.14    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc       | Axcelis Technologies Inc                      | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      1670 | NS      | $163058.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Avadel Pharmaceuticals PLC     | Avadel Pharmaceuticals PLC                    | CUSIP: 000000000<br>LEI: 549300E27PTSG2RHC762 | Long             | EC               | CORP              | IE        |     16385 | NS      | $250198.95    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc  | Arrowhead Pharmaceuticals Inc                 | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     12340 | NS      | $425606.60    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp          | Tenet Healthcare Corp                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       384 | NS      | $77967.36     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc             | SunCoke Energy Inc                            | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     24701 | NS      | $201560.16    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                   | Veracyte Inc                                  | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     31958 | NS      | $1097118.14   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                    | Kohl's Corp                                   | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     57161 | NS      | $878564.57    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                    | Unitil Corp                                   | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4177 | NS      | $199911.22    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp              | Turtle Beach Corp                             | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      7100 | NS      | $112890.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                       | Roku Inc                                      | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      2425 | NS      | $242815.25    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico      | First BanCorp/Puerto Rico                     | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     21858 | NS      | $481968.90    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| TAT Technologies Ltd           | TAT Technologies Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5210 | NS      | $229396.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                       | WD-40 Co                                      | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      1631 | NS      | $322285.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                    | Stantec Inc                                   | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      1000 | NS      | $107800.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                   | Phreesia Inc                                  | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     11904 | NS      | $279982.08    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc       | Sarepta Therapeutics Inc                      | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     19400 | NS      | $373838.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE | DREYFUS GOVERNMENT CASH MANAGE                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    710157 | NS      | $710156.68    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                    | Genesco Inc                                   | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     21072 | NS      | $610877.28    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                     | CareDx Inc                                    | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     36265 | NS      | $527293.10    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                  | Interface Inc                                 | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     40103 | NS      | $1160580.82   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc    | Community Trust Bancorp Inc                   | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2530 | NS      | $141553.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging SA      | Ardagh Metal Packaging SA                     | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |     39036 | NS      | $155753.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc            | Mission Produce Inc                           | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |      7903 | NS      | $94994.06     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                       | HNI Corp                                      | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      2583 | NS      | $121013.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                     | Intapp Inc                                    | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6812 | NS      | $278610.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc         | Array Technologies Inc                        | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     29200 | NS      | $237980.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd        | Tower Semiconductor Ltd                       | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |     20781 | NS      | $1502466.30   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp         | Primoris Services Corp                        | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     18105 | NS      | $2486359.65   | 2.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                     | Belden Inc                                    | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      1270 | NS      | $152742.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc              | Donegal Group Inc                             | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7437 | NS      | $144203.43    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                    | SI-BONE Inc                                   | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |      8657 | NS      | $127431.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc               | ACM Research Inc                              | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     26975 | NS      | $1055531.75   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc  | Business First Bancshares Inc                 | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      5204 | NS      | $122866.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc            | ADTRAN Holdings Inc                           | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     23722 | NS      | $222512.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc           | Celsius Holdings Inc                          | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2540 | NS      | $146024.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding | Credo Technology Group Holding Ltd            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2190 | NS      | $318885.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                     | Genmab A/S                                    | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |     27495 | NS      | $843271.65    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp          | Envista Holdings Corp                         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      7572 | NS      | $154241.64    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp | Central Pacific Financial Corp                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      7462 | NS      | $226397.08    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-25

**Name of Applicant:** Virtus Investment Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer