# EDGAR Filing Document

**Accession Number:** 0000867297
**File Stem:** 0001752724-23-035676
**Filing Date:** 2023-2
**Character Count:** 41518
**Document Hash:** 9ff9515557ab79248adb215d4898a370
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035676.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035676

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20230630

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06161
- **FILM NUMBER:** 23657462

**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 NFJ Small-Cap Value Fund (Series ID: S000007966)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000021621 | A              | PCVAX           |
| C000021622 | Administrative | PVADX           |
| C000021624 | C              | PCVCX           |
| C000021626 | Institutional  | PSVIX           |
| C000066130 | P              | ASVPX           |
| C000135575 | R6             | ANFVX           |

## 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 NFJ Small-Cap Value Fund

- **b. EDGAR series identifier (if any):** S000007966

- **c. LEI of Series:** 549300E1YSBENTVWN363

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

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

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $362560934.93

**Total Liabilities:** $2364549.01

**Net Assets:** $360196385.92

**Cash Not Reported:** $35545.86

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000066130 | 9.09%                | 6.84%                | -6.31%               |
| Class ID C000021622 | 9.09%                | 6.78%                | -6.26%               |
| Class ID C000021624 | 8.03%                | 5.75%                | -7.12%               |
| Class ID C000021626 | 9.10%                | 6.87%                | -6.32%               |
| Class ID C000135575 | 9.13%                | 6.81%                | -6.27%               |
| Class ID C000021621 | 3.08%                | 0.90%                | -11.42%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4321229.54             | $35676853.49                               |
| Month 2  | $-2699978.90             | $27352912.61                               |
| Month 3  | $3459477.89              | $-29098613.49                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Acushnet Holdings Corp         | Acushnet Holdings Corp                                  | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |     75960 | NS      | $3225261.60   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc   | Simpson Manufacturing Co Inc                            | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     45280 | NS      | $4014524.80   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc            | STAG Industrial Inc                                     | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |    126812 | NS      | $4097295.72   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                   | Cargurus Inc                                            | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |    237304 | NS      | $3324629.04   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc               | MDC Holdings Inc                                        | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |    125030 | NS      | $3950948.00   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Stanley Black & Decker Inc     | Stanley Black & Decker Inc                              | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | EC               | CORP              | US        |     45836 | NS      | $3443200.32   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| MSA Safety Inc                 | MSA Safety Inc                                          | CUSIP: 553498106<br>LEI: 529900DVA3258XK11O39 | Long             | EC               | CORP              | US        |     17126 | NS      | $2469397.94   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable I | Hannon Armstrong Sustainable Infrastructure Capital Inc | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109778 | NS      | $3181366.44   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| La-Z-Boy Inc                   | La-Z-Boy Inc                                            | CUSIP: 505336107<br>LEI: 549300WNO1WMN9ZG2519 | Long             | EC               | CORP              | US        |    149554 | NS      | $3412822.28   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Bank System Inc      | Community Bank System Inc                               | CUSIP: 203607106<br>LEI: 5299008N6YHE6GCP1E80 | Long             | EC               | CORP              | US        |     58491 | NS      | $3682008.45   | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp            | Addus HomeCare Corp                                     | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |     33564 | NS      | $3339282.36   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services  | Enterprise Financial Services Corp                      | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |     72559 | NS      | $3552488.64   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co Inc                    | Trex Co Inc                                             | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79038 | NS      | $3345678.54   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc              | ManpowerGroup Inc                                       | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |     41319 | NS      | $3438153.99   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp           | Quaker Chemical Corp                                    | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     20789 | NS      | $3469684.10   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings | Cogent Communications Holdings Inc                      | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64018 | NS      | $3654147.44   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co            | Allegiant Travel Co                                     | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     42188 | NS      | $2868362.12   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Stepan Co                      | Stepan Co                                               | CUSIP: 858586100<br>LEI: IZU1EW9GB3WC7CYCSR17 | Long             | EC               | CORP              | US        |     36913 | NS      | $3929757.98   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Pacific Properties Inc  | Hudson Pacific Properties Inc                           | CUSIP: 444097109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    319747 | NS      | $3111138.31   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co       | American States Water Co                                | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |     38147 | NS      | $3530504.85   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp         | Universal Display Corp                                  | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37583 | NS      | $4060467.32   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's Inc                   | Leslie's Inc                                            | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    122020 | NS      | $1489864.20   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc            | MKS Instruments Inc                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     40040 | NS      | $3392589.20   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| HF Sinclair Corp               | HF Sinclair Corp                                        | CUSIP: 403949100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58066 | NS      | $3013044.74   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc              | YETI Holdings Inc                                       | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     98526 | NS      | $4070109.06   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold Inc                 | Royal Gold Inc                                          | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |     31942 | NS      | $3600502.24   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                     | Brady Corp                                              | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     76117 | NS      | $3585110.70   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Syneos Health Inc              | Syneos Health Inc                                       | CUSIP: 87166B102<br>LEI: 549300F1ZGKDS8P6GU13 | Long             | EC               | CORP              | US        |     77359 | NS      | $2837528.12   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply Inc   | SiteOne Landscape Supply Inc                            | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |     21097 | NS      | $2475100.04   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co/The                    | Toro Co/The                                             | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     32063 | NS      | $3629531.60   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CONMED Corp                    | CONMED Corp                                             | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | EC               | CORP              | US        |     44597 | NS      | $3953078.08   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc               | Malibu Boats Inc                                        | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     67440 | NS      | $3594552.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Primerica Inc                  | Primerica Inc                                           | CUSIP: 74164M108<br>LEI: 254900621R686KJR7022 | Long             | EC               | CORP              | US        |     15782 | NS      | $2238203.24   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp          | Stifel Financial Corp                                   | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |     50333 | NS      | $2937937.21   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd               | Essent Group Ltd                                        | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |     92436 | NS      | $3593911.68   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp                  | TopBuild Corp                                           | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |     22091 | NS      | $3457020.59   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services In | PennyMac Financial Services Inc                         | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |     41698 | NS      | $2362608.68   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings Inc         | Energizer Holdings Inc                                  | CUSIP: 29272W109<br>LEI: 5493000D6NN0V57UME20 | Long             | EC               | CORP              | US        |    106155 | NS      | $3561500.25   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                 | Wendy's Co/The                                          | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    153612 | NS      | $3476239.56   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce Inc               | SPS Commerce Inc                                        | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     27557 | NS      | $3539145.51   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                    | SkyWest Inc                                             | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |     94087 | NS      | $1553376.37   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd                | Nomad Foods Ltd                                         | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | GB        |    120406 | NS      | $2075799.44   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc               | Cirrus Logic Inc                                        | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     24742 | NS      | $1842784.16   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc               | Radian Group Inc                                        | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |    183108 | NS      | $3491869.56   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| RingCentral Inc                | RingCentral Inc                                         | CUSIP: 76680R206<br>LEI: 549300C8EH0H1614VE84 | Long             | EC               | CORP              | US        |     86241 | NS      | $3052931.40   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Cia Siderurgica Nacional SA    | Cia Siderurgica Nacional SA                             | CUSIP: 20440W105<br>LEI: 529900K40TEND42S0T46 | Long             | EC               | CORP              | BR        |   1310581 | NS      | $3617203.56   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                    | Cognex Corp                                             | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     75934 | NS      | $3577250.74   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                   | Cadence Bank                                            | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |    141031 | NS      | $3477824.46   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Glacier Bancorp Inc            | Glacier Bancorp Inc                                     | CUSIP: 37637Q105<br>LEI: 549300SMJAUKZB5D7V74 | Long             | EC               | CORP              | US        |     66140 | NS      | $3268638.80   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Gorman-Rupp Co/The             | Gorman-Rupp Co/The                                      | CUSIP: 383082104<br>LEI: 254900WVLPOIWPGJPA07 | Long             | EC               | CORP              | US        |    139240 | NS      | $3567328.80   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc       | Lennox International Inc                                | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |     14736 | NS      | $3525293.28   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp        | Valley National Bancorp                                 | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |    295503 | NS      | $3342138.93   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc             | UFP Industries Inc                                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |     41601 | NS      | $3296879.25   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp           | Kaiser Aluminum Corp                                    | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     45825 | NS      | $3480867.00   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc   | Watts Water Technologies Inc                            | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |     26567 | NS      | $3884892.41   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbor Realty Trust Inc         | Arbor Realty Trust Inc                                  | CUSIP: 038923108<br>LEI: 549300ASFUWYQO0RW077 | Long             | EC               | CORP              | US        |    238827 | NS      | $3150128.13   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinross Gold Corp              | Kinross Gold Corp                                       | CUSIP: 496902404<br>LEI: 549300UEBMAQDN0K0R06 | Long             | EC               | CORP              | CA        |   1045711 | NS      | $4276957.99   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutio | Bright Horizons Family Solutions Inc                    | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53760 | NS      | $3392256.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane Inc              | Hamilton Lane Inc                                       | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |     55149 | NS      | $3522918.12   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmer Mac                     | Federal Agricultural Mortgage Corp                      | CUSIP: 313148306<br>LEI: 549300MS654K78GYF580 | Long             | EC               | CORP              | US        |     15002 | NS      | $1690875.42   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex Inc                   | Teleflex Inc                                            | CUSIP: 879369106<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | EC               | CORP              | US        |     15917 | NS      | $3973360.71   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SouthState Corp                | SouthState Corp                                         | CUSIP: 840441109<br>LEI: 549300JZUANXM0YQ4W53 | Long             | EC               | CORP              | US        |     27376 | NS      | $2090431.36   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| SMART Global Holdings Inc      | SMART Global Holdings Inc                               | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |    169827 | NS      | $2527025.76   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                 | Tetra Tech Inc                                          | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | EC               | CORP              | US        |     16792 | NS      | $2438030.48   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                    | Neogen Corp                                             | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |    209421 | NS      | $3189481.83   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                   | Exponent Inc                                            | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |     38627 | NS      | $3827549.43   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Terreno Realty Corp            | Terreno Realty Corp                                     | CUSIP: 88146M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66944 | NS      | $3807105.28   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc           | Douglas Dynamics Inc                                    | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     99550 | NS      | $3599728.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc             | Douglas Emmett Inc                                      | CUSIP: 25960P109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    193264 | NS      | $3030379.52   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                      | ePlus Inc                                               | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     38466 | NS      | $1703274.48   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogeco Communications Inc      | Cogeco Communications Inc                               | CUSIP: 19239C106<br>LEI: 549300XHH6LJM6IAXV57 | Long             | EC               | CORP              | CA        |     49073 | NS      | $2783098.72   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp       | Fox Factory Holding Corp                                | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     43725 | NS      | $3989031.75   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Kronos Worldwide Inc           | Kronos Worldwide Inc                                    | CUSIP: 50105F105<br>LEI: 549300OBZ34C65APL277 | Long             | EC               | CORP              | US        |    385117 | NS      | $3620099.80   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc             | Houlihan Lokey Inc                                      | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     39305 | NS      | $3425823.80   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Thule Group AB                 | Thule Group AB                                          | CUSIP: 88604M106<br>LEI: 549300XHHOGBOERKU333 | Long             | EC               | CORP              | SE        |    342480 | NS      | $3513844.80   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc            | Mercury Systems Inc                                     | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     50441 | NS      | $2256730.34   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                        | KB Home                                                 | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |    130590 | NS      | $4159291.50   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                       | WD-40 Co                                                | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |     21310 | NS      | $3435385.10   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund    | BlackRock Liquidity FedFund                             | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   1923582 | NS      | $1923582.34   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Commercial Real Estate  | Apollo Commercial Real Estate Finance Inc               | CUSIP: 03762U105<br>LEI: 549300E0AN7M2AQHSY29 | Long             | EC               | CORP              | US        |    307976 | NS      | $3313821.76   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Marin Bancorp          | Bank of Marin Bancorp                                   | CUSIP: 063425102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    106019 | NS      | $3485904.72   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV  | Sapiens International Corp NV                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |    245433 | NS      | $4535601.84   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Dechra Pharmaceuticals PLC     | Dechra Pharmaceuticals PLC                              | CUSIP: 243435104<br>LEI: 213800J4UVB5OWG8VX82 | Long             | EC               | CORP              | GB        |     52696 | NS      | $3196012.40   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd              | Helen of Troy Ltd                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33336 | NS      | $3697295.76   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                        | ITT Inc                                                 | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |     52579 | NS      | $4264156.90   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife Nutrition Ltd        | Herbalife Nutrition Ltd                                 | CUSIP: 000000000<br>LEI: 549300BA7TYPBSZZIA41 | Long             | EC               | CORP              | US        |    152666 | NS      | $2271670.08   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop Inc            | Walker & Dunlop Inc                                     | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41405 | NS      | $3249464.40   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG Holdings Inc              | PROG Holdings Inc                                       | CUSIP: 74319R101<br>LEI: 549300DHYTLBOVRXIG52 | Long             | EC               | CORP              | US        |    155617 | NS      | $2628371.13   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp Inc       | Sandy Spring Bancorp Inc                                | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    109501 | NS      | $3857720.23   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co           | Matador Resources Co                                    | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     49996 | NS      | $2861771.04   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Medical Properties Trust Inc   | Medical Properties Trust Inc                            | CUSIP: 58463J304<br>LEI: 254900U6E39J1MQCCY14 | Long             | EC               | CORP              | US        |    313736 | NS      | $3495019.04   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc         | Pathward Financial Inc                                  | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |     93720 | NS      | $4034646.00   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc       | Wolverine World Wide Inc                                | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    287791 | NS      | $3145555.63   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes Inc                     | Diodes Inc                                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     54129 | NS      | $4121382.06   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System Inc    | Columbia Banking System Inc                             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119730 | NS      | $3607464.90   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings   | Compass Diversified Holdings                            | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |     97459 | NS      | $1776677.57   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                | PacWest Bancorp                                         | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |    154290 | NS      | $3540955.50   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| AudioCodes Ltd                 | AudioCodes Ltd                                          | CUSIP: 000000000<br>LEI: 529900TA48138NEVR854 | Long             | EC               | CORP              | IL        |    188838 | NS      | $3378311.82   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlantic Union Bankshares Corp | Atlantic Union Bankshares Corp                          | CUSIP: 04911A107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96845 | NS      | $3403133.30   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings Inc           | Medpace Holdings Inc                                    | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     21300 | NS      | $4524333.00   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc       | Winnebago Industries Inc                                | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     61694 | NS      | $3251273.80   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp            | Exact Sciences Corp                                     | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |     69439 | NS      | $3437924.89   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc         | Werner Enterprises Inc                                  | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     88690 | NS      | $3570659.40   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Mortgage Trust Inc  | Blackstone Mortgage Trust Inc                           | CUSIP: 09257W100<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | EC               | CORP              | US        |    131043 | NS      | $2774180.31   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| CNO Financial Group Inc        | CNO Financial Group Inc                                 | CUSIP: 12621E103<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | EC               | CORP              | US        |    111940 | NS      | $2557829.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp  | First American Financial Corp                           | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     77380 | NS      | $4050069.20   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                   | Oshkosh Corp                                            | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |     45938 | NS      | $4051272.22   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Hawaii Corp            | Bank of Hawaii Corp                                     | CUSIP: 062540109<br>LEI: 5493006Q8BQ8AD8M2U33 | Long             | EC               | CORP              | US        |     26600 | NS      | $2063096.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand Inc                | Hillenbrand Inc                                         | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |     54491 | NS      | $2325130.97   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings Inc       | MarketAxess Holdings Inc                                | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |     12888 | NS      | $3594334.32   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Virtus Investment Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer