# EDGAR Filing Document

**Accession Number:** 0001423227
**File Stem:** 0000940400-26-022095
**Filing Date:** 2026-5
**Character Count:** 38364
**Document Hash:** dcfa04d1b5f2c881333e9517b6a8c1b1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022095.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0000940400-26-022095

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Strategy Trust
- **CENTRAL INDEX KEY:** 0001423227

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22167
- **FILM NUMBER:** 261043094

**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 Multi-Strategy Trust
- **DATE OF NAME CHANGE:** 20080109

## Series and Classes Contracts Data

### Virtus NFJ Emerging Markets Value Fund (Series ID: S000038497)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000118780 | Institutional Class | AZMIX           |
| C000118783 | Class A             | AZMAX           |

## 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 Strategy Trust

- **b. Investment Company Act file number:** 811-22167

- **c. CIK number of Registrant:** 0001423227

- **d. LEI of Registrant:** 549300PO6JSVIR6RII57

- **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 Emerging Markets Value Fund

- **b. EDGAR series identifier (if any):** S000038497

- **c. LEI of Series:** 549300HAOTPSICDX5F61

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $15029025.35

**Total Liabilities:** $285746.17

**Net Assets:** $14743279.18

**Cash Not Reported:** $527346.02

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000118783 | 9.09%                | 4.44%                | -10.65%              |
| Class ID C000118780 | 9.11%                | 4.41%                | -10.59%              |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $290939.90               | $1109516.70                                |
| Month 2  | $108917.99               | $626637.05                                 |
| Month 3  | $61387.25                | $-1884738.29                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AU Small Finance Bank Ltd.                    | AU Small Finance Bank Ltd. INR10                      | CUSIP: 000000000<br>LEI: 3358006J6L5P5MWKCU97 | Long             | EC               | CORP              | IN        |      7416 | NS      | $66403.65     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Naspers Limited                               | Naspers Limited NPV(POST SPLT)                        | CUSIP: 000000000<br>LEI: 21380044BQ8812EEKT59 | Long             | EC               | CORP              | ZA        |      2616 | NS      | $135317.85    | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd.                   | Samsung Electronics Co Ltd. KRW100                    | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EC               | CORP              | KR        |      6850 | NS      | $801185.53    | 5.43%             |  |  |  | No            |                  2 | On Loan: No      |
| HANGZHOU SHUNWANG TECHNOLOGY CO LTD           | Hangzhou Icafe Tec A'CNY1                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |     17300 | NS      | $67424.60     | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix Inc.                                 | SK Hynix Inc. KRW5000                                 | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       794 | NS      | $450487.91    | 3.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecopro Co Ltd.                                | Ecopro Co Ltd. KRW100                                 | CUSIP: 000000000<br>LEI: 9884006OCHPD0V2O6P20 | Long             | EC               | CORP              | KR        |      1604 | NS      | $154857.25    | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AURAS TECHNOLOGY CO LTD                       | AURAS Technology Co., Ltd. TWD10                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $86342.30     | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Sino-Platinum Meta                            | Sino-Platinum Meta 'A'CNY1                            | CUSIP: 000000000<br>LEI: 655600IW42EN0UNKYG13 | Long             | EC               | CORP              | CN        |     40100 | NS      | $114848.79    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Jd Logistics Inc                              | Jd Logistics Inc USD0.000025                          | CUSIP: 000000000<br>LEI: 655600LWTFVMV3E2A890 | Long             | EC               | CORP              | KY        |     33900 | NS      | $59843.55     | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BTG Pactual S.A.                        | Banco BTG Pactual S.A. UNITS(1COM & 2PRF A) 02/17     | CUSIP: 000000000<br>LEI: ZXLTQRYIK6IJH3R0IK66 | Long             | EC               | CORP              | BR        |      5700 | NS      | $62250.64     | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| IEIT Systems Co Ltd.                          | IEIT Systems Co Ltd. 'A'CNY1                          | CUSIP: 000000000<br>LEI: 3003002K6ZLEBRGRI729 | Long             | EC               | CORP              | CN        |     11600 | NS      | $96493.34     | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Accton Technology Corp.                       | Accton Technology Corp. TWD10                         | CUSIP: 000000000<br>LEI: 529900M1YRZ0GWMDF920 | Long             | EC               | CORP              | TW        |      4000 | NS      | $197348.70    | 1.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Aluminum Corporation of China Limited         | Aluminum Corporation of China Limited 'H' CNY1        | CUSIP: 000000000<br>LEI: 529900TKZUWQLIQN6T48 | Long             | EC               | CORP              | CN        |     70000 | NS      | $102407.64    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrial Securities Co., Ltd.               | Industrial Securities Co., Ltd. 'A'CNY1               | CUSIP: 000000000<br>LEI: 300300E1011435000093 | Long             | EC               | CORP              | CN        |     91700 | NS      | $78535.62     | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| LG Display Co Ltd.                            | LG Display Co Ltd. KRW5000                            | CUSIP: 000000000<br>LEI: 988400P37K91W0SABO95 | Long             | EC               | CORP              | KR        |     13309 | NS      | $97724.24     | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Caledonia Mining Corp PLC                     | Caledonia Mining Corp PLC SHS NEW                     | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               | CORP              | JE        |      3216 | NS      | $72649.44     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bradesco SA                             | Banco Bradesco SA PRF NPV                             | CUSIP: 000000000<br>LEI: 549300CTUU1RFXHQJE44 | Long             | EP               | CORP              | BR        |     22800 | NS      | $84424.07     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| HUAQIN TECHNOLOGY CO LTD                      | Huaqin Technology Co Ltd. CNY1 A                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      7700 | NS      | $91633.36     | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| REDE D'OR SAO LUIZ SA                         | Rede D Or Sao Luiz SA COM NPV                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |      9100 | NS      | $68374.95     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| First Abu Dhabi Bank P.J.S.C                  | First Abu Dhabi Bank P.J.S.C AED1                     | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | EC               | CORP              | AE        |     13734 | NS      | $65165.44     | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Commercial Bank PJSC                | Abu Dhabi Commercial Bank PJSC AED1                   | CUSIP: 000000000<br>LEI: 213800RWVKKIRX1AUH58 | Long             | EC               | CORP              | AE        |     24969 | NS      | $85249.24     | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Amman Mineral Internasional Tbk            | PT Amman Mineral Internasional Tbk IDR125             | CUSIP: 000000000<br>LEI: 5493006TJMVRZEVWCG37 | Long             | EC               | CORP              | ID        |    230300 | NS      | $66528.02     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings Ltd                     | Capitec Bank Holdings Ltd ZAR0.01                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | ZA        |       199 | NS      | $48893.13     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Qinghai Salt Lake Potash Co., Ltd.            | Qinghai Salt Lake Potash Co., Ltd. 'A'CNY1            | CUSIP: 000000000<br>LEI: 300300Q8WSV1OODU9092 | Long             | EC               | CORP              | CN        |     23600 | NS      | $128562.25    | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                        | Petroleo Brasileiro SA COM NPV                        | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EC               | CORP              | BR        |      7200 | NS      | $74643.09     | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Polycab India Limited                         | Polycab India Limited INR10                           | CUSIP: 000000000<br>LEI: 335800ZAL1L11ERZVW68 | Long             | EC               | CORP              | IN        |      1391 | NS      | $101783.38    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| PGE Polska Grupa Energetyczna S.A.            | PGE Polska Grupa Energetyczna S.A. PLN8.55            | CUSIP: 000000000<br>LEI: 259400MP9VXR0E69MJ89 | Long             | EC               | CORP              | PL        |     39307 | NS      | $112268.60    | 0.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co., Ltd.  | Taiwan Semiconductor Manufacturing Co., Ltd. TWD10    | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     27121 | NS      | $1568530.15   | 10.64%            |  |  |  | No            |                  2 | On Loan: No      |
| Abu Dhabi Islamic Bank PJSC                   | Abu Dhabi Islamic Bank PJSC AED1                      | CUSIP: 000000000<br>LEI: 5493006DOLY8O98XHD74 | Long             | EC               | CORP              | AE        |     16080 | NS      | $92513.13     | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Aditya Birla Capital Ltd.                     | Aditya Birla Capital Ltd. INR10                       | CUSIP: 000000000<br>LEI: 5299009K0PUXVSIRL787 | Long             | EC               | CORP              | IN        |     18308 | NS      | $57003.44     | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Founder Securities Co Ltd.                    | Founder Securities Co Ltd. 'A'CNY1                    | CUSIP: 000000000<br>LEI: 300300DSN6TINPUMGY45 | Long             | EC               | CORP              | CN        |     57500 | NS      | $56982.64     | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Centrale Populaire SA                  | Banque Centrale Populaire SA MAD10                    | CUSIP: 000000000<br>LEI: 54930083GPEJRQSDDR70 | Long             | EC               | CORP              | MA        |      1851 | NS      | $48034.36     | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Iflytek Co Ltd.                               | Iflytek Co Ltd. 'A'CNY1                               | CUSIP: 000000000<br>LEI: 3003000T23C63KVWOH32 | Long             | EC               | CORP              | CN        |     11400 | NS      | $77427.05     | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| ADVANCED MICRO-FABRICATION EQUIPMENT INC      | Advanced Micro Fabrication Equipment Inc. A CNY1      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1993 | NS      | $90078.32     | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzlon Energy Ltd.                            | Suzlon Energy Ltd. INR2.00                            | CUSIP: 000000000<br>LEI: 724500ZW9AZP283ZN723 | Long             | EC               | CORP              | IN        |    155007 | NS      | $65694.58     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Impala Platinum Holdings Ltd                  | Impala Platinum Holdings Ltd NPV                      | CUSIP: 000000000<br>LEI: 254900BZFIFB4PD2Z778 | Long             | EC               | CORP              | ZA        |      8710 | NS      | $123873.40    | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd.                            | Bharti Airtel Ltd. INR5                               | CUSIP: 000000000<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | EC               | CORP              | IN        |     13276 | NS      | $252289.05    | 1.71%             |  |  |  | No            |                  2 | On Loan: No      |
| XP INC                                        | XP Inc. CL A                                          | CUSIP: 000000000<br>LEI: 5493008KDA8NBZRJST80 | Long             | EC               | CORP              | KY        |      4434 | NS      | $84423.36     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Itau Unibanco Holding SA                      | Itau Unibanco Holding SA PRF NPV                      | CUSIP: 000000000<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | EP               | CORP              | BR        |      6410 | NS      | $53805.96     | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Mining Company                  | Saudi Arabian Mining Company SAR10                    | CUSIP: 000000000<br>LEI: 254900R4HAVLB4GY9713 | Long             | EC               | CORP              | SA        |      4978 | NS      | $86035.16     | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co Ltd.                   | Samsung Electronics Co Ltd. N/VTG PFD KRW100          | CUSIP: 000000000<br>LEI: 9884007ER46L6N7EI764 | Long             | EP               | CORP              | KR        |       853 | NS      | $68857.22     | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Vale S.A.                                     | Vale S.A. COM NPV                                     | CUSIP: 000000000<br>LEI: 254900SMTWBX7RU2SR20 | Long             | EC               | CORP              | BR        |      5000 | NS      | $79606.55     | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Sibanye-Stillwater Limited                    | Sibanye-Stillwater Limited NPV                        | CUSIP: 000000000<br>LEI: 378900F238434B74D281 | Long             | EC               | CORP              | ZA        |     28207 | NS      | $86580.57     | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| NU HOLDINGS LTD                               | Nu Holdings Ltd. ORD SHS CL A                         | CUSIP: 000000000<br>LEI: 5493002DG1RHWK9W2X27 | Long             | EC               | CORP              | KY        |      5328 | NS      | $76563.36     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Zhejiang Hailiang Co., Ltd.                   | Zhejiang Hailiang Co., Ltd. 'A'CNY1                   | CUSIP: 000000000<br>LEI: 30030052QMKYS7EZTH25 | Long             | EC               | CORP              | CN        |     53400 | NS      | $108442.64    | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| Aldar Properties PJSC                         | Aldar Properties PJSC AED1                            | CUSIP: 000000000<br>LEI: 98450048CD8AEF13B480 | Long             | EC               | CORP              | AE        |     21704 | NS      | $46911.55     | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Antam Persero Tbk                             | Antam Persero Tbk IDR100                              | CUSIP: 000000000<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |    593100 | NS      | $124114.11    | 0.84%             |  |  |  | No            |                  2 | On Loan: No      |
| Wistron Corp                                  | Wistron Corp TWD10                                    | CUSIP: 000000000<br>LEI: 254900DIEONKUALBFM06 | Long             | EC               | CORP              | TW        |     21000 | NS      | $83508.87     | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| Han's Laser Technology Industry Group Co Ltd. | Han's Laser Technology Industry Group Co Ltd. 'A'CNY1 | CUSIP: 000000000<br>LEI: 300300MZXZR87BGKOZ23 | Long             | EC               | CORP              | CN        |     19200 | NS      | $173862.29    | 1.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ecovacs Robotics Co Ltd.                      | Ecovacs Robotics Co Ltd. A CNY1                       | CUSIP: 000000000<br>LEI: 836800LJ92X4OLLS2612 | Long             | EC               | CORP              | CN        |      9100 | NS      | $81444.75     | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| INTER & CO. INC                               | Inter & Co Inc. CLASS A COM                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      7919 | NS      | $63035.24     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hangzhou Silan Microelectronics Co Ltd.       | Hangzhou Silan Microelectronics Co Ltd. 'A'CNY1       | CUSIP: 000000000<br>LEI: 300300A6XLSTHVDNCV85 | Long             | EC               | CORP              | CN        |     25300 | NS      | $94889.62     | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd                               | Gold Fields Ltd ZAR0.50                               | CUSIP: 000000000<br>LEI: 5299003KXIBJQYCBBD72 | Long             | EC               | CORP              | ZA        |      2378 | NS      | $109274.04    | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| OmniVision Integrated Circuits Group Inc.     | OmniVision Integrated Circuits Group Inc. A CNY1      | CUSIP: 000000000<br>LEI: 8368000MFHXX01GPND38 | Long             | EC               | CORP              | CN        |      5900 | NS      | $82269.12     | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Luxshare Precision Industry Co Ltd.           | Luxshare Precision Industry Co Ltd. 'A'CNY1           | CUSIP: 000000000<br>LEI: 300300QLLDUELXN16530 | Long             | EC               | CORP              | CN        |      9030 | NS      | $66337.37     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Prio SA                                       | Prio SA COM NPV                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     11620 | NS      | $148731.33    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Localiza Rent a Car SA                        | Localiza Rent a Car SA PRF NPV                        | CUSIP: 000000000<br>LEI: 984500C442A7E0CD4D11 | Long             | EP               | CORP              | BR        |       349 | NS      | $3025.88      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cathay General Bancorp                        | Cathay General Bancorp COM                            | CUSIP: 149150104<br>LEI: 549300K1SLJ8C97H5L68 | Long             | EC               | CORP              | US        |      1967 | NS      | $98074.62     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercadolibre Inc                              | Mercadolibre Inc COM                                  | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        77 | NS      | $133134.54    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro SA                        | Petroleo Brasileiro SA PRF NPV                        | CUSIP: 000000000<br>LEI: 5493000J801JZRCMFE49 | Long             | EP               | CORP              | BR        |      6800 | NS      | $63774.82     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Navin Fluorine International Ltd.             | Navin Fluorine International Ltd. INR2                | CUSIP: 000000000<br>LEI: 335800OVIUAAKYG44C59 | Long             | EC               | CORP              | IN        |      1439 | NS      | $94142.03     | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Biopharmaceuticals Co Ltd                  | SK Biopharmaceuticals Co Ltd KRW500                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      1002 | NS      | $63123.38     | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                             | ASML Holding N.V. EUR0.09                             | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       217 | NS      | $288557.19    | 1.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Laopu Gold Co Ltd.                            | Laopu Gold Co Ltd. CNY1 H                             | CUSIP: 000000000<br>LEI: 2549003X1NWK88OCWI97 | Long             | EC               | CORP              | CN        |      1600 | NS      | $129527.54    | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Wiwynn Corp.                                  | Wiwynn Corp. TWD10                                    | CUSIP: 000000000<br>LEI: 254900FV2R15PMKXFL69 | Long             | EC               | CORP              | TW        |      2000 | NS      | $215211.88    | 1.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Adnoc Gas                                     | Adnoc Gas USD0.250                                    | CUSIP: 000000000<br>LEI: 254900O5NS03BDOOM362 | Long             | EC               | CORP              | AE        |     74685 | NS      | $65864.17     | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglogold Ashanti PLC                         | Anglogold Ashanti PLC COM SHS                         | CUSIP: 000000000<br>LEI: 2138005YDSA7A82RNU96 | Long             | EC               | CORP              | GB        |      1066 | NS      | $106399.59    | 0.72%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharat Heavy Electricals Ltd.                 | Bharat Heavy Electricals Ltd. INR2                    | CUSIP: 000000000<br>LEI: 3358007X5FQ2R445Z747 | Long             | EC               | CORP              | IN        |     16590 | NS      | $43355.53     | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SUNNY OPTICAL TECHNOLOGY (GROUP) CO LTD       | Sunny Optical Technology (Group) Co Ltd. HKD0.10      | CUSIP: 000000000<br>LEI: 3003004QIVP0DFVVWM94 | Long             | EC               | CORP              | KY        |     11400 | NS      | $79483.75     | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Turkiye Petrol Rafinerileri A.S.              | Turkiye Petrol Rafinerileri A.S. TRY1 (A SHARES)      | CUSIP: 000000000<br>LEI: 789000RCNG97UV50EE03 | Long             | EC               | CORP              | TR        |     22612 | NS      | $131362.71    | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                     | Alibaba Group Holding Ltd. USD0.000003125             | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |     63623 | NS      | $997258.04    | 6.76%             |  |  |  | No            |                  2 | On Loan: No      |
| Banque Saudi Fransi                           | Banque Saudi Fransi SAR10                             | CUSIP: 000000000<br>LEI: 558600N07EDF4ATYR106 | Long             | EC               | CORP              | SA        |     14703 | NS      | $78433.15     | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Eternal Ltd.                                  | Eternal Ltd. INR1.00                                  | CUSIP: 000000000<br>LEI: 335800T4VOF9ETHF8W59 | Long             | EC               | CORP              | IN        |     69602 | NS      | $171236.76    | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma Inc.                          | Astellas Pharma Inc. NPV                              | CUSIP: 000000000<br>LEI: 529900IB708DY2HBBB35 | Long             | EC               | CORP              | JP        |      6600 | NS      | $107591.99    | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| Geely Automobile Holdings Ltd                 | Geely Automobile Holdings Ltd HKD0.02                 | CUSIP: 000000000<br>LEI: 549300YS3T1KVQ2SNI84 | Long             | EC               | CORP              | KY        |     32000 | NS      | $86662.36     | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.COM INC                                    | JD.com Inc. USD0.00002 A CLASS                        | CUSIP: 000000000<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |     37727 | NS      | $556115.29    | 3.77%             |  |  |  | No            |                  2 | On Loan: No      |
| JBS NV                                        | JBS NV COM EUR0.01 CL A                               | CUSIP: 000000000<br>LEI: 254900JSFON4WL81TW77 | Long             | EC               | CORP              | NL        |      5041 | NS      | $90536.36     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Guangzhou Tinci Materials Technology Co Ltd.  | Guangzhou Tinci Materials Technology Co Ltd. 'A'CNY1  | CUSIP: 000000000<br>LEI: 836800Y28XV3QK34CB65 | Long             | EC               | CORP              | CN        |     20900 | NS      | $140334.81    | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| NAN Ya Plastics Corp.                         | NAN Ya Plastics Corp. TWD10                           | CUSIP: 000000000<br>LEI: 254900L66RP14M9UOM28 | Long             | EC               | CORP              | TW        |     46000 | NS      | $109971.07    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Nongfu Spring Co Ltd.                         | Nongfu Spring Co Ltd. CNY1 H                          | CUSIP: 000000000<br>LEI: 300300P08GGT4SKR9G93 | Long             | EC               | CORP              | CN        |     26000 | NS      | $157223.11    | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Waaree Energies Ltd.                          | Waaree Energies Ltd. INR10                            | CUSIP: 000000000<br>LEI: 335800TCF9YCJG3VRZ10 | Long             | EC               | CORP              | IN        |      3078 | NS      | $102208.85    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova T&D India Ltd.                     | GE Vernova T&D India Ltd. INR2                        | CUSIP: 000000000<br>LEI: 549300NMRD6VZDFLN355 | Long             | EC               | CORP              | IN        |      2972 | NS      | $114994.35    | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co Ltd.                        | Daiichi Sankyo Co Ltd. NPV                            | CUSIP: 000000000<br>LEI: 353800XGIU2IHQGC9504 | Long             | EC               | CORP              | JP        |     33900 | NS      | $606493.55    | 4.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Montage Technology Co Ltd                     | Montage Technology Co Ltd A CNY1                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      4191 | NS      | $77958.29     | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| INNOVENT BIOLOGICS INC                        | Innovent Biologics Inc. USD0.00001                    | CUSIP: 000000000<br>LEI: 25490058ONL9SCIE1R22 | Long             | EC               | CORP              | KY        |     10000 | NS      | $109995.69    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Emirates NBD Bank PJSC                        | Emirates NBD Bank PJSC AED1                           | CUSIP: 000000000<br>LEI: 54930029BCN8HF3B1286 | Long             | EC               | CORP              | AE        |      7575 | NS      | $57069.36     | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                          | Tencent Holdings Ltd. HKD0.00002                      | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      7180 | NS      | $452859.70    | 3.07%             |  |  |  | No            |                  2 | On Loan: No      |
| E. Sun Financial Holding Co Ltd.              | E. Sun Financial Holding Co Ltd. TWD10                | CUSIP: 000000000<br>LEI: 549300X6CNQE512OPC90 | Long             | EC               | CORP              | TW        |     97000 | NS      | $96942.85     | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| UNITED INTEGRATED SERVICES COMPANY LTD        | United Integration Services Co Ltd TWD10              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      3000 | NS      | $79688.85     | 0.54%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIA VITAL COMPONENTS COMPANY LTD             | Asia Vital Components Co Ltd TWD10                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $132099.01    | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| ANKER INNOVATIONS TECHNOLOGY CO LTD           | Anker Innovations Technology Co Ltd. A CNY1           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      5600 | NS      | $89056.82     | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| CHOW TAI FOOK JEWELLERY GROUP LTD             | Chow Tai Fook Jewellery Group Ltd. HKD1               | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | EC               | CORP              | KY        |     65400 | NS      | $91925.08     | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| East Money Information Co Ltd.                | East Money Information Co Ltd. 'A'CNY1                | CUSIP: 000000000<br>LEI: 836800ZFB0ZEK3KKW487 | Long             | EC               | CORP              | CN        |     19400 | NS      | $53625.46     | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| AL Rajhi Bank                                 | AL Rajhi Bank SAR10                                   | CUSIP: 000000000<br>LEI: 558600BQZS4Y1DTU8589 | Long             | EC               | CORP              | SA        |      6895 | NS      | $196553.77    | 1.33%             |  |  |  | No            |                  2 | On Loan: No      |
| SG MICRO CORP                                 | SG Micro Corp. A CNY1                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      6600 | NS      | $65511.25     | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co Ltd.                    | Zijin Mining Group Co Ltd. 'A'CNY0.1                  | CUSIP: 000000000<br>LEI: 836800JRNL2393Z2I561 | Long             | EC               | CORP              | CN        |     19000 | NS      | $92272.90     | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co Ltd.       | Contemporary Amperex Technology Co Ltd. CNY1 H SHS    | CUSIP: 000000000<br>LEI: 300300KINDY1K0E9I032 | Long             | EC               | CORP              | CN        |      1700 | NS      | $135503.88    | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| Valterra Platinum Ltd.                        | Valterra Platinum Ltd. ZAR0.10                        | CUSIP: 000000000<br>LEI: 529900RORCZ0E5S5FX81 | Long             | EC               | CORP              | ZA        |      1538 | NS      | $129281.05    | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| Polyus Public Joint Stock Company             | Polyus Public Joint Stock Company SPONSORD GDR S      | CUSIP: 73181M117<br>LEI: 549300FUXVT7TF6ZKV71 | Long             | EC               | CORP              | RU        |      4887 | NS      | $4.89         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

**Name of Applicant:** Virtus Strategy Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer