# EDGAR Filing Document

**Accession Number:** 0000867297
**File Stem:** 0000940400-26-008300
**Filing Date:** 2026-2
**Character Count:** 78701
**Document Hash:** 672c511d34314c32cff369a4ea834b42
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008300.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008300

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**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:** 26683977

**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           |

## 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:** 2025-12-31

**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:** $101895011.94

**Total Liabilities:** $511100.51

**Net Assets:** $101383911.43

**Cash Not Reported:** $1169784.63

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000128360 | -2.57%               | 1.22%                | -0.26%               |
| Class ID C000128361 | -2.66%               | 1.16%                | -0.29%               |
| Class ID C000128362 | -2.55%               | 1.25%                | -0.19%               |
| Class ID C000164306 | -2.52%               | 1.25%                | -0.20%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $556939.88               | $-3177384.05                               |
| Month 2  | $621390.17               | $567166.82                                 |
| Month 3  | $204081.29               | $-398128.31                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| LifeStance Health Group Inc    | LifeStance Health Group Inc                   | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97187 | NS      | $684196.48    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                   | Phreesia Inc                                  | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |      7004 | NS      | $118507.68    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp/Southern Pines N | First Bancorp/Southern Pines NC               | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9750 | NS      | $495202.50    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                | Otter Tail Corp                               | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6854 | NS      | $553871.74    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Bladex                         | Banco Latinoamericano de Comercio Exterior SA | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |      7712 | NS      | $343955.20    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc     | ACADIA Pharmaceuticals Inc                    | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     39867 | NS      | $1064847.57   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| InfuSystem Holdings Inc        | InfuSystem Holdings Inc                       | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |     11200 | NS      | $100464.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                 | Constellium SE                                | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     26000 | NS      | $490100.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc  | Arrowhead Pharmaceuticals Inc                 | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     12340 | NS      | $819252.60    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc               | Radian Group Inc                              | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      3935 | NS      | $141620.65    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp      | Zeta Global Holdings Corp                     | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |     25304 | NS      | $514936.40    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc          | Penguin Solutions Inc                         | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |     58414 | NS      | $1142577.84   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc          | Gildan Activewear Inc                         | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |      3679 | NS      | $229790.34    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc      | Merit Medical Systems Inc                     | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      5913 | NS      | $521171.82    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp            | Alliant Energy Corp                           | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      9114 | NS      | $592501.14    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                  | Frontdoor Inc                                 | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     17703 | NS      | $1021286.07   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group I | Montrose Environmental Group Inc              | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |     20100 | NS      | $499083.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                    | Chemed Corp                                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       895 | NS      | $382934.70    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| RLX Technology Inc             | RLX Technology Inc                            | CUSIP: 74969N103<br>LEI: 984500EG5DBB2F7F4002 | Long             | EC               | CORP              | CN        |     43796 | NS      | $102044.68    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                   | Cars.com Inc                                  | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      8155 | NS      | $99491.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc               | Weis Markets Inc                              | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4022 | NS      | $257769.98    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc               | Cirrus Logic Inc                              | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      8600 | NS      | $1019100.00   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp            | Exact Sciences Corp                           | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      1562 | NS      | $158636.72    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigetti Computing Inc          | Rigetti Computing Inc                         | CUSIP: 76655K103<br>LEI: 52990024JHY459DH8W71 | Long             | EC               | CORP              | US        |      9205 | NS      | $203890.75    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd        | Tower Semiconductor Ltd                       | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |     14929 | NS      | $1752963.18   | 1.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc     | Sprouts Farmers Market Inc                    | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      2756 | NS      | $219570.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                  | EverQuote Inc                                 | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27763 | NS      | $749601.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Avadel Pharmaceuticals PLC     | Avadel Pharmaceuticals PLC                    | CUSIP: 000000000<br>LEI: 549300E27PTSG2RHC762 | Long             | EC               | CORP              | IE        |     16385 | NS      | $353096.75    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                    | Vaxcyte Inc                                   | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      3500 | NS      | $161490.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA              | Universal Corp/VA                             | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      4570 | NS      | $241067.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc         | Array Technologies Inc                        | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     25190 | NS      | $232251.80    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognyte Software Ltd           | Cognyte Software Ltd                          | CUSIP: 000000000<br>LEI: 2549006L803IRJC67B33 | Long             | EC               | CORP              | IL        |     16198 | NS      | $152261.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc         | Digi International Inc                        | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      3801 | NS      | $164545.29    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                          | AECOM                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      2449 | NS      | $233463.17    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co         | Abercrombie & Fitch Co                        | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      4200 | NS      | $528654.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc           | Upstart Holdings Inc                          | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      3850 | NS      | $168360.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc               | Clear Secure Inc                              | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13213 | NS      | $463512.04    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc        | Comfort Systems USA Inc                       | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1683 | NS      | $1570727.07   | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc     | Safety Insurance Group Inc                    | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      2768 | NS      | $215654.88    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp        | Valley National Bancorp                       | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     30200 | NS      | $352736.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                    | Cerence Inc                                   | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     11093 | NS      | $118584.17    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc             | D-Wave Quantum Inc                            | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |      5045 | NS      | $131926.75    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                   | Innoviva Inc                                  | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     26946 | NS      | $538650.54    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc          | Powell Industries Inc                         | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      1679 | NS      | $535231.62    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc   | Adtalem Global Education Inc                  | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      7698 | NS      | $796512.06    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| OR Royalties Inc               | OR Royalties Inc                              | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |      7720 | NS      | $273210.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                | EMCOR Group Inc                               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1155 | NS      | $706617.45    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                  | Nextpower Inc                                 | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19719 | NS      | $1717722.09   | 1.69%             |  |  |  | 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      | $112510.65    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                 | Daktronics Inc                                | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     18382 | NS      | $363412.14    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                 | Globe Life Inc                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     10126 | NS      | $1416222.36   | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                    | IDACORP Inc                                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      5005 | NS      | $633432.80    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                | Vital Farms Inc                               | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |      2542 | NS      | $81191.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorchester Minerals LP         | Dorchester Minerals LP                        | CUSIP: 25820R105<br>LEI: 529900J537JTEZOMXG05 | Long             | EC               | CORP              | US        |      4607 | NS      | $103012.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                   | Ducommun Inc                                  | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      5588 | NS      | $531586.44    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc             | Byline Bancorp Inc                            | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     10179 | NS      | $296717.85    | 0.29%             |  |  |  | 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      | $201228.69    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc                 | MediaAlpha Inc                                | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8148 | NS      | $105516.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp           | Waystar Holding Corp                          | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5058 | NS      | $165649.50    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra Resources Corp         | Integra Resources Corp                        | CUSIP: 45826T509<br>LEI: 529900MC191X8CY3P306 | Long             | EC               | CORP              | CA        |     45600 | NS      | $182856.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc       | Turning Point Brands Inc                      | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      1327 | NS      | $143846.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                  | iRadimed Corp                                 | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      1650 | NS      | $160512.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                | OGE Energy Corp                               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     12766 | NS      | $545108.20    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextdoor Holdings Inc          | Nextdoor Holdings Inc                         | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62600 | NS      | $131460.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                   | Exelixis Inc                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     13000 | NS      | $569790.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp           | Hanmi Financial Corp                          | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      9000 | NS      | $243270.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc               | Green Plains Inc                              | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     10000 | NS      | $98000.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc    | Tootsie Roll Industries Inc                   | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     14132 | NS      | $517655.16    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                  | Interface Inc                                 | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     40103 | NS      | $1119675.76   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                     | MasTec Inc                                    | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      3095 | NS      | $672760.15    | 0.66%             |  |  |  | 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      | $677352.72    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                | Teekay Corp Ltd                               | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |     17655 | NS      | $159424.65    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc | Omega Healthcare Investors Inc                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      2971 | NS      | $131734.14    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                    | Dropbox Inc                                   | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     35820 | NS      | $995796.00    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc             | SmartFinancial Inc                            | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4163 | NS      | $153989.37    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc            | Guardant Health Inc                           | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      2050 | NS      | $209387.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc   | Ironwood Pharmaceuticals Inc                  | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     58000 | NS      | $195460.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc         | Boot Barn Holdings Inc                        | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       750 | NS      | $132352.50    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co       | American States Water Co                      | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      4803 | NS      | $348121.44    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                       | AAR Corp                                      | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      8521 | NS      | $705453.59    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Appfolio Inc                   | Appfolio Inc                                  | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       740 | NS      | $172161.00    | 0.17%             |  |  |  | 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      | $106474.16    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co         | Victoria's Secret & Co                        | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     10460 | NS      | $566618.20    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                     | Intapp Inc                                    | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6812 | NS      | $312125.84    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Aveanna Healthcare Holdings In | Aveanna Healthcare Holdings Inc               | CUSIP: 05356F105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23300 | NS      | $190361.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                 | Green Dot Corp                                | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77198 | NS      | $988906.38    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Day One Biopharmaceuticals Inc | Day One Biopharmaceuticals Inc                | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11200 | NS      | $104384.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp      | Phibro Animal Health Corp                     | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     43827 | NS      | $1637376.72   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Palisade Bio Inc               | Palisade Bio Inc                              | CUSIP: 696389402<br>LEI: 549300W6LIDX3I5XXT34 | Long             | EC               | CORP              | US        |     46000 | NS      | $108100.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc  | Everus Construction Group Inc                 | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |      8500 | NS      | $727260.00    | 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      | $258501.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc        | Kimball Electronics Inc                       | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      5340 | NS      | $148558.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior PLC                   | Indivior PLC                                  | CUSIP: 000000000<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               | CORP              | GB        |      4500 | NS      | $161460.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc       | Theravance Biopharma Inc                      | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |      6830 | NS      | $127789.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Company/The           | Marzetti Company/The                          | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      1188 | NS      | $195330.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                       | Roku Inc                                      | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      2425 | NS      | $263088.25    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc            | ADTRAN Holdings Inc                           | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     23722 | NS      | $206144.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                  | Ingredion Inc                                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1240 | NS      | $136722.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp           | Pilgrim's Pride Corp                          | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      7130 | NS      | $277998.70    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc              | Unity Bancorp Inc                             | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      3539 | NS      | $183037.08    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                    | Unitil Corp                                   | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4177 | NS      | $202333.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                     | Impinj Inc                                    | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       900 | NS      | $156609.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                     | Alcoa Corp                                    | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      2930 | NS      | $155700.20    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc        | ANI Pharmaceuticals Inc                       | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     14419 | NS      | $1138235.86   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc              | Willdan Group Inc                             | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      4700 | NS      | $487202.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                       | Moog Inc                                      | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      4946 | NS      | $1204598.30   | 1.19%             |  |  |  | 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      | $132138.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                   | NiSource Inc                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     10742 | NS      | $448585.92    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp          | Encompass Health Corp                         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      3901 | NS      | $414052.14    | 0.41%             |  |  |  | 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      | $219917.50    | 0.22%             |  |  |  | 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      | $636887.56    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp         | Primoris Services Corp                        | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     14617 | NS      | $1814554.38   | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                       | Fabrinet                                      | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |      1898 | NS      | $864121.44    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc     | Grand Canyon Education Inc                    | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      3396 | NS      | $564788.76    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                | OptimizeRx Corp                               | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7279 | NS      | $89240.54     | 0.09%             |  |  |  | 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      | $221950.97    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                        | V2X Inc                                       | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15332 | NS      | $836360.60    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                    | Stantec Inc                                   | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      1000 | NS      | $94360.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                  | Ambarella Inc                                 | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |     14966 | NS      | $1060191.44   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                  | Coherent Corp                                 | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      2381 | NS      | $439461.17    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                       | Yelp Inc                                      | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      2700 | NS      | $82053.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc         | Guidewire Software Inc                        | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      1000 | NS      | $201010.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp            | Addus HomeCare Corp                           | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |       850 | NS      | $91281.50     | 0.09%             |  |  |  | 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      | $453116.34    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc          | Commvault Systems Inc                         | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      6773 | NS      | $849063.28    | 0.84%             |  |  |  | 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      | $45819.40     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                    | Rogers Corp                                   | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      1573 | NS      | $144039.61    | 0.14%             |  |  |  | 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: —       |
| Casey's General Stores Inc     | Casey's General Stores Inc                    | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      1332 | NS      | $736209.72    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                | Pegasystems Inc                               | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      7180 | NS      | $428789.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc     | Amneal Pharmaceuticals Inc                    | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35921 | NS      | $452604.60    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp              | Agree Realty Corp                             | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7815 | NS      | $562914.45    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp           | Hancock Whitney Corp                          | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     18007 | NS      | $1146685.76   | 1.13%             |  |  |  | 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      | $468648.08    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Autohome Inc                   | Autohome Inc                                  | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | CN        |      3700 | NS      | $82362.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc       | Manhattan Associates Inc                      | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      1848 | NS      | $320276.88    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                     | Genmab A/S                                    | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |     27495 | NS      | $846846.00    | 0.84%             |  |  |  | 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      | $670420.80    | 0.66%             |  |  |  | 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      | $115508.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co           | Commercial Metals Co                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      3500 | NS      | $242270.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc      | Brinker International Inc                     | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      4732 | NS      | $679136.64    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc         | Pacira BioSciences Inc                        | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6765 | NS      | $175078.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd          | Pagseguro Digital Ltd                         | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | BR        |     40000 | NS      | $385600.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                       | Ooma Inc                                      | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8952 | NS      | $105006.96    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc       | Sarepta Therapeutics Inc                      | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     19400 | NS      | $417488.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd              | IBEX Holdings Ltd                             | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | US        |     17210 | NS      | $657077.80    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc            | Myriad Genetics Inc                           | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     20000 | NS      | $123000.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                     | Evergy Inc                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      8525 | NS      | $617977.25    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc            | Mission Produce Inc                           | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |      7903 | NS      | $91674.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp                   | Centene Corp                                  | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      3750 | NS      | $154312.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp         | Progress Software Corp                        | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     14800 | NS      | $635808.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| AllianceBernstein Holding LP   | AllianceBernstein Holding LP                  | CUSIP: 01881G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16813 | NS      | $646964.24    | 0.64%             |  |  |  | No            |                  1 | On Loan: —       |
| Strategic Education Inc        | Strategic Education Inc                       | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      2196 | NS      | $176119.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp              | Bloom Energy Corp                             | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      4450 | NS      | $386660.50    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                   | Woodward Inc                                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      3778 | NS      | $1142164.96   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                   | Veracyte Inc                                  | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     31958 | NS      | $1345431.80   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerra Gold Inc              | Centerra Gold Inc                             | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |    100046 | NS      | $1437661.02   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                     | CareDx Inc                                    | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     36265 | NS      | $683232.60    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc               | Leonardo DRS Inc                              | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |     16063 | NS      | $547587.67    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd               | Genie Energy Ltd                              | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |      8316 | NS      | $114594.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                      | Sunoco LP                                     | CUSIP: 86765K109<br>LEI: 54930001NJU8E40NQ561 | Long             | EC               | CORP              | US        |      4380 | NS      | $229555.80    | 0.23%             |  |  |  | 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      | $315119.10    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                | OSI Systems Inc                               | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       763 | NS      | $194610.78    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc      | Emergent BioSolutions Inc                     | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     19500 | NS      | $241020.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                     | Tanger Inc                                    | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      4650 | NS      | $155170.50    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources  | Alpha Metallurgical Resources Inc             | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      3108 | NS      | $621227.04    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp          | Tenet Healthcare Corp                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1354 | NS      | $269066.88    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Contango ORE Inc               | Contango ORE Inc                              | CUSIP: 21077F100<br>LEI: 254900PFYX4KDRISX581 | Long             | EC               | CORP              | US        |     11300 | NS      | $298433.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp        | Perdoceo Education Corp                       | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     18948 | NS      | $555744.84    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                   | Knowles Corp                                  | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     12428 | NS      | $266332.04    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                    | Kohl's Corp                                   | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     54253 | NS      | $1107303.73   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc         | Puma Biotechnology Inc                        | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35404 | NS      | $210653.80    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                | Q2 Holdings Inc                               | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      3069 | NS      | $221459.04    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                       | IDT Corp                                      | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      3240 | NS      | $165920.40    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc      | Rigel Pharmaceuticals Inc                     | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      5812 | NS      | $248927.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc       | Encore Capital Group Inc                      | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     26667 | NS      | $1449351.45   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc              | Donegal Group Inc                             | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7437 | NS      | $148591.26    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc          | Customers Bancorp Inc                         | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      3000 | NS      | $219360.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellebrite DI Ltd              | Cellebrite DI Ltd                             | CUSIP: 000000000<br>LEI: 254900G03462YGP1IO36 | Long             | EC               | CORP              | IL        |      9697 | NS      | $174836.91    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Inc                        | BRP Inc                                       | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |      1879 | NS      | $132958.04    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp           | MGIC Investment Corp                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     33259 | NS      | $971827.98    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc      | Mirum Pharmaceuticals Inc                     | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      4000 | NS      | $315960.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                       | RLI Corp                                      | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      7466 | NS      | $477674.68    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp           | First Financial Corp                          | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11206 | NS      | $677066.52    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportradar Group AG            | Sportradar Group AG                           | CUSIP: 000000000<br>LEI: 549300H1P33YOAT7Z533 | Long             | EC               | CORP              | CH        |      7200 | NS      | $171144.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| RADCOM Ltd                     | RADCOM Ltd                                    | CUSIP: 000000000<br>LEI: 529900YOUOKNMG7QW685 | Long             | EC               | CORP              | IL        |     15356 | NS      | $200856.48    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc           | Urban Outfitters Inc                          | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2295 | NS      | $172721.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc               | HealthStream Inc                              | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      5015 | NS      | $115696.05    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp   | American Superconductor Corp                  | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |     22928 | NS      | $659867.84    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings | Norwegian Cruise Line Holdings Ltd            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50852 | NS      | $1135016.64   | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                     | Natera Inc                                    | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      2678 | NS      | $613503.02    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp | Central Pacific Financial Corp                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      7462 | NS      | $232515.92    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc   | Madrigal Pharmaceuticals Inc                  | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |       270 | NS      | $157231.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc              | Post Holdings Inc                             | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      3508 | NS      | $347467.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc       | Axcelis Technologies Inc                      | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      1670 | NS      | $134167.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc               | NMI Holdings Inc                              | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     41408 | NS      | $1689032.32   | 1.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc      | Halozyme Therapeutics Inc                     | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      2056 | NS      | $138368.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                   | Docusign Inc                                  | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     13593 | NS      | $929761.20    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc         | Ormat Technologies Inc                        | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      2283 | NS      | $252203.01    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                 | SSR Mining Inc                                | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |     27842 | NS      | $610296.64    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| TAT Technologies Ltd           | TAT Technologies Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5210 | NS      | $232678.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Bright Horizons Family Solutio | Bright Horizons Family Solutions Inc          | CUSIP: 109194100<br>LEI: 2549009BKSVTM7UEYT38 | Long             | EC               | CORP              | US        |      2413 | NS      | $244678.20    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                   | Alkermes PLC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     40807 | NS      | $1141779.86   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                    | Anterix Inc                                   | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      3500 | NS      | $76405.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc           | Celsius Holdings Inc                          | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2540 | NS      | $116179.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc               | TriNet Group Inc                              | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      5100 | NS      | $301563.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc                     | Fastly Inc                                    | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |     12930 | NS      | $131627.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp     | Pinnacle West Capital Corp                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      4145 | NS      | $367661.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                       | WD-40 Co                                      | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      1631 | NS      | $321143.90    | 0.32%             |  |  |  | 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      | $804684.30    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co             | Crescent Energy Co                            | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97523 | NS      | $818217.97    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc            | Cal-Maine Foods Inc                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      2657 | NS      | $211417.49    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc             | Avanos Medical Inc                            | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     18830 | NS      | $211460.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                    | Genesco Inc                                   | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     19284 | NS      | $477664.68    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc             | ADMA Biologics Inc                            | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14016 | NS      | $255651.84    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                 | Lands' End Inc                                | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |     73548 | NS      | $1067916.96   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc            | Silgan Holdings Inc                           | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      3190 | NS      | $128780.30    | 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      | $160047.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc     | Neurocrine Biosciences Inc                    | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1934 | NS      | $274299.22    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp          | Envista Holdings Corp                         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      7572 | NS      | $164388.12    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc   | Catalyst Pharmaceuticals Inc                  | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     14572 | NS      | $340110.48    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                       | IonQ Inc                                      | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |      6229 | NS      | $279495.23    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortuna Mining Corp            | Fortuna Mining Corp                           | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |     28134 | NS      | $275994.54    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortrea Holdings Inc           | Fortrea Holdings Inc                          | CUSIP: 34965K107<br>LEI: 5493000FIVFABOVCDU97 | Long             | EC               | CORP              | US        |      9150 | NS      | $157837.50    | 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      | $817887.00    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                   | Sanmina Corp                                  | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      2230 | NS      | $334656.10    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc               | ACM Research Inc                              | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      3525 | NS      | $139061.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGE | DREYFUS GOVERNMENT CASH MANAGE                | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    359103 | NS      | $359102.60    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc           | Douglas Dynamics Inc                          | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     15250 | NS      | $497912.50    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** Virtus Investment Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer