# EDGAR Filing Document

**Accession Number:** 0000867297
**File Stem:** 0001752724-25-204511
**Filing Date:** 2025-8
**Character Count:** 73840
**Document Hash:** 3d4b2ceb7937fceaae35fd70f1a93b03
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-204511.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001752724-25-204511

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20250630

**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:** 251254741

**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:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $94805977.71

**Total Liabilities:** $991490.81

**Net Assets:** $93814486.90

**Cash Not Reported:** $2192184.04

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000164306 | -1.38%               | 5.66%                | 2.70%                |
| Class ID C000128361 | -1.52%               | 5.59%                | 2.57%                |
| Class ID C000128362 | -1.43%               | 5.70%                | 2.70%                |
| Class ID C000128360 | -1.43%               | 5.67%                | 2.66%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-413007.46              | $-897631.07                                |
| Month 2  | $38487.96                | $4764951.32                                |
| Month 3  | $-4324960.01             | $6802518.86                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NMI Holdings Inc               | NMI Holdings Inc                              | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     41408 | NS      | $1747003.52   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp                       | SLM Corp                                      | CUSIP: 78442P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4744 | NS      | $155555.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc     | Neurocrine Biosciences Inc                    | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1934 | NS      | $243084.46    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc       | Manhattan Associates Inc                      | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      1848 | NS      | $364924.56    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                     | Intapp Inc                                    | CUSIP: 45827U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6812 | NS      | $351635.44    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Avadel Pharmaceuticals PLC     | Avadel Pharmaceuticals PLC                    | CUSIP: 000000000<br>LEI: 549300E27PTSG2RHC762 | Long             | EC               | CORP              | IE        |     16385 | NS      | $145007.25    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc               | Clear Secure Inc                              | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16484 | NS      | $457595.84    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| European Wax Center Inc        | European Wax Center Inc                       | CUSIP: 29882P106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16410 | NS      | $92388.30     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc              | Post Holdings Inc                             | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      3508 | NS      | $382477.24    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Ltd        | Tower Semiconductor Ltd                       | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |     20781 | NS      | $900856.35    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                     | Evergy Inc                                    | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      8525 | NS      | $587628.25    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                  | Coherent Corp                                 | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      2381 | NS      | $212409.01    | 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      | $552747.24    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd          | Pagseguro Digital Ltd                         | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | BR        |     40000 | NS      | $385600.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                    | Dropbox Inc                                   | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     35820 | NS      | $1024452.00   | 1.09%             |  |  |  | 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      | $202772.10    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                          | AECOM                                         | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      8344 | NS      | $941703.84    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc            | Diebold Nixdorf Inc                           | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      1777 | NS      | $98445.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp              | Turtle Beach Corp                             | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |      7100 | NS      | $98193.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corp          | Encompass Health Corp                         | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      3901 | NS      | $478379.63    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc         | Ormat Technologies Inc                        | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      2283 | NS      | $191224.08    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp            | Addus HomeCare Corp                           | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      2850 | NS      | $328291.50    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp              | Agree Realty Corp                             | CUSIP: 008492100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7815 | NS      | $570963.90    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corp      | Phibro Animal Health Corp                     | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     49827 | NS      | $1272581.58   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                   | Ducommun Inc                                  | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |     15502 | NS      | $1280930.26   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextdoor Holdings Inc          | Nextdoor Holdings Inc                         | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62600 | NS      | $103916.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| TAT Technologies Ltd           | TAT Technologies Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5210 | NS      | $159113.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| SmartFinancial Inc             | SmartFinancial Inc                            | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4163 | NS      | $140626.14    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                       | Ooma Inc                                      | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8952 | NS      | $115480.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                | EMCOR Group Inc                               | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1155 | NS      | $617797.95    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc            | Cal-Maine Foods Inc                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      2657 | NS      | $264716.91    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp | Central Pacific Financial Corp                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      7462 | NS      | $209159.86    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Bladex                         | Banco Latinoamericano de Comercio Exterior SA | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |     10512 | NS      | $423633.60    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                  | Frontdoor Inc                                 | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     17703 | NS      | $1043414.82   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Co             | Crescent Energy Co                            | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    105501 | NS      | $907308.60    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc      | Brinker International Inc                     | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      3800 | NS      | $685254.00    | 0.73%             |  |  |  | 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      | $541598.40    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                 | Constellium SE                                | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     26000 | NS      | $345800.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co       | American States Water Co                      | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      4803 | NS      | $368197.98    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| SI-BONE Inc                    | SI-BONE Inc                                   | CUSIP: 825704109<br>LEI: 549300J8JGYVJJHV9C31 | Long             | EC               | CORP              | US        |     13052 | NS      | $245638.64    | 0.26%             |  |  |  | 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      | $136559.90    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc                   | NiSource Inc                                  | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     10742 | NS      | $433332.28    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                    | IDACORP Inc                                   | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      5005 | NS      | $577827.25    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Dot Corp                 | Green Dot Corp                                | CUSIP: 39304D102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77198 | NS      | $832194.44    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                       | Yelp Inc                                      | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |      2700 | NS      | $92529.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc        | Kimball Electronics Inc                       | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      5340 | NS      | $102688.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc      | Rigel Pharmaceuticals Inc                     | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |      5812 | NS      | $108858.76    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc             | SunCoke Energy Inc                            | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     24701 | NS      | $212181.59    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortuna Mining Corp            | Fortuna Mining Corp                           | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |     28134 | NS      | $183996.36    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc                    | Anterix Inc                                   | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      3500 | NS      | $89775.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Natural Grocers by Vitamin Cot | Natural Grocers by Vitamin Cottage Inc        | CUSIP: 63888U108<br>LEI: 529900P4OTXDGBUS3O87 | Long             | EC               | CORP              | US        |      2100 | NS      | $82425.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co                       | WD-40 Co                                      | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      1631 | NS      | $372014.79    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors Inc | Omega Healthcare Investors Inc                | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      2971 | NS      | $108887.15    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc          | Commvault Systems Inc                         | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      9188 | NS      | $1601744.04   | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellebrite DI Ltd              | Cellebrite DI Ltd                             | CUSIP: 000000000<br>LEI: 254900G03462YGP1IO36 | Long             | EC               | CORP              | IL        |      9697 | NS      | $155152.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc         | Employers Holdings Inc                        | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5988 | NS      | $282513.84    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackLine Inc                  | BlackLine Inc                                 | CUSIP: 09239B109<br>LEI: 529900P9N7PK9LV5EK56 | Long             | EC               | CORP              | US        |      3761 | NS      | $212947.82    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                       | AAR Corp                                      | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      8521 | NS      | $586159.59    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Upbound Group Inc              | Upbound Group Inc                             | CUSIP: 76009N100<br>LEI: 529900QUHE15UQNCCJ63 | Long             | EC               | CORP              | US        |      5506 | NS      | $138200.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc                   | Woodward Inc                                  | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      3778 | NS      | $925950.02    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc               | Weis Markets Inc                              | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4022 | NS      | $291554.78    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp     | Pinnacle West Capital Corp                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      4145 | NS      | $370853.15    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc          | Powell Industries Inc                         | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |       659 | NS      | $138686.55    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc              | Unity Bancorp Inc                             | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      3539 | NS      | $166616.12    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Donegal Group Inc              | Donegal Group Inc                             | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7437 | NS      | $148925.93    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc            | Silgan Holdings Inc                           | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      3190 | NS      | $172834.20    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc               | Cirrus Logic Inc                              | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      8600 | NS      | $896593.00    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc       | Alignment Healthcare Inc                      | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41412 | NS      | $579768.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc      | Halozyme Therapeutics Inc                     | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      2056 | NS      | $106953.12    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RLX Technology Inc             | RLX Technology Inc                            | CUSIP: 74969N103<br>LEI: 984500EG5DBB2F7F4002 | Long             | EC               | CORP              | CN        |     43796 | NS      | $96789.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeMD Inc                     | LifeMD Inc                                    | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9014 | NS      | $122770.68    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dole PLC                       | Dole PLC                                      | CUSIP: 000000000<br>LEI: 635400JUG5XJXOPPJJ47 | Long             | EC               | CORP              | IE        |      2277 | NS      | $31855.23     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                | Teekay Corp Ltd                               | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |    130712 | NS      | $1078374.00   | 1.15%             |  |  |  | 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      | $602030.88    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc               | Leonardo DRS Inc                              | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |     16570 | NS      | $770173.60    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                 | MRC Global Inc                                | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |      9106 | NS      | $124843.26    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares Inc  | Business First Bancshares Inc                 | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      5204 | NS      | $128278.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc        | Comfort Systems USA Inc                       | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      2533 | NS      | $1358219.93   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc                    | Stantec Inc                                   | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |      1000 | NS      | $108680.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Bright Horizons Family Solutio | Bright Horizons Family Solutions Inc          | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2413 | NS      | $298222.67    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc     | Amneal Pharmaceuticals Inc                    | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     35921 | NS      | $290600.89    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                   | Cars.com Inc                                  | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |      8155 | NS      | $96636.75     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands' End Inc                 | Lands' End Inc                                | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |     73548 | NS      | $787699.08    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp         | Primoris Services Corp                        | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     22807 | NS      | $1777577.58   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                | Pegasystems Inc                               | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      7180 | NS      | $388653.40    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp        | Perdoceo Education Corp                       | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     18948 | NS      | $619410.12    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| RADCOM Ltd                     | RADCOM Ltd                                    | CUSIP: 000000000<br>LEI: 529900YOUOKNMG7QW685 | Long             | EC               | CORP              | IL        |     24856 | NS      | $337793.04    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                  | Interface Inc                                 | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     40103 | NS      | $839355.79    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp      | Zeta Global Holdings Corp                     | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |      9017 | NS      | $139673.33    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc        | Peloton Interactive Inc                       | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |     13754 | NS      | $95452.76     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp           | MGIC Investment Corp                          | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     33259 | NS      | $925930.56    | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research Inc               | ACM Research Inc                              | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     28461 | NS      | $737139.90    | 0.79%             |  |  |  | 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      | $395758.40    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc                       | Moog Inc                                      | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      4946 | NS      | $895077.62    | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc   | Adtalem Global Education Inc                  | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      7698 | NS      | $979416.54    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                  | Ambarella Inc                                 | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | US        |     22946 | NS      | $1515927.49   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                       | Fabrinet                                      | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |      1548 | NS      | $456164.64    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Vital Farms Inc                | Vital Farms Inc                               | CUSIP: 92847W103<br>LEI: 549300S6NYY7ER3XOT61 | Long             | EC               | CORP              | US        |      2542 | NS      | $97917.84     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI Corp                       | HNI Corp                                      | CUSIP: 404251100<br>LEI: 549300SKRADLC4O5HV93 | Long             | EC               | CORP              | US        |      2583 | NS      | $127031.94    | 0.14%             |  |  |  | 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      | $180248.90    | 0.19%             |  |  |  | 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      | $41042.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Hermes Inc           | Federated Hermes Inc                          | CUSIP: 314211103<br>LEI: R05X5UQ874RGFF7HHD84 | Long             | EC               | CORP              | US        |      5675 | NS      | $251516.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                     | CareDx Inc                                    | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     36265 | NS      | $708618.10    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| AllianceBernstein Holding LP   | AllianceBernstein Holding LP                  | CUSIP: 01881G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7513 | NS      | $306755.79    | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Belden Inc                     | Belden Inc                                    | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      1270 | NS      | $147066.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaAlpha Inc                 | MediaAlpha Inc                                | CUSIP: 58450V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14220 | NS      | $155709.00    | 0.17%             |  |  |  | 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      | $173635.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc    | Tootsie Roll Industries Inc                   | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     14132 | NS      | $472715.40    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp             | Rithm Capital Corp                            | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               | CORP              | US        |     32300 | NS      | $364667.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                | Q2 Holdings Inc                               | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      3069 | NS      | $287227.71    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerra Gold Inc              | Centerra Gold Inc                             | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |    100046 | NS      | $721331.66    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc           | Douglas Dynamics Inc                          | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     15250 | NS      | $449417.50    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc   | Catalyst Pharmaceuticals Inc                  | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     20854 | NS      | $452531.80    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognyte Software Ltd           | Cognyte Software Ltd                          | CUSIP: 000000000<br>LEI: 2549006L803IRJC67B33 | Long             | EC               | CORP              | IL        |     32764 | NS      | $302739.36    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc                     | Natera Inc                                    | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3128 | NS      | $528444.32    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrim's Pride Corp           | Pilgrim's Pride Corp                          | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      3000 | NS      | $134940.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                  | Ingredion Inc                                 | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1240 | NS      | $168168.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc             | Byline Bancorp Inc                            | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     10179 | NS      | $272084.67    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc        | Strategic Education Inc                       | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      3775 | NS      | $321365.75    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                  | EverQuote Inc                                 | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27763 | NS      | $671309.34    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp          | Tenet Healthcare Corp                         | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |       384 | NS      | $67584.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp           | Hancock Whitney Corp                          | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     20547 | NS      | $1179397.80   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab A/S                     | Genmab A/S                                    | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |     27495 | NS      | $568046.70    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc  | Barrett Business Services Inc                 | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |     30835 | NS      | $1285511.15   | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                   | Innoviva Inc                                  | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     26946 | NS      | $541345.14    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorchester Minerals LP         | Dorchester Minerals LP                        | CUSIP: 25820R105<br>LEI: 529900J537JTEZOMXG05 | Long             | EC               | CORP              | US        |      4607 | NS      | $128351.02    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| OptimizeRx Corp                | OptimizeRx Corp                               | CUSIP: 68401U204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15500 | NS      | $209250.00    | 0.22%             |  |  |  | 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      | $141195.45    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Viemed Healthcare Inc          | Viemed Healthcare Inc                         | CUSIP: 92663R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12939 | NS      | $89408.49     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd        | Pagaya Technologies Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6543 | NS      | $139496.76    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp   | American Superconductor Corp                  | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |     22928 | NS      | $841228.32    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                      | Sunoco LP                                     | CUSIP: 86765K109<br>LEI: 54930001NJU8E40NQ561 | Long             | EC               | CORP              | US        |      4380 | NS      | $234724.20    | 0.25%             |  |  |  | No            |                  1 | On Loan: —       |
| IBEX Holdings Ltd              | IBEX Holdings Ltd                             | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | US        |     12850 | NS      | $373935.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrow Electronics Inc          | Arrow Electronics Inc                         | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Long             | EC               | CORP              | US        |      6262 | NS      | $797966.66    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargo Therapeutics Inc         | Cargo Therapeutics Inc                        | CUSIP: 14179K101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32055 | NS      | $132066.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                       | IDT Corp                                      | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      3240 | NS      | $221356.80    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc     | Grand Canyon Education Inc                    | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      3396 | NS      | $641844.00    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| First Business Financial Servi | First Business Financial Services Inc         | CUSIP: 319390100<br>LEI: 549300BXKLW2T50TKU95 | Long             | EC               | CORP              | US        |      2133 | NS      | $108057.78    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                 | Globe Life Inc                                | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     11826 | NS      | $1469853.54   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Knife River Corp               | Knife River Corp                              | CUSIP: 498894104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4656 | NS      | $380115.84    | 0.41%             |  |  |  | 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      | $824371.40    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp           | Waystar Holding Corp                          | CUSIP: 946784105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5058 | NS      | $206720.46    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc        | ANI Pharmaceuticals Inc                       | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     14419 | NS      | $940839.75    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc  | Arrowhead Pharmaceuticals Inc                 | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     13522 | NS      | $213647.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc           | Urban Outfitters Inc                          | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2295 | NS      | $166479.30    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc       | Turning Point Brands Inc                      | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      6427 | NS      | $486973.79    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Financial Inc         | Columbia Financial Inc                        | CUSIP: 197641103<br>LEI: 254900B9UDXFOJAZKN61 | Long             | EC               | CORP              | US        |      6126 | NS      | $88888.26     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity FedFund    | BlackRock Liquidity FedFund                   | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   2019761 | NS      | $2019761.11   | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc               | HealthStream Inc                              | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      5015 | NS      | $138765.05    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV  | Sapiens International Corp NV                 | CUSIP: 000000000<br>LEI: 2549009P4ZS02GC5QV68 | Long             | EC               | CORP              | IL        |      9800 | NS      | $286650.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc          | Gildan Activewear Inc                         | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |      3679 | NS      | $181153.96    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corp                | OGE Energy Corp                               | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     12766 | NS      | $566555.08    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc    | Arcutis Biotherapeutics Inc                   | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8760 | NS      | $122815.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| IonQ Inc                       | IonQ Inc                                      | CUSIP: 46222L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2929 | NS      | $125859.13    | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Fresenius Medical Care AG      | Fresenius Medical Care AG                     | CUSIP: 358029106<br>LEI: 549300CP8NY40UP89Q40 | Long             | EC               | CORP              | DE        |     11033 | NS      | $315212.81    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTracker Inc                 | NEXTracker Inc                                | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19719 | NS      | $1072122.03   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc               | Radian Group Inc                              | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      8601 | NS      | $309808.02    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira BioSciences Inc         | Pacira BioSciences Inc                        | CUSIP: 695127100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6765 | NS      | $161683.50    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc          | Penguin Solutions Inc                         | CUSIP: 000000000<br>LEI: 529900RDGHQY8XKXPN14 | Long             | EC               | CORP              | US        |     58414 | NS      | $1157181.34   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Autohome Inc                   | Autohome Inc                                  | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | CN        |      3700 | NS      | $95423.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis Inc                   | Exelixis Inc                                  | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     13000 | NS      | $572975.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Celsius Holdings Inc           | Celsius Holdings Inc                          | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2540 | NS      | $117830.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc             | Corsair Gaming Inc                            | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     14362 | NS      | $135433.66    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc       | Axcelis Technologies Inc                      | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      1670 | NS      | $116382.30    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                | Otter Tail Corp                               | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6854 | NS      | $528374.86    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Lancaster Colony Corp          | Lancaster Colony Corp                         | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      1188 | NS      | $205250.76    | 0.22%             |  |  |  | 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      | $107320.76    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MasTec Inc                     | MasTec Inc                                    | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      4030 | NS      | $686832.90    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp      | Taylor Morrison Home Corp                     | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      3284 | NS      | $201703.28    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                   | Alkermes PLC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     40807 | NS      | $1167488.27   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co         | Abercrombie & Fitch Co                        | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      8000 | NS      | $662800.00    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Enstar Group Ltd               | Enstar Group Ltd                              | CUSIP: 000000000<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |       319 | NS      | $107298.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc     | Sprouts Farmers Market Inc                    | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      6106 | NS      | $1005291.84   | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc    | Granite Ridge Resources Inc                   | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |     54442 | NS      | $346795.54    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Inc                        | BRP Inc                                       | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |      1879 | NS      | $91075.13     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc     | Casey's General Stores Inc                    | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |      1332 | NS      | $679679.64    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corp/VA              | Universal Corp/VA                             | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      4570 | NS      | $266156.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp          | Twist Bioscience Corp                         | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |       388 | NS      | $14274.52     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc     | Safety Insurance Group Inc                    | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      2768 | NS      | $219751.52    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp            | Alliant Energy Corp                           | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      9114 | NS      | $551123.58    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc         | Puma Biotechnology Inc                        | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41614 | NS      | $142736.02    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings | Norwegian Cruise Line Holdings Ltd            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     72452 | NS      | $1469326.56   | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                   | Veracyte Inc                                  | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     31958 | NS      | $863824.74    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc       | Encore Capital Group Inc                      | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |      2567 | NS      | $99368.57     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                    | Unitil Corp                                   | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4177 | NS      | $217830.55    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                 | SSR Mining Inc                                | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |     45542 | NS      | $580205.08    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Willdan Group Inc              | Willdan Group Inc                             | CUSIP: 96924N100<br>LEI: 529900YQO0LF5VAEKN05 | Long             | EC               | CORP              | US        |      4700 | NS      | $293797.00    | 0.31%             |  |  |  | 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      | $455302.14    | 0.49%             |  |  |  | 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      | $784513.80    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc             | ADMA Biologics Inc                            | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14016 | NS      | $255231.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp     | Amalgamated Financial Corp                    | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5708 | NS      | $178089.60    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Phreesia Inc                   | Phreesia Inc                                  | CUSIP: 71944F106<br>LEI: 5493000HHF8NU4QOCG53 | Long             | EC               | CORP              | US        |     11904 | NS      | $338787.84    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpaWorld Holdings Ltd       | OneSpaWorld Holdings Ltd                      | CUSIP: 000000000<br>LEI: 5493007W8PZ8W6UC2X76 | Long             | EC               | CORP              | BS        |     14578 | NS      | $297245.42    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corp          | Envista Holdings Corp                         | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      7572 | NS      | $147956.88    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd               | Genie Energy Ltd                              | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |      8316 | NS      | $223534.08    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| OneSpan Inc                    | OneSpan Inc                                   | CUSIP: 68287N100<br>LEI: 984500E502E6DC354D26 | Long             | EC               | CORP              | US        |     34100 | NS      | $569129.00    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc    | Community Trust Bancorp Inc                   | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2530 | NS      | $133887.60    | 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        |    869682 | NS      | $869681.96    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc            | Mission Produce Inc                           | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |      7903 | NS      | $92623.16     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc                 | Daktronics Inc                                | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     23986 | NS      | $362668.32    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                       | Roku Inc                                      | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      2425 | NS      | $213133.25    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cerence Inc                    | Cerence Inc                                   | CUSIP: 156727109<br>LEI: 5493002WL2W5WMS89568 | Long             | EC               | CORP              | US        |     11093 | NS      | $113259.53    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc           | Upstart Holdings Inc                          | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      3850 | NS      | $249018.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Saul Centers Inc               | Saul Centers Inc                              | CUSIP: 804395101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3500 | NS      | $119490.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                  | iRadimed Corp                                 | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      1650 | NS      | $98653.50     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                       | RLI Corp                                      | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      7466 | NS      | $539194.52    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp                    | Chemed Corp                                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       895 | NS      | $435802.35    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc     | ACADIA Pharmaceuticals Inc                    | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     39867 | NS      | $859931.19    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Camtek Ltd/Israel              | Camtek Ltd/Israel                             | CUSIP: 000000000<br>LEI: 5493000H80W07HCKGS43 | Long             | EC               | CORP              | IL        |      2308 | NS      | $195164.48    | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Oil-Dri Corp of America        | Oil-Dri Corp of America                       | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      2700 | NS      | $159273.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                    | Genesco Inc                                   | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     13650 | NS      | $268768.50    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI Systems Inc                | OSI Systems Inc                               | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       763 | NS      | $171568.18    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc              | PROS Holdings Inc                             | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |     13177 | NS      | $206351.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                   | Docusign Inc                                  | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     13593 | NS      | $1058758.77   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** Virtus Investment Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer