# EDGAR Filing Document

**Accession Number:** 0001423227
**File Stem:** 0000940400-26-022107
**Filing Date:** 2026-5
**Character Count:** 52750
**Document Hash:** 2d081b763399aec469fcbb175d1323a4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022107.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0000940400-26-022107

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22167
- **FILM NUMBER:** 261043108

**BUSINESS ADDRESS:**
- **STREET 1:** 101 MUNSON STEET
- **CITY:** GREENFIELD
- **STATE:** MA
- **ZIP:** 01301
- **BUSINESS PHONE:** 800-243-1574

**MAIL ADDRESS:**
- **STREET 1:** ONE FINANCIAL PLAZA
- **STREET 2:** 26TH FLOOR
- **CITY:** HARTFORD
- **STATE:** CT
- **ZIP:** 06103

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Allianz Funds Multi-Strategy Trust
- **DATE OF NAME CHANGE:** 20080109

## Series and Classes Contracts Data

### Virtus International Small-Cap Fund (Series ID: S000028361)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000086672 | Class A             | AOPAX           |
| C000086675 | Institutional Class | ALOIX           |
| C000165874 | Class R6            | AIISX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Virtus Strategy Trust

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

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

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

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 101 MUNSON STREET

  - **City:** GREENFIELD

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9668

  - **Telephone number:** 800-243-1574

**Item A.2. Information about the Series.**

- **a. Name of Series:** Virtus International Small-Cap Fund

- **b. EDGAR series identifier (if any):** S000028361

- **c. LEI of Series:** 5493008LAX4C6210YR24

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $59536866.37

**Total Liabilities:** $61424.13

**Net Assets:** $59475442.24

**Cash Not Reported:** $1331959.48

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000086672 | 7.08%                | 7.65%                | -8.08%               |
| Class ID C000086675 | 7.11%                | 7.65%                | -8.05%               |
| Class ID C000165874 | 7.07%                | 7.68%                | -8.07%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $790699.54               | $3221340.12                                |
| Month 2  | $1248622.79              | $3300288.41                                |
| Month 3  | $325887.66               | $-5704997.05                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Clas Ohlson Ab                                           | Clas Ohlson Ab SER'B'NPV                                        | CUSIP: 000000000<br>LEI: 549300MH8OETHBBKJU80 | Long             | EC               | CORP              | SE        |     19414 | NS      | $767132.81    | 1.29%             |  |  |  | No            |                  2 | On Loan: No      |
| SYSTENA CORP                                             | Systempro Co Ltd NPV                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |    266700 | NS      | $708527.94    | 1.19%             |  |  |  | No            |                  2 | On Loan: No      |
| President Securities Corp.                               | President Securities Corp. TWD10                                | CUSIP: 000000000<br>LEI: 2549003O85RNZ1LL3Y88 | Long             | EC               | CORP              | TW        |    190000 | NS      | $193076.29    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Webuild SPA                                              | Webuild SPA NPV                                                 | CUSIP: 000000000<br>LEI: 549300UKR289DF4UXQ47 | Long             | EC               | CORP              | IT        |     57547 | NS      | $152963.96    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Bankinter SA                                             | Bankinter SA EUR0.30(REGD)                                      | CUSIP: 000000000<br>LEI: VWMYAEQSTOPNV0SUGU82 | Long             | EC               | CORP              | ES        |     52051 | NS      | $824351.37    | 1.39%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRST PACIFIC COMPANY LTD                                | First Pacific Co Ltd. USD0.01                                   | CUSIP: 000000000<br>LEI: 254900VS1MDQSDM9DE09 | Long             | EC               | CORP              | BM        |    322000 | NS      | $225548.12    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Seikan Group Holdings Ltd.                          | Toyo Seikan Group Holdings Ltd. NPV                             | CUSIP: 000000000<br>LEI: 5299004VWXGQPXR05T33 | Long             | EC               | CORP              | JP        |      5300 | NS      | $120587.88    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| DETERRA ROYALTIES LTD                                    | Deterra Royalties Ltd. NPV                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |    132173 | NS      | $373426.15    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Camtek Limited                                           | Camtek Limited ILS0.01                                          | CUSIP: 000000000<br>LEI: 5493000H80W07HCKGS43 | Long             | EC               | CORP              | IL        |      2323 | NS      | $352190.03    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| ASPEED TECHNOLOGY INC                                    | ASPEED Technology Inc. TWD10                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      2000 | NS      | $689389.52    | 1.16%             |  |  |  | No            |                  2 | On Loan: No      |
| KANAMOTO COMPANY LTD                                     | Kanamoto Co Ltd NPV                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     18200 | NS      | $507372.87    | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyosung Corporation                                      | Hyosung Corporation KRW5000                                     | CUSIP: 000000000<br>LEI: 549300I0RPK0L4R21F76 | Long             | EC               | CORP              | KR        |      2634 | NS      | $231091.87    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                     | Banca Mediolanum SpA NPV                                        | CUSIP: 000000000<br>LEI: 7LVZJ6XRIE7VNZ4UBX81 | Long             | EC               | CORP              | IT        |     49824 | NS      | $1009494.59   | 1.70%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Materials Inc                                       | Hana Materials Inc KRW500                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3406 | NS      | $142253.06    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Latinoamericano De Comercio Exterior SA            | Banco Latinoamericano De Comercio Exterior SA CLASS'E'COM NPV   | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |      3756 | NS      | $191856.48    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Phoenix Financial Ltd.                                   | Phoenix Financial Ltd. ILS1                                     | CUSIP: 000000000<br>LEI: 254900IUA68QTCFYHE30 | Long             | EC               | CORP              | IL        |      4596 | NS      | $245399.26    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| NCC AB                                                   | NCC AB SER'B'NPV                                                | CUSIP: 000000000<br>LEI: 213800WRGLW3CY4MHW53 | Long             | EC               | CORP              | SE        |     18372 | NS      | $404522.92    | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Viohalco SA/NV                                           | Viohalco SA/NV NPV                                              | CUSIP: 000000000<br>LEI: 549300U0BOLVY36TGJ31 | Long             | EC               | CORP              | BE        |     14027 | NS      | $205889.06    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Beach Energy Ltd.                                        | Beach Energy Ltd. NPV                                           | CUSIP: 000000000<br>LEI: 8Q9PJD25OKTQT5FHUF40 | Long             | EC               | CORP              | AU        |    253267 | NS      | $223726.35    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramelius Resources Ltd.                                  | Ramelius Resources Ltd. NPV                                     | CUSIP: 000000000<br>LEI: 254900E44AIGW7KKNR98 | Long             | EC               | CORP              | AU        |     83709 | NS      | $217933.16    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Friedrich Vorwerk Group SE                               | Friedrich Vorwerk Group SE NPV                                  | CUSIP: 000000000<br>LEI: 529900NBM89YAM5ENI18 | Long             | EC               | CORP              | DE        |      1673 | NS      | $138425.33    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC INTERNATIONAL HOLDINGS COMPANY LTD                  | SITC International Holdings Co Ltd. HKD0.10                     | CUSIP: 000000000<br>LEI: 529900JUV4MOM9CE3V12 | Long             | EC               | CORP              | KY        |    313000 | NS      | $1370477.68   | 2.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Grupo Cibest SA                                          | Grupo Cibest SA PREF                                            | CUSIP: 000000000<br>LEI: 529900OSSJBGZREZ2C28 | Long             | EP               | CORP              | CO        |     25275 | NS      | $464405.29    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Kanematsu Corp                                           | Kanematsu Corp NPV                                              | CUSIP: 000000000<br>LEI: 353800N574WR0FX80I71 | Long             | EC               | CORP              | JP        |     29000 | NS      | $413482.24    | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| ASIA VITAL COMPONENTS COMPANY LTD                        | Asia Vital Components Co Ltd TWD10                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $396297.04    | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| The 77 Bank Ltd                                          | The 77 Bank Ltd NPV                                             | CUSIP: 000000000<br>LEI: 549300U6CT3EHB9XS980 | Long             | EC               | CORP              | JP        |     30000 | NS      | $594149.37    | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ambea Ab (Publ)                                          | Ambea Ab (Publ) NPV                                             | CUSIP: 000000000<br>LEI: 549300AEVNZRHYI5HV24 | Long             | EC               | CORP              | SE        |     29086 | NS      | $411692.52    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Cirrus Logic, Inc.                                       | Cirrus Logic, Inc. COM                                          | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      1644 | NS      | $237755.28    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola HBC AG                                         | Coca-Cola HBC AG ORD CHF6.70(CDI)                               | CUSIP: 000000000<br>LEI: 549300EFP3TNG7JGVE49 | Long             | EC               | CORP              | CH        |      7324 | NS      | $412555.09    | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| GE Vernova T&D India Ltd.                                | GE Vernova T&D India Ltd. INR2                                  | CUSIP: 000000000<br>LEI: 549300NMRD6VZDFLN355 | Long             | EC               | CORP              | IN        |      5517 | NS      | $213466.97    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Italgas SpA                                              | Italgas SpA NPV                                                 | CUSIP: 000000000<br>LEI: 815600F25FF44EF1FA76 | Long             | EC               | CORP              | IT        |     19248 | NS      | $224219.70    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| SHIBAURA MECHATRONICS CORP                               | Shibaura Mechatronics Corporation NPV                           | CUSIP: 000000000<br>LEI: 529900K56IZ9LT5WLM42 | Long             | EC               | CORP              | JP        |     19400 | NS      | $516016.92    | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Endeavour Mining PLC                                     | Endeavour Mining PLC ORD USD0.01                                | CUSIP: 000000000<br>LEI: 529900NI5MXQ91GHXR07 | Long             | EC               | CORP              | GB        |     15267 | NS      | $915405.41    | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Alm. Brand A / S                                         | Alm. Brand A / S DKK1                                           | CUSIP: 000000000<br>LEI: 549300H4TGLJVZ6VTA48 | Long             | EC               | CORP              | DK        |    118101 | NS      | $287640.55    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPCO SCIENTIFIC CO LTD                                  | Topco Scientific C TWD10                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     63000 | NS      | $614916.50    | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Zehnder Group AG                                         | Zehnder Group AG CHF0.05 (REGD) 'A'                             | CUSIP: 000000000<br>LEI: 8945000LUWFSSFRPU761 | Long             | EC               | CORP              | CH        |      2060 | NS      | $173574.24    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Korea Electric Terminal Co Ltd                           | Korea Electric Terminal Co Ltd KRW500                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      4643 | NS      | $237371.01    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Van Lanschot Kempen N.V.                                 | Van Lanschot Kempen N.V. CVA REP CLASS 'A' NPV                  | CUSIP: 000000000<br>LEI: 724500D8WOYCL1BUCB80 | Long             | EC               | CORP              | NL        |      2724 | NS      | $180902.73    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| FUFENG GROUP LTD                                         | Fufeng Group Limited HKD0.10                                    | CUSIP: 000000000<br>LEI: 549300OQ91X6COVM4483 | Long             | EC               | CORP              | KY        |    207000 | NS      | $184802.96    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Const(New)                                         | Tokyu Const(New) NPV                                            | CUSIP: 000000000<br>LEI: 529900AF5X5AZCMDF192 | Long             | EC               | CORP              | JP        |     19800 | NS      | $178183.46    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Mears Group PLC                                          | Mears Group PLC ORD GBP0.01                                     | CUSIP: 000000000<br>LEI: 213800DHCALLH8IRJV57 | Long             | EC               | CORP              | GB        |    107474 | NS      | $467061.33    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| AVI Ltd                                                  | AVI Ltd ZAR0.05                                                 | CUSIP: 000000000<br>LEI: 378900C2D68805FAAF75 | Long             | EC               | CORP              | ZA        |    101817 | NS      | $625016.39    | 1.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SSR Mining Inc                                           | SSR Mining Inc COM NPV                                          | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     17847 | NS      | $524209.92    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Nedbank Group Ltd                                        | Nedbank Group Ltd ZAR1                                          | CUSIP: 000000000<br>LEI: 3789009E42FA3CB31065 | Long             | EC               | CORP              | ZA        |     14247 | NS      | $225429.26    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Canada                                               | Air Canada VAR VTG SHS NPV                                      | CUSIP: 008911877<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | EC               | CORP              | CA        |     42030 | NS      | $547468.62    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Keller Group PLC                                         | Keller Group PLC ORD GBP0.10                                    | CUSIP: 000000000<br>LEI: 549300QO4MBL43UHSN10 | Long             | EC               | CORP              | GB        |     23209 | NS      | $591108.85    | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| Compania De Distribucion Integral Logista Holdings S.A.U | Compania De Distribucion Integral Logista Holdings S.A.U EUR0.2 | CUSIP: 000000000<br>LEI: 9598000ANNAL42UJ7X28 | Long             | EC               | CORP              | ES        |      9566 | NS      | $357992.85    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Organic Chemical Industry Ltd.                     | Osaka Organic Chemical Industry Ltd. NPV                        | CUSIP: 000000000<br>LEI: 353800BMJFOXMOVADX91 | Long             | EC               | CORP              | JP        |     26100 | NS      | $590213.84    | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| STARTS CORP INC                                          | Starts Corporation Inc. NPV                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10000 | NS      | $304332.01    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| UCHIDA YOKO CO LTD                                       | Uchida Yoko Co NPV                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     37400 | NS      | $471499.45    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Taichung Commercial Bank Co., Ltd.                       | Taichung Commercial Bank Co., Ltd. TWD10                        | CUSIP: 000000000<br>LEI: 549300VNYOLU68FQNE06 | Long             | EC               | CORP              | TW        |    379234 | NS      | $245523.55    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Hera SpA                                                 | Hera SpA EUR1                                                   | CUSIP: 000000000<br>LEI: 8156009414FD99443B48 | Long             | EC               | CORP              | IT        |    131430 | NS      | $606244.62    | 1.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Tire Corp.                                          | Toyo Tire Corp. NPV                                             | CUSIP: 000000000<br>LEI: 529900Y41RD7VQM9RF75 | Long             | EC               | CORP              | JP        |     41400 | NS      | $971269.81    | 1.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Vedanta Ltd.                                             | Vedanta Ltd. INR1                                               | CUSIP: 000000000<br>LEI: 335800XDKX9KB5EMCO07 | Long             | EC               | CORP              | IN        |     80865 | NS      | $567361.35    | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| VTECH HOLDINGS LTD                                       | VTech Holdings Ltd. USD0.05                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     95200 | NS      | $720840.21    | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| EMEMORY TECHNOLOGY INC                                   | eMemory Technology Inc. TWD10                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |      6000 | NS      | $510876.14    | 0.86%             |  |  |  | No            |                  2 | On Loan: No      |
| Raito Kogyo Co Ltd                                       | Raito Kogyo Co Ltd NPV                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     10400 | NS      | $255400.89    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| GS RETAIL CO LTD                                         | GS Retail Co Ltd. KRW1000                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |     36843 | NS      | $543867.93    | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| First Resources Ltd.                                     | First Resources Ltd. NPV                                        | CUSIP: 000000000<br>LEI: 5493007RRD817HUP4O49 | Long             | EC               | CORP              | SG        |    159100 | NS      | $359538.90    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| Centerra Gold Inc                                        | Centerra Gold Inc COM NPV                                       | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |     51586 | NS      | $917430.55    | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| ASROCK INC                                               | Asrock Incorporation TWD10                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     22000 | NS      | $143672.17    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| COMPANHIA SANEAMENTO DE MINAS GERAIS SA (COPASA)         | Cia Saneamento Minas Gerais COM NPV                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     45200 | NS      | $502362.81    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BAWAG Group AG                                           | BAWAG Group AG NPV                                              | CUSIP: 000000000<br>LEI: 529900S9YO2JHTIIDG38 | Long             | EC               | CORP              | AT        |      1654 | NS      | $251453.54    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Hanwa Co Ltd                                             | Hanwa Co Ltd NPV                                                | CUSIP: 000000000<br>LEI: 8EUP1TJYZFX3T1E5AJ33 | Long             | EC               | CORP              | JP        |     59000 | NS      | $591704.60    | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| KAWADA TECHNOLOGIES INC                                  | Kawada Technologies Inc. NPV                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     24900 | NS      | $243232.69    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Mony Group PLC                                           | Mony Group PLC ORD GBP0.0002                                    | CUSIP: 000000000<br>LEI: 54930016B7VO33FBE722 | Long             | EC               | CORP              | GB        |     88306 | NS      | $176692.82    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Dts Corporation                                          | Dts Corporation NPV                                             | CUSIP: 000000000<br>LEI: 529900WBOTPBINBCF151 | Long             | EC               | CORP              | JP        |     34800 | NS      | $228700.56    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Telkom SA SOC Ltd.                                       | Telkom SA SOC Ltd. ZAR10                                        | CUSIP: 000000000<br>LEI: 529900GES0BUVJEDKF90 | Long             | EC               | CORP              | ZA        |     49176 | NS      | $172440.46    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Lion Finance Group PLC                                   | Lion Finance Group PLC ORD GBP0.01                              | CUSIP: 000000000<br>LEI: 213800XKDG12NQG8VC53 | Long             | EC               | CORP              | GB        |      8639 | NS      | $1072269.22   | 1.80%             |  |  |  | No            |                  2 | On Loan: No      |
| YANGZIJIANG SHIPBUILDING (HOLDINGS) LTD                  | Yangzijiang Shipbuilding Holdings Ltd. NPV (SGD)                | CUSIP: 000000000<br>LEI: 254900Z3JEM14YIGLM66 | Long             | EC               | CORP              | SG        |    252400 | NS      | $749726.75    | 1.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Boshoku Corp.                                     | Toyota Boshoku Corp. NPV                                        | CUSIP: 000000000<br>LEI: 529900KS87U6EY7PWG26 | Long             | EC               | CORP              | JP        |     13200 | NS      | $206940.52    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| CONSUN PHARMACEUTICAL GROUP LTD                          | Consun Pharmaceutical Group Limited HKD0.1                      | CUSIP: 000000000<br>LEI: 300300LQFLNDZZHCNN43 | Long             | EC               | CORP              | KY        |    162000 | NS      | $345640.92    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimizu Corp.                                            | Shimizu Corp. NPV                                               | CUSIP: 000000000<br>LEI: 353800BRAE0QFP3ZLY22 | Long             | EC               | CORP              | JP        |     20700 | NS      | $371381.13    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| IA Financial Corp Inc                                    | IA Financial Corp Inc COM NPV                                   | CUSIP: 45075E104<br>LEI: 549300ZXLJVHQAIXV215 | Long             | EC               | CORP              | CA        |      4895 | NS      | $543232.05    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| OSB Group PLC                                            | OSB Group PLC ORD GBP0.01                                       | CUSIP: 000000000<br>LEI: 213800ZBKL9BHSL2K459 | Long             | EC               | CORP              | GB        |     20319 | NS      | $141356.33    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| National Aluminum                                        | National Aluminum INR5                                          | CUSIP: 000000000<br>LEI: 335800OM1V78CX7SSC72 | Long             | EC               | CORP              | IN        |    287295 | NS      | $1186014.55   | 1.99%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Liquidity Funds                                | BlackRock Liquidity Funds FEDFUND INSTL                         | CUSIP: 09248U700<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |    166516 | NS      | $166515.64    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Kumagai Gumi Co Ltd                                      | Kumagai Gumi Co Ltd NPV                                         | CUSIP: 000000000<br>LEI: 529900M993KYZI2Q1Q47 | Long             | EC               | CORP              | JP        |     76100 | NS      | $754345.36    | 1.27%             |  |  |  | No            |                  2 | On Loan: No      |
| POSIFLEX TECHNOLOGIES INC                                | Posiflex Technology, Inc. TWD10                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     40000 | NS      | $213965.48    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| PAREX RESOURCES INC                                      | Parex Resources Inc. COM NPV                                    | CUSIP: 69946Q104<br>LEI: 549300U7LWRGTY6XWK67 | Long             | EC               | CORP              | CA        |     38288 | NS      | $752493.65    | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Asia Metals PLC                                  | Central Asia Metals PLC ORD USD0.01                             | CUSIP: 000000000<br>LEI: 213800EYQBJZIT64NH43 | Long             | EC               | CORP              | GB        |    146269 | NS      | $316297.08    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Drax Group PLC                                           | Drax Group PLC ORD GBP0.1155172                                 | CUSIP: 000000000<br>LEI: 549300YPSNTXR4ZHSR98 | Long             | EC               | CORP              | GB        |    113362 | NS      | $1339685.80   | 2.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Finning International Inc.                               | Finning International Inc. COM NPV                              | CUSIP: 318071404<br>LEI: 549300QLDCP11KB6XW55 | Long             | EC               | CORP              | CA        |      6550 | NS      | $405308.03    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiger Brands Ltd                                         | Tiger Brands Ltd ORD ZAR0.10                                    | CUSIP: 000000000<br>LEI: 529900C57HAFZAHHBC90 | Long             | EC               | CORP              | ZA        |     24783 | NS      | $444077.41    | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Hino Motors Ltd.                                         | Hino Motors Ltd. NPV                                            | CUSIP: 433406105<br>LEI: 3538009ZU0PHKNHJM202 | Long             | EC               | CORP              | JP        |     85500 | NS      | $208490.60    | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Zhejiang NHU Co Ltd.                                     | Zhejiang NHU Co Ltd. 'A'CNY1                                    | CUSIP: 000000000<br>LEI: 655600NJSJADB39G3P54 | Long             | EC               | CORP              | CN        |    241500 | NS      | $1214777.79   | 2.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Petroleum Exploration Co Ltd.                      | Japan Petroleum Exploration Co Ltd. NPV                         | CUSIP: 000000000<br>LEI: 549300WXUNBZ356DMN17 | Long             | EC               | CORP              | JP        |     86400 | NS      | $1423080.43   | 2.39%             |  |  |  | No            |                  2 | On Loan: No      |
| ODFJELL DRILLING LTD                                     | Odfjell Drilling Limited USD0.01                                | CUSIP: 000000000<br>LEI: 529900M08ZU24JXMPB85 | Long             | EC               | CORP              | BM        |     15968 | NS      | $167274.80    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyobo Co Ltd                                            | Toyobo Co Ltd NPV                                               | CUSIP: 000000000<br>LEI: 5299005EWBCNUAZ4PM62 | Long             | EC               | CORP              | JP        |    101200 | NS      | $856733.01    | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemical Works Of Gedeon Richter                         | Chemical Works Of Gedeon Richter HUF100                         | CUSIP: 000000000<br>LEI: 549300J6ZJW5IH4WEE46 | Long             | EC               | CORP              | HU        |     10649 | NS      | $379404.73    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| PARKIN COMPANY PJSC                                      | Parkin Co. AED0.02                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AE        |    203193 | NS      | $262749.96    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitie Group PLC                                          | Mitie Group PLC ORD GBP0.025                                    | CUSIP: 000000000<br>LEI: 213800MTCLTKEHWZMJ03 | Long             | EC               | CORP              | GB        |    296005 | NS      | $666078.90    | 1.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Investec PLC                                             | Investec PLC ORD GBP0.0002                                      | CUSIP: 000000000<br>LEI: 2138007Z3U5GWDN3MY22 | Long             | EC               | CORP              | GB        |     30442 | NS      | $234634.86    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Knowles Corporation                                      | Knowles Corporation COM                                         | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     13709 | NS      | $352047.12    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemtrade Logistics Income Fund                          | Chemtrade Logistics Income Fund TRUST UNITS                     | CUSIP: 16387P103<br>LEI: 254900UOUPEC6HRUR935 | Long             | EC               | CORP              | CA        |     28518 | NS      | $331285.23    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Chambal Fertilisers and Chemicals Ltd.                   | Chambal Fertilisers and Chemicals Ltd. INR10                    | CUSIP: 000000000<br>LEI: 335800DFMF2OEJ7HWM17 | Long             | EC               | CORP              | IN        |     79123 | NS      | $358386.65    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL MIXED-MODE TECHNOLOGY INC                         | Global Mixed-Mode TWD10                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     25000 | NS      | $180379.80    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Magyar Telekom Telecommunications PLC                    | Magyar Telekom Telecommunications PLC HUF100                    | CUSIP: 000000000<br>LEI: 529900CA1YDA41X76751 | Long             | EC               | CORP              | HU        |     75242 | NS      | $469081.23    | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Ovs S.P.A                                                | Ovs S.P.A NPV                                                   | CUSIP: 000000000<br>LEI: 8156001A772766DCAA71 | Long             | EC               | CORP              | IT        |     27744 | NS      | $144065.79    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| A2A S.p.A.                                               | A2A S.p.A. EUR0.52                                              | CUSIP: 000000000<br>LEI: 81560076E3944316DB24 | Long             | EC               | CORP              | IT        |    328576 | NS      | $930402.69    | 1.56%             |  |  |  | No            |                  2 | On Loan: No      |
| BRILLIAN NETWORK & AUTOMATION INTEGRATED SYSTEM CO LTD   | Brillian Network & Automation Integrated System Co Ltd. TWD10   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | TW        |     19000 | NS      | $216257.64    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Helleniq Energy Holdings SA                              | Helleniq Energy Holdings SA EUR2.18                             | CUSIP: 000000000<br>LEI: 213800YUBJMZYR1SNG35 | Long             | EC               | CORP              | GR        |     50388 | NS      | $574680.01    | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Technology Holdings PLC                          | Ashtead Technology Holdings PLC ORD GBP0.05                     | CUSIP: 000000000<br>LEI: 213800LHEWVY66RPGR58 | Long             | EC               | CORP              | GB        |     34990 | NS      | $194497.31    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Tab Gida Sanayi Ve Ticaret AS                            | Tab Gida Sanayi Ve Ticaret AS TRY1                              | CUSIP: 000000000<br>LEI: 7890009J9I7A16RG7593 | Long             | EC               | CORP              | TR        |     29267 | NS      | $158679.62    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Antam Persero Tbk                                        | Antam Persero Tbk IDR100                                        | CUSIP: 000000000<br>LEI: 529900LRE2NALSSHMB80 | Long             | EC               | CORP              | ID        |   1178100 | NS      | $246533.19    | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| TES Co Ltd                                               | TES Co Ltd KRW500                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      9283 | NS      | $358771.94    | 0.60%             |  |  |  | No            |                  2 | On Loan: No      |
| JB FINANCIAL GROUP CO LTD                                | JB Financial Group Co Ltd. KRW5000                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      9184 | NS      | $188453.19    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx AG                                                | Talanx AG NPV                                                   | CUSIP: 000000000<br>LEI: 5299006ZIILJ6VJVSJ32 | Long             | EC               | CORP              | DE        |      4077 | NS      | $505903.12    | 0.85%             |  |  |  | No            |                  2 | On Loan: No      |
| FirstGroup PLC                                           | FirstGroup PLC ORD GBP0.05                                      | CUSIP: 000000000<br>LEI: 549300DEJZCPWA4HKM93 | Long             | EC               | CORP              | GB        |    120530 | NS      | $264905.07    | 0.45%             |  |  |  | No            |                  2 | On Loan: No      |
| NH Investment & Securities Co. Ltd.                      | NH Investment & Securities Co. Ltd. KRW5000                     | CUSIP: 000000000<br>LEI: 549300LQ6NXDW1B8NT42 | Long             | EC               | CORP              | KR        |      8637 | NS      | $175704.30    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                  | Singapore Technologies Engineering Ltd. NPV                     | CUSIP: 000000000<br>LEI: 254900OEXGGWCR24DG90 | Long             | EC               | CORP              | SG        |     63400 | NS      | $538090.70    | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Resilient REIT Ltd.                                      | Resilient REIT Ltd. NPV                                         | CUSIP: 000000000<br>LEI: 378900F37FF47D486C58 | Long             | EC               | CORP              | ZA        |     73398 | NS      | $349542.78    | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Alamtri Resources Indonesia Tbk                       | PT Alamtri Resources Indonesia Tbk IDR100                       | CUSIP: 000000000<br>LEI: 529900P2WAH7XA87OI24 | Long             | EC               | CORP              | ID        |   1391400 | NS      | $212647.69    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Hi-Fi Ltd.                                            | JB Hi-Fi Ltd. NPV                                               | CUSIP: 000000000<br>LEI: 529900TPC8H040Y3ZQ65 | Long             | EC               | CORP              | AU        |      6267 | NS      | $317103.40    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Storebrand ASA                                           | Storebrand ASA SER'A'NOK5                                       | CUSIP: 000000000<br>LEI: 5967007LIEEXZX7NA051 | Long             | EC               | CORP              | NO        |     26267 | NS      | $474113.58    | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| YAMABIKO CORP                                            | Yamabiko Corporation NPV                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      8100 | NS      | $183925.04    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| TV Asahi Holdings Corp                                   | TV Asahi Holdings Corp NPV                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     16700 | NS      | $368852.36    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                               | National Bank of Greece SA EUR1.00 (POST CONS)                  | CUSIP: 000000000<br>LEI: 5UMCZOEYKCVFAW8ZLO05 | Long             | EC               | CORP              | GR        |     30796 | NS      | $475733.05    | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| SEIKO GROUP CORP                                         | Seiko Group Corp. NPV                                           | CUSIP: 000000000<br>LEI: 529900UXKCNCMYX20S74 | Long             | EC               | CORP              | JP        |     10200 | NS      | $366684.16    | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| Tre Holdings Corp                                        | Tre Holdings Corp NPV                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     59500 | NS      | $598246.67    | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cury Construtora E Incorporadora SA                      | Cury Construtora E Incorporadora SA COM NPV                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BR        |     50700 | NS      | $346786.30    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Santam Limited                                           | Santam Limited NPV                                              | CUSIP: 000000000<br>LEI: 37890092DC55C7D94B35 | Long             | EC               | CORP              | ZA        |     15446 | NS      | $359845.54    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Proximus S.A                                             | Proximus S.A NPV                                                | CUSIP: 000000000<br>LEI: 549300CWRXC5EP004533 | Long             | EC               | CORP              | BE        |     22041 | NS      | $179390.75    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| HD HYUNDAI CO LTD                                        | HD Hyundai Co.,Ltd. KRW1000                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KR        |      3889 | NS      | $652224.42    | 1.10%             |  |  |  | No            |                  2 | On Loan: No      |
| KOA CORP                                                 | KOA Corporation NPV                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |     57300 | NS      | $540873.19    | 0.91%             |  |  |  | No            |                  2 | On Loan: No      |
| WEIBO CORP                                               | Weibo Corp. SPONSORED ADR                                       | CUSIP: 948596101<br>LEI: 549300Q9ID4640FE0422 | Long             | EC               | CORP              | KY        |     30390 | NS      | $265912.50    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| China Shenhua Energy Co Ltd.                             | China Shenhua Energy Co Ltd. 'A'CNY1                            | CUSIP: 000000000<br>LEI: 529900N9JOX4C108MA40 | Long             | EC               | CORP              | CN        |     21300 | NS      | $144125.64    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                       | ABN AMRO Bank N.V. DR EACH REP SHS                              | CUSIP: 000000000<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | EC               | CORP              | NL        |      7855 | NS      | $249009.86    | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Embotelladora Andina SA                                  | Embotelladora Andina SA PRF'B'NPV                               | CUSIP: 000000000<br>LEI: 254900NNPKP1J9XTSA53 | Long             | EP               | CORP              | CL        |    184463 | NS      | $779426.18    | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Idemitsu Kosan Co.,Ltd.                                  | Idemitsu Kosan Co.,Ltd. NPV                                     | CUSIP: 000000000<br>LEI: 549300P0R46FF6DUA630 | Long             | EC               | CORP              | JP        |    125300 | NS      | $1230134.86   | 2.07%             |  |  |  | No            |                  2 | On Loan: No      |
| 4imprint Group PLC                                       | 4imprint Group PLC ORD 38 6/13P                                 | CUSIP: 000000000<br>LEI: 213800G95T751RN2CT94 | Long             | EC               | CORP              | GB        |      4928 | NS      | $222616.76    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Hall Social Infrastructure REIT                  | Charter Hall Social Infrastructure REIT NPV                     | CUSIP: 000000000<br>LEI: 254900W31UGIMDQW3W98 | Long             | EC               | CORP              | AU        |     76212 | NS      | $136652.43    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Virtus Strategy Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer