# EDGAR Filing Document

**Accession Number:** 0000867297
**File Stem:** 0000940400-26-022214
**Filing Date:** 2026-5
**Character Count:** 122746
**Document Hash:** 01b95a4f7de3b385034dddd131ea3220
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-022214.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0000940400-26-022214

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Investment Trust
- **CENTRAL INDEX KEY:** 0000867297

**ORGANIZATION NAME:**
- **EIN:** 330457728
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06161
- **FILM NUMBER:** 261043864

**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           |

## Nport-Ex

**VIRTUS Small-Cap Fund**

**SCHEDULE OF INVESTMENTS (Unaudited)**

**March 31, 2026**

($ reported in thousands)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Common Stocks—98.8%** | **Common Stocks—98.8%** | **Common Stocks—98.8%** |
| **Aerospace & Defense—5.6%** | **Aerospace & Defense—5.6%** |  |
| AAR Corp.<sup>(1)</sup> <br>| 8521 | &nbsp;&nbsp; $933 |
| Ducommun, Inc.<sup>(1)</sup> <br>| 3000 | &nbsp;&nbsp; 366 |
| Leonardo DRS, Inc. | 13763 | &nbsp;&nbsp; 613 |
| Moog, Inc. Class A | 4946 | &nbsp;&nbsp; 1447 |
| TAT Technologies Ltd.<sup>(1)</sup> <br>| 5210 | &nbsp;&nbsp; 212 |
| V2X, Inc.<sup>(1)</sup> <br>| 15332 | &nbsp;&nbsp; 1050 |
| Woodward, Inc. | 3778 | &nbsp;&nbsp; 1352 |
|  |  | &nbsp;&nbsp; 5973 |
| **Air Freight & Logistics—0.2%** | **Air Freight & Logistics—0.2%** |  |
| &nbsp;&nbsp;&nbsp; Expeditors International of <br> Washington, Inc.<br>| 1360 | &nbsp;&nbsp; 195 |
| **Automobiles—0.7%** | **Automobiles—0.7%** |  |
| Winnebago Industries, Inc. | 25405 | &nbsp;&nbsp; 787 |
| **Banks—5.6%** | **Banks—5.6%** |  |
| &nbsp;&nbsp;&nbsp; Bank of N.T. Butterfield & Son <br> Ltd. (The)<br>| 15196 | &nbsp;&nbsp; 798 |
| Byline Bancorp, Inc. | 10179 | &nbsp;&nbsp; 321 |
| Capitol Federal Financial, Inc. | 29549 | &nbsp;&nbsp; 211 |
| Central Pacific Financial Corp. | 7462 | &nbsp;&nbsp; 239 |
| Cullen/Frost Bankers, Inc. | 5000 | &nbsp;&nbsp; 685 |
| Customers Bancorp, Inc.<sup>(1)</sup> <br>| 3000 | &nbsp;&nbsp; 208 |
| First Bancorp | 9750 | &nbsp;&nbsp; 549 |
| First BanCorp | 21858 | &nbsp;&nbsp; 467 |
| First Financial Corp. | 11206 | &nbsp;&nbsp; 708 |
| Hancock Whitney Corp. | 13157 | &nbsp;&nbsp; 837 |
| Hanmi Financial Corp. | 9000 | &nbsp;&nbsp; 237 |
| SmartFinancial, Inc. | 4163 | &nbsp;&nbsp; 163 |
| Unity Bancorp, Inc. | 3539 | &nbsp;&nbsp; 183 |
| Valley National Bancorp | 30200 | &nbsp;&nbsp; 371 |
|  |  | &nbsp;&nbsp; 5977 |
| **Beverages—0.3%** | **Beverages—0.3%** |  |
| Celsius Holdings, Inc.<sup>(1)</sup> <br>| 2540 | &nbsp;&nbsp; 90 |
| Coca-Cola Consolidated, Inc. | 1030 | &nbsp;&nbsp; 198 |
|  |  | &nbsp;&nbsp; 288 |
| **Biotechnology—9.3%** | **Biotechnology—9.3%** |  |
| &nbsp;&nbsp;&nbsp; ACADIA Pharmaceuticals, <br> Inc.<sup>(1)</sup> <br>| 39867 | &nbsp;&nbsp; 887 |
| ADMA Biologics, Inc.<sup>(1)</sup> <br>| 14016 | &nbsp;&nbsp; 126 |
| Akebia Therapeutics, Inc.<sup>(1)</sup> <br>| 308000 | &nbsp;&nbsp; 428 |
| Alkermes plc<sup>(1)</sup> <br>| 40807 | &nbsp;&nbsp; 1443 |
| &nbsp;&nbsp;&nbsp; Arrowhead Pharmaceuticals, <br> Inc.<sup>(1)</sup> <br>| 6652 | &nbsp;&nbsp; 417 |
| CareDx, Inc.<sup>(1)</sup> <br>| 36265 | &nbsp;&nbsp; 630 |
| &nbsp;&nbsp;&nbsp; Catalyst Pharmaceuticals, <br> Inc.<sup>(1)</sup> <br>| 14572 | &nbsp;&nbsp; 361 |
| &nbsp;&nbsp;&nbsp; Day One Biopharmaceuticals, <br> Inc.<sup>(1)</sup> <br>| 11200 | &nbsp;&nbsp; 240 |
| Emergent BioSolutions, Inc.<sup>(1)</sup> <br>| 19500 | &nbsp;&nbsp; 162 |
| Exelixis, Inc.<sup>(1)</sup> <br>| 13000 | &nbsp;&nbsp; 558 |
| &nbsp;&nbsp;&nbsp; Genmab A/S Sponsored <br> ADR<sup>(1)</sup> <br>| 27495 | &nbsp;&nbsp; 738 |
| &nbsp;&nbsp;&nbsp; Halozyme Therapeutics, <br> Inc.<sup>(1)</sup> <br>| 2056 | &nbsp;&nbsp; 133 |
| &nbsp;&nbsp;&nbsp; Ironwood Pharmaceuticals, <br> Inc. Class A<sup>(1)</sup> <br>| 58000 | &nbsp;&nbsp; 204 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Biotechnology—continued** | **Biotechnology—continued** |  |
| &nbsp;&nbsp;&nbsp; Mirum Pharmaceuticals, <br> Inc.<sup>(1)</sup> <br>| 4000 | &nbsp;&nbsp; $369 |
| Myriad Genetics, Inc.<sup>(1)</sup> <br>| 20000 | &nbsp;&nbsp; 90 |
| Natera, Inc.<sup>(1)</sup> <br>| 2678 | &nbsp;&nbsp; 536 |
| &nbsp;&nbsp;&nbsp; Neurocrine Biosciences, <br> Inc.<sup>(1)</sup> <br>| 1934 | &nbsp;&nbsp; 255 |
| Puma Biotechnology, Inc.<sup>(1)</sup> <br>| 22170 | &nbsp;&nbsp; 142 |
| Roivant Sciences Ltd.<sup>(1)</sup> <br>| 15850 | &nbsp;&nbsp; 439 |
| Sarepta Therapeutics, Inc.<sup>(1)</sup> <br>| 19400 | &nbsp;&nbsp; 422 |
| Vaxcyte, Inc.<sup>(1)</sup> <br>| 3500 | &nbsp;&nbsp; 203 |
| Veracyte, Inc.<sup>(1)</sup> <br>| 31958 | &nbsp;&nbsp; 1029 |
| Vericel Corp.<sup>(1)</sup> <br>| 3899 | &nbsp;&nbsp; 125 |
|  |  | &nbsp;&nbsp; 9937 |
| **Broadline Retail—0.2%** | **Broadline Retail—0.2%** |  |
| Kohl's Corp. | 16961 | &nbsp;&nbsp; 219 |
| **Capital Markets—0.8%** | **Capital Markets—0.8%** |  |
| AllianceBernstein Holding LP | 16813 | &nbsp;&nbsp; 629 |
| Cboe Global Markets, Inc. | 950 | &nbsp;&nbsp; 267 |
|  |  | &nbsp;&nbsp; 896 |
| **Commercial Services &** <br> **Supplies—1.8%** | **Commercial Services &** <br> **Supplies—1.8%** |  |
| Deluxe Corp. | 11900 | &nbsp;&nbsp; 328 |
| Interface, Inc. Class A | 40103 | &nbsp;&nbsp; 999 |
| &nbsp;&nbsp;&nbsp; Montrose Environmental <br> Group, Inc.<sup>(1)</sup> <br>| 26474 | &nbsp;&nbsp; 580 |
|  |  | &nbsp;&nbsp; 1907 |
| **Communications Equipment—0.5%** | **Communications Equipment—0.5%** |  |
| ADTRAN Holdings, Inc.<sup>(1)</sup> <br>| 23722 | &nbsp;&nbsp; 299 |
| Digi International, Inc.<sup>(1)</sup> <br>| 3801 | &nbsp;&nbsp; 183 |
|  |  | &nbsp;&nbsp; 482 |
| **Construction & Engineering—5.4%** | **Construction & Engineering—5.4%** |  |
| AECOM | 2449 | &nbsp;&nbsp; 208 |
| Comfort Systems USA, Inc. | 1405 | &nbsp;&nbsp; 1937 |
| EMCOR Group, Inc. | 1155 | &nbsp;&nbsp; 853 |
| &nbsp;&nbsp;&nbsp; Everus Construction Group, <br> Inc.<sup>(1)</sup> <br>| 8500 | &nbsp;&nbsp; 1004 |
| MasTec, Inc.<sup>(1)</sup> <br>| 2220 | &nbsp;&nbsp; 714 |
| Primoris Services Corp. | 7252 | &nbsp;&nbsp; 1037 |
|  |  | &nbsp;&nbsp; 5753 |
| **Consumer Finance—1.8%** | **Consumer Finance—1.8%** |  |
| Encore Capital Group, Inc.<sup>(1)</sup> <br>| 26667 | &nbsp;&nbsp; 1870 |
| **Consumer Staples Distribution &** <br> **Retail—0.9%** | **Consumer Staples Distribution &** <br> **Retail—0.9%** |  |
| Casey's General Stores, Inc. | 982 | &nbsp;&nbsp; 715 |
| Weis Markets, Inc. | 4022 | &nbsp;&nbsp; 275 |
|  |  | &nbsp;&nbsp; 990 |
| **Containers & Packaging—0.3%** | **Containers & Packaging—0.3%** |  |
| Ardagh Metal Packaging S.A. | 39036 | &nbsp;&nbsp; 158 |
| Silgan Holdings, Inc. | 3190 | &nbsp;&nbsp; 124 |
|  |  | &nbsp;&nbsp; 282 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Diversified Consumer Services—2.8%** | **Diversified Consumer Services—2.8%** |  |
| &nbsp;&nbsp;&nbsp; Bright Horizons Family <br> Solutions, Inc.<sup>(1)</sup> <br>| 2413 | &nbsp;&nbsp; $198 |
| Covista, Inc.<sup>(1)</sup> <br>| 6477 | &nbsp;&nbsp; 747 |
| Frontdoor, Inc.<sup>(1)</sup> <br>| 10003 | &nbsp;&nbsp; 529 |
| &nbsp;&nbsp;&nbsp; Grand Canyon Education, <br> Inc.<sup>(1)</sup> <br>| 3396 | &nbsp;&nbsp; 577 |
| Perdoceo Education Corp. | 18948 | &nbsp;&nbsp; 705 |
| Strategic Education, Inc. | 2196 | &nbsp;&nbsp; 182 |
|  |  | &nbsp;&nbsp; 2938 |
| **Diversified Telecommunication** <br> **Services—0.3%** | **Diversified Telecommunication** <br> **Services—0.3%** |  |
| Anterix, Inc.<sup>(1)</sup> <br>| 3500 | &nbsp;&nbsp; 134 |
| IDT Corp. Class B | 3240 | &nbsp;&nbsp; 159 |
|  |  | &nbsp;&nbsp; 293 |
| **Electric Utilities—3.6%** | **Electric Utilities—3.6%** |  |
| Alliant Energy Corp. | 9114 | &nbsp;&nbsp; 654 |
| Evergy, Inc. | 8525 | &nbsp;&nbsp; 698 |
| Genie Energy Ltd. Class B | 8316 | &nbsp;&nbsp; 118 |
| IDACORP, Inc. | 5005 | &nbsp;&nbsp; 715 |
| OGE Energy Corp. | 12766 | &nbsp;&nbsp; 612 |
| Otter Tail Corp. | 6854 | &nbsp;&nbsp; 602 |
| Pinnacle West Capital Corp. | 4145 | &nbsp;&nbsp; 418 |
|  |  | &nbsp;&nbsp; 3817 |
| **Electrical Equipment—6.0%** | **Electrical Equipment—6.0%** |  |
| &nbsp;&nbsp;&nbsp; American Superconductor <br> Corp.<sup>(1)</sup> <br>| 24035 | &nbsp;&nbsp; 814 |
| Array Technologies, Inc.<sup>(1)</sup> <br>| 25190 | &nbsp;&nbsp; 182 |
| Bloom Energy Corp. Class A<sup>(1)</sup> <br>| 6710 | &nbsp;&nbsp; 909 |
| Nextpower, Inc. Class A<sup>(1)</sup> <br>| 19719 | &nbsp;&nbsp; 2377 |
| nVent Electric plc | 6104 | &nbsp;&nbsp; 722 |
| Powell Industries, Inc. | 2529 | &nbsp;&nbsp; 1368 |
|  |  | &nbsp;&nbsp; 6372 |
| **Electronic Equipment, Instruments &** <br> **Components—3.3%** | **Electronic Equipment, Instruments &** <br> **Components—3.3%** |  |
| Coherent Corp.<sup>(1)</sup> <br>| 2381 | &nbsp;&nbsp; 567 |
| Daktronics, Inc.<sup>(1)</sup> <br>| 18382 | &nbsp;&nbsp; 359 |
| Fabrinet<sup>(1)</sup> <br>| 1898 | &nbsp;&nbsp; 990 |
| Kimball Electronics, Inc.<sup>(1)</sup> <br>| 5340 | &nbsp;&nbsp; 127 |
| Knowles Corp.<sup>(1)</sup> <br>| 12428 | &nbsp;&nbsp; 319 |
| Methode Electronics, Inc. | 40000 | &nbsp;&nbsp; 221 |
| OSI Systems, Inc.<sup>(1)</sup> <br>| 763 | &nbsp;&nbsp; 203 |
| Rogers Corp.<sup>(1)</sup> <br>| 1573 | &nbsp;&nbsp; 169 |
| Sanmina Corp.<sup>(1)</sup> <br>| 4230 | &nbsp;&nbsp; 548 |
|  |  | &nbsp;&nbsp; 3503 |
| **Energy Equipment & Services—1.0%** | **Energy Equipment & Services—1.0%** |  |
| Enerflex Ltd. | 24617 | &nbsp;&nbsp; 515 |
| Flowco Holdings, Inc. Class A | 24700 | &nbsp;&nbsp; 509 |
|  |  | &nbsp;&nbsp; 1024 |
| **Entertainment—1.1%** | **Entertainment—1.1%** |  |
| &nbsp;&nbsp;&nbsp; Madison Square Garden <br> Sports Corp.<sup>(1)</sup> <br>| 2216 | &nbsp;&nbsp; 712 |
| Playtika Holding Corp. | 68200 | &nbsp;&nbsp; 190 |

---

See Notes to Schedule of Investments

------

**VIRTUS Small-Cap Fund**

**SCHEDULE OF INVESTMENTS (Unaudited) (Continued)**

**March 31, 2026**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Entertainment—continued** | **Entertainment—continued** |  |
| Roku, Inc. Class A <sup>(1)</sup> <br>| 2425 | &nbsp;&nbsp; $229 |
|  |  | &nbsp;&nbsp; 1131 |
| **Financial Services—2.1%** | **Financial Services—2.1%** |  |
| &nbsp;&nbsp;&nbsp; Banco Latinoamericano de <br> Comercio Exterior S.A. <br> Class E<br>| 2887 | &nbsp;&nbsp; 148 |
| MGIC Investment Corp. | 26337 | &nbsp;&nbsp; 691 |
| NMI Holdings, Inc. Class A<sup>(1)</sup> <br>| 35064 | &nbsp;&nbsp; 1315 |
| Radian Group, Inc. | 3935 | &nbsp;&nbsp; 130 |
|  |  | &nbsp;&nbsp; 2284 |
| **Food Products—2.2%** | **Food Products—2.2%** |  |
| Cal-Maine Foods, Inc. | 2657 | &nbsp;&nbsp; 210 |
| Ingredion, Inc. | 1240 | &nbsp;&nbsp; 140 |
| J & J Snack Foods Corp. | 1245 | &nbsp;&nbsp; 99 |
| John B Sanfilippo & Son, Inc. | 649 | &nbsp;&nbsp; 51 |
| Mama's Creations, Inc.<sup>(1)</sup> <br>| 16453 | &nbsp;&nbsp; 252 |
| Marzetti Co. (The) | 1538 | &nbsp;&nbsp; 213 |
| Mission Produce, Inc.<sup>(1)</sup> <br>| 7903 | &nbsp;&nbsp; 109 |
| Pilgrim's Pride Corp. | 7130 | &nbsp;&nbsp; 269 |
| Post Holdings, Inc.<sup>(1)</sup> <br>| 3508 | &nbsp;&nbsp; 347 |
| Tootsie Roll Industries, Inc. | 14555 | &nbsp;&nbsp; 622 |
|  |  | &nbsp;&nbsp; 2312 |
| **Health Care REITs—0.1%** | **Health Care REITs—0.1%** |  |
| &nbsp;&nbsp;&nbsp; Omega Healthcare Investors, <br> Inc.<br>| 2971 | &nbsp;&nbsp; 130 |
| **Healthcare Equipment &** <br> **Supplies—1.2%** | **Healthcare Equipment &** <br> **Supplies—1.2%** |  |
| Avanos Medical, Inc.<sup>(1)</sup> <br>| 18830 | &nbsp;&nbsp; 264 |
| Envista Holdings Corp.<sup>(1)</sup> <br>| 7572 | &nbsp;&nbsp; 192 |
| iRadimed Corp. | 1650 | &nbsp;&nbsp; 159 |
| IRhythm Holdings, Inc.<sup>(1)</sup> <br>| 1667 | &nbsp;&nbsp; 197 |
| Merit Medical Systems, Inc.<sup>(1)</sup> <br>| 5913 | &nbsp;&nbsp; 407 |
| Tandem Diabetes Care, Inc.<sup>(1)</sup> <br>| 4400 | &nbsp;&nbsp; 84 |
|  |  | &nbsp;&nbsp; 1303 |
| **Healthcare Providers &** <br> **Services—2.6%** | **Healthcare Providers &** <br> **Services—2.6%** |  |
| Alignment Healthcare, Inc.<sup>(1)</sup> <br>| 41412 | &nbsp;&nbsp; 730 |
| Centene Corp.<sup>(1)</sup> <br>| 3750 | &nbsp;&nbsp; 123 |
| Chemed Corp. | 895 | &nbsp;&nbsp; 338 |
| Encompass Health Corp. | 3901 | &nbsp;&nbsp; 377 |
| Guardant Health, Inc.<sup>(1)</sup> <br>| 2050 | &nbsp;&nbsp; 189 |
| &nbsp;&nbsp;&nbsp; LifeStance Health Group, <br> Inc.<sup>(1)</sup> <br>| 97187 | &nbsp;&nbsp; 619 |
| Strata Critical Medical, Inc.<sup>(1)</sup> <br>| 22136 | &nbsp;&nbsp; 93 |
| Tenet Healthcare Corp.<sup>(1)</sup> <br>| 1354 | &nbsp;&nbsp; 255 |
|  |  | &nbsp;&nbsp; 2724 |
| **Healthcare Technology—0.2%** | **Healthcare Technology—0.2%** |  |
| HealthStream, Inc. | 5015 | &nbsp;&nbsp; 104 |
| Waystar Holding Corp.<sup>(1)</sup> <br>| 5058 | &nbsp;&nbsp; 122 |
|  |  | &nbsp;&nbsp; 226 |
| **Hotels, Restaurants & Leisure—1.0%** | **Hotels, Restaurants & Leisure—1.0%** |  |
| Brinker International, Inc.<sup>(1)</sup> <br>| 6542 | &nbsp;&nbsp; 934 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Hotels, Restaurants &** <br> **Leisure—continued** | **Hotels, Restaurants &** <br> **Leisure—continued** |  |
| &nbsp;&nbsp;&nbsp; Sportradar Group AG <br> Class A<sup>(1)</sup> <br>| 7200 | &nbsp;&nbsp; $121 |
|  |  | &nbsp;&nbsp; 1055 |
| **Household Products—0.5%** | **Household Products—0.5%** |  |
| Oil-Dri Corp. of America | 2700 | &nbsp;&nbsp; 176 |
| WD-40 Co. | 1631 | &nbsp;&nbsp; 332 |
|  |  | &nbsp;&nbsp; 508 |
| **Independent Power and Renewable** <br> **Electricity Producers—0.2%** | **Independent Power and Renewable** <br> **Electricity Producers—0.2%** |  |
| Ormat Technologies, Inc. | 2283 | &nbsp;&nbsp; 255 |
| **Insurance—2.5%** | **Insurance—2.5%** |  |
| Donegal Group, Inc. Class A | 7437 | &nbsp;&nbsp; 128 |
| Employers Holdings, Inc. | 5988 | &nbsp;&nbsp; 246 |
| Globe Life, Inc. | 10126 | &nbsp;&nbsp; 1409 |
| RLI Corp. | 7466 | &nbsp;&nbsp; 426 |
| Safety Insurance Group, Inc. | 2768 | &nbsp;&nbsp; 201 |
| United Fire Group, Inc. | 6050 | &nbsp;&nbsp; 224 |
|  |  | &nbsp;&nbsp; 2634 |
| **Interactive Media & Services—0.4%** | **Interactive Media & Services—0.4%** |  |
| EverQuote, Inc. Class A<sup>(1)</sup> <br>| 22063 | &nbsp;&nbsp; 340 |
| Nextdoor Holdings, Inc.<sup>(1)</sup> <br>| 62600 | &nbsp;&nbsp; 88 |
|  |  | &nbsp;&nbsp; 428 |
| **IT Services—0.4%** | **IT Services—0.4%** |  |
| Fastly, Inc. Class A<sup>(1)</sup> <br>| 12930 | &nbsp;&nbsp; 376 |
| **Leisure Products—0.5%** | **Leisure Products—0.5%** |  |
| BRP, Inc. | 1879 | &nbsp;&nbsp; 135 |
| Hasbro, Inc. | 4000 | &nbsp;&nbsp; 374 |
|  |  | &nbsp;&nbsp; 509 |
| **Machinery—1.4%** | **Machinery—1.4%** |  |
| Columbus McKinnon Corp. | 10450 | &nbsp;&nbsp; 152 |
| Douglas Dynamics, Inc. | 15250 | &nbsp;&nbsp; 642 |
| Kennametal, Inc. | 18900 | &nbsp;&nbsp; 683 |
|  |  | &nbsp;&nbsp; 1477 |
| **Marine Transportation—0.3%** | **Marine Transportation—0.3%** |  |
| &nbsp;&nbsp;&nbsp; Global Ship Lease, Inc. <br> Class A<br>| 8600 | &nbsp;&nbsp; 320 |
| **Media—0.6%** | **Media—0.6%** |  |
| &nbsp;&nbsp;&nbsp; New York Times Co. (The) <br> Class A<br>| 8260 | &nbsp;&nbsp; 692 |
| **Metals & Mining—5.8%** | **Metals & Mining—5.8%** |  |
| Alcoa Corp. | 2930 | &nbsp;&nbsp; 194 |
| &nbsp;&nbsp;&nbsp; Alpha Metallurgical <br> Resources, Inc.<sup>(1)</sup> <br>| 1938 | &nbsp;&nbsp; 398 |
| Caledonia Mining Corp. plc | 7400 | &nbsp;&nbsp; 167 |
| Centerra Gold, Inc. | 79046 | &nbsp;&nbsp; 1406 |
| Commercial Metals Co. | 10410 | &nbsp;&nbsp; 639 |
| Constellium SE Class A<sup>(1)</sup> <br>| 26000 | &nbsp;&nbsp; 639 |
| &nbsp;&nbsp;&nbsp; Contango Silver & Gold, <br> Inc.<sup>(1)</sup> <br>| 11300 | &nbsp;&nbsp; 212 |
| Fortuna Mining Corp.<sup>(1)</sup> <br>| 28134 | &nbsp;&nbsp; 279 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Metals & Mining—continued** | **Metals & Mining—continued** |  |
| Integra Resources Corp.<sup>(1)</sup> <br>| 45600 | &nbsp;&nbsp; $125 |
| Nexa Resources S.A. | 12134 | &nbsp;&nbsp; 129 |
| OR Royalties, Inc. | 7720 | &nbsp;&nbsp; 294 |
| SSR Mining, Inc.<sup>(1)</sup> <br>| 27842 | &nbsp;&nbsp; 819 |
| Warrior Met Coal, Inc. | 3172 | &nbsp;&nbsp; 295 |
| Worthington Steel, Inc. | 18542 | &nbsp;&nbsp; 563 |
|  |  | &nbsp;&nbsp; 6159 |
| **Mortgage Real Estate Investment Trusts** <br> **(REITs)—1.0%** | **Mortgage Real Estate Investment Trusts** <br> **(REITs)—1.0%** |  |
| &nbsp;&nbsp;&nbsp; ARMOUR Residential REIT, <br> Inc.<br>| 32000 | &nbsp;&nbsp; 534 |
| Orchid Island Capital, Inc. | 79400 | &nbsp;&nbsp; 558 |
|  |  | &nbsp;&nbsp; 1092 |
| **Multi-Utilities—0.7%** | **Multi-Utilities—0.7%** |  |
| NiSource, Inc. | 10742 | &nbsp;&nbsp; 501 |
| Unitil Corp. | 4177 | &nbsp;&nbsp; 218 |
|  |  | &nbsp;&nbsp; 719 |
| **Oil, Gas & Consumable Fuels—2.6%** | **Oil, Gas & Consumable Fuels—2.6%** |  |
| Crescent Energy Co. Class A | 97523 | &nbsp;&nbsp; 1317 |
| Expand Energy Corp. | 2350 | &nbsp;&nbsp; 258 |
| Granite Ridge Resources, Inc. | 25000 | &nbsp;&nbsp; 147 |
| Green Plains, Inc.<sup>(1)</sup> <br>| 10000 | &nbsp;&nbsp; 164 |
| &nbsp;&nbsp;&nbsp; Infinity Natural Resources, <br> Inc. Class A<sup>(1)</sup> <br>| 9560 | &nbsp;&nbsp; 168 |
| Northern Oil and Gas, Inc. | 20000 | &nbsp;&nbsp; 585 |
| Teekay Corp., Ltd. | 10334 | &nbsp;&nbsp; 126 |
|  |  | &nbsp;&nbsp; 2765 |
| **Pharmaceuticals—5.1%** | **Pharmaceuticals—5.1%** |  |
| &nbsp;&nbsp;&nbsp; Amneal Pharmaceuticals, <br> Inc.<sup>(1)</sup> <br>| 35921 | &nbsp;&nbsp; 446 |
| ANI Pharmaceuticals, Inc.<sup>(1)</sup> <br>| 12069 | &nbsp;&nbsp; 928 |
| &nbsp;&nbsp;&nbsp; Avadel Pharmaceuticals <br> plc<sup>(1)(2)</sup> <br>| 16385 | &nbsp;&nbsp; 13 |
| &nbsp;&nbsp;&nbsp; Harmony Biosciences <br> Holdings, Inc.<sup>(1)</sup> <br>| 12524 | &nbsp;&nbsp; 351 |
| &nbsp;&nbsp;&nbsp; Indivior Pharmaceuticals, <br> Inc.<sup>(1)</sup> <br>| 4500 | &nbsp;&nbsp; 137 |
| Innoviva, Inc.<sup>(1)</sup> <br>| 26946 | &nbsp;&nbsp; 628 |
| Pacira BioSciences, Inc.<sup>(1)</sup> <br>| 6765 | &nbsp;&nbsp; 153 |
| &nbsp;&nbsp;&nbsp; Phibro Animal Health Corp. <br> Class A<br>| 36677 | &nbsp;&nbsp; 2028 |
| &nbsp;&nbsp;&nbsp; Prestige Consumer <br> Healthcare, Inc.<sup>(1)</sup> <br>| 10324 | &nbsp;&nbsp; 612 |
| Theravance Biopharma, Inc.<sup>(1)</sup> <br>| 6830 | &nbsp;&nbsp; 111 |
|  |  | &nbsp;&nbsp; 5407 |
| **Professional Services—1.1%** | **Professional Services—1.1%** |  |
| IBEX Holdings Ltd.<sup>(1)</sup> <br>| 17210 | &nbsp;&nbsp; 462 |
| Kforce, Inc. | 10300 | &nbsp;&nbsp; 301 |
| TriNet Group, Inc. | 10894 | &nbsp;&nbsp; 397 |
|  |  | &nbsp;&nbsp; 1160 |
| **Retail REITs—0.7%** | **Retail REITs—0.7%** |  |
| Agree Realty Corp. | 7815 | &nbsp;&nbsp; 589 |

---

See Notes to Schedule of Investments

------

**VIRTUS Small-Cap Fund**

**SCHEDULE OF INVESTMENTS (Unaudited) (Continued)**

**March 31, 2026**

($ reported in thousands)

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Retail REITs—continued** | **Retail REITs—continued** |  |
| Tanger, Inc. | 4650 | &nbsp;&nbsp; $158 |
|  |  | &nbsp;&nbsp; 747 |
| **Semiconductors & Semiconductor** <br> **Equipment—5.4%** | **Semiconductors & Semiconductor** <br> **Equipment—5.4%** |  |
| ACM Research, Inc. Class A<sup>(1)</sup> <br>| 2183 | &nbsp;&nbsp; 86 |
| Ambarella, Inc.<sup>(1)</sup> <br>| 14966 | &nbsp;&nbsp; 770 |
| Amtech Systems, Inc.<sup>(1)</sup> <br>| 11200 | &nbsp;&nbsp; 131 |
| Axcelis Technologies, Inc.<sup>(1)</sup> <br>| 1670 | &nbsp;&nbsp; 156 |
| Cirrus Logic, Inc.<sup>(1)</sup> <br>| 8600 | &nbsp;&nbsp; 1244 |
| &nbsp;&nbsp;&nbsp; Credo Technology Group <br> Holding Ltd.<sup>(1)</sup> <br>| 5111 | &nbsp;&nbsp; 480 |
| Impinj, Inc.<sup>(1)</sup> <br>| 900 | &nbsp;&nbsp; 92 |
| Penguin Solutions, Inc.<sup>(1)</sup> <br>| 40414 | &nbsp;&nbsp; 711 |
| Tower Semiconductor Ltd.<sup>(1)</sup> <br>| 11929 | &nbsp;&nbsp; 2093 |
|  |  | &nbsp;&nbsp; 5763 |
| **Software—5.2%** | **Software—5.2%** |  |
| Appfolio, Inc. Class A<sup>(1)</sup> <br>| 740 | &nbsp;&nbsp; 117 |
| Braze, Inc. Class A<sup>(1)</sup> <br>| 7613 | &nbsp;&nbsp; 180 |
| Clear Secure, Inc. Class A | 11150 | &nbsp;&nbsp; 540 |
| Cognyte Software Ltd.<sup>(1)</sup> <br>| 16198 | &nbsp;&nbsp; 131 |
| Commvault Systems, Inc.<sup>(1)</sup> <br>| 5902 | &nbsp;&nbsp; 460 |
| Digital Turbine, Inc.<sup>(1)</sup> <br>| 29100 | &nbsp;&nbsp; 84 |
| Docusign, Inc. Class A<sup>(1)</sup> <br>| 13593 | &nbsp;&nbsp; 644 |
| Dropbox, Inc. Class A<sup>(1)</sup> <br>| 29056 | &nbsp;&nbsp; 660 |
| D-Wave Quantum, Inc.<sup>(1)</sup> <br>| 3400 | &nbsp;&nbsp; 49 |
| Guidewire Software, Inc.<sup>(1)</sup> <br>| 1000 | &nbsp;&nbsp; 149 |
| HubSpot, Inc.<sup>(1)</sup> <br>| 1100 | &nbsp;&nbsp; 268 |
| Intapp, Inc.<sup>(1)</sup> <br>| 6812 | &nbsp;&nbsp; 175 |
| Manhattan Associates, Inc.<sup>(1)</sup> <br>| 1848 | &nbsp;&nbsp; 246 |
| Ooma, Inc.<sup>(1)</sup> <br>| 8952 | &nbsp;&nbsp; 130 |
| Pegasystems, Inc. | 7180 | &nbsp;&nbsp; 306 |
| Progress Software Corp.<sup>(1)</sup> <br>| 14800 | &nbsp;&nbsp; 380 |
| Q2 Holdings, Inc.<sup>(1)</sup> <br>| 3069 | &nbsp;&nbsp; 145 |
| RADCOM Ltd.<sup>(1)</sup> <br>| 15356 | &nbsp;&nbsp; 187 |
| &nbsp;&nbsp;&nbsp; Zeta Global Holdings Corp. <br> Class A<sup>(1)</sup> <br>| 25304 | &nbsp;&nbsp; 403 |
| &nbsp;&nbsp;&nbsp; Zoom Video Communications, <br> Inc. Class A<sup>(1)</sup> <br>| 2970 | &nbsp;&nbsp; 239 |
|  |  | &nbsp;&nbsp; 5493 |
| **Specialized REITs—0.3%** | **Specialized REITs—0.3%** |  |
| Outfront Media, Inc. | 11700 | &nbsp;&nbsp; 310 |
| **Specialty Retail—2.1%** | **Specialty Retail—2.1%** |  |
| &nbsp;&nbsp;&nbsp; Abercrombie & Fitch Co. <br> Class A<sup>(1)</sup> <br>| 4200 | &nbsp;&nbsp; 384 |
| Boot Barn Holdings, Inc.<sup>(1)</sup> <br>| 750 | &nbsp;&nbsp; 110 |

---

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **Specialty Retail—continued** | **Specialty Retail—continued** |  |
| Genesco, Inc.<sup>(1)</sup> <br>| 19284 | &nbsp;&nbsp; $559 |
| Lands' End, Inc.<sup>(1)</sup> <br>| 51288 | &nbsp;&nbsp; 576 |
| Urban Outfitters, Inc.<sup>(1)</sup> <br>| 2295 | &nbsp;&nbsp; 145 |
| Victoria's Secret & Co.<sup>(1)</sup> <br>| 10460 | &nbsp;&nbsp; 485 |
|  |  | &nbsp;&nbsp; 2259 |
| **Technology Hardware, Storage &** <br> **Peripherals—0.2%** | **Technology Hardware, Storage &** <br> **Peripherals—0.2%** |  |
| IonQ, Inc.<sup>(1)</sup> <br>| 6229 | &nbsp;&nbsp; 180 |
| **Textiles, Apparel & Luxury** <br> **Goods—0.3%** | **Textiles, Apparel & Luxury** <br> **Goods—0.3%** |  |
| Deckers Outdoor Corp.<sup>(1)</sup> <br>| 1415 | &nbsp;&nbsp; 141 |
| Gildan Activewear, Inc. | 3679 | &nbsp;&nbsp; 205 |
|  |  | &nbsp;&nbsp; 346 |
| **Tobacco—0.3%** | **Tobacco—0.3%** |  |
| Turning Point Brands, Inc. | 1327 | &nbsp;&nbsp; 115 |
| Universal Corp. | 4570 | &nbsp;&nbsp; 241 |
|  |  | &nbsp;&nbsp; 356 |
| **Water Utilities—0.3%** | **Water Utilities—0.3%** |  |
| American States Water Co. | 4803 | &nbsp;&nbsp; 363 |
| **Total Common Stocks** <br>**(Identified Cost $80,523)** | **Total Common Stocks** <br>**(Identified Cost $80,523)** | &nbsp;&nbsp; **104986** |
| **Master Limited Partnerships and Related** <br> **Companies—0.3%** | **Master Limited Partnerships and Related** <br> **Companies—0.3%** | **Master Limited Partnerships and Related** <br> **Companies—0.3%** |
| **Downstream/Other—0.3%** | **Downstream/Other—0.3%** |  |
| Sunoco LP | 4380 | &nbsp;&nbsp; 285 |
| **Total Master Limited** <br> **Partnerships and Related** <br> **Companies** <br>**(Identified Cost $55)** | **Total Master Limited** <br> **Partnerships and Related** <br> **Companies** <br>**(Identified Cost $55)** | &nbsp;&nbsp; **285** |
| **Total Long-Term** <br> **Investments—99.1%** <br>**(Identified Cost $80,578)** | **Total Long-Term** <br> **Investments—99.1%** <br>**(Identified Cost $80,578)** | &nbsp;&nbsp; **105271** |
| **TOTAL INVESTMENTS—99.1%** <br>**(Identified Cost $80,578)** | **TOTAL INVESTMENTS—99.1%** <br>**(Identified Cost $80,578)** | &nbsp;&nbsp; **$105271** |
| Other assets and liabilities, net—0.9% | Other assets and liabilities, net—0.9% | &nbsp;&nbsp; 972 |
| **NET ASSETS—100.0%** | **NET ASSETS—100.0%** | &nbsp;&nbsp; **$106243** |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Abbreviations:** | **Abbreviations:** |
| ADR | American Depositary Receipt |
| LP | Limited Partnership |
| plc | Public Limited Company |
| REIT | Real Estate Investment Trust |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Footnote Legend:** | **Footnote Legend:** |
| <sup>(1)</sup> <br>| Non-income producing. |
| <sup>(2)</sup> <br>| The value of this security was determined using <br> significant unobservable inputs and is reported as a <br> Level 3 security in the Fair Value Hierarchy table <br> located after the Schedule of Investments.<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Country Weightings**<sup>†</sup>  | **Country Weightings**<sup>†</sup>  |
| United States | 86<br> %<br>|
| Canada | 4 |
| Israel | 3 |
| Ireland | 2 |
| Bermuda | 2 |
| Cayman Islands | 1 |
| Denmark | 1 |
| Other | 1 |
| Total | 100<br> %<br>|
| <sup>†</sup> % of total investments as of March 31, 2026. | <sup>†</sup> % of total investments as of March 31, 2026. |

---

See Notes to Schedule of Investments

------

**VIRTUS Small-Cap Fund**

**SCHEDULE OF INVESTMENTS (Unaudited) (Continued)**

**March 31, 2026**

($ reported in thousands)

The following table summarizes the value of the Fund's investments as of March 31, 2026, based on the inputs used to value them (See Security Valuation Note 1 in the Notes to Schedule of Investments):

---

| | | | |
|:---|:---|:---|:---|
|  | Total <br>Value at <br>March 31, 2026<br>| Level 1 <br>Quoted Prices<br>| Level 3 <br>Significant <br>Unobservable <br>Inputs<br>|
| Assets: |  |  |  |
| Equity Securities: |  |  |  |
| &nbsp;&nbsp;&nbsp; Common Stocks | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $104986 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $104973 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $13 |
| &nbsp;&nbsp;&nbsp; Master Limited Partnerships and Related Companies | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — |
| Total Investments | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $105271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $105258 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $13 |

---

There were no securities valued using significant observable inputs (Level 2) at March 31, 2026.

There were no transfers into or out of Level 3 related to securities held at March 31, 2026.

See Notes to Schedule of Investments

------

**VIRTUS Small-Cap Fund**

**NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)**

**March 31, 2026**

**Note 1. Security Valuation**

The Fund's Board of Trustees has designated the investment adviser as the valuation designee to perform fair valuations pursuant to Rule 2a-5 under the Investment Company Act of 1940. The Fund utilizes a fair value hierarchy which prioritizes the inputs to valuation techniques used to measure fair value into three broad levels. The Fund's policy is to recognize transfers into or out of Level 3 at the end of the reporting period.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 – quoted prices in active markets for identical securities (security types generally include listed equities).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 – prices determined using other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – prices determined using significant unobservable inputs (including the investment adviser's Valuation Committee's own assumptions in determining the fair value of investments).

A description of the valuation techniques applied to the Fund's major categories of assets and liabilities measured at fair value on a recurring basis is as follows:

Equity securities are valued at the official closing price (typically last sale) on the exchange on which the securities are primarily traded or, if no closing price is available, at the last bid price and are categorized as Level 1 in the hierarchy. Illiquid, restricted equity securities and illiquid private placements are internally fair valued by the investment adviser's Valuation Committee, and are generally categorized as Level 3 in the hierarchy.

Certain non-U.S. securities may be fair valued in cases where closing prices are not readily available or are deemed not reflective of readily available market prices. For example, significant events (such as movement in the U.S. securities market, or other regional and local developments) may occur between the time that non-U.S. markets close (where the security is principally traded) and the time that the Fund calculates its net asset value ("NAV") at the close of regular trading on the New York Stock Exchange ("NYSE") (generally 4 p.m. Eastern time) that may impact the value of securities traded in these non-U.S. markets. In such cases, the Fund fair value non-U.S. securities using an independent pricing service which considers the correlation of the trading patterns of the non-U.S. security to the intraday trading in the U.S. markets for investments such as American Depositary Receipts, financial futures, Exchange-Traded Funds ("ETFs"), and certain indexes, as well as prices for similar securities. Such fair valuations are categorized as Level 2 in the hierarchy. Because the frequency of significant events is not predictable, fair valuation of certain non-U.S. common stocks may occur on a frequent basis.

Debt instruments, including convertible bonds, restricted securities, and leveraged loan are valued based on either evaluated or composite quotations received from independent pricing services or from dealers who make markets in such securities. For most bond types, the pricing service utilizes matrix pricing that considers one or more of the following factors: yield or price of bonds of comparable quality, coupon, maturity, current cash flows, type, activity of the underlying equities, and current day trade information, as well as dealer supplied prices. These valuations are generally categorized as Level 2 in the hierarchy. Structured debt instruments, such as mortgage-backed and asset-backed securities may also incorporate collateral analysis and utilize cash flow models for valuation and are generally categorized as Level 2 in the hierarchy. Pricing services do not provide pricing for all securities and therefore indicative bids from dealers are utilized which are based on pricing models used by market makers in the security and are generally categorized as Level 2 in the hierarchy. Debt instruments that are internally fair valued by the investment adviser's Valuation Committee are generally categorized as Level 3 in the hierarchy.

Listed derivatives, such as options, that are actively traded are valued at the last posted settlement price from the exchange where they are principally traded and are categorized as Level 1 in the hierarchy. Over-the-counter derivative contracts, which include forward currency contracts and equity-linked instruments, do not require material subjectivity as pricing inputs are observed from actively quoted markets and are categorized as Level 2 in the hierarchy.

Investments in open-end mutual funds are valued at NAV. Investments in closed-end funds and ETFs are valued as of the close of regular trading on the NYSE each business day. Each is categorized as Level 1 in the hierarchy.

A summary of the inputs used to value the Fund's net assets by each major security type is disclosed at the end of the Schedule of Investments for the

Fund. The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

*For additional information about significant accounting policies, refer to the Fund's most recent semi or annual financial statements.*

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-06161

- **c. CIK number of Registrant:** 0000867297

- **d. LEI of Registrant:** 549300JFX7YJRKFQYL29

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

  - **Street Address 1:** 101 Munson Street

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

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

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

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

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

- **b. EDGAR series identifier (if any):** S000041383

- **c. LEI of Series:** 54930025VTCTZYG6OS34

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 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:** $106452630.19

**Total Liabilities:** $158481.54

**Net Assets:** $106294148.65

**Cash Not Reported:** $1122968.78

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000164306 | 4.38%                | 2.53%                | -4.25%               |
| Class ID C000128361 | 4.30%                | 2.47%                | -4.33%               |
| Class ID C000128362 | 4.38%                | 2.52%                | -4.24%               |
| Class ID C000128360 | 4.38%                | 2.50%                | -4.25%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1738737.09              | $2693888.63                                |
| Month 2  | $1517279.34              | $1219002.27                                |
| Month 3  | $105495.90               | $-4879792.41                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sportradar Group AG                           | Sportradar Group AG CLASS A ORD SHS                                    | CUSIP: 000000000<br>LEI: 549300H1P33YOAT7Z533 | Long             | EC               | CORP              | CH        |      7200 | NS      | $120528.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeStance Health Group Inc                   | LifeStance Health Group Inc COM                                        | CUSIP: 53228F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97187 | NS      | $619081.19    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International Of Washington Inc.   | Expeditors International Of Washington Inc. COM                        | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |      1360 | NS      | $194792.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc.                        | Gildan Activewear Inc. COM                                             | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |      3679 | NS      | $204736.35    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Oil-Dri Corporation Of America                | Oil-Dri Corporation Of America COM                                     | CUSIP: 677864100<br>LEI: 549300RSG5KPUH16WH66 | Long             | EC               | CORP              | US        |      2700 | NS      | $175743.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                | Exelixis, Inc. COM                                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |     13000 | NS      | $557570.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                    | Merit Medical Systems Inc. COM                                         | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |      5913 | NS      | $407583.09    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                          | Roivant Sciences Ltd SHS                                               | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |     15850 | NS      | $439045.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc.                 | Catalyst Pharmaceuticals Inc. COM                                      | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     14572 | NS      | $360802.72    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                      | RLI Corp COM                                                           | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      7466 | NS      | $425860.64    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                         | Playtika Holding Corp COM                                              | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |     68200 | NS      | $189596.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Centene Corp.                                 | Centene Corp. COM                                                      | CUSIP: 15135B101<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | EC               | CORP              | US        |      3750 | NS      | $122775.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Roku Inc                                      | Roku Inc COM CL A                                                      | CUSIP: 77543R102<br>LEI: 549300KR6ITU0YIR1T71 | Long             | EC               | CORP              | US        |      2425 | NS      | $229453.50    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International, Inc.                   | Brinker International, Inc. COM                                        | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      6542 | NS      | $934001.34    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| OTTER TAIL CORP                               | Otter Tail Corporation COM                                             | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6854 | NS      | $601575.58    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambarella Inc                                 | Ambarella Inc COM USD0.00045                                           | CUSIP: 000000000<br>LEI: 254900XN7F4DG0CEKC02 | Long             | EC               | CORP              | KY        |     14966 | NS      | $770374.85    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Methode Electronics Inc.                      | Methode Electronics Inc. COM                                           | CUSIP: 591520200<br>LEI: 529900VM413LGLUS3F07 | Long             | EC               | CORP              | US        |     40000 | NS      | $220800.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd                              | Genie Energy Ltd CL B                                                  | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |      8316 | NS      | $117588.24    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Montrose Environmental Group Inc              | Montrose Environmental Group Inc COM                                   | CUSIP: 615111101<br>LEI: 254900ASI8K3LUB8Q958 | Long             | EC               | CORP              | US        |     26474 | NS      | $579515.86    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Iradimed Corp.                                | Iradimed Corp. COM                                                     | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      1650 | NS      | $158829.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                    | Mirum Pharmaceuticals Inc. COM                                         | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      4000 | NS      | $369520.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Intapp Inc                                    | Intapp Inc COM                                                         | CUSIP: 45827U109<br>LEI: 529900NMU89HO9PL5020 | Long             | EC               | CORP              | US        |      6812 | NS      | $175000.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HealthStream Inc.                             | HealthStream Inc. COM                                                  | CUSIP: 42222N103<br>LEI: 529900OJ88H8635JNH64 | Long             | EC               | CORP              | US        |      5015 | NS      | $103860.65    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                        | Ingredion Incorporated COM                                             | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |      1240 | NS      | $139698.40    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWCO HOLDINGS INC                           | Flowco Holdings Inc. COM CL A                                          | CUSIP: 342909108<br>LEI: 529900837MXVPIR9FZ68 | Long             | EC               | CORP              | US        |     24700 | NS      | $508820.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface, Inc.                               | Interface, Inc. COM                                                    | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     40103 | NS      | $999366.76    | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| D-Wave Quantum Inc.                           | D-Wave Quantum Inc. COM                                                | CUSIP: 26740W109<br>LEI: 5493001U37G4PRD4GW95 | Long             | EC               | CORP              | US        |      3400 | NS      | $49062.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Daktronics Inc.                               | Daktronics Inc. COM                                                    | CUSIP: 234264109<br>LEI: 549300IOLZ3SG5YUJ288 | Long             | EC               | CORP              | US        |     18382 | NS      | $359368.10    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NATERA INC                                    | Natera Inc. COM                                                        | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      2678 | NS      | $535573.22    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Integra Resources Corporation                 | Integra Resources Corporation COM                                      | CUSIP: 45826T509<br>LEI: 529900MC191X8CY3P306 | Long             | EC               | CORP              | CA        |     45600 | NS      | $124488.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                        | Guidewire Software Inc COM                                             | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |      1000 | NS      | $149560.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP             | Madison Square Garden Sports Corp. CL A                                | CUSIP: 55825T103<br>LEI: 529900BQELIZ5ZQYB788 | Long             | EC               | CORP              | US        |      2216 | NS      | $712222.40    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Company                     | Commercial Metals Company COM                                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     10410 | NS      | $639486.30    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Tandem Diabetes Care Inc                      | Tandem Diabetes Care Inc COM NEW                                       | CUSIP: 875372203<br>LEI: 549300JEPFOD0K4D3I05 | Long             | EC               | CORP              | US        |      4400 | NS      | $84348.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                                | SSR Mining Inc COM                                                     | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | CA        |     27842 | NS      | $818554.80    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Inc.                                      | BRP Inc. COM SUN VTG                                                   | CUSIP: 05577W200<br>LEI: 529900EPQGESIRCPY551 | Long             | EC               | CORP              | CA        |      1879 | NS      | $134930.99    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Envista Holdings Corporation                  | Envista Holdings Corporation COM                                       | CUSIP: 29415F104<br>LEI: 549300BX623VURJZ5269 | Long             | EC               | CORP              | US        |      7572 | NS      | $192101.64    | 0.18%             |  |  |  | No            |                  1 | 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        |      2887 | NS      | $147467.96    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc.                       | Ormat Technologies Inc. COM                                            | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      2283 | NS      | $255513.36    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| MAMA'S CREATIONS INC                          | Mama's Creations, Inc COM                                              | CUSIP: 56146T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16453 | NS      | $252389.02    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                    | Grand Canyon Education Inc COM                                         | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |      3396 | NS      | $577421.88    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc                      | Alignment Healthcare Inc COM                                           | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41412 | NS      | $729679.44    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST BANCORP (PUERTO RICO)                   | First Bancorp Puerto Rico COM NEW                                      | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     21858 | NS      | $466886.88    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Acm Research Inc                              | Acm Research Inc COM CL A                                              | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |      2183 | NS      | $85901.05     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc.                      | Kimball Electronics Inc. COM                                           | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |      5340 | NS      | $126504.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Victorias Secret and Co                       | Victorias Secret and Co COMMON STOCK                                   | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |     10460 | NS      | $484925.60    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                         | Deckers Outdoor Corp. COM                                              | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      1415 | NS      | $141627.35    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Plains Inc.                             | Green Plains Inc. COM                                                  | CUSIP: 393222104<br>LEI: VJ5WLTHARBSDR14KIZ98 | Long             | EC               | CORP              | US        |     10000 | NS      | $164500.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                           | ADTRAN Holdings Inc COM                                                | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     23722 | NS      | $298422.76    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corp.                           | Expand Energy Corp. COM                                                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |      2350 | NS      | $257983.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                   | Pinnacle West Capital Corp. COM                                        | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |      4145 | NS      | $417608.75    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc                       | Cboe Global Markets Inc COM                                            | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       950 | NS      | $267016.50    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                   | Rogers Corp COM                                                        | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      1573 | NS      | $168830.09    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                                    | Kforce Inc COM                                                         | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     10300 | NS      | $301172.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Sarepta Therapeutics Inc                      | Sarepta Therapeutics Inc COM                                           | CUSIP: 803607100<br>LEI: 549300IKDPIED8J8IG21 | Long             | EC               | CORP              | US        |     19400 | NS      | $422144.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc.                          | Cal-Maine Foods Inc. COM NEW                                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      2657 | NS      | $210301.55    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc.                     | Axcelis Technologies Inc. COM NEW                                      | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      1670 | NS      | $155443.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American States Water Co.                     | American States Water Co. COM                                          | CUSIP: 029899101<br>LEI: 529900L26LIS2V8PWM23 | Long             | EC               | CORP              | US        |      4803 | NS      | $363202.86    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc                              | NMI Holdings Inc COM                                                   | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     35064 | NS      | $1315250.64   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Waystar Holding Corp                          | Waystar Holding Corp COM                                               | CUSIP: 946784105<br>LEI: 529900QJLKXDYU36MH89 | Long             | EC               | CORP              | US        |      5058 | NS      | $121948.38    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| INFINITY NATURAL RESOURCES INC                | Infinity Natural Resources Inc. COM CL A                               | CUSIP: 456941103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9560 | NS      | $168351.60    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennametal Inc                                | Kennametal Inc COM                                                     | CUSIP: 489170100<br>LEI: 549300GZDSG25XUV0Y08 | Long             | EC               | CORP              | US        |     18900 | NS      | $682857.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corporation Ltd.                       | Teekay Corporation Ltd. SHS                                            | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |     10334 | NS      | $126178.14    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                                | Globe Life Inc COM                                                     | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |     10126 | NS      | $1409235.42   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corporation                        | OGE Energy Corporation COM                                             | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |     12766 | NS      | $612257.36    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| OUTFRONT Media Inc                            | OUTFRONT Media Inc COM NEW                                             | CUSIP: 69007J304<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     11700 | NS      | $310050.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corporation                      | Bloom Energy Corporation COM CL A                                      | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |      6710 | NS      | $909137.90    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc.                             | Radian Group Inc. COM                                                  | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |      3935 | NS      | $130169.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics Inc                     | Halozyme Therapeutics Inc COM                                          | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |      2056 | NS      | $132879.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corporation                   | Hancock Whitney Corporation COM                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |     13157 | NS      | $836653.63    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey'S General Stores Inc.                   | Casey'S General Stores Inc. COM                                        | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       982 | NS      | $714758.52    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                                   | Vaxcyte Inc COM                                                        | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      3500 | NS      | $203385.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings Inc                        | Boot Barn Holdings Inc COM                                             | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |       750 | NS      | $109770.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp.                      | Perdoceo Education Corp. COM                                           | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     18948 | NS      | $705055.08    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinet Group Inc                              | Trinet Group Inc COM                                                   | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     10894 | NS      | $396868.42    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbus McKinnon Corp.                       | Columbus McKinnon Corp. COM                                            | CUSIP: 199333105<br>LEI: 549300W3HQB0HO1F3G69 | Long             | EC               | CORP              | US        |     10450 | NS      | $151838.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                                   | Genesco Inc COM                                                        | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |     19284 | NS      | $559043.16    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Radcom Ltd.                                   | Radcom Ltd. ILS0.05                                                    | CUSIP: 000000000<br>LEI: 529900YOUOKNMG7QW685 | Long             | EC               | CORP              | IL        |     15356 | NS      | $186728.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                                | Constellium SE CL A SHS                                                | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     26000 | NS      | $639080.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Cullen/Frost Bankers, Inc.                    | Cullen/Frost Bankers, Inc. COM                                         | CUSIP: 229899109<br>LEI: 529900V2E9G9AY665O34 | Long             | EC               | CORP              | US        |      5000 | NS      | $685400.00    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corporation                           | Vericel Corporation COM                                                | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      3899 | NS      | $125430.83    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Byline Bancorp Inc                            | Byline Bancorp Inc COM                                                 | CUSIP: 124411109<br>LEI: 549300W7ODP4YL2H4823 | Long             | EC               | CORP              | US        |     10179 | NS      | $321351.03    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Incorporated                         | Ducommun Incorporated COM                                              | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |      3000 | NS      | $366000.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                              | Leonardo DRS Inc COM                                                   | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |     13763 | NS      | $612728.76    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding Ltd            | Credo Technology Group Holding Ltd ORDINARY SHARES                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      5111 | NS      | $479769.57    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| IDT Corp                                      | IDT Corp CL B NEW                                                      | CUSIP: 448947507<br>LEI: 549300JNTN7ZMJDFCL56 | Long             | EC               | CORP              | US        |      3240 | NS      | $159084.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Weis Markets Inc                              | Weis Markets Inc COM                                                   | CUSIP: 948849104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4022 | NS      | $275064.58    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc                      | Theravance Biopharma Inc COM USD0.00001 WHEN ISSUED                    | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |      6830 | NS      | $110850.90    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Post Holdings Inc.                            | Post Holdings Inc. COM                                                 | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      3508 | NS      | $346800.88    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc.                      | ANI Pharmaceuticals Inc. COM                                           | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |     12069 | NS      | $928106.10    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMOUR Residential REIT, Inc.                 | ARMOUR Residential REIT, Inc. COM SHS                                  | CUSIP: 042315705<br>LEI: 549300K0WA0EJUX74V72 | Long             | EC               | CORP              | US        |     32000 | NS      | $533760.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| CELSIUS HOLDINGS INC                          | Celsius Holdings Inc. COM NEW                                          | CUSIP: 15118V207<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2540 | NS      | $90119.20     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp.                       | Primoris Services Corp. COM                                            | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      7252 | NS      | $1037326.08   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corporation                             | Alcoa Corporation COM                                                  | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      2930 | NS      | $194346.90    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NVent Electric PLC                            | NVent Electric PLC COM USD0.01                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      6104 | NS      | $721981.12    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIVIOR PHARMACEUTICALS INC                  | Indivior Pharmaceuticals Inc. COM                                      | CUSIP: 45579U109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4500 | NS      | $137160.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil And Gas, Inc.                    | Northern Oil And Gas, Inc. COM                                         | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     20000 | NS      | $584600.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Idacorp Inc                                   | Idacorp Inc COM                                                        | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      5005 | NS      | $715564.85    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                      | Ooma Inc COM                                                           | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8952 | NS      | $130251.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancorp                                 | First Bancorp COM                                                      | CUSIP: 318910106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9750 | NS      | $549412.50    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp.                         | Hanmi Financial Corp. COM NEW                                          | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |      9000 | NS      | $237240.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                            | Deluxe Corporation COM                                                 | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     11900 | NS      | $327726.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc                            | Avanos Medical Inc COM                                                 | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |     18830 | NS      | $263808.30    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                 | NiSource Inc. COM                                                      | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |     10742 | NS      | $501221.72    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| STRATA CRITICAL MEDICAL INC                   | Strata Critical Medical Inc. CL A COM                                  | CUSIP: 092667104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22136 | NS      | $92528.48     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Corporation                         | Universal Corporation COM                                              | CUSIP: 913456109<br>LEI: 549300BZXZ66F6DTIF20 | Long             | EC               | CORP              | US        |      4570 | NS      | $240839.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Marzetti Co.                                  | Marzetti Co. COM                                                       | CUSIP: 513847103<br>LEI: 529900X4O13HED1ZAS58 | Long             | EC               | CORP              | US        |      1538 | NS      | $212751.54    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc.                          | Myriad Genetics Inc. COM                                               | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |     20000 | NS      | $90000.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp.                      | Valley National Bancorp. COM                                           | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     30200 | NS      | $370856.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Tower Semiconductor Limited                   | Tower Semiconductor Limited ORD ILS1                                   | CUSIP: 000000000<br>LEI: 54930086ZSNXZOUX0C54 | Long             | EC               | CORP              | IL        |     11929 | NS      | $2093300.92   | 1.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                      | Manhattan Associates Inc COM                                           | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      1848 | NS      | $246005.76    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Everus Construction Group Inc.                | Everus Construction Group Inc. COM                                     | CUSIP: 300426103<br>LEI: 2549006JMMHR0KILT425 | Long             | EC               | CORP              | US        |      8500 | NS      | $1003510.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrims Pride Corporation                    | Pilgrims Pride Corporation COM                                         | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |      7130 | NS      | $269228.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                    | The New York Times Company CL A                                        | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |      8260 | NS      | $691609.80    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                                  | Veracyte Inc COM                                                       | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |     31958 | NS      | $1029367.18   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                       | Progress Software Corp. COM                                            | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |     14800 | NS      | $379620.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc.                      | Comfort Systems USA Inc. COM                                           | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      1405 | NS      | $1937480.95   | 1.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Covista Inc.                                  | Covista Inc. COM                                                       | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      6477 | NS      | $746474.25    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| DAY ONE BIOPHARMACEUTICALS INC                | Day One Biopharmaceuticals Inc. COM                                    | CUSIP: 23954D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11200 | NS      | $240128.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Unitil Corp                                   | Unitil Corp COM                                                        | CUSIP: 913259107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4177 | NS      | $218206.48    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                                  | Alkermes PLC COM USD0.01                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     40807 | NS      | $1442935.52   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corporation                  | Tenet Healthcare Corporation COM NEW                                   | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      1354 | NS      | $255513.34    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                                 | Woodward Inc. COM                                                      | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |      3778 | NS      | $1352221.76   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Lands End Inc.                                | Lands End Inc. COM                                                     | CUSIP: 51509F105<br>LEI: 54930016WOL7P2P67Q43 | Long             | EC               | CORP              | US        |     51288 | NS      | $576477.12    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastly Inc.                                   | Fastly Inc. CL A                                                       | CUSIP: 31188V100<br>LEI: 549300E2FZC83FJ3H565 | Long             | EC               | CORP              | US        |     12930 | NS      | $375745.80    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                    | Alliant Energy Corporation COM                                         | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      9114 | NS      | $654020.64    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| DONEGAL GROUP INC                             | Donegal Group Inc. CL A                                                | CUSIP: 257701201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7437 | NS      | $127767.66    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Guardant Health Inc                           | Guardant Health Inc COM                                                | CUSIP: 40131M109<br>LEI: 254900M8C3E5VC8BR186 | Long             | EC               | CORP              | US        |      2050 | NS      | $189358.50    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Omega Healthcare Investors, Inc.              | Omega Healthcare Investors, Inc. COM                                   | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |      2971 | NS      | $130189.22    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                                  | Innoviva Inc COM                                                       | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     26946 | NS      | $627841.80    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent Biosolutions Inc                     | Emergent Biosolutions Inc COM                                          | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     19500 | NS      | $161850.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Pegasystems Inc                               | Pegasystems Inc COM                                                    | CUSIP: 705573103<br>LEI: 549300FMCOKPL06FYN26 | Long             | EC               | CORP              | US        |      7180 | NS      | $305580.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Penguin Solutions Inc                         | Penguin Solutions Inc COM                                              | CUSIP: 706915105<br>LEI: 254900DVWIPOY3GJ8E23 | Long             | EC               | CORP              | US        |     40414 | NS      | $711286.40    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| OSI System Inc.                               | OSI System Inc. COM                                                    | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | EC               | CORP              | US        |       763 | NS      | $202584.13    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                     | Moog Inc. CL A                                                         | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |      4946 | NS      | $1447397.44   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc                         | United Fire Group Inc COM                                              | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6050 | NS      | $224213.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals, Inc.                | Ironwood Pharmaceuticals, Inc. COM CL A                                | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     58000 | NS      | $203580.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Everquote Inc                                 | Everquote Inc COM CL A                                                 | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22063 | NS      | $340211.46    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc.                   | Safety Insurance Group Inc. COM                                        | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      2768 | NS      | $201067.52    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EMPLOYERS HOLDINGS INC                        | Employers Holdings Inc. COM                                            | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5988 | NS      | $246346.32    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc.                       | Digi International Inc. COM                                            | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |      3801 | NS      | $183208.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                 | Coherent Corp COM                                                      | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |      2381 | NS      | $567178.01    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastec, Inc.                                  | Mastec, Inc. COM                                                       | CUSIP: 576323109<br>LEI: 549300TMDIT8WREDOF45 | Long             | EC               | CORP              | US        |      2220 | NS      | $714262.80    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group Inc.                     | Encore Capital Group Inc. COM                                          | CUSIP: 292554102<br>LEI: 5493000UVC6H49CIH830 | Long             | EC               | CORP              | US        |     26667 | NS      | $1869890.04   | 1.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Caredx Inc                                    | Caredx Inc COM                                                         | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     36265 | NS      | $629560.40    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Mission Produce Inc                           | Mission Produce Inc COM                                                | CUSIP: 60510V108<br>LEI: 54930016JOKVFT59L825 | Long             | EC               | CORP              | US        |      7903 | NS      | $108745.28    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Enerflex Ltd                                  | Enerflex Ltd COM                                                       | CUSIP: 29269R105<br>LEI: 54930014N7872VUS3F89 | Long             | EC               | CORP              | CA        |     24617 | NS      | $514987.64    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                                   | Dropbox Inc CL A                                                       | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     29056 | NS      | $660152.32    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Contango Silver & Gold Inc.                   | Contango Silver & Gold Inc. COM                                        | CUSIP: 21077F100<br>LEI: 254900PFYX4KDRISX581 | Long             | EC               | CORP              | US        |     11300 | NS      | $211875.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| IRHYTHM HOLDINGS INC                          | iRhythm Holdings Inc. COM                                              | CUSIP: 450056106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1667 | NS      | $196739.34    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Phibro Animal Health Corporation              | Phibro Animal Health Corporation CL A COM                              | CUSIP: 71742Q106<br>LEI: 549300U24SP4AF2JUX52 | Long             | EC               | CORP              | US        |     36677 | NS      | $2028604.87   | 1.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Clear Secure Inc                              | Clear Secure Inc COM CL A                                              | CUSIP: 18467V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11150 | NS      | $539771.50    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Digital Turbine, Inc.                         | Digital Turbine, Inc. COM NEW                                          | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |     29100 | NS      | $83808.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Granite Ridge Resources Inc                   | Granite Ridge Resources Inc COM                                        | CUSIP: 387432107<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | EC               | CORP              | US        |     25000 | NS      | $146750.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc.                        | Powell Industries Inc. COM                                             | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      2529 | NS      | $1368391.32   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp.                                     | AAR Corp. COM                                                          | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |      8521 | NS      | $932708.66    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                  | Sanmina Corp COM                                                       | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      4230 | NS      | $548377.20    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                               | Q2 Holdings Inc COM                                                    | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      3069 | NS      | $145163.70    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Emcor Group Inc                               | Emcor Group Inc COM                                                    | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |      1155 | NS      | $852748.05    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTDOOR HOLDINGS INC                         | Nextdoor Holdings Inc. COM CL A                                        | CUSIP: 65345M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62600 | NS      | $87640.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                  | Encompass Health Corporation COM                                       | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |      3901 | NS      | $377343.73    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc.                     | Winnebago Industries Inc. COM                                          | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |     25405 | NS      | $787300.95    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc                 | Arrowhead Pharmaceuticals Inc COM                                      | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      6652 | NS      | $417080.40    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| OR Royalties Inc.                             | OR Royalties Inc. COM SHS                                              | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |      7720 | NS      | $293514.40    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| J&J Snack Foods Corp                          | J&J Snack Foods Corp COM                                               | CUSIP: 466032109<br>LEI: 894500IGP1Y2ZQFQMJ83 | Long             | EC               | CORP              | US        |      1245 | NS      | $98691.15     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc.                                   | Tanger Inc. COM                                                        | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |      4650 | NS      | $158007.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Warrior Met Coal Inc                          | Warrior Met Coal Inc COM                                               | CUSIP: 93627C101<br>LEI: 549300152B1S9YKBYV79 | Long             | EC               | CORP              | US        |      3172 | NS      | $295471.80    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CRESCENT ENERGY CO                            | Crescent Energy Co. CL A COM                                           | CUSIP: 44952J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97523 | NS      | $1316560.50   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Caledonia Mining Corp PLC                     | Caledonia Mining Corp PLC SHS NEW                                      | CUSIP: 000000000<br>LEI: 21380093ZBI4BFM75Y51 | Long             | EC               | CORP              | JE        |      7400 | NS      | $167166.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Genmab As                                     | Genmab As SPONSORED ADS                                                | CUSIP: 372303206<br>LEI: 529900MTJPDPE4MHJ122 | Long             | EC               | CORP              | DK        |     27495 | NS      | $737690.85    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognyte Software Limited                      | Cognyte Software Limited ORD SHS                                       | CUSIP: 000000000<br>LEI: 2549006L803IRJC67B33 | Long             | EC               | CORP              | IL        |     16198 | NS      | $131203.80    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc.                         | Douglas Dynamics Inc. COM                                              | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |     15250 | NS      | $641872.50    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| V2X Inc                                       | V2X Inc COM                                                            | CUSIP: 92242T101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15332 | NS      | $1050242.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                        | Array Technologies Inc COM SHS                                         | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Long             | EC               | CORP              | US        |     25190 | NS      | $182123.70    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                    | Evergy Inc COM                                                         | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      8525 | NS      | $698368.00    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexa Resources SA                             | Nexa Resources SA COM USD1.00                                          | CUSIP: 000000000<br>LEI: 549300QRMRHM7GAU7L47 | Long             | EC               | CORP              | LU        |     12134 | NS      | $128499.06    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amtech Systems Inc                            | Amtech Systems Inc COM PAR $0.01N                                      | CUSIP: 032332504<br>LEI: 5299008VRUUPETM6HZ85 | Long             | EC               | CORP              | US        |     11200 | NS      | $130816.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc                        | Puma Biotechnology Inc COM                                             | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22170 | NS      | $141666.30    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST FINANCIAL CORP                          | First Financial Corp. COM                                              | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11206 | NS      | $708219.20    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Metal Packaging S A                    | Ardagh Metal Packaging S A SHS                                         | CUSIP: 000000000<br>LEI: 5493009WKQTU4FN9G032 | Long             | EC               | CORP              | LU        |     39036 | NS      | $158095.80    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc                    | Coca-Cola Consolidated Inc COM                                         | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1030 | NS      | $197492.20    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AVADEL PHARMACEUTICALS PLC                    | AVADEL PHARMACEUTICALS PLC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16385 | NS      | $12698.38     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Prestige Consumer Healthcare Inc              | Prestige Consumer Healthcare Inc COM                                   | CUSIP: 74112D101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10324 | NS      | $611903.48    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Worthington Steel Inc.                        | Worthington Steel Inc. COM SHS                                         | CUSIP: 982104101<br>LEI: 2549009ZUUWL3QLK6G24 | Long             | EC               | CORP              | US        |     18542 | NS      | $562749.70    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITOL FEDERAL FINANCIAL INC                 | Capitol Fed Fin In COM                                                 | CUSIP: 14057J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     29549 | NS      | $210684.37    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL SHIP LEASE INC                         | Global Ship Lease Inc. COM CL A                                        | CUSIP: 000000000<br>LEI: 254900GLZ0J5N8UZM071 | Long             | EC               | CORP              | MH        |      8600 | NS      | $320178.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanfilippo(John B)                            | Sanfilippo(John B) COM                                                 | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |       649 | NS      | $51485.17     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tootsie Roll Industries Inc.                  | Tootsie Roll Industries Inc. COM                                       | CUSIP: 890516107<br>LEI: 529900SBKOV9XX4M4Q35 | Long             | EC               | CORP              | US        |     14555 | NS      | $621789.60    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| TAT TECHNOLOGIES LTD                          | TAT Technologies ORD NEW                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |      5210 | NS      | $211682.30    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp                     | Zeta Global Holdings Corp CL A                                         | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |     25304 | NS      | $402839.68    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| The Bank of N.T. Butterfield & Son Limited    | The Bank of N.T. Butterfield & Son Limited COM BMD0.01(POST REV SPLIT) | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     15196 | NS      | $797486.08    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                  | Kohl's Corp. COM                                                       | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     16961 | NS      | $218796.90    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Unity Bancorp Inc                             | Unity Bancorp Inc COM                                                  | CUSIP: 913290102<br>LEI: 549300Q90ZRNUR65PL93 | Long             | EC               | CORP              | US        |      3539 | NS      | $183426.37    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                                 | Frontdoor Inc COM                                                      | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |     10003 | NS      | $528758.58    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp.               | Central Pacific Financial Corp. COM NEW                                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      7462 | NS      | $238485.52    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic, Inc.                            | Cirrus Logic, Inc. COM                                                 | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |      8600 | NS      | $1243732.00   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubspot Inc                                   | Hubspot Inc COM                                                        | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      1100 | NS      | $268510.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources Inc             | Alpha Metallurgical Resources Inc COM                                  | CUSIP: 020764106<br>LEI: 254900VEBGZO2PY8R678 | Long             | EC               | CORP              | US        |      1938 | NS      | $397813.26    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                       | Customers Bancorp, Inc. COM                                            | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      3000 | NS      | $208230.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANCEBERNSTEIN HOLDING LP                  | Alliancebernstein Holding L.P. UNIT LTD PARTN                          | CUSIP: 01881G106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16813 | NS      | $629478.72    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corporation                           | Knowles Corporation COM                                                | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |     12428 | NS      | $319151.04    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                      | Fabrinet COM USD0.01                                                   | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |      1898 | NS      | $989844.96    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp.                 | American Superconductor Corp. SHS NEW                                  | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |     24035 | NS      | $813584.75    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Orchid Island Capital Inc.                    | Orchid Island Capital Inc. COM NEW                                     | CUSIP: 68571X301<br>LEI: 549300KBIHGT19K9DY89 | Long             | EC               | CORP              | US        |     79400 | NS      | $558182.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX LTD                                      | Ibex Ltd. SHS NEW                                                      | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | BM        |     17210 | NS      | $461572.20    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Docusign Inc                                  | Docusign Inc COM                                                       | CUSIP: 256163106<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | EC               | CORP              | US        |     13593 | NS      | $644444.13    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Anterix Inc.                                  | Anterix Inc. COM                                                       | CUSIP: 03676C100<br>LEI: 549300QIX2QHFGIEQG40 | Long             | EC               | CORP              | US        |      3500 | NS      | $133665.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Impinj Inc                                    | Impinj Inc COM                                                         | CUSIP: 453204109<br>LEI: 549300M26VGKSMMWWN17 | Long             | EC               | CORP              | US        |       900 | NS      | $92430.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co                        | Abercrombie & Fitch Co CL A                                            | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      4200 | NS      | $383754.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc                    | Amneal Pharmaceuticals Inc COM STK CL A                                | CUSIP: 03168L105<br>LEI: 549300VV176ZO5WQHZ61 | Long             | EC               | CORP              | US        |     35921 | NS      | $446498.03    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionq Inc                                      | Ionq Inc COM                                                           | CUSIP: 46222L108<br>LEI: 529900RB2VEFGLQS7G28 | Long             | EC               | CORP              | US        |      6229 | NS      | $179582.07    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| WD-40 Co.                                     | WD-40 Co. COM                                                          | CUSIP: 929236107<br>LEI: 549300UZHTN0CNKBOB19 | Long             | EC               | CORP              | US        |      1631 | NS      | $332626.14    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerra Gold Inc                             | Centerra Gold Inc COM                                                  | CUSIP: 152006102<br>LEI: 549300K0HXTMP5JJ0E62 | Long             | EC               | CORP              | CA        |     79046 | NS      | $1406228.34   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc                      | Turning Point Brands Inc COM                                           | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      1327 | NS      | $115170.33    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                    | Neurocrine Biosciences Inc COM                                         | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      1934 | NS      | $254785.16    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Agree Realty Corp                             | Agree Realty Corp COM                                                  | CUSIP: 008492100<br>LEI: 98450090H010B37OEB68 | Long             | EC               | CORP              | US        |      7815 | NS      | $589094.70    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Adma Biologics Inc                            | Adma Biologics Inc COM                                                 | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14016 | NS      | $126284.16    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Braze Inc                                     | Braze Inc COM CL A                                                     | CUSIP: 10576N102<br>LEI: 9845007B9EDBFD37C277 | Long             | EC               | CORP              | US        |      7613 | NS      | $179742.93    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| AECOM                                         | AECOM COM                                                              | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | EC               | CORP              | US        |      2449 | NS      | $207724.18    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| SMARTFINANCIAL INC                            | SmartFinancial Inc. COM NEW                                            | CUSIP: 83190L208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4163 | NS      | $162690.04    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc.                      | Akebia Therapeutics Inc. COM                                           | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |    308000 | NS      | $428120.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                            | Chemed Corporation COM                                                 | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |       895 | NS      | $338077.30    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hasbro Inc                                    | Hasbro Inc COM                                                         | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | EC               | CORP              | US        |      4000 | NS      | $374400.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Strategic Education Inc                       | Strategic Education Inc COM                                            | CUSIP: 86272C103<br>LEI: 2549002UYIM8Q5EC8H36 | Long             | EC               | CORP              | US        |      2196 | NS      | $182180.16    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTPOWER INC                                 | Nextpower Inc. CLASS A COM                                             | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19719 | NS      | $2377125.45   | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoom Communications Inc.                      | Zoom Communications Inc. CL A                                          | CUSIP: 98980L101<br>LEI: 549300T9GCHU0ODOM055 | Long             | EC               | CORP              | US        |      2970 | NS      | $238758.30    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadia Pharmaceuticals Inc                    | Acadia Pharmaceuticals Inc COM                                         | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     39867 | NS      | $887439.42    | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc              | Harmony Biosciences Holdings Inc COM                                   | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12524 | NS      | $350797.24    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortuna Mining Corp.                          | Fortuna Mining Corp. COM NEW                                           | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Long             | EC               | CORP              | CA        |     28134 | NS      | $279370.62    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp.                         | MGIC Investment Corp. COM                                              | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     26337 | NS      | $691346.25    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                                 | AppFolio Inc. COM CL A                                                 | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |       740 | NS      | $116786.80    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHT HORIZONS FAMILY SOLUTIONS LLC          | Bright Horizons Family Solutions Inc Del COM                           | CUSIP: 109194100<br>LEI: 254900BHOU40CFNXWQ75 | Long             | EC               | CORP              | US        |      2413 | NS      | $198179.69    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunoco LP                                     | Sunoco LP COM UT REP LP                                                | CUSIP: 86765K109<br>LEI: 54930001NJU8E40NQ561 | Long             | EC               | CORP              | US        |      4380 | NS      | $284568.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc.                        | Commvault Systems Inc. COM                                             | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      5902 | NS      | $459706.78    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc.                          | Silgan Holdings Inc. COM                                               | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      3190 | NS      | $123772.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacira Biosciences Inc                        | Pacira Biosciences Inc COM                                             | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Long             | EC               | CORP              | US        |      6765 | NS      | $152889.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc.                         | Urban Outfitters Inc. COM                                              | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      2295 | NS      | $145388.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** Virtus Investment Trust

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer