# EDGAR Filing Document

**Accession Number:** 0001474103
**File Stem:** 0001752724-23-035979
**Filing Date:** 2023-2
**Character Count:** 113645
**Document Hash:** fa54ddf3c158bdde5a15a2348bbfce75
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-035979.hdr.sgml**: 20230223

**ACCESSION NUMBER**: 0001752724-23-035979

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221230

**FILED AS OF DATE**: 20230223

**DATE AS OF CHANGE**: 20230223

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Legg Mason Global Asset Management Trust
- **CENTRAL INDEX KEY:** 0001474103
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22338
- **FILM NUMBER:** 23657691

**BUSINESS ADDRESS:**
- **STREET 1:** 100 INTERNATIONAL DRIVE
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-539-0000

**MAIL ADDRESS:**
- **STREET 1:** 100 INTERNATIONAL DRIVE
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

## Series and Classes Contracts Data

### Franklin U.S. Small Cap Equity Fund (Series ID: S000036895)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000112923 | Class A      | LMBAX           |
| C000112924 | Class C      | LMBCX           |
| C000112925 | Class FI     | LGSCX           |
| C000112928 | Class I      | LMSIX           |
| C000112929 | Class IS     | LMBMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Legg Mason Global Asset Management Trust

- **b. Investment Company Act file number:** 811-22338

- **c. CIK number of Registrant:** 0001474103

- **d. LEI of Registrant:** 549300BI5I8NVF50DG69

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

  - **Street Address 1:** 620 Eighth Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

  - **Telephone number:** 1-877-656-3863

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

- **a. Name of Series:** Franklin U.S. Small Cap Equity Fund

- **b. EDGAR series identifier (if any):** S000036895

- **c. LEI of Series:** 549300T66MRU4LGXY771

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $101446669.98

**Total Liabilities:** $240850.91

**Net Assets:** $101205819.07

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112923 | 11.65%               | 3.54%                | -5.10%               |
| Class ID C000112928 | 11.68%               | 3.49%                | -5.03%               |
| Class ID C000112924 | 11.64%               | 3.44%                | -5.22%               |
| Class ID C000112929 | 11.72%               | 3.61%                | -5.04%               |
| Class ID C000112925 | 11.69%               | 3.49%                | -5.06%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1141032.49              | $9873137.30                                |
| Month 2  | $723008.42               | $2730209.76                                |
| Month 3  | $581014.26               | $-6095841.08                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Intercept Pharmaceuticals Inc  | Intercept Pharmaceuticals Inc          | CUSIP: 45845P108<br>LEI: 254900JMB8TX5P688V24 | Long             | EC               | CORP              | US        |      7349 | NS      | $90907.13     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkeley Lights Inc            | Berkeley Lights Inc                    | CUSIP: 084310101<br>LEI: 549300LTLRE4N65CD358 | Long             | EC               | CORP              | US        |     36000 | NS      | $96480.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc         | Genworth Financial Inc                 | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |    100216 | NS      | $530142.64    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Cellular Corp    | United States Cellular Corp            | CUSIP: 911684108<br>LEI: 549300B164AZXESI6E03 | Long             | EC               | CORP              | US        |      7044 | NS      | $146867.40    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hills Bancorp Inc    | Berkshire Hills Bancorp Inc            | CUSIP: 084680107<br>LEI: 549300AS2OC6UMMBNO37 | Long             | EC               | CORP              | US        |     18707 | NS      | $559339.30    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc   | Bread Financial Holdings Inc           | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      3674 | NS      | $138362.84    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LendingClub Corp               | LendingClub Corp                       | CUSIP: 52603A208<br>LEI: 549300YC50YO7Y1OJR92 | Long             | EC               | CORP              | US        |     26615 | NS      | $234212.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Outfront Media Inc             | Outfront Media Inc                     | CUSIP: 69007J106<br>LEI: 549300RZWDYU5722I639 | Long             | EC               | CORP              | US        |     18039 | NS      | $299086.62    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Beyondspring Inc               | Beyondspring Inc                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12092 | NS      | $22732.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| InfuSystem Holdings Inc        | InfuSystem Holdings Inc                | CUSIP: 45685K102<br>LEI: 549300F58N8PHJ4QUI59 | Long             | EC               | CORP              | US        |     12025 | NS      | $104377.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alignment Healthcare Inc       | Alignment Healthcare Inc               | CUSIP: 01625V104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18800 | NS      | $221088.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| WaVe Life Sciences Ltd         | WaVe Life Sciences Ltd                 | CUSIP: 000000000<br>LEI: 54930070006GPKFYZ813 | Long             | EC               | CORP              | US        |     22000 | NS      | $154000.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NextCure Inc                   | NextCure Inc                           | CUSIP: 65343E108<br>LEI: 549300Y5PR6RJR1STI24 | Long             | EC               | CORP              | US        |     23383 | NS      | $32970.03     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd      | Consolidated Water Co Ltd              | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |     23498 | NS      | $347770.40    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SunCoke Energy Inc             | SunCoke Energy Inc                     | CUSIP: 86722A103<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | EC               | CORP              | US        |     90862 | NS      | $784139.06    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLETE Inc                     | ALLETE Inc                             | CUSIP: 018522300<br>LEI: 549300NNLSIMY6Z8OT86 | Long             | EC               | CORP              | US        |      7350 | NS      | $474148.50    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Perion Network Ltd             | Perion Network Ltd                     | CUSIP: 000000000<br>LEI: 529900SL7HYNVD6HG708 | Long             | EC               | CORP              | IL        |     16702 | NS      | $422560.60    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Inovio Pharmaceuticals Inc     | Inovio Pharmaceuticals Inc             | CUSIP: 45773H201<br>LEI: 529900B9W875XDZXTM97 | Long             | EC               | CORP              | US        |     60000 | NS      | $93600.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| GlycoMimetics Inc              | GlycoMimetics Inc                      | CUSIP: 38000Q102<br>LEI: 549300TZ84FFU2J2J459 | Long             | EC               | CORP              | US        |    116129 | NS      | $351870.87    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc           | Amkor Technology Inc                   | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     26000 | NS      | $623480.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Hope Bancorp Inc               | Hope Bancorp Inc                       | CUSIP: 43940T109<br>LEI: 549300UTF4QGMBHIZ219 | Long             | EC               | CORP              | US        |     32269 | NS      | $413365.89    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Pharmaceuticals Inc/DE   | Eagle Pharmaceuticals Inc/DE           | CUSIP: 269796108<br>LEI: 549300TN20OLYTJVP152 | Long             | EC               | CORP              | US        |      5475 | NS      | $160034.25    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Assertio Holdings Inc          | Assertio Holdings Inc                  | CUSIP: 04546C205<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50108 | NS      | $215464.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Gritstone bio Inc              | Gritstone bio Inc                      | CUSIP: 39868T105<br>LEI: 5493003TER6KY3MUVY84 | Long             | EC               | CORP              | US        |     26724 | NS      | $92197.80     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nature's Sunshine Products Inc | Nature's Sunshine Products Inc         | CUSIP: 639027101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11491 | NS      | $95605.12     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc   | Ironwood Pharmaceuticals Inc           | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     15000 | NS      | $185850.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                       | RLI Corp                               | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |      2500 | NS      | $328175.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanmi Financial Corp           | Hanmi Financial Corp                   | CUSIP: 410495204<br>LEI: 549300MSZ7RCG7EA6587 | Long             | EC               | CORP              | US        |     30545 | NS      | $755988.75    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Chimerix Inc                   | Chimerix Inc                           | CUSIP: 16934W106<br>LEI: 5299002IR2GXUBEPKS66 | Long             | EC               | CORP              | US        |     26992 | NS      | $50205.12     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                | Marcus Corp/The                        | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |      8418 | NS      | $121135.02    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                     | Terex Corp                             | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     12025 | NS      | $513708.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                    | NETGEAR Inc                            | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |      8710 | NS      | $157738.10    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc  | American Public Education Inc          | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     17000 | NS      | $208930.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services Inc    | AMN Healthcare Services Inc            | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |      4677 | NS      | $480889.14    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Equity Bancshares Inc          | Equity Bancshares Inc                  | CUSIP: 29460X109<br>LEI: 549300BPQ2EJNU4WF694 | Long             | EC               | CORP              | US        |      9554 | NS      | $312129.18    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico      | First BanCorp/Puerto Rico              | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     54757 | NS      | $696509.04    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Solid Biosciences Inc          | Solid Biosciences Inc                  | CUSIP: 83422E204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9333 | NS      | $50211.54     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUEBLUE INC                   | TRUEBLUE INC                           | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13328 | NS      | $260962.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Minerals International | Compass Minerals International Inc     | CUSIP: 20451N101<br>LEI: 2549008X9G8XP7YJGC47 | Long             | EC               | CORP              | US        |      8200 | NS      | $336200.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Industries Inc        | Lakeland Industries Inc                | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |     11357 | NS      | $151048.10    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Calithera Biosciences Inc      | Calithera Biosciences Inc              | CUSIP: 13089P507<br>LEI: 54930042TDFRLM4C8X19 | Long             | EC               | CORP              | US        |      4342 | NS      | $14154.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc         | Alarm.com Holdings Inc                 | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |      5011 | NS      | $247944.28    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Couchbase Inc                  | Couchbase Inc                          | CUSIP: 22207T101<br>LEI: 5493004VX52ODFMQLF07 | Long             | EC               | CORP              | US        |     25000 | NS      | $331500.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp               | QuidelOrtho Corp                       | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |      3007 | NS      | $257609.69    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CION Investment Corp           | CION Investment Corp                   | CUSIP: 17259U204<br>LEI: 549300XN70JLF94XKX80 | Long             | EC               | CORP              | US        |     22300 | NS      | $217425.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc           | TTM Technologies Inc                   | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |     21379 | NS      | $322395.32    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CommVault Systems Inc          | CommVault Systems Inc                  | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      8441 | NS      | $530432.44    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp/The                 | Joint Corp/The                         | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10021 | NS      | $140093.58    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Inseego Corp                   | Inseego Corp                           | CUSIP: 45782B104<br>LEI: 549300E27VG1NWGNA141 | Long             | EC               | CORP              | US        |     82800 | NS      | $69759.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                   | Sylvamo Corp                           | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      7500 | NS      | $364425.00    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc            | ADTRAN Holdings Inc                    | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |     19375 | NS      | $364056.25    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The           | Ensign Group Inc/The                   | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     10726 | NS      | $1014786.86   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vaxcyte Inc                    | Vaxcyte Inc                            | CUSIP: 92243G108<br>LEI: 254900M7NMHTGASX8D95 | Long             | EC               | CORP              | US        |      2500 | NS      | $119875.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Redwood Trust Inc              | Redwood Trust Inc                      | CUSIP: 758075402<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EC               | CORP              | US        |     36918 | NS      | $249565.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Owens & Minor Inc              | Owens & Minor Inc                      | CUSIP: 690732102<br>LEI: 549300LMT5KQQXCEZ733 | Long             | EC               | CORP              | US        |      8017 | NS      | $156572.01    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                      | Argan Inc                              | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      8479 | NS      | $312705.52    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluegreen Vacations Holding Co | Bluegreen Vacations Holding Corp       | CUSIP: 096308101<br>LEI: 549300HWTUPNFVNT5B06 | Long             | EC               | CORP              | US        |      8284 | NS      | $206768.64    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                     | uniQure NV                             | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |      4500 | NS      | $102015.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Energy Co                   | SM Energy Co                           | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | EC               | CORP              | US        |     23383 | NS      | $814429.89    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Pieris Pharmaceuticals Inc     | Pieris Pharmaceuticals Inc             | CUSIP: 720795103<br>LEI: 254900AJDH8PAOOI5T33 | Long             | EC               | CORP              | US        |     29063 | NS      | $30225.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc               | Movado Group Inc                       | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |      9353 | NS      | $301634.25    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc        | ExlService Holdings Inc                | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |      5011 | NS      | $849013.73    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment Inc         | Penn Entertainment Inc                 | CUSIP: 707569109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4008 | NS      | $119037.60    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc               | A10 Networks Inc                       | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     34340 | NS      | $571074.20    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Abeona Therapeutics Inc        | Abeona Therapeutics Inc                | CUSIP: 00289Y206<br>LEI: 54930002Z8PIJRCB4576 | Long             | EC               | CORP              | US        |      8551 | NS      | $26337.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearside Biomedical Inc       | Clearside Biomedical Inc               | CUSIP: 185063104<br>LEI: 529900GQSUZO5HQ9DS29 | Long             | EC               | CORP              | US        |     74428 | NS      | $83359.36     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AvidXchange Holdings Inc       | AvidXchange Holdings Inc               | CUSIP: 05368X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30000 | NS      | $298200.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings Inc               | MDC Holdings Inc                       | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      4676 | NS      | $147761.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Deciphera Pharmaceuticals Inc  | Deciphera Pharmaceuticals Inc          | CUSIP: 24344T101<br>LEI: 529900QR4WAPYY0CBF25 | Long             | EC               | CORP              | US        |      8685 | NS      | $142347.15    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc   | Braemar Hotels & Resorts Inc           | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               | CORP              | US        |     33405 | NS      | $137294.55    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc   | Protagonist Therapeutics Inc           | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14000 | NS      | $152740.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| O-I Glass Inc                  | O-I Glass Inc                          | CUSIP: 67098H104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18000 | NS      | $298260.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group Inc                  | MYR Group Inc                          | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      3007 | NS      | $276854.49    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| eGain Corp                     | eGain Corp                             | CUSIP: 28225C806<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20644 | NS      | $186415.32    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc     | Sprouts Farmers Market Inc             | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     13000 | NS      | $420810.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Tankers Ltd             | Teekay Tankers Ltd                     | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |      9000 | NS      | $277290.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp               | Encore Wire Corp                       | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2000 | NS      | $275120.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co           | National Fuel Gas Co                   | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      4878 | NS      | $308777.40    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Community Bancorp Inc | New York Community Bancorp Inc         | CUSIP: 649445103<br>LEI: 529900HVXOTLY61GL030 | Long             | EC               | CORP              | US        |     40235 | NS      | $346021.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage Financial Corp/WA     | Heritage Financial Corp/WA             | CUSIP: 42722X106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8685 | NS      | $266108.40    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp           | Hancock Whitney Corp                   | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      7518 | NS      | $363796.02    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Synlogic Inc                   | Synlogic Inc                           | CUSIP: 87166L100<br>LEI: 5493007C6UCNXL4HOI66 | Long             | EC               | CORP              | US        |     75017 | NS      | $57012.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cellectar Biosciences Inc      | Cellectar Biosciences Inc              | CUSIP: 15117F807<br>LEI: 5493000NFZCRG7BYQV93 | Long             | EC               | CORP              | US        |     10124 | NS      | $17312.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc     | ACADIA Pharmaceuticals Inc             | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     18200 | NS      | $289744.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc       | Winnebago Industries Inc               | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      4076 | NS      | $214805.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc       | Theravance Biopharma Inc               | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |     10021 | NS      | $112435.62    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Pharmaceuticals Inc   | Spectrum Pharmaceuticals Inc           | CUSIP: 84763A108<br>LEI: 549300COU30WSP3O5I07 | Long             | EC               | CORP              | US        |     80173 | NS      | $29543.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp           | MGIC Investment Corp                   | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     44763 | NS      | $581919.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                   | Sanmina Corp                           | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      8017 | NS      | $459293.93    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeStreet Inc                 | HomeStreet Inc                         | CUSIP: 43785V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7349 | NS      | $202685.42    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc            | Cal-Maine Foods Inc                    | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      1900 | NS      | $103455.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Precision BioSciences Inc      | Precision BioSciences Inc              | CUSIP: 74019P108<br>LEI: 549300I5QGRS3BLHZH41 | Long             | EC               | CORP              | US        |     68684 | NS      | $81733.96     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Vector Group Ltd               | Vector Group Ltd                       | CUSIP: 92240M108<br>LEI: 549300TUIF4WWN6NDN50 | Long             | EC               | CORP              | US        |     44094 | NS      | $522954.84    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Triton International Ltd       | Triton International Ltd               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |      9354 | NS      | $643368.12    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Zuora Inc                      | Zuora Inc                              | CUSIP: 98983V106<br>LEI: 549300ISVGC1YZWQJ420 | Long             | EC               | CORP              | US        |     24051 | NS      | $152964.36    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITY Biotechnology Inc        | UNITY Biotechnology Inc                | CUSIP: 91381U200<br>LEI: 549300WDOM0RU3CUO763 | Long             | EC               | CORP              | US        |     10000 | NS      | $27400.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Natural Holding Co   | Northwest Natural Holding Co           | CUSIP: 66765N105<br>LEI: 254900PSJL6ZEC8FR782 | Long             | EC               | CORP              | US        |      6949 | NS      | $330702.91    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology  | International Game Technology PLC      | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | US        |     20000 | NS      | $453600.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cannae Holdings Inc            | Cannae Holdings Inc                    | CUSIP: 13765N107<br>LEI: 549300OGRF1ICI7D2V77 | Long             | EC               | CORP              | US        |     15000 | NS      | $309750.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc          | Jackson Financial Inc                  | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     15000 | NS      | $521850.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| RE/MAX Holdings Inc            | RE/MAX Holdings Inc                    | CUSIP: 75524W108<br>LEI: 54930033W2KS56JHAN30 | Long             | EC               | CORP              | US        |     13000 | NS      | $242320.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERCORE INC                   | EVERCORE INC                           | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      1336 | NS      | $145730.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Peoples Bancorp Inc/OH         | Peoples Bancorp Inc/OH                 | CUSIP: 709789101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10355 | NS      | $292528.75    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueCar Inc                    | TrueCar Inc                            | CUSIP: 89785L107<br>LEI: 549300KK16488YXWVE52 | Long             | EC               | CORP              | US        |     73491 | NS      | $184462.41    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                   | Cargurus Inc                           | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     12025 | NS      | $168470.25    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp  | Adaptive Biotechnologies Corp          | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     18000 | NS      | $137520.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dick's Sporting Goods Inc      | Dick's Sporting Goods Inc              | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      4009 | NS      | $482242.61    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Anika Therapeutics Inc         | Anika Therapeutics Inc                 | CUSIP: 035255108<br>LEI: 529900R9LS3Z0O6QH455 | Long             | EC               | CORP              | US        |      5010 | NS      | $148296.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc         | Diamondback Energy Inc                 | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      5011 | NS      | $685404.58    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| VANDA PHARMACEUTICALS INC      | VANDA PHARMACEUTICALS INC              | CUSIP: 921659108<br>LEI: 529900AY8VOOQBKJ0O70 | Long             | EC               | CORP              | US        |     18707 | NS      | $138244.73    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp            | Addus HomeCare Corp                    | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      3675 | NS      | $365625.75    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp             | Varex Imaging Corp                     | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     12025 | NS      | $244107.50    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Washington Federal Inc         | Washington Federal Inc                 | CUSIP: 938824109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10000 | NS      | $335500.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambac Financial Group Inc      | Ambac Financial Group Inc              | CUSIP: 023139884<br>LEI: 5493000UC0RBBNDHI717 | Long             | EC               | CORP              | US        |     24000 | NS      | $418560.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Prothena Corp PLC              | Prothena Corp PLC                      | CUSIP: 000000000<br>LEI: 5299009ZXQ8NIIJ8OL30 | Long             | EC               | CORP              | IE        |      4000 | NS      | $241000.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Pro Tech Ltd             | Alpha Pro Tech Ltd                     | CUSIP: 020772109<br>LEI: 529900Z93O5JUM52Q856 | Long             | EC               | CORP              | CA        |     17705 | NS      | $71174.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Icosavax Inc                   | Icosavax Inc                           | CUSIP: 45114M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15000 | NS      | $119100.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                    | OFG Bancorp                            | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     18467 | NS      | $508950.52    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Gannett Co Inc                 | Gannett Co Inc                         | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     53448 | NS      | $108499.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Masimo Corp                    | Masimo Corp                            | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |      1905 | NS      | $281844.75    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Syros Pharmaceuticals Inc      | Syros Pharmaceuticals Inc              | CUSIP: 87184Q206<br>LEI: 549300512PURS7IGVT96 | Long             | EC               | CORP              | US        |      4209 | NS      | $15110.31     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Electromed Inc                 | Electromed Inc                         | CUSIP: 285409108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23196 | NS      | $243326.04    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST        | PEBBLEBROOK HOTEL TRUST                | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     17370 | NS      | $232584.30    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Heartland Financial USA Inc    | Heartland Financial USA Inc            | CUSIP: 42234Q102<br>LEI: 549300QF7B0DFZT32C73 | Long             | EC               | CORP              | US        |      3674 | NS      | $171281.88    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGGS & STRATTON CORP         | BRIGGS & STRATTON CORP                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158200 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NetScout Systems Inc           | NetScout Systems Inc                   | CUSIP: 64115T104<br>LEI: 5493005HZXZ3SPNVCV76 | Long             | EC               | CORP              | US        |      9687 | NS      | $314924.37    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                        | BOX INC                                | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     16000 | NS      | $498080.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| T2 Biosystems Inc              | T2 Biosystems Inc                      | CUSIP: 89853L203<br>LEI: 54930027RQTU9CHLKL88 | Long             | EC               | CORP              | US        |      5010 | NS      | $7114.20      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc      | Rigel Pharmaceuticals Inc              | CUSIP: 766559603<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |     53448 | NS      | $80172.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Stratasys Ltd                  | Stratasys Ltd                          | CUSIP: 000000000<br>LEI: 529900MU215GIP9SZ741 | Long             | EC               | CORP              | US        |     12025 | NS      | $142616.50    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cracker Barrel Old Country Sto | Cracker Barrel Old Country Store Inc   | CUSIP: 22410J106<br>LEI: 8P4PHQIUWPIECBFBW745 | Long             | EC               | CORP              | US        |       802 | NS      | $75981.48     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc               | DHT Holdings Inc                       | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |     40000 | NS      | $355200.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc          | Lantheus Holdings Inc                  | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      3000 | NS      | $152880.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vir Biotechnology Inc          | Vir Biotechnology Inc                  | CUSIP: 92764N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7349 | NS      | $186003.19    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc         | Patrick Industries Inc                 | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      4009 | NS      | $242945.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc           | Extreme Networks Inc                   | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     30064 | NS      | $550471.84    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                | Murphy Oil Corp                        | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     20043 | NS      | $862049.43    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                    | HubSpot Inc                            | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       668 | NS      | $193138.84    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesarstone Ltd                | Caesarstone Ltd                        | CUSIP: 000000000<br>LEI: 254900MJ7IXAH75VFC61 | Long             | EC               | CORP              | IL        |     12827 | NS      | $73242.17     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cara Therapeutics Inc          | Cara Therapeutics Inc                  | CUSIP: 140755109<br>LEI: 549300COVOY41P0GZ881 | Long             | EC               | CORP              | US        |     13361 | NS      | $143497.14    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| TriNet Group Inc               | TriNet Group Inc                       | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      5000 | NS      | $339000.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Mr Cooper Group Inc            | Mr Cooper Group Inc                    | CUSIP: 62482R107<br>LEI: 549300KD8C6DPXYC2M26 | Long             | EC               | CORP              | US        |      8685 | NS      | $348529.05    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| iRadimed Corp                  | iRadimed Corp                          | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      4208 | NS      | $119044.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Co-Diagnostics Inc             | Co-Diagnostics Inc                     | CUSIP: 189763105<br>LEI: 549300Z1JPESYWFM1R93 | Long             | EC               | CORP              | US        |     23383 | NS      | $58925.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                     | Qualys Inc                             | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      5078 | NS      | $569903.94    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeglea BioTherapeutics Inc     | Aeglea BioTherapeutics Inc             | CUSIP: 00773J103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30064 | NS      | $13525.79     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc           | Tri Pointe Homes Inc                   | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18774 | NS      | $349008.66    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Savara Inc                     | Savara Inc                             | CUSIP: 805111101<br>LEI: 5493002JO0WM3YMJXG33 | Long             | EC               | CORP              | US        |    177634 | NS      | $275332.70    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp | Central Pacific Financial Corp         | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |     11491 | NS      | $233037.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc        | Akebia Therapeutics Inc                | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |     80173 | NS      | $46259.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Vanguard Corp         | American Vanguard Corp                 | CUSIP: 030371108<br>LEI: 529900GWI78WZA5M9783 | Long             | EC               | CORP              | US        |     12827 | NS      | $278474.17    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreCivic Inc                  | CoreCivic Inc                          | CUSIP: 21871N101<br>LEI: 529900JFA3K6PTLT8B15 | Long             | EC               | CORP              | US        |     34474 | NS      | $398519.44    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Nektar Therapeutics            | Nektar Therapeutics                    | CUSIP: 640268108<br>LEI: 5299005I24806IOIYE03 | Long             | EC               | CORP              | US        |     30000 | NS      | $67800.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc     | Safety Insurance Group Inc             | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |      5212 | NS      | $439163.12    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Verastem Inc                   | Verastem Inc                           | CUSIP: 92337C104<br>LEI: 549300IY0EFBIU8NQC81 | Long             | EC               | CORP              | US        |    104558 | NS      | $42084.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Trust Bancorp Inc    | Community Trust Bancorp Inc            | CUSIP: 204149108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2404 | NS      | $110415.72    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Grid Dynamics Holdings Inc     | Grid Dynamics Holdings Inc             | CUSIP: 39813G109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19709 | NS      | $221134.98    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| GEO Group Inc/The              | GEO Group Inc/The                      | CUSIP: 36162J106<br>LEI: 54930024XOXET7NQVZ63 | Long             | EC               | CORP              | US        |     23383 | NS      | $256043.85    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenable Holdings Inc           | Tenable Holdings Inc                   | CUSIP: 88025T102<br>LEI: 5493004S5OMPESF0EF83 | Long             | EC               | CORP              | US        |     11357 | NS      | $433269.55    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CASI Pharmaceuticals Inc       | CASI Pharmaceuticals Inc               | CUSIP: 14757U208<br>LEI: 549300RYDG4U21PJZ263 | Long             | EC               | CORP              | US        |     23723 | NS      | $41515.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan International Inc        | Titan International Inc                | CUSIP: 88830M102<br>LEI: 254900CXRGBE7C4B5A06 | Long             | EC               | CORP              | US        |     55260 | NS      | $846583.20    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Umpqua Holdings Corp           | Umpqua Holdings Corp                   | CUSIP: 904214103<br>LEI: 5299002ENJ7CY215BW86 | Long             | EC               | CORP              | US        |     16034 | NS      | $286206.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                | Otter Tail Corp                        | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4009 | NS      | $235368.39    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc        | Enova International Inc                | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |     20043 | NS      | $769049.91    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust          | Chatham Lodging Trust                  | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24854 | NS      | $304958.58    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                     | Atkore Inc                             | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      2500 | NS      | $283550.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENXBIO Inc                  | REGENXBIO Inc                          | CUSIP: 75901B107<br>LEI: 549300EOES47LATSET33 | Long             | EC               | CORP              | US        |      5478 | NS      | $124241.04    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Barrett Business Services Inc  | Barrett Business Services Inc          | CUSIP: 068463108<br>LEI: 529900HXB6TMG0SR9Y34 | Long             | EC               | CORP              | US        |      1604 | NS      | $149621.12    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| AnaptysBio Inc                 | AnaptysBio Inc                         | CUSIP: 032724106<br>LEI: 529900HH4WQT03IG1A12 | Long             | EC               | CORP              | US        |      5000 | NS      | $154950.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                   | Navient Corp                           | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     16000 | NS      | $263200.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp          | Tenet Healthcare Corp                  | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | EC               | CORP              | US        |      8018 | NS      | $391198.22    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp           | Associated Banc-Corp                   | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     19000 | NS      | $438710.00    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| GoPro Inc                      | GoPro Inc                              | CUSIP: 38268T103<br>LEI: 549300CQJMLT21SZFL16 | Long             | EC               | CORP              | US        |     28060 | NS      | $139738.80    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp              | ProAssurance Corp                      | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |     12025 | NS      | $210076.75    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Helmerich & Payne Inc          | Helmerich & Payne Inc                  | CUSIP: 423452101<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | EC               | CORP              | US        |     10300 | NS      | $510571.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Iridium Communications Inc     | Iridium Communications Inc             | CUSIP: 46269C102<br>LEI: 549300U620NVQ4J1CT96 | Long             | EC               | CORP              | US        |     12878 | NS      | $661929.20    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearwater Paper Corp          | Clearwater Paper Corp                  | CUSIP: 18538R103<br>LEI: 549300HCVV19GXN4P292 | Long             | EC               | CORP              | US        |     10989 | NS      | $415494.09    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc       | Turning Point Brands Inc               | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      7349 | NS      | $158958.87    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGen Healthcare Inc         | NextGen Healthcare Inc                 | CUSIP: 65343C102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18888 | NS      | $354716.64    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PNM Resources Inc              | PNM Resources Inc                      | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |     10689 | NS      | $521516.31    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc  | Academy Sports & Outdoors Inc          | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12693 | NS      | $666890.22    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| First Commonwealth Financial C | First Commonwealth Financial Corp      | CUSIP: 319829107<br>LEI: 549300ZHLQ42NXDETL24 | Long             | EC               | CORP              | US        |     21810 | NS      | $304685.70    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                     | Alcoa Corp                             | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |      6000 | NS      | $272820.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Advanced Materials In | Rayonier Advanced Materials Inc        | CUSIP: 75508B104<br>LEI: 54930053QJ7OUGZG4F72 | Long             | EC               | CORP              | US        |     42532 | NS      | $408307.20    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp            | Meritage Homes Corp                    | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      6014 | NS      | $554490.80    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Editas Medicine Inc            | Editas Medicine Inc                    | CUSIP: 28106W103<br>LEI: 5299000AON4Q9NT2JE42 | Long             | EC               | CORP              | US        |      8000 | NS      | $70960.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                       | Yelp Inc                               | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     17370 | NS      | $474895.80    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings Inc       | Orion Group Holdings Inc               | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |    112926 | NS      | $268763.88    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc          | Arlo Technologies Inc                  | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |     44963 | NS      | $157820.13    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc       | Axcelis Technologies Inc               | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      5000 | NS      | $396800.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                  | Golar LNG Ltd                          | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |     19375 | NS      | $441556.25    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Midland States Bancorp Inc     | Midland States Bancorp Inc             | CUSIP: 597742105<br>LEI: 5493006RHXW9TTBWYC94 | Long             | EC               | CORP              | US        |     14221 | NS      | $378563.02    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptevo Therapeutics Inc        | Aptevo Therapeutics Inc                | CUSIP: 03835L207<br>LEI: 529900UTQOXOZBMZFN24 | Long             | EC               | CORP              | US        |     10288 | NS      | $23868.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Genesco Inc                    | Genesco Inc                            | CUSIP: 371532102<br>LEI: 549300VY2Q511P1K5P56 | Long             | EC               | CORP              | US        |      4143 | NS      | $190660.86    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc  | National Health Investors Inc          | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      7400 | NS      | $386428.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Acacia Research Corp           | Acacia Research Corp                   | CUSIP: 003881307<br>LEI: 529900BCN7BE6ESPDZ72 | Long             | EC               | CORP              | US        |     47700 | NS      | $200817.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCORE Corp                    | EMCORE Corp                            | CUSIP: 290846203<br>LEI: 529900B9OHDEWU534K08 | Long             | EC               | CORP              | US        |     45230 | NS      | $43533.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exponent Inc                   | Exponent Inc                           | CUSIP: 30214U102<br>LEI: 529900NY3F5Q2NWPUZ42 | Long             | EC               | CORP              | US        |      3675 | NS      | $364155.75    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Semler Scientific Inc          | Semler Scientific Inc                  | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |      4000 | NS      | $132000.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Oil Corp                | Ranger Oil Corp                        | CUSIP: 70788V102<br>LEI: 5493003S4AVU6OSXB118 | Long             | EC               | CORP              | US        |     10000 | NS      | $404300.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Voyager Therapeutics Inc       | Voyager Therapeutics Inc               | CUSIP: 92915B106<br>LEI: 54930082S4XVR0ZWCC74 | Long             | EC               | CORP              | US        |     17171 | NS      | $104743.10    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MacroGenics Inc                | MacroGenics Inc                        | CUSIP: 556099109<br>LEI: 5493001KJQUA83L8MH79 | Long             | EC               | CORP              | US        |     32000 | NS      | $214720.00    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| VYNE Therapeutics Inc          | VYNE Therapeutics Inc                  | CUSIP: 92941V209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     93534 | NS      | $14030.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CareTrust REIT Inc             | CareTrust REIT Inc                     | CUSIP: 14174T107<br>LEI: 5493001NVXE2B9GPLU96 | Long             | EC               | CORP              | US        |     21463 | NS      | $398782.54    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC Partners Inc               | BGC Partners Inc                       | CUSIP: 05541T101<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | EC               | CORP              | US        |     87455 | NS      | $329705.35    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| TravelCenters of America Inc   | TravelCenters of America Inc           | CUSIP: 89421B109<br>LEI: 529900FQY3V2OO9M4Z65 | Long             | EC               | CORP              | US        |      8552 | NS      | $382958.56    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SandRidge Energy Inc           | SandRidge Energy Inc                   | CUSIP: 80007P869<br>LEI: W1MKPVGS6I5155L7VV67 | Long             | EC               | CORP              | US        |     41948 | NS      | $714374.44    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Robin Gourmet Burgers Inc  | Red Robin Gourmet Burgers Inc          | CUSIP: 75689M101<br>LEI: 529900V6NUMBYX34LV46 | Long             | EC               | CORP              | US        |      3741 | NS      | $20874.78     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AdvanSix Inc                   | AdvanSix Inc                           | CUSIP: 00773T101<br>LEI: 5493009TPRODMCAZLF67 | Long             | EC               | CORP              | US        |     12025 | NS      | $457190.50    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphastar Pharmaceuticals Inc  | Amphastar Pharmaceuticals Inc          | CUSIP: 03209R103<br>LEI: 54930055TH0ZLSAQMJ38 | Long             | EC               | CORP              | US        |      8685 | NS      | $243353.70    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Duck Creek Technologies Inc    | Duck Creek Technologies Inc            | CUSIP: 264120106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20700 | NS      | $249435.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Darling Ingredients Inc        | Darling Ingredients Inc                | CUSIP: 237266101<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | EC               | CORP              | US        |      7900 | NS      | $494461.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| PDC Energy Inc                 | PDC Energy Inc                         | CUSIP: 69327R101<br>LEI: 5493008W8H2T511J5Y59 | Long             | EC               | CORP              | US        |      4343 | NS      | $275693.64    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corp             | First Horizon Corp                     | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |     26724 | NS      | $654738.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Karyopharm Therapeutics Inc    | Karyopharm Therapeutics Inc            | CUSIP: 48576U106<br>LEI: 549300J1VANRCNTYST87 | Long             | EC               | CORP              | US        |     19800 | NS      | $67320.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Simply Good Foods Co/The       | Simply Good Foods Co/The               | CUSIP: 82900L102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11357 | NS      | $431906.71    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Financial Institutions Inc     | Financial Institutions Inc             | CUSIP: 317585404<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10021 | NS      | $244111.56    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Angi Inc                       | Angi Inc                               | CUSIP: 00183L102<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |     51513 | NS      | $121055.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax Inc                  | MarineMax Inc                          | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      9687 | NS      | $302428.14    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| 2U Inc                         | 2U Inc                                 | CUSIP: 90214J101<br>LEI: 5493008RVTXVR43PYF84 | Long             | EC               | CORP              | US        |     35700 | NS      | $223839.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc             | Forestar Group Inc                     | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |     22047 | NS      | $339744.27    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels & Resorts NV      | Playa Hotels & Resorts NV              | CUSIP: 000000000<br>LEI: 529900BUP3KWPCJNLS49 | Long             | EC               | CORP              | US        |     44000 | NS      | $287320.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Xencor Inc                     | Xencor Inc                             | CUSIP: 98401F105<br>LEI: 549300V5IF65437JKG30 | Long             | EC               | CORP              | US        |      4409 | NS      | $114810.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ethan Allen Interiors Inc      | Ethan Allen Interiors Inc              | CUSIP: 297602104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12693 | NS      | $335349.06    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| ModivCare Inc                  | ModivCare Inc                          | CUSIP: 60783X104<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | EC               | CORP              | US        |      3300 | NS      | $296109.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc          | LiveRamp Holdings Inc                  | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     12617 | NS      | $295742.48    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc           | Dycom Industries Inc                   | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |      5345 | NS      | $500292.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempest Therapeutics Inc       | Tempest Therapeutics Inc               | CUSIP: 87978U108<br>LEI: 529900QLMOA3D8VSCN33 | Long             | EC               | CORP              | US        |     10173 | NS      | $11800.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc    | Standard Motor Products Inc            | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |      6213 | NS      | $216212.40    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express In | International Money Express Inc        | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9800 | NS      | $238826.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bluebird Bio Inc               | Bluebird Bio Inc                       | CUSIP: 09609G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23000 | NS      | $159160.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Telephone and Data Systems Inc | Telephone and Data Systems Inc         | CUSIP: 879433829<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7883 | NS      | $82692.67     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                  | EverQuote Inc                          | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3073 | NS      | $45296.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc      | USANA Health Sciences Inc              | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      3274 | NS      | $174176.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc         | Werner Enterprises Inc                 | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     16034 | NS      | $645528.84    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc | Kulicke & Soffa Industries Inc         | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | SG        |      8017 | NS      | $354832.42    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Portland General Electric Co   | Portland General Electric Co           | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |     17036 | NS      | $834764.00    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| RLJ Lodging Trust              | RLJ Lodging Trust                      | CUSIP: 74965L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28125 | NS      | $297843.75    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles Internati | Heidrick & Struggles International Inc | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      7349 | NS      | $205551.53    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc                    | Ardelyx Inc                            | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |    200432 | NS      | $571231.20    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services C | Stewart Information Services Corp      | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      8017 | NS      | $342566.41    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiesta Restaurant Group Inc    | Fiesta Restaurant Group Inc            | CUSIP: 31660B101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10622 | NS      | $78071.70     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc  | Arrowhead Pharmaceuticals Inc          | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |      1669 | NS      | $67694.64     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Domo Inc                       | Domo Inc                               | CUSIP: 257554105<br>LEI: 549300X57AGT5JULJ761 | Long             | EC               | CORP              | US        |      4008 | NS      | $57073.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                 | Photronics Inc                         | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     26724 | NS      | $449764.92    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Macy's Inc                     | Macy's Inc                             | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | EC               | CORP              | US        |     13361 | NS      | $275904.65    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Insperity Inc                  | Insperity Inc                          | CUSIP: 45778Q107<br>LEI: 5299000Q0KW7HY5DB751 | Long             | EC               | CORP              | US        |      7216 | NS      | $819737.60    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC            | Tronox Holdings PLC                    | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | US        |     25756 | NS      | $353114.76    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The  | Goodyear Tire & Rubber Co/The          | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |     38000 | NS      | $385700.00    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| United Fire Group Inc          | United Fire Group Inc                  | CUSIP: 910340108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9487 | NS      | $259564.32    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ACHILLION PHARM CVR            | ACHILLION PHARM CVR                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     89796 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| First Financial Corp/IN        | First Financial Corp/IN                | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6614 | NS      | $304773.12    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc              | Herc Holdings Inc                      | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |      5345 | NS      | $703241.65    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Sangamo Therapeutics Inc       | Sangamo Therapeutics Inc               | CUSIP: 800677106<br>LEI: 2549006WMRKRC4G32Z67 | Long             | EC               | CORP              | US        |     26000 | NS      | $81640.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd            | Signet Jewelers Ltd                    | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |      8686 | NS      | $590648.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaunos Therapeutics Inc       | Alaunos Therapeutics Inc               | CUSIP: 98973P101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    128783 | NS      | $83593.05     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc          | BlueLinx Holdings Inc                  | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |     10022 | NS      | $712664.42    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc    | Applied Optoelectronics Inc            | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | EC               | CORP              | US        |     34741 | NS      | $65660.49     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                   | Alkermes PLC                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     13562 | NS      | $354375.06    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma Inc              | PDL BioPharma Inc                      | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |    152500 | NS      | $192150.00    | 0.19%             |  |  |  | No            |                  3 | On Loan: No      |
| AAR Corp                       | AAR Corp                               | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |     10021 | NS      | $449942.90    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Selecta Biosciences Inc        | Selecta Biosciences Inc                | CUSIP: 816212104<br>LEI: 529900NMN0LACZOL7C43 | Long             | EC               | CORP              | US        |     59395 | NS      | $67116.35     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd               | Essent Group Ltd                       | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | US        |      5151 | NS      | $200270.88    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Office Realty Trust I | Piedmont Office Realty Trust Inc       | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23717 | NS      | $217484.89    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerant Bancorp Inc            | Amerant Bancorp Inc                    | CUSIP: 023576101<br>LEI: 5493007OCZP75TGDUY32 | Long             | EC               | CORP              | US        |     10151 | NS      | $272452.84    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc               | Radian Group Inc                       | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     35087 | NS      | $669109.09    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Surface Oncology Inc           | Surface Oncology Inc                   | CUSIP: 86877M209<br>LEI: 549300FCSG6MNIMFH738 | Long             | EC               | CORP              | US        |     54947 | NS      | $45056.54     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter Bankshares Inc          | Carter Bankshares Inc                  | CUSIP: 146103106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30022 | NS      | $498064.98    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Avanos Medical Inc             | Avanos Medical Inc                     | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |      5946 | NS      | $160898.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Greenbrier Cos Inc/The         | Greenbrier Cos Inc/The                 | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Long             | EC               | CORP              | US        |     11156 | NS      | $374060.68    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Chegg Inc                      | Chegg Inc                              | CUSIP: 163092109<br>LEI: 549300AKX7O8JG0O3G77 | Long             | EC               | CORP              | US        |     16000 | NS      | $404320.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc               | NMI Holdings Inc                       | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     13361 | NS      | $279244.90    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Homology Medicines Inc         | Homology Medicines Inc                 | CUSIP: 438083107<br>LEI: 549300RWKPJEFTM3K452 | Long             | EC               | CORP              | US        |     50000 | NS      | $63000.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                      | Avnet Inc                              | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |      4008 | NS      | $166652.64    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Aravive Inc                    | Aravive Inc                            | CUSIP: 03890D108<br>LEI: 5493002Z0KHRW71RNC19 | Long             | EC               | CORP              | US        |     24853 | NS      | $32805.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RAPT Therapeutics Inc          | RAPT Therapeutics Inc                  | CUSIP: 75382E109<br>LEI: 549300MB473BIU78ES48 | Long             | EC               | CORP              | US        |      8351 | NS      | $165349.80    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc       | Manhattan Associates Inc               | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |      4677 | NS      | $567787.80    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| DiamondRock Hospitality Co     | DiamondRock Hospitality Co             | CUSIP: 252784301<br>LEI: 529900KKD4BPVBUAQ734 | Long             | EC               | CORP              | US        |     65682 | NS      | $537935.58    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Treasury Portfolio     | Invesco Treasury Portfolio             | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |   1122015 | NS      | $1122015.41   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Assembly Biosciences Inc       | Assembly Biosciences Inc               | CUSIP: 045396108<br>LEI: 5299007Y1X8RBDFT8C40 | Long             | EC               | CORP              | US        |     79545 | NS      | $103408.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp              | Chord Energy Corp                      | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      3675 | NS      | $502776.75    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Veritiv Corp                   | Veritiv Corp                           | CUSIP: 923454102<br>LEI: 529900VQARHWQROHAS58 | Long             | EC               | CORP              | US        |      5948 | NS      | $723931.08    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti | Innovative Industrial Properties Inc   | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      2662 | NS      | $269793.70    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc         | Puma Biotechnology Inc                 | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23383 | NS      | $98910.09     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                  | M/I Homes Inc                          | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      6948 | NS      | $320858.64    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Everspin Technologies Inc      | Everspin Technologies Inc              | CUSIP: 30041T104<br>LEI: 549300MNDRV7X6PEDF15 | Long             | EC               | CORP              | US        |     23383 | NS      | $130009.48    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Alector Inc                    | Alector Inc                            | CUSIP: 014442107<br>LEI: 549300Z8RQOIY1JMHC25 | Long             | EC               | CORP              | US        |     14297 | NS      | $131961.31    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinity Pharmaceuticals Inc   | Infinity Pharmaceuticals Inc           | CUSIP: 45665G303<br>LEI: 529900A03D1G15M8WM72 | Long             | EC               | CORP              | US        |    120000 | NS      | $66600.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP Inc                    | IDACORP Inc                            | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |      5145 | NS      | $554888.25    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Masonite International Corp    | Masonite International Corp            | CUSIP: 575385109<br>LEI: 549300H0H07ZFT4JYM32 | Long             | EC               | CORP              | US        |      8820 | NS      | $710980.20    | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Sio Gene Therapies Inc         | Sio Gene Therapies Inc                 | CUSIP: 829399104<br>LEI: 529900F0GBLJ6D003G43 | Long             | EC               | CORP              | US        |     53448 | NS      | $23249.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                   | ArcBest Corp                           | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      5345 | NS      | $374363.80    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprout Social Inc              | Sprout Social Inc                      | CUSIP: 85209W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4677 | NS      | $264063.42    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd     | GrafTech International Ltd             | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |     25788 | NS      | $122750.88    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CrossFirst Bankshares Inc      | CrossFirst Bankshares Inc              | CUSIP: 22766M109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20000 | NS      | $248200.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SeaWorld Entertainment Inc     | SeaWorld Entertainment Inc             | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      6000 | NS      | $321060.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Hospitality REIT Inc     | Apple Hospitality REIT Inc             | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |     33405 | NS      | $527130.90    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Jounce Therapeutics Inc        | Jounce Therapeutics Inc                | CUSIP: 481116101<br>LEI: 5493004MZJQIV2K8ZT61 | Long             | EC               | CORP              | US        |     23383 | NS      | $25955.13     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Caribou Biosciences Inc        | Caribou Biosciences Inc                | CUSIP: 142038108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14030 | NS      | $88108.40     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                 | MRC Global Inc                         | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |     46767 | NS      | $541561.86    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc          | SIGA Technologies Inc                  | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12600 | NS      | $92736.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Lt | Alpha & Omega Semiconductor Ltd        | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | US        |      9000 | NS      | $257130.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Enterprises Inc           | Rush Enterprises Inc                   | CUSIP: 781846209<br>LEI: 529900V3XHTN7A6DFT17 | Long             | EC               | CORP              | US        |     11357 | NS      | $593743.96    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Kforce Inc                     | Kforce Inc                             | CUSIP: 493732101<br>LEI: 5493003RDQQDVXY2SK46 | Long             | EC               | CORP              | US        |     12026 | NS      | $659385.58    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Heron Therapeutics Inc         | Heron Therapeutics Inc                 | CUSIP: 427746102<br>LEI: 549300DR2I1DOPD2IX53 | Long             | EC               | CORP              | US        |     28000 | NS      | $70000.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arbutus Biopharma Corp         | Arbutus Biopharma Corp                 | CUSIP: 03879J100<br>LEI: 25490064CESONAUIAS23 | Long             | EC               | CORP              | US        |     30064 | NS      | $70049.12     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc   | Cross Country Healthcare Inc           | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     13000 | NS      | $345410.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc    | John B Sanfilippo & Son Inc            | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |      4009 | NS      | $326011.88    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Meridian Bioscience Inc        | Meridian Bioscience Inc                | CUSIP: 589584101<br>LEI: 549300ELSRZEFFFRX195 | Long             | EC               | CORP              | US        |     10939 | NS      | $363284.19    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Iterum Therapeutics plc        | Iterum Therapeutics plc                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16831 | NS      | $14138.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOOMIN' BRANDS INC            | BLOOMIN' BRANDS INC                    | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |     26056 | NS      | $524246.72    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc           | Beazer Homes USA Inc                   | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |     44094 | NS      | $562639.44    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Precigen Inc                   | Precigen Inc                           | CUSIP: 74017N105<br>LEI: 549300XCWNQU35K64G19 | Long             | EC               | CORP              | US        |     33405 | NS      | $50775.60     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Varonis Systems Inc            | Varonis Systems Inc                    | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Long             | EC               | CORP              | US        |      7883 | NS      | $188719.02    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Flushing Financial Corp        | Flushing Financial Corp                | CUSIP: 343873105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20043 | NS      | $388433.34    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics Inc           | Fulgent Genetics Inc                   | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |      4276 | NS      | $127339.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| EchoStar Corp                  | EchoStar Corp                          | CUSIP: 278768106<br>LEI: 549300EE20907QZ9GT38 | Long             | EC               | CORP              | US        |     14030 | NS      | $234020.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitowoc Co Inc/The           | Manitowoc Co Inc/The                   | CUSIP: 563571405<br>LEI: 2RTSLGQ89VMY18RHX631 | Long             | EC               | CORP              | US        |     23383 | NS      | $214188.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co              | STAAR Surgical Co                      | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |      4009 | NS      | $194596.86    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc     | Vishay Intertechnology Inc             | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |      8017 | NS      | $172926.69    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics Inc         | iTeos Therapeutics Inc                 | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4342 | NS      | $84799.26     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc            | Titan Machinery Inc                    | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     15000 | NS      | $595950.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Sutro Biopharma Inc            | Sutro Biopharma Inc                    | CUSIP: 869367102<br>LEI: 5493005U6P15VD25P851 | Long             | EC               | CORP              | US        |     21463 | NS      | $173421.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Shockwave Medical Inc          | Shockwave Medical Inc                  | CUSIP: 82489T104<br>LEI: 549300LDXO56IC5Y1538 | Long             | EC               | CORP              | US        |      3207 | NS      | $659391.27    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Covenant Logistics Group Inc   | Covenant Logistics Group Inc           | CUSIP: 22284P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15366 | NS      | $531202.62    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| MARCUS & MILLICHAP INC         | MARCUS & MILLICHAP INC                 | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |      9379 | NS      | $323106.55    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CytomX Therapeutics Inc        | CytomX Therapeutics Inc                | CUSIP: 23284F105<br>LEI: 5493004VW2FW0QLL3345 | Long             | EC               | CORP              | US        |     33405 | NS      | $53448.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyclerion Therapeutics Inc     | Cyclerion Therapeutics Inc             | CUSIP: 23255M105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     75786 | NS      | $49730.77     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc       | United Natural Foods Inc               | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     12500 | NS      | $483875.00    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp        | Perdoceo Education Corp                | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     18707 | NS      | $260027.30    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Zynex Inc                      | Zynex Inc                              | CUSIP: 98986M103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17638 | NS      | $245344.58    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co               | Boise Cascade Co                       | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      5345 | NS      | $367041.15    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Ovintiv Inc                    | Ovintiv Inc                            | CUSIP: 69047Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14779 | NS      | $749443.09    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co        | Modine Manufacturing Co                | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |     30000 | NS      | $595800.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International Inc          | CRA International Inc                  | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4677 | NS      | $572605.11    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| First Internet Bancorp         | First Internet Bancorp                 | CUSIP: 320557101<br>LEI: 549300T25MP2M92XU194 | Long             | EC               | CORP              | US        |      6013 | NS      | $145995.64    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHA HOSPITALITY TRUST       | HERSHA HOSPITALITY TRUST               | CUSIP: 427825500<br>LEI: 549300DNC58BIN1VO064 | Long             | EC               | CORP              | US        |     66810 | NS      | $569221.20    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Enanta Pharmaceuticals Inc     | Enanta Pharmaceuticals Inc             | CUSIP: 29251M106<br>LEI: 529900SSN4DODDQSN594 | Long             | EC               | CORP              | US        |      2900 | NS      | $134908.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hibbett Inc                    | Hibbett Inc                            | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      6681 | NS      | $455777.82    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| SunPower Corp                  | SunPower Corp                          | CUSIP: 867652406<br>LEI: 549300TXO070764WUH65 | Long             | EC               | CORP              | US        |     16034 | NS      | $289093.02    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Agios Pharmaceuticals Inc      | Agios Pharmaceuticals Inc              | CUSIP: 00847X104<br>LEI: 529900ONJHY8EOGYT555 | Long             | EC               | CORP              | US        |      7727 | NS      | $216974.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc       | HomeTrust Bancshares Inc               | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8017 | NS      | $193770.89    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated Inc     | Coca-Cola Consolidated Inc             | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      1203 | NS      | $616369.08    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                        | NOW Inc                                | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     66810 | NS      | $848487.00    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Atara Biotherapeutics Inc      | Atara Biotherapeutics Inc              | CUSIP: 046513107<br>LEI: 549300WBXUXZRE03MS38 | Long             | EC               | CORP              | US        |     20043 | NS      | $65741.04     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-22

**Name of Applicant:** Legg Mason Global Asset Management Trust

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer