# EDGAR Filing Document

**Accession Number:** 0001474103
**File Stem:** 0000940400-26-007270
**Filing Date:** 2026-2
**Character Count:** 91820
**Document Hash:** b7b1c6ced335856e0420842a3c1d0507
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-007270.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0000940400-26-007270

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Legg Mason Global Asset Management Trust
- **CENTRAL INDEX KEY:** 0001474103

**ORGANIZATION NAME:**
- **EIN:** 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:** 26664716

**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:** One Madison Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10010

  - **Telephone number:** 1-800-691-6960

**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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $138566984.65

**Total Liabilities:** $229167.17

**Net Assets:** $138337817.48

**Cash Not Reported:** $224913.59

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000112923 | 0.77%                | 1.85%                | -0.45%               |
| Class ID C000112924 | 0.76%                | 1.73%                | -0.47%               |
| Class ID C000112925 | 0.76%                | 1.85%                | -0.49%               |
| Class ID C000112928 | 0.80%                | 1.84%                | -0.41%               |
| Class ID C000112929 | 0.83%                | 1.84%                | -0.37%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $677583.38               | $312731.55                                 |
| Month 2  | $1954636.45              | $307740.42                                 |
| Month 3  | $475088.59               | $-1272330.94                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Teekay Tankers Ltd             | Teekay Tankers Ltd                            | CUSIP: 000000000<br>LEI: 549300DE8ZAIYS2T6Q22 | Long             | EC               | CORP              | CA        |      9884 | NS      | $528003.28    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Rigel Pharmaceuticals Inc      | Rigel Pharmaceuticals Inc                     | CUSIP: 766559702<br>LEI: 529900KPTNUS5J8K9K66 | Long             | EC               | CORP              | US        |     10979 | NS      | $470230.57    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| SiriusPoint Ltd                | SiriusPoint Ltd                               | CUSIP: 000000000<br>LEI: 549300OGXFI85N3YZZ51 | Long             | EC               | CORP              | BM        |     36877 | NS      | $807237.53    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co            | Allegiant Travel Co                           | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     10843 | NS      | $924582.61    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| SSR Mining Inc                 | SSR Mining Inc                                | CUSIP: 784730103<br>LEI: 549300JD2KR7AB9DYJ38 | Long             | EC               | CORP              | US        |     51613 | NS      | $1131356.96   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys Inc                     | Qualys Inc                                    | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |      6479 | NS      | $861059.10    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc   | Collegium Pharmaceutical Inc                  | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Long             | EC               | CORP              | US        |     10342 | NS      | $478834.60    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Water Co Ltd      | Consolidated Water Co Ltd                     | CUSIP: 000000000<br>LEI: 5299001BMEW8X9VIJA73 | Long             | EC               | CORP              | KY        |     18950 | NS      | $668745.50    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Twist Bioscience Corp          | Twist Bioscience Corp                         | CUSIP: 90184D100<br>LEI: 549300T23BL59LCOH584 | Long             | EC               | CORP              | US        |      4384 | NS      | $139060.48    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| 10X Genomics Inc               | 10X Genomics Inc                              | CUSIP: 88025U109<br>LEI: 5493003Z6741WNLG7H43 | Long             | EC               | CORP              | US        |     30544 | NS      | $498172.64    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkermes PLC                   | Alkermes PLC                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |     16485 | NS      | $461250.30    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| LiveRamp Holdings Inc          | LiveRamp Holdings Inc                         | CUSIP: 53815P108<br>LEI: 254900GXS75LG1X7RF88 | Long             | EC               | CORP              | US        |     10562 | NS      | $310205.94    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Extreme Networks Inc           | Extreme Networks Inc                          | CUSIP: 30226D106<br>LEI: 549300WRECW11X94UB57 | Long             | EC               | CORP              | US        |     22430 | NS      | $373459.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| American Eagle Outfitters Inc  | American Eagle Outfitters Inc                 | CUSIP: 02553E106<br>LEI: 5299001Z9HXK01DHW793 | Long             | EC               | CORP              | US        |     23916 | NS      | $630664.92    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Bancorp Inc              | Eagle Bancorp Inc                             | CUSIP: 268948106<br>LEI: 549300B47NZODRMG3D47 | Long             | EC               | CORP              | US        |      8660 | NS      | $185497.20    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc            | Cal-Maine Foods Inc                           | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      9780 | NS      | $778194.60    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solu | Kratos Defense & Security Solutions Inc       | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |     12410 | NS      | $942043.10    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp        | Magnolia Oil & Gas Corp                       | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10028 | NS      | $219512.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Talos Energy Inc               | Talos Energy Inc                              | CUSIP: 87484T108<br>LEI: 549300OKFHZ84SFJFT95 | Long             | EC               | CORP              | US        |     74725 | NS      | $823469.50    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| ADMA Biologics Inc             | ADMA Biologics Inc                            | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22247 | NS      | $405785.28    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Porch Group Inc                | Porch Group Inc                               | CUSIP: 733245104<br>LEI: 549300NXEI7CVW8IXQ90 | Long             | EC               | CORP              | US        |     40902 | NS      | $373435.26    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Northfield Bancorp Inc         | Northfield Bancorp Inc                        | CUSIP: 66611T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16902 | NS      | $193189.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc   | Catalyst Pharmaceuticals Inc                  | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |     15615 | NS      | $364454.10    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWater Technology Inc        | SkyWater Technology Inc                       | CUSIP: 83089J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41521 | NS      | $754021.36    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properti | Innovative Industrial Properties Inc          | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |     15141 | NS      | $717077.76    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Enova International Inc        | Enova International Inc                       | CUSIP: 29357K103<br>LEI: 549300O8XOCQSB49UO63 | Long             | EC               | CORP              | US        |      6361 | NS      | $999949.20    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co            | Century Aluminum Co                           | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |     11698 | NS      | $458327.64    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Hovnanian Enterprises Inc      | Hovnanian Enterprises Inc                     | CUSIP: 442487401<br>LEI: 549300805N4EF0ROBT53 | Long             | EC               | CORP              | US        |      2415 | NS      | $235559.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                   | Sanmina Corp                                  | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |      6950 | NS      | $1042986.50   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp                | Otter Tail Corp                               | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6314 | NS      | $510234.34    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus Inc                   | Cargurus Inc                                  | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     10426 | NS      | $399837.10    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bladex                         | Banco Latinoamericano de Comercio Exterior SA | CUSIP: 000000000<br>LEI: 549300CN3134K4LC0651 | Long             | EC               | CORP              | PA        |     14183 | NS      | $632561.80    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ACADIA Pharmaceuticals Inc     | ACADIA Pharmaceuticals Inc                    | CUSIP: 004225108<br>LEI: 529900O3044NO0PEA039 | Long             | EC               | CORP              | US        |     15236 | NS      | $406953.56    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Sezzle Inc                     | Sezzle Inc                                    | CUSIP: 78435P105<br>LEI: 9845000CA64541AE3I35 | Long             | EC               | CORP              | US        |      2427 | NS      | $154053.83    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Murphy Oil Corp                | Murphy Oil Corp                               | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | EC               | CORP              | US        |     17378 | NS      | $543062.50    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardelyx Inc                    | Ardelyx Inc                                   | CUSIP: 039697107<br>LEI: 549300F542QR4SXHCY32 | Long             | EC               | CORP              | US        |     28104 | NS      | $163846.32    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Arrowhead Pharmaceuticals Inc  | Arrowhead Pharmaceuticals Inc                 | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | EC               | CORP              | US        |     13964 | NS      | $927069.96    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                 | BankUnited Inc                                | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |     13872 | NS      | $618275.04    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                 | Photronics Inc                                | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |     23171 | NS      | $741472.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc            | Scorpio Tankers Inc                           | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MC        |     12378 | NS      | $629173.74    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Associated Banc-Corp           | Associated Banc-Corp                          | CUSIP: 045487105<br>LEI: 549300N3CIN473IW5094 | Long             | EC               | CORP              | US        |     16474 | NS      | $424370.24    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Radian Group Inc               | Radian Group Inc                              | CUSIP: 750236101<br>LEI: 54930005OUP720S5U385 | Long             | EC               | CORP              | US        |     28870 | NS      | $1039031.30   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Zeta Global Holdings Corp      | Zeta Global Holdings Corp                     | CUSIP: 98956A105<br>LEI: 2549008P9XSJQHGQ9S27 | Long             | EC               | CORP              | US        |     34532 | NS      | $702726.20    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp          | Playtika Holding Corp                         | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | IL        |     36588 | NS      | $144522.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| StoneCo Ltd                    | StoneCo Ltd                                   | CUSIP: 000000000<br>LEI: 549300O1A9LEF0XZCR35 | Long             | EC               | CORP              | BR        |     48542 | NS      | $717936.18    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmark Group Inc              | Newmark Group Inc                             | CUSIP: 65158N102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22425 | NS      | $388849.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontdoor Inc                  | Frontdoor Inc                                 | CUSIP: 35905A109<br>LEI: 5493008RB0JZJI3QGZ06 | Long             | EC               | CORP              | US        |      8854 | NS      | $510787.26    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| EnerSys                        | EnerSys                                       | CUSIP: 29275Y102<br>LEI: 7ZS3DE5PN30BYUJFWP05 | Long             | EC               | CORP              | US        |      6214 | NS      | $911904.50    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings Inc     | Organogenesis Holdings Inc                    | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     18358 | NS      | $95094.44     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Therapeutics Inc           | PTC Therapeutics Inc                          | CUSIP: 69366J200<br>LEI: 549300UJLWOIWFDGB318 | Long             | EC               | CORP              | US        |      8164 | NS      | $620137.44    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Akebia Therapeutics Inc        | Akebia Therapeutics Inc                       | CUSIP: 00972D105<br>LEI: 549300CBQEHMKEEGNX42 | Long             | EC               | CORP              | US        |     38648 | NS      | $62223.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                  | EverQuote Inc                                 | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25064 | NS      | $676728.00    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Legalzoom.com Inc              | Legalzoom.com Inc                             | CUSIP: 52466B103<br>LEI: 5493000L8EBF74Y9JZ48 | Long             | EC               | CORP              | US        |     70209 | NS      | $697175.37    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| American Assets Trust Inc      | American Assets Trust Inc                     | CUSIP: 024013104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     12794 | NS      | $242190.42    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| USANA Health Sciences Inc      | USANA Health Sciences Inc                     | CUSIP: 90328M107<br>LEI: 549300YTURXE814MAH96 | Long             | EC               | CORP              | US        |      4063 | NS      | $79756.69     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corp            | Xerox Holdings Corp                           | CUSIP: 98421M106<br>LEI: 5493000Y33XDVO2CXC18 | Long             | EC               | CORP              | US        |     17746 | NS      | $42058.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Piedmont Realty Trust Inc      | Piedmont Realty Trust Inc                     | CUSIP: 720190206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19854 | NS      | $165582.36    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabra Health Care REIT Inc     | Sabra Health Care REIT Inc                    | CUSIP: 78573L106<br>LEI: 549300E3BC7GU7TAZ621 | Long             | EC               | CORP              | US        |     33217 | NS      | $629129.98    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Yext Inc                       | Yext Inc                                      | CUSIP: 98585N106<br>LEI: 5299008ZQSBBVH7K0589 | Long             | EC               | CORP              | US        |     33487 | NS      | $269905.22    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Titan Machinery Inc            | Titan Machinery Inc                           | CUSIP: 88830R101<br>LEI: 549300835ZM8G0BT5C94 | Long             | EC               | CORP              | US        |     34215 | NS      | $514593.60    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Navient Corp                   | Navient Corp                                  | CUSIP: 63938C108<br>LEI: 54930067J0ZNOEBRW338 | Long             | EC               | CORP              | US        |     13394 | NS      | $174122.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Contra Surface Oncolog         | Contra Surface Oncolog                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     43029 | NS      | $4800.32      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Niagen Bioscience Inc          | Niagen Bioscience Inc                         | CUSIP: 171077407<br>LEI: 529900OPI7B8JPXCVS70 | Long             | EC               | CORP              | US        |     59176 | NS      | $376359.36    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Enterprise Financial Services  | Enterprise Financial Services Corp            | CUSIP: 293712105<br>LEI: 5493001XTU5DLD632129 | Long             | EC               | CORP              | US        |      6758 | NS      | $364932.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley National Bancorp        | Valley National Bancorp                       | CUSIP: 919794107<br>LEI: 549300ET52S1UBIB9762 | Long             | EC               | CORP              | US        |     72018 | NS      | $841170.24    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Spire Inc                      | Spire Inc                                     | CUSIP: 84857L101<br>LEI: 549300NXSY15DRY2R511 | Long             | EC               | CORP              | US        |      5160 | NS      | $426732.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST        | PEBBLEBROOK HOTEL TRUST                       | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | EC               | CORP              | US        |     14541 | NS      | $164604.12    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Adaptive Biotechnologies Corp  | Adaptive Biotechnologies Corp                 | CUSIP: 00650F109<br>LEI: 549300ZTF7OT1FW66Q96 | Long             | EC               | CORP              | US        |     30238 | NS      | $491065.12    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                   | Glaukos Corp                                  | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |      2633 | NS      | $297292.03    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoals Technologies Group Inc  | Shoals Technologies Group Inc                 | CUSIP: 82489W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     92064 | NS      | $782544.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Appian Corp                    | Appian Corp                                   | CUSIP: 03782L101<br>LEI: 529900NIARIFW7HGU386 | Long             | EC               | CORP              | US        |      9838 | NS      | $348461.96    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc               | MiMedx Group Inc                              | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38671 | NS      | $261802.67    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares Inc     | ServisFirst Bancshares Inc                    | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1461 | NS      | $104885.19    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hawkins Inc                    | Hawkins Inc                                   | CUSIP: 420261109<br>LEI: 549300VL3IJ23OWX1Y34 | Long             | EC               | CORP              | US        |      4668 | NS      | $663136.08    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies Inc           | TTM Technologies Inc                          | CUSIP: 87305R109<br>LEI: 549300SC4BDOIS008048 | Long             | EC               | CORP              | US        |      5283 | NS      | $364527.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Univest Financial Corp         | Univest Financial Corp                        | CUSIP: 915271100<br>LEI: 4WII2HCR8UEWNU03U507 | Long             | EC               | CORP              | US        |     11395 | NS      | $373072.30    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Tecnoglass Inc                 | Tecnoglass Inc                                | CUSIP: 000000000<br>LEI: 529900YRWTPOC2E6IO67 | Long             | EC               | CORP              | US        |      5324 | NS      | $267903.68    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva Inc                   | Innoviva Inc                                  | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     22280 | NS      | $445377.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc         | Hims & Hers Health Inc                        | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |     19673 | NS      | $638782.31    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Powell Industries Inc          | Powell Industries Inc                         | CUSIP: 739128106<br>LEI: 549300V08RO7MX2UBN26 | Long             | EC               | CORP              | US        |      2587 | NS      | $824683.86    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc   | Adtalem Global Education Inc                  | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |      6700 | NS      | $693249.00    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co        | Modine Manufacturing Co                       | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |      2102 | NS      | $280638.02    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nextpower Inc                  | Nextpower Inc                                 | CUSIP: 65290E101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14529 | NS      | $1265621.19   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonos Inc                      | Sonos Inc                                     | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |      8799 | NS      | $154510.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| National Health Investors Inc  | National Health Investors Inc                 | CUSIP: 63633D104<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | EC               | CORP              | US        |      6416 | NS      | $489989.92    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Par Pacific Holdings Inc       | Par Pacific Holdings Inc                      | CUSIP: 69888T207<br>LEI: 549300BTNS7MHSHRLR55 | Long             | EC               | CORP              | US        |     19772 | NS      | $694788.08    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos              | Piper Sandler Cos                             | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       746 | NS      | $253423.66    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Oklo Inc                       | Oklo Inc                                      | CUSIP: 02156V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4340 | NS      | $311438.40    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vericel Corp                   | Vericel Corp                                  | CUSIP: 92346J108<br>LEI: 54930076YM3PLTDR4B91 | Long             | EC               | CORP              | US        |      6038 | NS      | $217428.38    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Groupon Inc                    | Groupon Inc                                   | CUSIP: 399473206<br>LEI: 5299005W5W1R5POQJL03 | Long             | EC               | CORP              | US        |     18696 | NS      | $329236.56    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Protagonist Therapeutics Inc   | Protagonist Therapeutics Inc                  | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7471 | NS      | $652517.14    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Terex Corp                     | Terex Corp                                    | CUSIP: 880779103<br>LEI: YAWJZJYEQ7M1SYMOS462 | Long             | EC               | CORP              | US        |     10426 | NS      | $556539.88    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc      | DigitalOcean Holdings Inc                     | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Long             | EC               | CORP              | US        |     10577 | NS      | $508965.24    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Polaris Inc                    | Polaris Inc                                   | CUSIP: 731068102<br>LEI: 549300QJSN8UVWN1EI78 | Long             | EC               | CORP              | US        |     13028 | NS      | $824021.00    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| California Resources Corp      | California Resources Corp                     | CUSIP: 13057Q305<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | EC               | CORP              | US        |     17235 | NS      | $770576.85    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Bird Corp                 | Blue Bird Corp                                | CUSIP: 095306106<br>LEI: 5493004ZXJUUWQ65ER59 | Long             | EC               | CORP              | US        |     13286 | NS      | $624442.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp     | Sensient Technologies Corp                    | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |      4421 | NS      | $415352.95    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Turning Point Brands Inc       | Turning Point Brands Inc                      | CUSIP: 90041L105<br>LEI: 549300IYG00QF0VVP302 | Long             | EC               | CORP              | US        |      3330 | NS      | $360972.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSERTIO HOLDINGS CVR          | ASSERTIO HOLDINGS CVR                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62783 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| iRadimed Corp                  | iRadimed Corp                                 | CUSIP: 46266A109<br>LEI: 549300YVHWP0YJ1YW816 | Long             | EC               | CORP              | US        |      7601 | NS      | $739425.28    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUEPRINT MEDICINES CORP       | BLUEPRINT MEDICINES CORP                      | CUSIP: 096CVR048<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3400 | NS      | $1564.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| USA TODAY Co Inc               | USA TODAY Co Inc                              | CUSIP: 36472T109<br>LEI: 549300JQ2PU0RI3ZBA32 | Long             | EC               | CORP              | US        |     76148 | NS      | $392162.20    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies Inc          | SIGA Technologies Inc                         | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     38480 | NS      | $235112.80    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| DNOW Inc                       | DNOW Inc                                      | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |     59311 | NS      | $785870.75    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                  | Interface Inc                                 | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |     20358 | NS      | $568395.36    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son L | Bank of NT Butterfield & Son Ltd/The          | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |     16427 | NS      | $818393.14    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Hotel Properties Inc    | Summit Hotel Properties Inc                   | CUSIP: 866082100<br>LEI: 254900OBQWJK6X20LS71 | Long             | EC               | CORP              | US        |     48107 | NS      | $234281.09    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Teekay Corp Ltd                | Teekay Corp Ltd                               | CUSIP: 000000000<br>LEI: YHKQM2RIPKZYOZ6RVZ46 | Long             | EC               | CORP              | BM        |     60210 | NS      | $543696.30    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Bel Fuse Inc                   | Bel Fuse Inc                                  | CUSIP: 077347300<br>LEI: 2549009L4XYDBRRY6X39 | Long             | EC               | CORP              | US        |      5067 | NS      | $859515.21    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp            | Centrus Energy Corp                           | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Long             | EC               | CORP              | US        |      1528 | NS      | $370937.28    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TG Therapeutics Inc            | TG Therapeutics Inc                           | CUSIP: 88322Q108<br>LEI: 529900X21UKABN9NJ529 | Long             | EC               | CORP              | US        |     15558 | NS      | $463783.98    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp         | Primoris Services Corp                        | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |      7940 | NS      | $985671.60    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Sylvamo Corp                   | Sylvamo Corp                                  | CUSIP: 871332102<br>LEI: 5493001AOYU1ZOWOC971 | Long             | EC               | CORP              | US        |      6279 | NS      | $302333.85    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive Inc         | Group 1 Automotive Inc                        | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      1809 | NS      | $711479.70    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc   | Ironwood Pharmaceuticals Inc                  | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |     85633 | NS      | $288583.21    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Diebold Nixdorf Inc            | Diebold Nixdorf Inc                           | CUSIP: 253651202<br>LEI: 549300XZK6EWDBAZSY16 | Long             | EC               | CORP              | US        |      7916 | NS      | $537417.24    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Inc     | Ligand Pharmaceuticals Inc                    | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |      3875 | NS      | $732646.25    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| AEGLEA BIOTHERAPEUTICS INC CVR | AEGLEA BIOTHERAPEUTICS INC CVR                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30064 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Texas Capital Bancshares Inc   | Texas Capital Bancshares Inc                  | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      9211 | NS      | $833963.94    | 0.60%             |  |  |  | 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        |       673 | NS      | $17094.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc        | Peloton Interactive Inc                       | CUSIP: 70614W100<br>LEI: 5493002YS021166W0339 | Long             | EC               | CORP              | US        |    103236 | NS      | $635933.76    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| iRhythm Technologies Inc       | iRhythm Technologies Inc                      | CUSIP: 450056106<br>LEI: 549300FJI72RJGDQS384 | Long             | EC               | CORP              | US        |      5185 | NS      | $920026.40    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Rhythm Pharmaceuticals Inc     | Rhythm Pharmaceuticals Inc                    | CUSIP: 76243J105<br>LEI: 529900JPNWXQ8DPLA551 | Long             | EC               | CORP              | US        |      4949 | NS      | $529740.96    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Upwork Inc                     | Upwork Inc                                    | CUSIP: 91688F104<br>LEI: 5493004QJ6WWBXVE2S70 | Long             | EC               | CORP              | US        |     42454 | NS      | $841438.28    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Cinemark Holdings Inc          | Cinemark Holdings Inc                         | CUSIP: 17243V102<br>LEI: 549300LL2QMPTYIE0K55 | Long             | EC               | CORP              | US        |     14944 | NS      | $347298.56    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc        | Kimball Electronics Inc                       | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |     23593 | NS      | $656357.26    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc        | Alexander & Baldwin Inc                       | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23248 | NS      | $479838.72    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Indivior PLC                   | Indivior PLC                                  | CUSIP: 000000000<br>LEI: 213800V3NCQTY7IED471 | Long             | EC               | CORP              | GB        |      9155 | NS      | $328481.40    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Theravance Biopharma Inc       | Theravance Biopharma Inc                      | CUSIP: 000000000<br>LEI: 5493007VTSXP4Z6MIW52 | Long             | EC               | CORP              | KY        |     45219 | NS      | $846047.49    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Farmland Partners Inc          | Farmland Partners Inc                         | CUSIP: 31154R109<br>LEI: 549300LB188CHPZ4IL37 | Long             | EC               | CORP              | US        |     52762 | NS      | $511263.78    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| RealReal Inc/The               | RealReal Inc/The                              | CUSIP: 88339P101<br>LEI: 549300O00VUGT4H1PE90 | Long             | EC               | CORP              | US        |     26249 | NS      | $414209.22    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| PDL BioPharma Inc              | PDL BioPharma Inc                             | CUSIP: 69329Y104<br>LEI: FE4K0NQFI4D86DSOL165 | Long             | EC               | CORP              | US        |    152500 | NS      | $9540.40      | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Ryerson Holding Corp           | Ryerson Holding Corp                          | CUSIP: 783754104<br>LEI: 549300JMA41B3ZHOVE45 | Long             | EC               | CORP              | US        |      6897 | NS      | $173528.52    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NETGEAR Inc                    | NETGEAR Inc                                   | CUSIP: 64111Q104<br>LEI: 54930067KX3UNRHDWA78 | Long             | EC               | CORP              | US        |     21831 | NS      | $535514.43    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Abercrombie & Fitch Co         | Abercrombie & Fitch Co                        | CUSIP: 002896207<br>LEI: 5493000J7LL72TOGT983 | Long             | EC               | CORP              | US        |      5023 | NS      | $632245.01    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Golar LNG Ltd                  | Golar LNG Ltd                                 | CUSIP: 000000000<br>LEI: 213800C2VSFZG3EZLO34 | Long             | EC               | CORP              | BM        |      7532 | NS      | $280265.72    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| 8x8 Inc                        | 8x8 Inc                                       | CUSIP: 282914100<br>LEI: 254900XWSOC5U1BRW939 | Long             | EC               | CORP              | US        |     41022 | NS      | $80813.34     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial Inc          | Jackson Financial Inc                         | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |     10589 | NS      | $1129316.85   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Riley Exploration Permian Inc  | Riley Exploration Permian Inc                 | CUSIP: 76665T102<br>LEI: 5493008CUBI02XP43Q95 | Long             | EC               | CORP              | US        |      7196 | NS      | $189974.40    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabot Corp                     | Cabot Corp                                    | CUSIP: 127055101<br>LEI: K05C0SER542GQ6VLRO68 | Long             | EC               | CORP              | US        |      5670 | NS      | $375807.60    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ANI Pharmaceuticals Inc        | ANI Pharmaceuticals Inc                       | CUSIP: 00182C103<br>LEI: 5493000T6CXTND40YH31 | Long             | EC               | CORP              | US        |      1508 | NS      | $119041.52    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre Corp                     | Sabre Corp                                    | CUSIP: 78573M104<br>LEI: 529900VKCYZW8GZ4WW58 | Long             | EC               | CORP              | US        |    201589 | NS      | $274161.04    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Acadian Asset Management Inc   | Acadian Asset Management Inc                  | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |     19817 | NS      | $931399.00    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| G-III Apparel Group Ltd        | G-III Apparel Group Ltd                       | CUSIP: 36237H101<br>LEI: 529900O5KABM3R3SFM87 | Long             | EC               | CORP              | US        |     10691 | NS      | $309611.36    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Gulfport Energy Corp           | Gulfport Energy Corp                          | CUSIP: 402635502<br>LEI: 254900DJRGZBUZ3F5038 | Long             | EC               | CORP              | US        |      2406 | NS      | $500423.94    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises Inc        | Insight Enterprises Inc                       | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |      2474 | NS      | $201556.78    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                        | KB Home                                       | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      4940 | NS      | $278665.40    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Costamare Inc                  | Costamare Inc                                 | CUSIP: 000000000<br>LEI: 5299003L6NPTZ25LN818 | Long             | EC               | CORP              | MC        |     50843 | NS      | $802810.97    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc          | Lantheus Holdings Inc                         | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |      7757 | NS      | $516228.35    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial Inc         | Pathward Financial Inc                        | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      4903 | NS      | $348113.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp          | Integer Holdings Corp                         | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Long             | EC               | CORP              | US        |      3908 | NS      | $306504.44    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings  | Sun Country Airlines Holdings Inc             | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |     49267 | NS      | $708952.13    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| LivaNova PLC                   | LivaNova PLC                                  | CUSIP: 000000000<br>LEI: 2138001K2FX6SHK2B339 | Long             | EC               | CORP              | GB        |     14743 | NS      | $907136.79    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| United Natural Foods Inc       | United Natural Foods Inc                      | CUSIP: 911163103<br>LEI: 549300GKGW6WPZ282D40 | Long             | EC               | CORP              | US        |     24432 | NS      | $822625.44    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Yelp Inc                       | Yelp Inc                                      | CUSIP: 985817105<br>LEI: 5299007OU2DOSXPQBO35 | Long             | EC               | CORP              | US        |     17379 | NS      | $528147.81    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp           | SL Green Realty Corp                          | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             | EC               | CORP              | US        |      3020 | NS      | $138527.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                      | Adeia Inc                                     | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23693 | NS      | $408704.25    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Nu Skin Enterprises Inc        | Nu Skin Enterprises Inc                       | CUSIP: 67018T105<br>LEI: 54930050DETB6CP71D38 | Long             | EC               | CORP              | US        |     55726 | NS      | $536084.12    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Rush Street Interactive Inc    | Rush Street Interactive Inc                   | CUSIP: 782011100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18313 | NS      | $355821.59    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynavax Technologies Corp      | Dynavax Technologies Corp                     | CUSIP: 268158201<br>LEI: 549300T5URIXWDILX594 | Long             | EC               | CORP              | US        |      9622 | NS      | $147986.36    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lumen Technologies Inc         | Lumen Technologies Inc                        | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | EC               | CORP              | US        |    168443 | NS      | $1308802.11   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Embecta Corp                   | Embecta Corp                                  | CUSIP: 29082K105<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | EC               | CORP              | US        |     24565 | NS      | $291832.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Commvault Systems Inc          | Commvault Systems Inc                         | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Long             | EC               | CORP              | US        |      6608 | NS      | $828378.88    | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                  | M/I Homes Inc                                 | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      6025 | NS      | $770898.75    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                 | Astronics Corp                                | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |     13398 | NS      | $726707.52    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp            | Peabody Energy Corp                           | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | EC               | CORP              | US        |     17698 | NS      | $525630.60    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp     | Amalgamated Financial Corp                    | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9590 | NS      | $307167.70    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ScanSource Inc                 | ScanSource Inc                                | CUSIP: 806037107<br>LEI: 7FHBAN017QDY4K2KP156 | Long             | EC               | CORP              | US        |     10736 | NS      | $419348.16    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc   | BioCryst Pharmaceuticals Inc                  | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Long             | EC               | CORP              | US        |     46947 | NS      | $366186.60    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Genworth Financial Inc         | Genworth Financial Inc                        | CUSIP: 37247D106<br>LEI: 549300EMCG286BDNKJ33 | Long             | EC               | CORP              | US        |     86894 | NS      | $784652.82    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Amneal Pharmaceuticals Inc     | Amneal Pharmaceuticals Inc                    | CUSIP: 03168L105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22450 | NS      | $282870.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Tutor Perini Corp              | Tutor Perini Corp                             | CUSIP: 901109108<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | EC               | CORP              | US        |     15879 | NS      | $1064210.58   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Aurinia Pharmaceuticals Inc    | Aurinia Pharmaceuticals Inc                   | CUSIP: 05156V102<br>LEI: 5299008YP2BW4570ML28 | Long             | EC               | CORP              | CA        |     31243 | NS      | $498325.85    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc      | Benchmark Electronics Inc                     | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |      9186 | NS      | $392793.36    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SkyWest Inc                    | SkyWest Inc                                   | CUSIP: 830879102<br>LEI: 529900UYS2KGS6Z42P09 | Long             | EC               | CORP              | US        |      8693 | NS      | $872864.13    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeMD Inc                     | LifeMD Inc                                    | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25621 | NS      | $87367.61     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Weave Communications Inc       | Weave Communications Inc                      | CUSIP: 94724R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19912 | NS      | $151132.08    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings I | Harmony Biosciences Holdings Inc              | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17493 | NS      | $654588.06    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp Inc/The                | Bancorp Inc/The                               | CUSIP: 05969A105<br>LEI: 894500FP2ICT1B019Y71 | Long             | EC               | CORP              | US        |     10967 | NS      | $740491.84    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson Inc                     | Matson Inc                                    | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      2702 | NS      | $333832.10    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| United Community Banks Inc/GA  | United Community Banks Inc/GA                 | CUSIP: 90984P303<br>LEI: 549300GVW0FV66X3U703 | Long             | EC               | CORP              | US        |      8296 | NS      | $259001.12    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| DHT Holdings Inc               | DHT Holdings Inc                              | CUSIP: 000000000<br>LEI: 549300SMD6IVZYT74K40 | Long             | EC               | CORP              | BM        |     34683 | NS      | $423479.43    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parks & Resorts Inc     | United Parks & Resorts Inc                    | CUSIP: 81282V100<br>LEI: 529900G0H4NV3IIK3269 | Long             | EC               | CORP              | US        |      5023 | NS      | $182334.90    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoke Therapeutics Inc         | Stoke Therapeutics Inc                        | CUSIP: 86150R107<br>LEI: 549300RD25SS2DIJHJ67 | Long             | EC               | CORP              | US        |     18705 | NS      | $593696.70    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co           | Commercial Metals Co                          | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |      9967 | NS      | $689915.74    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Brinker International Inc      | Brinker International Inc                     | CUSIP: 109641100<br>LEI: 52990067JY6PBGJNTG76 | Long             | EC               | CORP              | US        |      6456 | NS      | $926565.12    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Pagseguro Digital Ltd          | Pagseguro Digital Ltd                         | CUSIP: 000000000<br>LEI: 391200VY4YW47I4HGH62 | Long             | EC               | CORP              | BR        |     77287 | NS      | $745046.68    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc             | Axos Financial Inc                            | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |     10857 | NS      | $935439.12    | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                      | Asana Inc                                     | CUSIP: 04342Y104<br>LEI: 254900X7UAJNMLPLZ510 | Long             | EC               | CORP              | US        |     13281 | NS      | $182082.51    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp               | Haemonetics Corp                              | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |      6698 | NS      | $536844.70    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                      | Argan Inc                                     | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |      2405 | NS      | $753534.60    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Treasury Portfolio     | Invesco Treasury Portfolio                    | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |   2033096 | NS      | $2033096.16   | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightstar Lottery PLC         | Brightstar Lottery PLC                        | CUSIP: 000000000<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | EC               | CORP              | GB        |     46280 | NS      | $716414.40    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| JBG SMITH Properties           | JBG SMITH Properties                          | CUSIP: 46590V100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24276 | NS      | $412934.76    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Group SGHC Ltd           | Super Group SGHC Ltd                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | GG        |     73095 | NS      | $873485.25    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| ACI Worldwide Inc              | ACI Worldwide Inc                             | CUSIP: 004498101<br>LEI: 5493003BPVMZUJ6F5C02 | Long             | EC               | CORP              | US        |     14208 | NS      | $679284.48    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                       | Fabrinet                                      | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | TH        |      2232 | NS      | $1016184.96   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| First BanCorp/Puerto Rico      | First BanCorp/Puerto Rico                     | CUSIP: 318672706<br>LEI: N/A                  | Long             | EC               | CORP              | PR        |     39487 | NS      | $818565.51    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Stitch Fix Inc                 | Stitch Fix Inc                                | CUSIP: 860897107<br>LEI: 549300TNHOVBOJZIYE72 | Long             | EC               | CORP              | US        |     90208 | NS      | $473592.00    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc              | Olympic Steel Inc                             | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      5787 | NS      | $247596.80    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| IBEX Holdings Ltd              | IBEX Holdings Ltd                             | CUSIP: 000000000<br>LEI: 5493000GRFLPVYU2CX17 | Long             | EC               | CORP              | US        |     19056 | NS      | $727558.08    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp   | Select Medical Holdings Corp                  | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53653 | NS      | $796747.05    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Myriad Genetics Inc            | Myriad Genetics Inc                           | CUSIP: 62855J104<br>LEI: 52990044IHUOUMETT163 | Long             | EC               | CORP              | US        |      7244 | NS      | $44550.60     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International  | Power Solutions International Inc             | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |      7687 | NS      | $439235.18    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Managem | Artisan Partners Asset Management Inc         | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |     18301 | NS      | $745582.74    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble Inc                     | Bumble Inc                                    | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24433 | NS      | $87225.81     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut Inc                     | Cricut Inc                                    | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |    105607 | NS      | $522754.65    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp         | Progress Software Corp                        | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Long             | EC               | CORP              | US        |      6741 | NS      | $289593.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Signet Jewelers Ltd            | Signet Jewelers Ltd                           | CUSIP: 000000000<br>LEI: 549300N3XPGE91WV7M22 | Long             | EC               | CORP              | US        |      8575 | NS      | $710696.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloom Energy Corp              | Bloom Energy Corp                             | CUSIP: 093712107<br>LEI: 549300XB5J9BFW5JXV97 | Long             | EC               | CORP              | US        |     17641 | NS      | $1532826.49   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd               | Essent Group Ltd                              | CUSIP: 000000000<br>LEI: 254900QUO860OUT6ZF83 | Long             | EC               | CORP              | BM        |     13726 | NS      | $892327.26    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Veracyte Inc                   | Veracyte Inc                                  | CUSIP: 92337F107<br>LEI: 529900ESWZRHXOW27Z37 | Long             | EC               | CORP              | US        |      9528 | NS      | $401128.80    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| BOX INC                        | BOX INC                                       | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Long             | EC               | CORP              | US        |     13872 | NS      | $414911.52    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Forestar Group Inc             | Forestar Group Inc                            | CUSIP: 346232101<br>LEI: 549300BC2UB0GHV60V70 | Long             | EC               | CORP              | US        |      9301 | NS      | $229083.63    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                     | CareDx Inc                                    | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |     19628 | NS      | $369791.52    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp          | Independent Bank Corp                         | CUSIP: 453836108<br>LEI: 549300C5K3W8THR3GE10 | Long             | EC               | CORP              | US        |      7186 | NS      | $525152.88    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Genie Energy Ltd               | Genie Energy Ltd                              | CUSIP: 372284208<br>LEI: 52990057E36X8869GX58 | Long             | EC               | CORP              | US        |      9218 | NS      | $127024.04    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc           | Bridgebio Pharma Inc                          | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Long             | EC               | CORP              | US        |      7201 | NS      | $550804.49    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Credo Technology Group Holding | Credo Technology Group Holding Ltd            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11654 | NS      | $1676894.06   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp             | Varex Imaging Corp                            | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |     11010 | NS      | $128266.50    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| RPC Inc                        | RPC Inc                                       | CUSIP: 749660106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     77607 | NS      | $422182.08    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Inc                     | Tanger Inc                                    | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               | CORP              | US        |     13840 | NS      | $461840.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Cimpress PLC                   | Cimpress PLC                                  | CUSIP: 000000000<br>LEI: 549300X1IFD75XISOR81 | Long             | EC               | CORP              | IE        |      4050 | NS      | $269689.50    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc   | Watts Water Technologies Inc                  | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |      2001 | NS      | $552316.02    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| OFG Bancorp                    | OFG Bancorp                                   | CUSIP: 67103X102<br>LEI: 549300Q4QEXJ37LEXQ06 | Long             | EC               | CORP              | PR        |     16011 | NS      | $656130.78    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                     | Atkore Inc                                    | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     10013 | NS      | $633322.25    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions Inc      | Emergent BioSolutions Inc                     | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     35200 | NS      | $435072.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Amicus Therapeutics Inc        | Amicus Therapeutics Inc                       | CUSIP: 03152W109<br>LEI: 549300MRD1SMUTNBPQ53 | Long             | EC               | CORP              | US        |     43800 | NS      | $623712.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcutis Biotherapeutics Inc    | Arcutis Biotherapeutics Inc                   | CUSIP: 03969K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9802 | NS      | $284650.08    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Perdoceo Education Corp        | Perdoceo Education Corp                       | CUSIP: 71363P106<br>LEI: 529900X5PCA184O9LY90 | Long             | EC               | CORP              | US        |     16220 | NS      | $475732.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp                    | Kohl's Corp                                   | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | EC               | CORP              | US        |     36779 | NS      | $750659.39    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| HomeTrust Bancshares Inc       | HomeTrust Bancshares Inc                      | CUSIP: 437872104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6712 | NS      | $288213.28    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                    | Deluxe Corp                                   | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     14765 | NS      | $329702.45    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Dave Inc                       | Dave Inc                                      | CUSIP: 23834J201<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1341 | NS      | $296910.81    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Krystal Biotech Inc            | Krystal Biotech Inc                           | CUSIP: 501147102<br>LEI: 549300YONUY68210OE41 | Long             | EC               | CORP              | US        |      2017 | NS      | $497271.18    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaiser Aluminum Corp           | Kaiser Aluminum Corp                          | CUSIP: 483007704<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4009 | NS      | $460473.74    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Puma Biotechnology Inc         | Puma Biotechnology Inc                        | CUSIP: 74587V107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69483 | NS      | $413423.85    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| InterDigital Inc               | InterDigital Inc                              | CUSIP: 45867G101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3815 | NS      | $1214619.70   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Curbline Properties Corp       | Curbline Properties Corp                      | CUSIP: 23128Q101<br>LEI: 529900PGR41LH0I81I15 | Long             | EC               | CORP              | US        |      6771 | NS      | $157154.91    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| MannKind Corp                  | MannKind Corp                                 | CUSIP: 56400P706<br>LEI: 213800GFBCNY1ZFST722 | Long             | EC               | CORP              | US        |     28930 | NS      | $164033.10    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Q2 Holdings Inc                | Q2 Holdings Inc                               | CUSIP: 74736L109<br>LEI: 549300M9RKR9DZXWS696 | Long             | EC               | CORP              | US        |      6435 | NS      | $464349.60    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Preferred Bank/Los Angeles CA  | Preferred Bank/Los Angeles CA                 | CUSIP: 740367404<br>LEI: 5493007K6HGI9G0ECX16 | Long             | EC               | CORP              | US        |      4247 | NS      | $401044.21    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries Inc       | Winnebago Industries Inc                      | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      8415 | NS      | $340975.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc | Tactile Systems Technology Inc                | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |     27370 | NS      | $793730.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| REV Group Inc                  | REV Group Inc                                 | CUSIP: 749527107<br>LEI: 549300SRD0SIG5ZZ3X20 | Long             | EC               | CORP              | US        |     14920 | NS      | $907285.20    | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                     | Rambus Inc                                    | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     12573 | NS      | $1155332.97   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp Inc          | Customers Bancorp Inc                         | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      8930 | NS      | $652961.60    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Bread Financial Holdings Inc   | Bread Financial Holdings Inc                  | CUSIP: 018581108<br>LEI: 549300G8S4PO686J7H97 | Long             | EC               | CORP              | US        |      3076 | NS      | $227716.28    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc               | A10 Networks Inc                              | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |     29774 | NS      | $526702.06    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc      | Mirum Pharmaceuticals Inc                     | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Long             | EC               | CORP              | US        |      2723 | NS      | $215089.77    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Corp/MI       | Independent Bank Corp/MI                      | CUSIP: 453838609<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6415 | NS      | $208679.95    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Financial Corp           | First Financial Corp                          | CUSIP: 320218100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5537 | NS      | $334545.54    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Public Education Inc  | American Public Education Inc                 | CUSIP: 02913V103<br>LEI: 254900GZNX6TJQGM4S17 | Long             | EC               | CORP              | US        |     17654 | NS      | $667321.20    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming Inc             | Corsair Gaming Inc                            | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     36223 | NS      | $215164.62    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc           | Urban Outfitters Inc                          | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |     11139 | NS      | $838321.14    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Gas Holdings Inc     | Southwest Gas Holdings Inc                    | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |      6275 | NS      | $502125.50    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp   | American Superconductor Corp                  | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |      7684 | NS      | $221145.52    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc/The           | Ensign Group Inc/The                          | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |      6156 | NS      | $1072375.20   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| SITE Centers Corp              | SITE Centers Corp                             | CUSIP: 82981J851<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | EC               | CORP              | US        |     30118 | NS      | $193357.56    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc   | Supernus Pharmaceuticals Inc                  | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |      4119 | NS      | $204714.30    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Pacific Financial Corp | Central Pacific Financial Corp                | CUSIP: 154760409<br>LEI: 549300W3YEAOZ4KGG849 | Long             | EC               | CORP              | US        |      9620 | NS      | $299759.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Madrigal Pharmaceuticals Inc   | Madrigal Pharmaceuticals Inc                  | CUSIP: 558868105<br>LEI: 549300CHIMT2EUSNJB60 | Long             | EC               | CORP              | US        |      1493 | NS      | $869433.62    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express In | International Money Express Inc               | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11147 | NS      | $171217.92    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Allient Inc                    | Allient Inc                                   | CUSIP: 019330109<br>LEI: 549300I2LHAWYGNBPM97 | Long             | EC               | CORP              | US        |      6994 | NS      | $375927.50    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Turtle Beach Corp              | Turtle Beach Corp                             | CUSIP: 900450206<br>LEI: 549300SZRV8U8PXSYI20 | Long             | EC               | CORP              | US        |     17609 | NS      | $247054.27    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc       | Axcelis Technologies Inc                      | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |      4335 | NS      | $348273.90    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY           | TrustCo Bank Corp NY                          | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7789 | NS      | $321919.37    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings Inc               | NMI Holdings Inc                              | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |     11584 | NS      | $472511.36    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Seneca Foods Corp              | Seneca Foods Corp                             | CUSIP: 817070501<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6667 | NS      | $737570.21    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc         | Ormat Technologies Inc                        | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |      1617 | NS      | $178629.99    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-21

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

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer