# EDGAR Filing Document

**Accession Number:** 0000709364
**File Stem:** 0001752724-23-030756
**Filing Date:** 2023-2
**Character Count:** 105782
**Document Hash:** cef37220facbf298051b1c64e1914215
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-030756.hdr.sgml**: 20230221

**ACCESSION NUMBER**: 0001752724-23-030756

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230221

**DATE AS OF CHANGE**: 20230221

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** ROYCE FUND
- **CENTRAL INDEX KEY:** 0000709364
- **IRS NUMBER:** 133139046
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03599
- **FILM NUMBER:** 23646665

**BUSINESS ADDRESS:**
- **STREET 1:** 745 FIFTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10151
- **BUSINESS PHONE:** 2123557311

**MAIL ADDRESS:**
- **STREET 1:** 745 FIFTH AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10151

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ROYCE VALUE FUND INC
- **DATE OF NAME CHANGE:** 19851103

## Series and Classes Contracts Data

### Royce Pennsylvania Mutual Fund (Series ID: S000009507)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000025997 | Investment Class    | PENNX           |
| C000025998 | Consultant Class    | RYPCX           |
| C000025999 | Service Class       | RYPFX           |
| C000038076 | R Class             | RPMRX           |
| C000098386 | Institutional Class | RPMIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** ROYCE FUND

- **b. Investment Company Act file number:** 811-03599

- **c. CIK number of Registrant:** 0000709364

- **d. LEI of Registrant:** 2549002ZQ3R56YQP4I31

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

  - **Street Address 1:** 745 FIFTH AVENUE

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10151

  - **Telephone number:** 212-508-4500

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

- **a. Name of Series:** Royce Pennsylvania Mutual Fund

- **b. EDGAR series identifier (if any):** S000009507

- **c. LEI of Series:** 25490056EPDKD3CIFH29

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

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

- **b. Date as of which information is reported:** 2022-12-31

**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:** $1574095242.68

**Total Liabilities:** $6137078.73

**Net Assets:** $1567958163.95

**Cash Not Reported:** $71542.98

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025999 | 9.43%                | 6.46%                | -5.42%               |
| Class ID C000098386 | 9.33%                | 6.52%                | -5.45%               |
| Class ID C000038076 | 9.27%                | 6.43%                | -5.45%               |
| Class ID C000025998 | 9.25%                | 6.51%                | -5.52%               |
| Class ID C000025997 | 9.37%                | 6.55%                | -5.39%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4835851.49             | $143995031.83                              |
| Month 2  | $-1615785.36             | $104302510.89                              |
| Month 3  | $-4409822.07             | $-87947528.47                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Camtek Ltd/Israel                            | Camtek Ltd/Israel                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IL        |     79224 | NS      | $1739759.04   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine Inc                          | OneWater Marine Inc                          | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    133692 | NS      | $3823591.20   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc                                    | Jabil Inc                                    | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     43659 | NS      | $2977543.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Primoris Services Corp                       | Primoris Services Corp                       | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |     47288 | NS      | $1037498.72   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                            | Inter Parfums Inc                            | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    117833 | NS      | $11373241.16  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Nova Ltd                                     | Nova Ltd                                     | CUSIP: 000000000<br>LEI: 529900B2DSWE5V3SC292 | Long             | EC               | CORP              | IL        |     52494 | NS      | $4287709.92   | 0.27%             |  |  |  | No            |                  1 | On Loan: —       |
| Aviat Networks Inc                           | Aviat Networks Inc                           | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |     92144 | NS      | $2873971.36   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Neogen Corp                                  | Neogen Corp                                  | CUSIP: 640491106<br>LEI: 549300HJT9FC36N4UW43 | Long             | EC               | CORP              | US        |     52300 | NS      | $796529.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                        | Skyline Champion Corp                        | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    145371 | NS      | $7488060.21   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                               | Stoneridge Inc                               | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |     58757 | NS      | $1266800.92   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Safety Insurance Group Inc                   | Safety Insurance Group Inc                   | CUSIP: 78648T100<br>LEI: 254900LDCFLA3J746840 | Long             | EC               | CORP              | US        |     68754 | NS      | $5793212.04   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Alkami Technology Inc                        | Alkami Technology Inc                        | CUSIP: 01644J108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32202 | NS      | $469827.18    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Kulicke & Soffa Industries Inc               | Kulicke & Soffa Industries Inc               | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |    190833 | NS      | $8446268.58   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Corp                                  | Rogers Corp                                  | CUSIP: 775133101<br>LEI: PW0CN80KNFR7RUOOKJ84 | Long             | EC               | CORP              | US        |      8713 | NS      | $1039809.42   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                    | Teledyne Technologies Inc                    | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |      7470 | NS      | $2987327.70   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Colliers International Group Inc             | Colliers International Group Inc             | CUSIP: 194693107<br>LEI: D3O8K13PHLEXXD1DT480 | Long             | EC               | CORP              | CA        |     67145 | NS      | $6180025.80   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp                   | FIXED INC CLEARING CORP.REPO                 | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |   9239555 | PA      | $9239554.80   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| Simulations Plus Inc                         | Simulations Plus Inc                         | CUSIP: 829214105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     79205 | NS      | $2896526.85   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                    | Pool Corp                                    | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |      7750 | NS      | $2343057.50   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore Inc                                 | Evercore Inc                                 | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |     28317 | NS      | $3088818.36   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                         | Amkor Technology Inc                         | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    106562 | NS      | $2555356.76   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                           | Kontoor Brands Inc                           | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |     71900 | NS      | $2875281.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Adeia Inc                                    | Adeia Inc                                    | CUSIP: 00676P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    279800 | NS      | $2652504.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Preformed Line Products Co                   | Preformed Line Products Co                   | CUSIP: 740444104<br>LEI: 549300EYH53XDJID2098 | Long             | EC               | CORP              | US        |    141776 | NS      | $11808523.04  | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc                   | Heritage-Crystal Clean Inc                   | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    228087 | NS      | $7408265.76   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                                   | Lazard Ltd                                   | CUSIP: 000000000<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | BM        |     29748 | NS      | $1031363.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                             | RBC Bearings Inc                             | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     59642 | NS      | $12486052.70  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc                | Advanced Drainage Systems Inc                | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     47355 | NS      | $3881689.35   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                     | Gibraltar Industries Inc                     | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19346 | NS      | $887594.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERISAFE Inc                                | AMERISAFE Inc                                | CUSIP: 03071H100<br>LEI: 2549002B4EXPBLGMNN22 | Long             | EC               | CORP              | US        |     85251 | NS      | $4430494.47   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Repligen Corp                                | Repligen Corp                                | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |     34660 | NS      | $5868284.60   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Miller Industries Inc/TN                     | Miller Industries Inc/TN                     | CUSIP: 600551204<br>LEI: 549300F1O74SPUJ7UU94 | Long             | EC               | CORP              | US        |    253262 | NS      | $6751964.92   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Cutera Inc                                   | Cutera Inc                                   | CUSIP: 232109108<br>LEI: 529900NPKPEWJWR21Z42 | Long             | EC               | CORP              | US        |     46800 | NS      | $2069496.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Core Laboratories NV                         | Core Laboratories NV                         | CUSIP: 000000000<br>LEI: 724500MDYY5VBSAF5W50 | Long             | EC               | CORP              | NL        |     83860 | NS      | $1699842.20   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Catalyst Pharmaceuticals Inc                 | Catalyst Pharmaceuticals Inc                 | CUSIP: 14888U101<br>LEI: 5299004O0R5XXLA5H544 | Long             | EC               | CORP              | US        |    157647 | NS      | $2932234.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Pason Systems Inc                            | Pason Systems Inc                            | CUSIP: 702925108<br>LEI: 984500DC6T2FLR969F65 | Long             | EC               | CORP              | CA        |    949698 | NS      | $11180344.25  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| AtriCure Inc                                 | AtriCure Inc                                 | CUSIP: 04963C209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24482 | NS      | $1086511.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmonic Inc                                 | Harmonic Inc                                 | CUSIP: 413160102<br>LEI: 549300LRGRD8XC9BTL66 | Long             | EC               | CORP              | US        |    322300 | NS      | $4222130.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Harvard Bioscience Inc                       | Harvard Bioscience Inc                       | CUSIP: 416906105<br>LEI: 549300VLGB1D47GGC642 | Long             | EC               | CORP              | US        |    121940 | NS      | $337773.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc        | Artisan Partners Asset Management Inc        | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |    388099 | NS      | $11526540.30  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                         | Tradeweb Markets Inc                         | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64400 | NS      | $4181492.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Powerfleet Inc                               | Powerfleet Inc                               | CUSIP: 73931J109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    155315 | NS      | $417797.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp                 | American Superconductor Corp                 | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |     93326 | NS      | $343439.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MaxLinear Inc                                | MaxLinear Inc                                | CUSIP: 57776J100<br>LEI: 549300EMOI0SM2IY4F64 | Long             | EC               | CORP              | US        |     99475 | NS      | $3377176.25   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomad Foods Ltd                              | Nomad Foods Ltd                              | CUSIP: 000000000<br>LEI: 5493000ZZ1837DS2SI43 | Long             | EC               | CORP              | VG        |    430865 | NS      | $7428112.60   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc                        | Mesa Laboratories Inc                        | CUSIP: 59064R109<br>LEI: 549300ZCG738WLX8ZW79 | Long             | EC               | CORP              | US        |     54071 | NS      | $8987140.91   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvercrest Asset Management Group Inc       | Silvercrest Asset Management Group Inc       | CUSIP: 828359109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37918 | NS      | $711720.86    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Resources Connection Inc                     | Resources Connection Inc                     | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    156485 | NS      | $2876194.30   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KBR Inc                                      | KBR Inc                                      | CUSIP: 48242W106<br>LEI: 254900OFQDXZRKRCV808 | Long             | EC               | CORP              | US        |    506108 | NS      | $26722502.40  | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| H&R Block Inc                                | H&R Block Inc                                | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      7312 | NS      | $266961.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp                | First American Financial Corp                | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |     27435 | NS      | $1435947.90   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations Inc                       | Power Integrations Inc                       | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |      4350 | NS      | $311982.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Belden Inc                                   | Belden Inc                                   | CUSIP: 077454106<br>LEI: 68BKYO1JC791TTJHUE82 | Long             | EC               | CORP              | US        |      1878 | NS      | $135028.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TMX Group Ltd                                | TMX Group Ltd                                | CUSIP: 87262K105<br>LEI: 549300N65GFVKSHGJW59 | Long             | EC               | CORP              | CA        |     56620 | NS      | $5667018.02   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                                | Hub Group Inc                                | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    129806 | NS      | $10318278.94  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                             | Movado Group Inc                             | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |    190901 | NS      | $6156557.25   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings Inc                | Dun & Bradstreet Holdings Inc                | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    189300 | NS      | $2320818.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SilverBow Resources Inc                      | SilverBow Resources Inc                      | CUSIP: 82836G102<br>LEI: 5493007QR70AVQSNF619 | Long             | EC               | CORP              | US        |     94641 | NS      | $2676447.48   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Cirrus Logic Inc                             | Cirrus Logic Inc                             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |    173392 | NS      | $12914236.16  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Surmodics Inc                                | Surmodics Inc                                | CUSIP: 868873100<br>LEI: 549300H76KXCAAGUS878 | Long             | EC               | CORP              | US        |     42305 | NS      | $1443446.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                     | Cohu Inc                                     | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |    237985 | NS      | $7627419.25   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                          | Avid Technology Inc                          | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |    251218 | NS      | $6679886.62   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                            | Helen of Troy Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     48501 | NS      | $5379245.91   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group Inc                          | Franchise Group Inc                          | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |    201891 | NS      | $4809043.62   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Forward Air Corp                             | Forward Air Corp                             | CUSIP: 349853101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    225051 | NS      | $23605599.39  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc          | Applied Industrial Technologies Inc          | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |     73043 | NS      | $9205609.29   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Balchem Corp                                 | Balchem Corp                                 | CUSIP: 057665200<br>LEI: 549300VR70OPMHUI3557 | Long             | EC               | CORP              | US        |     68346 | NS      | $8345730.06   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp                               | TD SYNNEX Corp                               | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |     30391 | NS      | $2878331.61   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                               | QuinStreet Inc                               | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |     78343 | NS      | $1124222.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Supernus Pharmaceuticals Inc                 | Supernus Pharmaceuticals Inc                 | CUSIP: 868459108<br>LEI: 549300GRM36VBKISYJ58 | Long             | EC               | CORP              | US        |     41033 | NS      | $1463647.11   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                               | Air Lease Corp                               | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |    602017 | NS      | $23129493.14  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Consensus Cloud Solutions Inc                | Consensus Cloud Solutions Inc                | CUSIP: 20848V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31509 | NS      | $1693923.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Levi Strauss & Co                            | Levi Strauss & Co                            | CUSIP: 52736R102<br>LEI: MB0UERO0RDFKU8258G77 | Long             | EC               | CORP              | US        |     70389 | NS      | $1092437.28   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co                 | Graphic Packaging Holding Co                 | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    152131 | NS      | $3384914.75   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial Inc                        | Triumph Financial Inc                        | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |    134773 | NS      | $6586356.51   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Tiptree Inc                                  | Tiptree Inc                                  | CUSIP: 88822Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    217720 | NS      | $3013244.80   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp           | WillScot Mobile Mini Holdings Corp           | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     42430 | NS      | $1916563.10   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                             | Leonardo DRS Inc                             | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |    136800 | NS      | $1748304.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Lincoln Electric Holdings Inc                | Lincoln Electric Holdings Inc                | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |    111211 | NS      | $16068877.39  | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp                     | Fox Factory Holding Corp                     | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |     65310 | NS      | $5958231.30   | 0.38%             |  |  |  | No            |                  1 | On Loan: —       |
| GCM Grosvenor Inc                            | GCM Grosvenor Inc                            | CUSIP: 36831E108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    984323 | NS      | $7490698.03   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Coherent Corp                                | Coherent Corp                                | CUSIP: 19247G107<br>LEI: 549300O5C25A0MMHHU33 | Long             | EC               | CORP              | US        |    106230 | NS      | $3728673.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| James River Group Holdings Ltd               | James River Group Holdings Ltd               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    524470 | NS      | $10966667.70  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| National Bankshares Inc                      | National Bankshares Inc                      | CUSIP: 634865109<br>LEI: 549300Q745S62Q6QNW78 | Long             | EC               | CORP              | US        |     34182 | NS      | $1377534.60   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc                  | Asbury Automotive Group Inc                  | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     92672 | NS      | $16611456.00  | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| nCino Inc                                    | nCino Inc                                    | CUSIP: 63947X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27600 | NS      | $729744.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TrustCo Bank Corp NY                         | TrustCo Bank Corp NY                         | CUSIP: 898349204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22340 | NS      | $839760.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc            | Allison Transmission Holdings Inc            | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |     35270 | NS      | $1467232.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp                                 | Vontier Corp                                 | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |    598699 | NS      | $11572851.67  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| JOANN Inc                                    | JOANN Inc                                    | CUSIP: 47768J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    213988 | NS      | $609865.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent Inc           | Frontier Communications Parent Inc           | CUSIP: 35909D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    119300 | NS      | $3039764.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                   | Kadant Inc                                   | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |    102443 | NS      | $18196950.09  | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Kennedy-Wilson Holdings Inc                  | Kennedy-Wilson Holdings Inc                  | CUSIP: 489398107<br>LEI: 549300MOI1T78144X610 | Long             | EC               | CORP              | US        |   1063836 | NS      | $16734140.28  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorman Products Inc                          | Dorman Products Inc                          | CUSIP: 258278100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    158712 | NS      | $12835039.44  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| First Hawaiian Inc                           | First Hawaiian Inc                           | CUSIP: 32051X108<br>LEI: 5493002DJSH46F5OLV06 | Long             | EC               | CORP              | US        |    301653 | NS      | $7855044.12   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Lindsay Corp                                 | Lindsay Corp                                 | CUSIP: 535555106<br>LEI: 549300ZFO0QG5H8TPI61 | Long             | EC               | CORP              | US        |     67056 | NS      | $10920069.60  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival Inc                            | Shoe Carnival Inc                            | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    271578 | NS      | $6493429.98   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Dolby Laboratories Inc                       | Dolby Laboratories Inc                       | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |     66887 | NS      | $4718208.98   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ironwood Pharmaceuticals Inc                 | Ironwood Pharmaceuticals Inc                 | CUSIP: 46333X108<br>LEI: 549300PC8MR6QHH6P296 | Long             | EC               | CORP              | US        |    601300 | NS      | $7450107.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Distribution Solutions Group Inc             | Distribution Solutions Group Inc             | CUSIP: 520776105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     39594 | NS      | $1459434.84   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ralph Lauren Corp                            | Ralph Lauren Corp                            | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |     66988 | NS      | $7078621.96   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global Inc                               | NV5 Global Inc                               | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10870 | NS      | $1438318.40   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                                   | Arcosa Inc                                   | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |    408098 | NS      | $22176045.32  | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey Inc                           | Houlihan Lokey Inc                           | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |     47215 | NS      | $4115259.40   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp Inc                           | Origin Bancorp Inc                           | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |     82947 | NS      | $3044154.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| OrthoPediatrics Corp                         | OrthoPediatrics Corp                         | CUSIP: 68752L100<br>LEI: 5493000KUTPFGOPAT717 | Long             | EC               | CORP              | US        |     55623 | NS      | $2209901.79   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| International General Insurance Holdings Ltd | International General Insurance Holdings Ltd | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |    510316 | NS      | $4082528.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| NVE Corp                                     | NVE Corp                                     | CUSIP: 629445206<br>LEI: 5299003C1ATTWX8X0112 | Long             | EC               | CORP              | US        |     36499 | NS      | $2363310.25   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Materion Corp                                | Materion Corp                                | CUSIP: 576690101<br>LEI: 549300CJ5RI351SUYT02 | Long             | EC               | CORP              | US        |     50000 | NS      | $4375500.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AstroNova Inc                                | AstroNova Inc                                | CUSIP: 04638F108<br>LEI: 549300D8PFP62QX00223 | Long             | EC               | CORP              | US        |     81672 | NS      | $1047035.04   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus & Millichap Inc                       | Marcus & Millichap Inc                       | CUSIP: 566324109<br>LEI: 549300B2HE8ULXNB1N48 | Long             | EC               | CORP              | US        |    219178 | NS      | $7550682.10   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MeiraGTx Holdings plc                        | MeiraGTx Holdings plc                        | CUSIP: 000000000<br>LEI: 54930007YV6NYIOGFZ57 | Long             | EC               | CORP              | KY        |     95578 | NS      | $623168.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradata Corp                                | Teradata Corp                                | CUSIP: 88076W103<br>LEI: 549300JU9SOUHV4U4R71 | Long             | EC               | CORP              | US        |    131222 | NS      | $4416932.52   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia Inc                                     | Saia Inc                                     | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      2945 | NS      | $617507.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BankUnited Inc                               | BankUnited Inc                               | CUSIP: 06652K103<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | EC               | CORP              | US        |    138360 | NS      | $4700089.20   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Hurco Cos Inc                                | Hurco Cos Inc                                | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |     32693 | NS      | $854268.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd              | Alpha & Omega Semiconductor Ltd              | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |     86404 | NS      | $2468562.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Denny's Corp                                 | Denny's Corp                                 | CUSIP: 24869P104<br>LEI: 54930037V56XOULXM917 | Long             | EC               | CORP              | US        |    205209 | NS      | $1889974.89   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corp              | Zurn Elkay Water Solutions Corp              | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |     91108 | NS      | $1926934.20   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                              | EMCOR Group Inc                              | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |     26020 | NS      | $3853822.20   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Compass Diversified Holdings                 | Compass Diversified Holdings                 | CUSIP: 20451Q104<br>LEI: 5299001SM1LBYANJRR58 | Long             | EC               | CORP              | US        |    189321 | NS      | $3451321.83   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                 | Doximity Inc                                 | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     64400 | NS      | $2161264.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| Ultra Clean Holdings Inc                     | Ultra Clean Holdings Inc                     | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     84806 | NS      | $2811318.90   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Profound Medical Corp                        | Profound Medical Corp                        | CUSIP: 74319B502<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |     52098 | NS      | $557148.48    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Calix Inc                                    | Calix Inc                                    | CUSIP: 13100M509<br>LEI: 5299002RQRZ4SXSCSJ58 | Long             | EC               | CORP              | US        |     62608 | NS      | $4284265.44   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| BOK Financial Corp                           | BOK Financial Corp                           | CUSIP: 05561Q201<br>LEI: GRI2NT5QHYW751NMR949 | Long             | EC               | CORP              | US        |     40738 | NS      | $4228197.02   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                         | Ares Management Corp                         | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |    103676 | NS      | $7095585.44   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                                    | IMAX Corp                                    | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |    240219 | NS      | $3521610.54   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RMR Group Inc/The                            | RMR Group Inc/The                            | CUSIP: 74967R106<br>LEI: 549300JP4L34E48UJM16 | Long             | EC               | CORP              | US        |    104860 | NS      | $2962295.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc                 | Simpson Manufacturing Co Inc                 | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |     84287 | NS      | $7472885.42   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Educational Services Corp            | Lincoln Educational Services Corp            | CUSIP: 533535100<br>LEI: 549300BJ55KUY6RG7L98 | Long             | EC               | CORP              | US        |    501394 | NS      | $2903071.26   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EVI Industries Inc                           | EVI Industries Inc                           | CUSIP: 26929N102<br>LEI: 549300RU296J63VW0297 | Long             | EC               | CORP              | US        |    332790 | NS      | $7943697.30   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Axis Capital Holdings Ltd                    | Axis Capital Holdings Ltd                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     67661 | NS      | $3665196.37   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sanmina Corp                                 | Sanmina Corp                                 | CUSIP: 801056102<br>LEI: X5K24XLM8QYRXF00EB42 | Long             | EC               | CORP              | US        |     48926 | NS      | $2802970.54   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Luna Innovations Inc                         | Luna Innovations Inc                         | CUSIP: 550351100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    766388 | NS      | $6736550.52   | 0.43%             |  |  |  | No            |                  1 | On Loan: —       |
| Brunswick Corp/DE                            | Brunswick Corp/DE                            | CUSIP: 117043109<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | EC               | CORP              | US        |    111269 | NS      | $8020269.52   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                            | Crane Holdings Co                            | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      6070 | NS      | $609731.50    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Assured Guaranty Ltd                         | Assured Guaranty Ltd                         | CUSIP: 000000000<br>LEI: 549300BBOQUJEPH87M14 | Long             | EC               | CORP              | BM        |    106823 | NS      | $6650799.98   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ePlus Inc                                    | ePlus Inc                                    | CUSIP: 294268107<br>LEI: 529900FFY8AAFJ21NE91 | Long             | EC               | CORP              | US        |     82300 | NS      | $3644244.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sun Country Airlines Holdings Inc            | Sun Country Airlines Holdings Inc            | CUSIP: 866683105<br>LEI: 549300MOHOJN9GH0NJ48 | Long             | EC               | CORP              | US        |    194570 | NS      | $3085880.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Westport Fuel Systems Inc                    | Westport Fuel Systems Inc                    | CUSIP: 960908309<br>LEI: 549300ZBKJ4TMPXRB502 | Long             | EC               | CORP              | CA        |    165989 | NS      | $128608.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rambus Inc                                   | Rambus Inc                                   | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |     84600 | NS      | $3030372.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corp                                  | Deluxe Corp                                  | CUSIP: 248019101<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | EC               | CORP              | US        |     43365 | NS      | $736337.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos Inc                             | Carlisle Cos Inc                             | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |     10173 | NS      | $2397267.45   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Timberland Bancorp Inc/WA                    | Timberland Bancorp Inc/WA                    | CUSIP: 887098101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     99201 | NS      | $3385730.13   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| RLI Corp                                     | RLI Corp                                     | CUSIP: 749607107<br>LEI: 529900AMTJE5ECN9PS55 | Long             | EC               | CORP              | US        |     53547 | NS      | $7029114.69   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                   | Kirby Corp                                   | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |    164439 | NS      | $10581649.65  | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc                   | Vishay Intertechnology Inc                   | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    139547 | NS      | $3010028.79   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO Technologies Inc                        | ESCO Technologies Inc                        | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |     77439 | NS      | $6779010.06   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc                    | Construction Partners Inc                    | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |    141106 | NS      | $3766119.14   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                             | Skechers USA Inc                             | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |     65841 | NS      | $2762029.95   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC             | First Citizens BancShares Inc/NC             | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |     39986 | NS      | $30323782.96  | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Dynamics Inc                         | Douglas Dynamics Inc                         | CUSIP: 25960R105<br>LEI: 529900CDFLKNQ0QT6580 | Long             | EC               | CORP              | US        |    103446 | NS      | $3740607.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies Inc                     | Axcelis Technologies Inc                     | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     77282 | NS      | $6133099.52   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Home BancShares Inc/AR                       | Home BancShares Inc/AR                       | CUSIP: 436893200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    239238 | NS      | $5452234.02   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                                  | Popular Inc                                  | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |    189632 | NS      | $12576394.24  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors Inc                | Academy Sports & Outdoors Inc                | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46100 | NS      | $2422094.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider National Inc                       | Schneider National Inc                       | CUSIP: 80689H102<br>LEI: 529900V6GZ6G6E3BLV72 | Long             | EC               | CORP              | US        |    143575 | NS      | $3359655.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                         | Kyndryl Holdings Inc                         | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    499309 | NS      | $5552316.08   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                   | HEICO Corp                                   | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |     80074 | NS      | $12302569.36  | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Independent Bank Group Inc                   | Independent Bank Group Inc                   | CUSIP: 45384B106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    112540 | NS      | $6761403.20   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Procore Technologies Inc                     | Procore Technologies Inc                     | CUSIP: 74275K108<br>LEI: 5493005PTWY0RHYRAH22 | Long             | EC               | CORP              | US        |     34035 | NS      | $1605771.30   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| E-L Financial Corp Ltd                       | E-L Financial Corp Ltd                       | CUSIP: 268575107<br>LEI: 5493008YS2NMV2UCI287 | Long             | EC               | CORP              | CA        |     24818 | NS      | $16166525.85  | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Graham Corp                                  | Graham Corp                                  | CUSIP: 384556106<br>LEI: 254900EI9P4LTY524J77 | Long             | EC               | CORP              | US        |     91849 | NS      | $883587.38    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Innospec Inc                                 | Innospec Inc                                 | CUSIP: 45768S105<br>LEI: 213800SQBACNY5IWJO68 | Long             | EC               | CORP              | US        |    183122 | NS      | $18835928.92  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp            | Stewart Information Services Corp            | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |     41034 | NS      | $1753382.82   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                     | Northern Oil and Gas Inc                     | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |     41700 | NS      | $1285194.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings Inc                          | Silgan Holdings Inc                          | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |     45717 | NS      | $2369969.28   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                               | Ziff Davis Inc                               | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Long             | EC               | CORP              | US        |    244782 | NS      | $19362256.20  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanterix Corp                               | Quanterix Corp                               | CUSIP: 74766Q101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     30848 | NS      | $427244.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Employers Holdings Inc                       | Employers Holdings Inc                       | CUSIP: 292218104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     37455 | NS      | $1615434.15   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FRP Holdings Inc                             | FRP Holdings Inc                             | CUSIP: 30292L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91915 | NS      | $4950541.90   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognex Corp                                  | Cognex Corp                                  | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |     94061 | NS      | $4431213.71   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Littelfuse Inc                               | Littelfuse Inc                               | CUSIP: 537008104<br>LEI: 549300MY7HLQFYTPCX75 | Long             | EC               | CORP              | US        |     10402 | NS      | $2290520.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises Inc                       | Werner Enterprises Inc                       | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     66747 | NS      | $2687234.22   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure Inc                  | Sterling Infrastructure Inc                  | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |     97904 | NS      | $3211251.20   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Flex Ltd                                     | Flex Ltd                                     | CUSIP: 000000000<br>LEI: 549300EAQH74YHD07T53 | Long             | EC               | CORP              | SG        |    145300 | NS      | $3118138.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CareDx Inc                                   | CareDx Inc                                   | CUSIP: 14167L103<br>LEI: 549300NQOFKL9NON0U06 | Long             | EC               | CORP              | US        |    100005 | NS      | $1141057.05   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc                        | GFL Environmental Inc                        | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |    171700 | NS      | $5018791.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                               | FormFactor Inc                               | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |    494672 | NS      | $10996558.56  | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                   | Korn Ferry                                   | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     95372 | NS      | $4827730.64   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Cable One Inc                                | Cable One Inc                                | CUSIP: 12685J105<br>LEI: 549300648QS85T0XSH18 | Long             | EC               | CORP              | US        |      6837 | NS      | $4866986.82   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA Inc                                      | IAA Inc                                      | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |    160505 | NS      | $6420200.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Photronics Inc                               | Photronics Inc                               | CUSIP: 719405102<br>LEI: 549300OK5JVNIBNY6F63 | Long             | EC               | CORP              | US        |    132417 | NS      | $2228578.11   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketWise Inc                               | MarketWise Inc                               | CUSIP: 57064P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    500000 | NS      | $840000.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilysys Inc                                 | Agilysys Inc                                 | CUSIP: 00847J105<br>LEI: 5299001XWB5V3B5IPN93 | Long             | EC               | CORP              | US        |     56407 | NS      | $4464049.98   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                     | Fabrinet                                     | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |     92947 | NS      | $11917664.34  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                      | Helios Technologies Inc                      | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |     69419 | NS      | $3779170.36   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp                       | Louisiana-Pacific Corp                       | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     86863 | NS      | $5142289.60   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings Inc                            | YETI Holdings Inc                            | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |     65033 | NS      | $2686513.23   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimball Electronics Inc                      | Kimball Electronics Inc                      | CUSIP: 49428J109<br>LEI: 549300COBYN2GZCBIU87 | Long             | EC               | CORP              | US        |    302672 | NS      | $6837360.48   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings Inc                         | Hayward Holdings Inc                         | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22552 | NS      | $211988.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Lazydays Holdings Inc                        | Lazydays Holdings Inc                        | CUSIP: 52110H100<br>LEI: 5493006PPWVM3TDVJH23 | Long             | EC               | CORP              | US        |    212986 | NS      | $2543052.84   | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Chord Energy Corp                            | Chord Energy Corp                            | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |     19646 | NS      | $2687769.26   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Liberty Latin America Ltd                    | Liberty Latin America Ltd                    | CUSIP: 000000000<br>LEI: 213800YWQHEAX7CAVO83 | Long             | EC               | CORP              | BM        |    187820 | NS      | $1427432.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc                          | Century Casinos Inc                          | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |    517541 | NS      | $3638313.23   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                                   | nLight Inc                                   | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     55802 | NS      | $565832.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Bio-Techne Corp                              | Bio-Techne Corp                              | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |     67072 | NS      | $5558927.36   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Transcat Inc                                 | Transcat Inc                                 | CUSIP: 893529107<br>LEI: 54930081E40TSSHUOS40 | Long             | EC               | CORP              | US        |     96894 | NS      | $6866877.78   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Molina Healthcare Inc                        | Molina Healthcare Inc                        | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Long             | EC               | CORP              | US        |     13139 | NS      | $4338760.58   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Inc                                   | CarMax Inc                                   | CUSIP: 143130102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17075 | NS      | $1039696.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp                                 | ArcBest Corp                                 | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |     36153 | NS      | $2532156.12   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Carter's Inc                                 | Carter's Inc                                 | CUSIP: 146229109<br>LEI: 5299003WAQK4R3L3ZU36 | Long             | EC               | CORP              | US        |     57684 | NS      | $4303803.24   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Newtek Business Services Corp                | Newtek Business Services Corp                | CUSIP: 652526203<br>LEI: 549300YLU78IA8GKJ688 | Long             | EC               | CORP              | US        |     94973 | NS      | $1543311.25   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries Inc                           | UFP Industries Inc                           | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |    141252 | NS      | $11194221.00  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                           | Ichor Holdings Ltd                           | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |     29770 | NS      | $798431.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                               | LCI Industries                               | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |     91741 | NS      | $8481455.45   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Bloomin' Brands Inc                          | Bloomin' Brands Inc                          | CUSIP: 094235108<br>LEI: E1UJ2GO305B5FXGV7N04 | Long             | EC               | CORP              | US        |    136000 | NS      | $2736320.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp                                    | Esab Corp                                    | CUSIP: 29605J106<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | EC               | CORP              | US        |    221672 | NS      | $10400850.24  | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| GrafTech International Ltd                   | GrafTech International Ltd                   | CUSIP: 384313508<br>LEI: 549300GY32W00XP57351 | Long             | EC               | CORP              | US        |    101324 | NS      | $482302.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System Inc                          | Landstar System Inc                          | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |     75623 | NS      | $12318986.70  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc                       | Mueller Industries Inc                       | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      3300 | NS      | $194700.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats Inc                             | Malibu Boats Inc                             | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44383 | NS      | $2365613.90   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| B Riley Financial Inc                        | B Riley Financial Inc                        | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33802 | NS      | $1156028.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                                     | LKQ Corp                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     66921 | NS      | $3574250.61   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp                      | Magnolia Oil & Gas Corp                      | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     58800 | NS      | $1378860.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc                          | MKS Instruments Inc                          | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |    107828 | NS      | $9136266.44   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Computer Modelling Group Ltd                 | Computer Modelling Group Ltd                 | CUSIP: 205249105<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |   2652180 | NS      | $11419652.44  | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| TechTarget Inc                               | TechTarget Inc                               | CUSIP: 87874R100<br>LEI: 529900YQA5JL2H2VMB84 | Long             | EC               | CORP              | US        |     18205 | NS      | $802112.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PulteGroup Inc                               | PulteGroup Inc                               | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     69522 | NS      | $3165336.66   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Harmony Biosciences Holdings Inc             | Harmony Biosciences Holdings Inc             | CUSIP: 413197104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     41494 | NS      | $2286319.40   | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Texas Capital Bancshares Inc                 | Texas Capital Bancshares Inc                 | CUSIP: 88224Q107<br>LEI: 549300466Q2SXRX0YM48 | Long             | EC               | CORP              | US        |      9887 | NS      | $596284.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Driven Brands Holdings Inc                   | Driven Brands Holdings Inc                   | CUSIP: 26210V102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    160600 | NS      | $4385986.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Azenta Inc                                   | Azenta Inc                                   | CUSIP: 114340102<br>LEI: 35ZN6X1ANPH25YN32Y17 | Long             | EC               | CORP              | US        |    129518 | NS      | $7540537.96   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                  | Gentex Corp                                  | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |    317956 | NS      | $8670660.12   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| John B Sanfilippo & Son Inc                  | John B Sanfilippo & Son Inc                  | CUSIP: 800422107<br>LEI: 5299007IBEYVXKYDUX28 | Long             | EC               | CORP              | US        |     12910 | NS      | $1049841.20   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                     | CIRCOR International Inc                     | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |    203897 | NS      | $4885372.12   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Stella-Jones Inc                             | Stella-Jones Inc                             | CUSIP: 85853F105<br>LEI: 5493007LOVNNLYJ6KZ35 | Long             | EC               | CORP              | CA        |    332561 | NS      | $11917178.52  | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Quaker Chemical Corp                         | Quaker Chemical Corp                         | CUSIP: 747316107<br>LEI: 549300PJQ1R3WCWCPS54 | Long             | EC               | CORP              | US        |     80394 | NS      | $13417758.60  | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| CBIZ Inc                                     | CBIZ Inc                                     | CUSIP: 124805102<br>LEI: 529900D5X8CFM8O1N813 | Long             | EC               | CORP              | US        |     15891 | NS      | $744493.35    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Government Obligations Fund        | Federated Government Obligations Fund        | CUSIP: 60934N807<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |   2722487 | NS      | $2722487.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc                   | Vishay Precision Group Inc                   | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118726 | NS      | $4588759.90   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings Inc                | MasterCraft Boat Holdings Inc                | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |    125858 | NS      | $3255946.46   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below Inc                               | Five Below Inc                               | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |     15097 | NS      | $2670206.39   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Richelieu Hardware Ltd                       | Richelieu Hardware Ltd                       | CUSIP: 76329W103<br>LEI: 5493007VPNETW465DN04 | Long             | EC               | CORP              | CA        |    302341 | NS      | $8085500.45   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Hackett Group Inc/The                        | Hackett Group Inc/The                        | CUSIP: 404609109<br>LEI: 5K016KLIRB6156644289 | Long             | EC               | CORP              | US        |    112706 | NS      | $2295821.22   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                     | First Bancshares Inc/The                     | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |    146010 | NS      | $4673780.10   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| White Mountains Insurance Group Ltd          | White Mountains Insurance Group Ltd          | CUSIP: 000000000<br>LEI: 549300N3FL068JERBG02 | Long             | EC               | CORP              | BM        |      4736 | NS      | $6698266.88   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc                 | MSC Industrial Direct Co Inc                 | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |     20587 | NS      | $1681957.90   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarkson PLC                                 | Clarkson PLC                                 | CUSIP: 000000000<br>LEI: 2138007G6BGTEHI3OT22 | Long             | EC               | CORP              | GB        |     30004 | NS      | $1173442.51   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SiTime Corp                                  | SiTime Corp                                  | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17603 | NS      | $1788816.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                        | Antero Resources Corp                        | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     40355 | NS      | $1250601.45   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanex Building Products Corp                | Quanex Building Products Corp                | CUSIP: 747619104<br>LEI: 5493000TL30VL5WOAW87 | Long             | EC               | CORP              | US        |    185345 | NS      | $4388969.60   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co                         | Matador Resources Co                         | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     50400 | NS      | $2884896.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| FARO Technologies Inc                        | FARO Technologies Inc                        | CUSIP: 311642102<br>LEI: 529900MFEFNOFP3YR823 | Long             | EC               | CORP              | US        |    226314 | NS      | $6655894.74   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Atrion Corp                                  | Atrion Corp                                  | CUSIP: 049904105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8442 | NS      | $4722876.90   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Certara Inc                                  | Certara Inc                                  | CUSIP: 15687V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    121200 | NS      | $1947684.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cogent Communications Holdings Inc           | Cogent Communications Holdings Inc           | CUSIP: 19239V302<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     13200 | NS      | $753456.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                       | Digi International Inc                       | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |    303783 | NS      | $11103268.65  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                                  | Moelis & Co                                  | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     65982 | NS      | $2531729.34   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Minerals Technologies Inc                    | Minerals Technologies Inc                    | CUSIP: 603158106<br>LEI: 549300D3I1QU67GP6403 | Long             | EC               | CORP              | US        |    199644 | NS      | $12122383.68  | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                             | Haemonetics Corp                             | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | EC               | CORP              | US        |    286766 | NS      | $22554145.90  | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co                            | Northwest Pipe Co                            | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |     75074 | NS      | $2529993.80   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource Inc                     | Builders FirstSource Inc                     | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |    234176 | NS      | $15193338.88  | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicken Soup For The Soul Entertainment Inc  | Chicken Soup For The Soul Entertainment Inc  | CUSIP: 16842Q100<br>LEI: 549300THRJ0EJ1DIID72 | Long             | EC               | CORP              | US        |     33785 | NS      | $172979.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc                | Healthcare Services Group Inc                | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    411110 | NS      | $4933320.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corp                                  | Enovis Corp                                  | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Long             | EC               | CORP              | US        |    263532 | NS      | $14104232.64  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                       | Southwestern Energy Co                       | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    215400 | NS      | $1260090.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc                 | Cross Country Healthcare Inc                 | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     92376 | NS      | $2454430.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| John Bean Technologies Corp                  | John Bean Technologies Corp                  | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Long             | EC               | CORP              | US        |    122407 | NS      | $11179431.31  | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Lakes Dredge & Dock Corp               | Great Lakes Dredge & Dock Corp               | CUSIP: 390607109<br>LEI: 549300H65E3MZ1CX0P05 | Long             | EC               | CORP              | US        |    186853 | NS      | $1111775.35   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Stevanato Group SpA                          | Stevanato Group SpA                          | CUSIP: 000000000<br>LEI: 81560033F7E1CD477507 | Long             | EC               | CORP              | IT        |    237301 | NS      | $4264298.97   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                           | Aspen Aerogels Inc                           | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     73981 | NS      | $872235.99    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| 1-800-Flowers.com Inc                        | 1-800-Flowers.com Inc                        | CUSIP: 68243Q106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23842 | NS      | $227929.52    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Murphy USA Inc                               | Murphy USA Inc                               | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |     16344 | NS      | $4568801.76   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Brady Corp                                   | Brady Corp                                   | CUSIP: 104674106<br>LEI: 549300G2LEQOFQC8GY34 | Long             | EC               | CORP              | US        |     68500 | NS      | $3226350.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                              | Alamos Gold Inc                              | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |   1393592 | NS      | $14090306.12  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp                             | QuidelOrtho Corp                             | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     48840 | NS      | $4184122.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Legacy Housing Corp                          | Legacy Housing Corp                          | CUSIP: 52472M101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     97929 | NS      | $1856733.84   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| FTAI Aviation Ltd                            | FTAI Aviation Ltd                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    231961 | NS      | $3971172.32   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Wolverine World Wide Inc                     | Wolverine World Wide Inc                     | CUSIP: 978097103<br>LEI: 549300OVC7PK14LQ8D87 | Long             | EC               | CORP              | US        |    105847 | NS      | $1156907.71   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstService Corp                            | FirstService Corp                            | CUSIP: 33767E202<br>LEI: 5493000XUDIV75BCF118 | Long             | EC               | CORP              | CA        |     27037 | NS      | $3313384.35   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Standard Motor Products Inc                  | Standard Motor Products Inc                  | CUSIP: 853666105<br>LEI: THGK1EO5B5HK0JHQVZ90 | Long             | EC               | CORP              | US        |     15168 | NS      | $527846.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sapiens International Corp NV                | Sapiens International Corp NV                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |    203075 | NS      | $3752826.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries Inc                       | Valmont Industries Inc                       | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |     66392 | NS      | $21953842.64  | 1.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                         | Chart Industries Inc                         | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |     14165 | NS      | $1632232.95   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp                   | Lattice Semiconductor Corp                   | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     29500 | NS      | $1913960.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Morningstar Inc                              | Morningstar Inc                              | CUSIP: 617700109<br>LEI: 529900YGNQPOVAXQ7F29 | Long             | EC               | CORP              | US        |     40288 | NS      | $8725977.92   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ProAssurance Corp                            | ProAssurance Corp                            | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |    287500 | NS      | $5022625.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Haynes International Inc                     | Haynes International Inc                     | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |     62674 | NS      | $2863575.06   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore Inc                                   | Atkore Inc                                   | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |     10000 | NS      | $1134200.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DigitalBridge Group Inc                      | DigitalBridge Group Inc                      | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |    267125 | NS      | $2922347.50   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| AAON Inc                                     | AAON Inc                                     | CUSIP: 000360206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20368 | NS      | $1534117.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                                | M/I Homes Inc                                | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     55568 | NS      | $2566130.24   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                      | Hudson Technologies Inc                      | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    266360 | NS      | $2695563.20   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The         | Bank of NT Butterfield & Son Ltd/The         | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |    248703 | NS      | $7413836.43   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprott Inc                                   | Sprott Inc                                   | CUSIP: 852066208<br>LEI: 254900QHJAD5TP2JNM15 | Long             | EC               | CORP              | CA        |    244764 | NS      | $8141928.04   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Steel & Aluminum Co                 | Reliance Steel & Aluminum Co                 | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |     43902 | NS      | $8887520.88   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Bioventus Inc                                | Bioventus Inc                                | CUSIP: 09075A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    189802 | NS      | $495383.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Floor & Decor Holdings Inc                   | Floor & Decor Holdings Inc                   | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     36200 | NS      | $2520606.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                          | Onto Innovation Inc                          | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |    192546 | NS      | $13110457.14  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Element Solutions Inc                        | Element Solutions Inc                        | CUSIP: 28618M106<br>LEI: 549300FLGN6P5CU20J91 | Long             | EC               | CORP              | US        |   1145413 | NS      | $20835062.47  | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International Inc       | Heidrick & Struggles International Inc       | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |     76545 | NS      | $2140963.65   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings Inc            | Maravai LifeSciences Holdings Inc            | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50000 | NS      | $715500.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PAR Technology Corp                          | PAR Technology Corp                          | CUSIP: 698884103<br>LEI: 549300HYPTHBJQINVG57 | Long             | EC               | CORP              | US        |    231475 | NS      | $6034553.25   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| RenaissanceRe Holdings Ltd                   | RenaissanceRe Holdings Ltd                   | CUSIP: 000000000<br>LEI: EK6GB9U3U58PDI411C94 | Long             | EC               | CORP              | BM        |     43805 | NS      | $8070195.15   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Forrester Research Inc                       | Forrester Research Inc                       | CUSIP: 346563109<br>LEI: 549300UUSFXYLJ80Z897 | Long             | EC               | CORP              | US        |    344323 | NS      | $12312990.48  | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co                           | SEI Investments Co                           | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |    320707 | NS      | $18697218.10  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc                          | CSW Industrials Inc                          | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      2900 | NS      | $336197.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corp                          | Repay Holdings Corp                          | CUSIP: 76029L100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    401426 | NS      | $3231479.30   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Encore Wire Corp                             | Encore Wire Corp                             | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     53554 | NS      | $7366888.24   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-18

**Name of Applicant:** ROYCE FUND

**Signature:** John Schwartz

**Name of Signer:** John Schwartz

**Title:** Associate General Counsel