# EDGAR Filing Document

**Accession Number:** 0000709364
**File Stem:** 0001752724-23-030770
**Filing Date:** 2023-2
**Character Count:** 86917
**Document Hash:** ebc81e76e0d828c7583ab991814631eb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-030770.hdr.sgml**: 20230221

**ACCESSION NUMBER**: 0001752724-23-030770

**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:** 23646683

**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 Small-Cap Opportunity Fund (Series ID: S000009512)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000026012 | Consultant Class    | ROFCX           |
| C000026013 | Investment Class    | RYPNX           |
| C000026014 | Service Class       | RYOFX           |
| C000026015 | Institutional Class | ROFIX           |
| C000038081 | R Class             | ROFRX           |

## 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 Small-Cap Opportunity Fund

- **b. EDGAR series identifier (if any):** S000009512

- **c. LEI of Series:** 254900Z31ISPHE5OH770

**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:** $1251190130.95

**Total Liabilities:** $4902064.41

**Net Assets:** $1246288066.54

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000026015 | 12.34%               | 5.32%                | -5.01%               |
| Class ID C000038081 | 12.33%               | 5.24%                | -5.03%               |
| Class ID C000026014 | 12.39%               | 5.20%                | -5.03%               |
| Class ID C000026013 | 12.37%               | 5.32%                | -5.07%               |
| Class ID C000026012 | 12.28%               | 5.24%                | -5.16%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-18034845.91            | $164906219.31                              |
| Month 2  | $3219309.02              | $65121900.98                               |
| Month 3  | $-3148525.71             | $-65639464.46                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| WESCO International Inc                 | WESCO International Inc                 | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |     71504 | NS      | $8952300.80   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| MiMedx Group Inc                        | MiMedx Group Inc                        | CUSIP: 602496101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    447900 | NS      | $1245162.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Astronics Corp                          | Astronics Corp                          | CUSIP: 046433108<br>LEI: 549300NNXCF8H4MSMK17 | Long             | EC               | CORP              | US        |    582131 | NS      | $5995949.30   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Entravision Communications Corp         | Entravision Communications Corp         | CUSIP: 29382R107<br>LEI: 549300SKHY2ALCLKV539 | Long             | EC               | CORP              | US        |   1124700 | NS      | $5398560.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| A10 Networks Inc                        | A10 Networks Inc                        | CUSIP: 002121101<br>LEI: 549300UQD4IWUML81Q35 | Long             | EC               | CORP              | US        |    388726 | NS      | $6464513.38   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Victoria's Secret & Co                  | Victoria's Secret & Co                  | CUSIP: 926400102<br>LEI: 5493006T3O70U3UWVF17 | Long             | EC               | CORP              | US        |    176829 | NS      | $6326941.62   | 0.51%             |  |  |  | No            |                  1 | On Loan: —       |
| Primoris Services Corp                  | Primoris Services Corp                  | CUSIP: 74164F103<br>LEI: 549300UF3OLBJ8D5K349 | Long             | EC               | CORP              | US        |    334480 | NS      | $7338491.20   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Carpenter Technology Corp               | Carpenter Technology Corp               | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |    229742 | NS      | $8486669.48   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Conduent Inc                            | Conduent Inc                            | CUSIP: 206787103<br>LEI: 549300SFJ2D2CYY6CQ11 | Long             | EC               | CORP              | US        |   1060400 | NS      | $4294620.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Inter Parfums Inc                       | Inter Parfums Inc                       | CUSIP: 458334109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44500 | NS      | $4295140.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviat Networks Inc                      | Aviat Networks Inc                      | CUSIP: 05366Y201<br>LEI: 549300Z3X8Z4MK52CI65 | Long             | EC               | CORP              | US        |    201344 | NS      | $6279919.36   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| PGT Innovations Inc                     | PGT Innovations Inc                     | CUSIP: 69336V101<br>LEI: 549300LRW9WM59C1S579 | Long             | EC               | CORP              | US        |    182343 | NS      | $3274880.28   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| DMC Global Inc                          | DMC Global Inc                          | CUSIP: 23291C103<br>LEI: 549300CBDXD1Z5MRNG02 | Long             | EC               | CORP              | US        |    214600 | NS      | $4171824.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp                   | Skyline Champion Corp                   | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    140300 | NS      | $7226853.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Stoneridge Inc                          | Stoneridge Inc                          | CUSIP: 86183P102<br>LEI: PNBCIH9LE7WI83VJIF08 | Long             | EC               | CORP              | US        |    463380 | NS      | $9990472.80   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Krispy Kreme Inc                        | Krispy Kreme Inc                        | CUSIP: 50101L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    217789 | NS      | $2247582.48   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Steelcase Inc                           | Steelcase Inc                           | CUSIP: 858155203<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | EC               | CORP              | US        |    268800 | NS      | $1900416.00   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vera Bradley Inc                        | Vera Bradley Inc                        | CUSIP: 92335C106<br>LEI: 52990005Q6LEJKXO7M51 | Long             | EC               | CORP              | US        |     81702 | NS      | $370110.06    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| Kulicke & Soffa Industries Inc          | Kulicke & Soffa Industries Inc          | CUSIP: 501242101<br>LEI: 529900H6BEIRBF429744 | Long             | EC               | CORP              | US        |    145065 | NS      | $6420576.90   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Tactile Systems Technology Inc          | Tactile Systems Technology Inc          | CUSIP: 87357P100<br>LEI: 54930069VDTITHOTKJ98 | Long             | EC               | CORP              | US        |    304800 | NS      | $3499104.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Horizon Global Corp                     | Horizon Global Corp                     | CUSIP: 44052W104<br>LEI: 549300D1ZZV3IWN54G85 | Long             | EC               | CORP              | US        |   1031520 | NS      | $401054.98    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp              | FIXED INC CLEARING CORP.REPO            | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  50049722 | PA      | $50049721.78  | 4.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barnes Group Inc                        | Barnes Group Inc                        | CUSIP: 067806109<br>LEI: G1MSYD2DQZX30V5DMX12 | Long             | EC               | CORP              | US        |    125700 | NS      | $5134845.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| PCTEL Inc                               | PCTEL Inc                               | CUSIP: 69325Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1044693 | NS      | $4492179.90   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology Inc                    | Amkor Technology Inc                    | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |    296240 | NS      | $7103835.20   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Tanger Factory Outlet Centers Inc       | Tanger Factory Outlet Centers Inc       | CUSIP: 875465106<br>LEI: UKEW8YSXE4Y581KYOL30 | Long             | EC               |  | US        |    116700 | NS      | $2093598.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LifeMD Inc                              | LifeMD Inc                              | CUSIP: 53216B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    635900 | NS      | $1233646.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| TimkenSteel Corp                        | TimkenSteel Corp                        | CUSIP: 887399103<br>LEI: 549300QZTZWHDE9HJL14 | Long             | EC               | CORP              | US        |    419700 | NS      | $7625949.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean Inc              | Heritage-Crystal Clean Inc              | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    274688 | NS      | $8921866.24   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Mistras Group Inc                       | Mistras Group Inc                       | CUSIP: 60649T107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    874907 | NS      | $4313291.51   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE Corp                                | VSE Corp                                | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |    212032 | NS      | $9940060.16   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Goodyear Tire & Rubber Co/The           | Goodyear Tire & Rubber Co/The           | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Long             | EC               | CORP              | US        |    320600 | NS      | $3254090.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Gibraltar Industries Inc                | Gibraltar Industries Inc                | CUSIP: 374689107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    146200 | NS      | $6707656.00   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Mayville Engineering Co Inc             | Mayville Engineering Co Inc             | CUSIP: 578605107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    111200 | NS      | $1407792.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: —       |
| Ferroglobe PLC                          | Ferroglobe PLC                          | CUSIP: 000000000<br>LEI: 2138005GCFJACFTZUD90 | Long             | EC               | CORP              | GB        |   1319871 | NS      | $5081503.35   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Scorpio Tankers Inc                     | Scorpio Tankers Inc                     | CUSIP: 000000000<br>LEI: 549300NVJUH16NXG8K87 | Long             | EC               | CORP              | MH        |    103450 | NS      | $5562506.50   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ATI Physical Therapy Inc                | ATI Physical Therapy Inc                | CUSIP: 00216W109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    383300 | NS      | $116906.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| EnPro Industries Inc                    | EnPro Industries Inc                    | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |     81100 | NS      | $8814759.00   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercel Inc                             | Evercel Inc                             | CUSIP: 299759100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    203243 | NS      | $243891.60    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Edgio Inc                               | Edgio Inc                               | CUSIP: 53261M104<br>LEI: 529900BNCMDQGEKW5M59 | Long             | EC               | CORP              | US        |    897500 | NS      | $1014175.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Orion Group Holdings Inc                | Orion Group Holdings Inc                | CUSIP: 68628V308<br>LEI: 549300KBVXPV9Q3CT222 | Long             | EC               | CORP              | US        |   1070066 | NS      | $2546757.08   | 0.20%             |  |  |  | No            |                  1 | On Loan: —       |
| Luxfer Holdings PLC                     | Luxfer Holdings PLC                     | CUSIP: 000000000<br>LEI: 21380045UF5SJYZOXE41 | Long             | EC               | CORP              | GB        |    515400 | NS      | $7071288.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Check Corp                     | Sterling Check Corp                     | CUSIP: 85917T109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    148600 | NS      | $2298842.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: —       |
| Calavo Growers Inc                      | Calavo Growers Inc                      | CUSIP: 128246105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28741 | NS      | $844985.40    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management Inc   | Artisan Partners Asset Management Inc   | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |    101600 | NS      | $3017520.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| DZS Inc                                 | DZS Inc                                 | CUSIP: 268211109<br>LEI: 549300JL6GXPZ9SNGD29 | Long             | EC               | CORP              | US        |    687229 | NS      | $8714063.72   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| American Superconductor Corp            | American Superconductor Corp            | CUSIP: 030111207<br>LEI: 549300S9YT8Z8LOK4452 | Long             | EC               | CORP              | US        |    596673 | NS      | $2195756.64   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Societal CDMO Inc                       | Societal CDMO Inc                       | CUSIP: 75629F109<br>LEI: 2549004EL1Z016VYWA54 | Long             | EC               | CORP              | US        |   1143900 | NS      | $1704411.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Noranda Aluminum Holding Corp           | Noranda Aluminum Holding Corp           | CUSIP: 65542W206<br>LEI: 5493002XKIUDJWJUU032 | Long             | EC               | CORP              | US        |    488157 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Resources Connection Inc                | Resources Connection Inc                | CUSIP: 76122Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    384400 | NS      | $7065272.00   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Hub Group Inc                           | Hub Group Inc                           | CUSIP: 443320106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91600 | NS      | $7281284.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Movado Group Inc                        | Movado Group Inc                        | CUSIP: 624580106<br>LEI: 549300WCGCGPWGHVXM59 | Long             | EC               | CORP              | US        |     79500 | NS      | $2563875.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Marin Software Inc                      | Marin Software Inc                      | CUSIP: 56804T205<br>LEI: 529900G58P3UFOACQI16 | Long             | EC               | CORP              | US        |    586867 | NS      | $586867.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MillerKnoll Inc                         | MillerKnoll Inc                         | CUSIP: 600544100<br>LEI: U98HXD3PNK7HYU2MU887 | Long             | EC               | CORP              | US        |     71500 | NS      | $1502215.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                | Cohu Inc                                | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |    314376 | NS      | $10075750.80  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Avid Technology Inc                     | Avid Technology Inc                     | CUSIP: 05367P100<br>LEI: 549300PQGW3DXKJTQ914 | Long             | EC               | CORP              | US        |    213085 | NS      | $5665930.15   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Helen of Troy Ltd                       | Helen of Troy Ltd                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |     30600 | NS      | $3393846.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Select Medical Holdings Corp            | Select Medical Holdings Corp            | CUSIP: 81619Q105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    207000 | NS      | $5139810.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SecureWorks Corp                        | SecureWorks Corp                        | CUSIP: 81374A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    574302 | NS      | $3669789.78   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Franchise Group Inc                     | Franchise Group Inc                     | CUSIP: 35180X105<br>LEI: 549300MWCHSL8BSOMV77 | Long             | EC               | CORP              | US        |    121700 | NS      | $2898894.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Frequency Electronics Inc               | Frequency Electronics Inc               | CUSIP: 358010106<br>LEI: 549300S56SO2JB5JBE31 | Long             | EC               | CORP              | US        |    271693 | NS      | $1915435.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| QuinStreet Inc                          | QuinStreet Inc                          | CUSIP: 74874Q100<br>LEI: 549300TP8MFBFPOS4Y78 | Long             | EC               | CORP              | US        |    772400 | NS      | $11083940.00  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc                       | Herc Holdings Inc                       | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Long             | EC               | CORP              | US        |     65319 | NS      | $8594020.83   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp                          | Air Lease Corp                          | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |    214838 | NS      | $8254075.96   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Unifi Inc                               | Unifi Inc                               | CUSIP: 904677200<br>LEI: 549300MW5LPO0M2LNO04 | Long             | EC               | CORP              | US        |    523100 | NS      | $4503891.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Federated Government Obligations Fund   | Federated Government Obligations Fund   | CUSIP: 60934N807<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |   1993229 | NS      | $1993229.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Energy Industries Inc          | Advanced Energy Industries Inc          | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |    109453 | NS      | $9388878.34   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| NN Inc                                  | NN Inc                                  | CUSIP: 629337106<br>LEI: 549300SU3TUM6VH84645 | Long             | EC               | CORP              | US        |   1417265 | NS      | $2125897.50   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Modine Manufacturing Co                 | Modine Manufacturing Co                 | CUSIP: 607828100<br>LEI: Z35SZFYJR8GZZRSIUU09 | Long             | EC               | CORP              | US        |    525963 | NS      | $10445625.18  | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Leonardo DRS Inc                        | Leonardo DRS Inc                        | CUSIP: 52661A108<br>LEI: 549300HMMEWVG3PPQU18 | Long             | EC               | CORP              | US        |    320576 | NS      | $4096961.28   | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Brighthouse Financial Inc               | Brighthouse Financial Inc               | CUSIP: 10922N103<br>LEI: 5493003T8SZSHOGGAW52 | Long             | EC               | CORP              | US        |     77000 | NS      | $3947790.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrols Restaurant Group Inc            | Carrols Restaurant Group Inc            | CUSIP: 14574X104<br>LEI: 529900HZEMNWQSAKFJ98 | Long             | EC               | CORP              | US        |   1081568 | NS      | $1470932.48   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes Inc                    | Tri Pointe Homes Inc                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    185906 | NS      | $3455992.54   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| iMedia Brands Inc                       | iMedia Brands Inc                       | CUSIP: 452465206<br>LEI: 5299009C9SZXPB0EEN07 | Long             | EC               | CORP              | US        |    857360 | NS      | $548710.40    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| Rocky Brands Inc                        | Rocky Brands Inc                        | CUSIP: 774515100<br>LEI: 5299004HQ6GCTW838N96 | Long             | EC               | CORP              | US        |    145341 | NS      | $3432954.42   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group Inc             | Asbury Automotive Group Inc             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |     46700 | NS      | $8370975.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc                      | Axos Financial Inc                      | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |    165800 | NS      | $6336876.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Dorian LPG Ltd                          | Dorian LPG Ltd                          | CUSIP: 000000000<br>LEI: 549300WP1W2WGMC7F395 | Long             | EC               | CORP              | MH        |    468992 | NS      | $8887398.40   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Marcus Corp/The                         | Marcus Corp/The                         | CUSIP: 566330106<br>LEI: 549300NL0OKPNEMP6B79 | Long             | EC               | CORP              | US        |    360629 | NS      | $5189451.31   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabash National Corp                    | Wabash National Corp                    | CUSIP: 929566107<br>LEI: 5299004ZAWHQZI5XO485 | Long             | EC               | CORP              | US        |    434200 | NS      | $9812920.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| JOANN Inc                               | JOANN Inc                               | CUSIP: 47768J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    631047 | NS      | $1798483.95   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Designer Brands Inc                     | Designer Brands Inc                     | CUSIP: 250565108<br>LEI: 549300X8J6FI8PPRK859 | Long             | EC               | CORP              | US        |    509579 | NS      | $4983682.62   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| inTEST Corp                             | inTEST Corp                             | CUSIP: 461147100<br>LEI: 549300RJJBPHDOAVDU15 | Long             | EC               | CORP              | US        |     16200 | NS      | $166860.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Knowles Corp                            | Knowles Corp                            | CUSIP: 49926D109<br>LEI: 5493003EO323TDZQU148 | Long             | EC               | CORP              | US        |    445420 | NS      | $7313796.40   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics Inc                   | Radiant Logistics Inc                   | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |    711769 | NS      | $3622904.21   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers Inc                       | Toll Brothers Inc                       | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     63986 | NS      | $3194181.12   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ranger Energy Services Inc              | Ranger Energy Services Inc              | CUSIP: 75282U104<br>LEI: 549300J7RIVGVAN0RE23 | Long             | EC               | CORP              | US        |    312556 | NS      | $3441241.56   | 0.28%             |  |  |  | No            |                  1 | On Loan: —       |
| Babcock & Wilcox Enterprises Inc        | Babcock & Wilcox Enterprises Inc        | CUSIP: 05614L209<br>LEI: 5493006H661OZN2C0T54 | Long             | EC               | CORP              | US        |   1365795 | NS      | $7880637.15   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| DHI Group Inc                           | DHI Group Inc                           | CUSIP: 23331S100<br>LEI: 529900489RAC0CU0AO81 | Long             | EC               | CORP              | US        |    932628 | NS      | $4933602.12   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CTS Corp                                | CTS Corp                                | CUSIP: 126501105<br>LEI: 549300YV1HQLBVHOI649 | Long             | EC               | CORP              | US        |    233614 | NS      | $9209063.88   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Archrock Inc                            | Archrock Inc                            | CUSIP: 03957W106<br>LEI: 549300K3RIHMHDVFTL28 | Long             | EC               | CORP              | US        |    614700 | NS      | $5520006.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Express Inc                             | Express Inc                             | CUSIP: 30219E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1210900 | NS      | $1235118.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group Inc/The                     | Shyft Group Inc/The                     | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |    278338 | NS      | $6919482.68   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                 | Comfort Systems USA Inc                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |     31510 | NS      | $3626170.80   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Arcosa Inc                              | Arcosa Inc                              | CUSIP: 039653100<br>LEI: 549300WFHLTCZV7D6V29 | Long             | EC               | CORP              | US        |     68006 | NS      | $3695446.04   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Solutions International Inc       | Power Solutions International Inc       | CUSIP: 73933G202<br>LEI: 549300JWGWDXC70SNH31 | Long             | EC               | CORP              | US        |    343740 | NS      | $859350.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Concrete Pumping Holdings Inc           | Concrete Pumping Holdings Inc           | CUSIP: 206704108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    984097 | NS      | $5756967.45   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities Inc                 | Century Communities Inc                 | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |     64700 | NS      | $3235647.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Accuray Inc                             | Accuray Inc                             | CUSIP: 004397105<br>LEI: 549300G28LY4TZKZJG51 | Long             | EC               | CORP              | US        |   1833308 | NS      | $3831613.72   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Braemar Hotels & Resorts Inc            | Braemar Hotels & Resorts Inc            | CUSIP: 10482B101<br>LEI: 549300JDUUEBN868C776 | Long             | EC               |  | US        |    268953 | NS      | $1105396.83   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ruth's Hospitality Group Inc            | Ruth's Hospitality Group Inc            | CUSIP: 783332109<br>LEI: 529900JQW9JP41OHOD14 | Long             | EC               | CORP              | US        |    324710 | NS      | $5026510.80   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryman Hospitality Properties Inc        | Ryman Hospitality Properties Inc        | CUSIP: 78377T107<br>LEI: 529900GCCWW9SRMPJR11 | Long             | EC               |  | US        |     20871 | NS      | $1706830.38   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Hurco Cos Inc                           | Hurco Cos Inc                           | CUSIP: 447324104<br>LEI: XSC5XDOTBYOBQPOG2O82 | Long             | EC               | CORP              | US        |     77351 | NS      | $2021181.63   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Resideo Technologies Inc                | Resideo Technologies Inc                | CUSIP: 76118Y104<br>LEI: 5493006TKFPYISY2DS54 | Long             | EC               | CORP              | US        |    339216 | NS      | $5580103.20   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries Inc                    | Cavco Industries Inc                    | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21800 | NS      | $4932250.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries Inc                  | Insteel Industries Inc                  | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |    190233 | NS      | $5235212.16   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd         | Alpha & Omega Semiconductor Ltd         | CUSIP: 000000000<br>LEI: 5493001FE7J03YOV2V35 | Long             | EC               | CORP              | BM        |    156913 | NS      | $4483004.41   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries Inc                  | Patrick Industries Inc                  | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |     56800 | NS      | $3442080.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TrueBlue Inc                            | TrueBlue Inc                            | CUSIP: 89785X101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    247836 | NS      | $4852628.88   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings Inc                | Ultra Clean Holdings Inc                | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |    274327 | NS      | $9093940.05   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| NOW Inc                                 | NOW Inc                                 | CUSIP: 67011P100<br>LEI: 549300AVH5SOCFVVDW91 | Long             | EC               | CORP              | US        |    295200 | NS      | $3749040.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| IMAX Corp                               | IMAX Corp                               | CUSIP: 45245E109<br>LEI: 5493002KS2T1Q0X7VZ21 | Long             | EC               | CORP              | CA        |    184000 | NS      | $2697440.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Adtalem Global Education Inc            | Adtalem Global Education Inc            | CUSIP: 00737L103<br>LEI: 549300Z467EZLMODV621 | Long             | EC               | CORP              | US        |     56500 | NS      | $2005750.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntsman Corp                           | Huntsman Corp                           | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Long             | EC               | CORP              | US        |    229300 | NS      | $6301164.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaman Corp                              | Kaman Corp                              | CUSIP: 483548103<br>LEI: 5493003YK076OLTEQF95 | Long             | EC               | CORP              | US        |    117406 | NS      | $2618153.80   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Identiv Inc                             | Identiv Inc                             | CUSIP: 45170X205<br>LEI: 5299008KH3C585Z0DS77 | Long             | EC               | CORP              | US        |    347020 | NS      | $2512424.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Benchmark Electronics Inc               | Benchmark Electronics Inc               | CUSIP: 08160H101<br>LEI: 549300W18RHYZOZKOP53 | Long             | EC               | CORP              | US        |    274200 | NS      | $7318398.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings Inc                   | BlueLinx Holdings Inc                   | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |     87400 | NS      | $6215014.00   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilltop Holdings Inc                    | Hilltop Holdings Inc                    | CUSIP: 432748101<br>LEI: 54930010TA543US0PM65 | Long             | EC               | CORP              | US        |    220008 | NS      | $6602440.08   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| EverQuote Inc                           | EverQuote Inc                           | CUSIP: 30041R108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    376000 | NS      | $5542240.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| Magnite Inc                             | Magnite Inc                             | CUSIP: 55955D100<br>LEI: 54930018FR2YX1HHSB02 | Long             | EC               | CORP              | US        |    530600 | NS      | $5619054.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Tronox Holdings PLC                     | Tronox Holdings PLC                     | CUSIP: 000000000<br>LEI: 549300NRVC84SGJSXV06 | Long             | EC               | CORP              | GB        |    263100 | NS      | $3607101.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Alaska Air Group Inc                    | Alaska Air Group Inc                    | CUSIP: 011659109<br>LEI: 529900G48RT4KWLC6C27 | Long             | EC               | CORP              | US        |     98700 | NS      | $4238178.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings Inc                       | TTEC Holdings Inc                       | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |    130400 | NS      | $5754552.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Thryv Holdings Inc                      | Thryv Holdings Inc                      | CUSIP: 886029206<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    269938 | NS      | $5128822.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| ATI Inc                                 | ATI Inc                                 | CUSIP: 01741R102<br>LEI: ZW1LRE7C3H17O2ZN9B45 | Long             | EC               | CORP              | US        |    336714 | NS      | $10054280.04  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Diana Shipping Inc                      | Diana Shipping Inc                      | CUSIP: 000000000<br>LEI: 549300XD7FHNJ0THIV12 | Long             | EC               | CORP              | MH        |    600510 | NS      | $2341989.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                    | BWX Technologies Inc                    | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |    120400 | NS      | $6992832.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology Inc              | Vishay Intertechnology Inc              | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Long             | EC               | CORP              | US        |    285209 | NS      | $6151958.13   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Construction Partners Inc               | Construction Partners Inc               | CUSIP: 21044C107<br>LEI: 549300MHLFL4E8JLZU44 | Long             | EC               | CORP              | US        |    305759 | NS      | $8160707.71   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                        | Skechers USA Inc                        | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |    120022 | NS      | $5034922.90   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Lakeland Industries Inc                 | Lakeland Industries Inc                 | CUSIP: 511795106<br>LEI: 549300HGP70IM9WKU164 | Long             | EC               | CORP              | US        |    273810 | NS      | $3641673.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexander & Baldwin Inc                 | Alexander & Baldwin Inc                 | CUSIP: 014491104<br>LEI: N/A                  | Long             | EC               |  | US        |     68700 | NS      | $1286751.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Terran Orbital Corp                     | Terran Orbital Corp                     | CUSIP: 88105P103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    543000 | NS      | $857940.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| OceanPal Inc                            | OceanPal Inc                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MH        |     52010 | NS      | $57731.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kyndryl Holdings Inc                    | Kyndryl Holdings Inc                    | CUSIP: 50155Q100<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | EC               | CORP              | US        |    255100 | NS      | $2836712.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN Holdings Inc                     | ADTRAN Holdings Inc                     | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Long             | EC               | CORP              | US        |    410500 | NS      | $7713295.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Infinera Corp                           | Infinera Corp                           | CUSIP: 45667G103<br>LEI: 549300ZOF66WPV3H0H17 | Long             | EC               | CORP              | US        |    769046 | NS      | $5183370.04   | 0.42%             |  |  |  | No            |                  1 | On Loan: —       |
| Griffon Corp                            | Griffon Corp                            | CUSIP: 398433102<br>LEI: 5493000C2SGNC7ZN3242 | Long             | EC               | CORP              | US        |    253267 | NS      | $9064425.93   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Air Group Inc                      | Mesa Air Group Inc                      | CUSIP: 590479135<br>LEI: 549300EY743RMV1F7P98 | Long             | EC               | CORP              | US        |    272009 | NS      | $416173.77    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dillard's Inc                           | Dillard's Inc                           | CUSIP: 254067101<br>LEI: 529900FGYKMWL6019P91 | Long             | EC               | CORP              | US        |     26133 | NS      | $8446185.60   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Oil and Gas Inc                | Northern Oil and Gas Inc                | CUSIP: 665531307<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | EC               | CORP              | US        |    180200 | NS      | $5553764.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Anywhere Real Estate Inc                | Anywhere Real Estate Inc                | CUSIP: 75605Y106<br>LEI: 5493004HBTOTE9DI9P12 | Long             | EC               | CORP              | US        |    348120 | NS      | $2224486.80   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Matrix Service Co                       | Matrix Service Co                       | CUSIP: 576853105<br>LEI: 529900VYBKSX6HD2YW58 | Long             | EC               | CORP              | US        |    856446 | NS      | $5327094.12   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Major Drilling Group International Inc  | Major Drilling Group International Inc  | CUSIP: 560909103<br>LEI: 549300O1MNHCX2FUBC21 | Long             | EC               | CORP              | CA        |    721500 | NS      | $5605745.94   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co                            | Organon & Co                            | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |    227703 | NS      | $6359744.79   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| SunOpta Inc                             | SunOpta Inc                             | CUSIP: 8676EP108<br>LEI: 54930010CP0KEPPRPA40 | Long             | EC               | CORP              | CA        |    419500 | NS      | $3540580.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| AAR Corp                                | AAR Corp                                | CUSIP: 000361105<br>LEI: MP76T5YQX3YK5VVAQ802 | Long             | EC               | CORP              | US        |    201900 | NS      | $9065310.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Macerich Co/The                         | Macerich Co/The                         | CUSIP: 554382101<br>LEI: 529900PSWCB5KI0JYU46 | Long             | EC               |  | US        |    571700 | NS      | $6437342.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                       | Triumph Group Inc                       | CUSIP: 896818119<br>LEI: 5493007L6S47Q14SL582 | N/A              | DE               |  | US        |    190834 | NS      | $125950.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sterling Infrastructure Inc             | Sterling Infrastructure Inc             | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |    127700 | NS      | $4188560.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor Inc                          | FormFactor Inc                          | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |    214113 | NS      | $4759731.99   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                              | Korn Ferry                              | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |    128045 | NS      | $6481637.90   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ducommun Inc                            | Ducommun Inc                            | CUSIP: 264147109<br>LEI: 549300Z71HMWF90S2214 | Long             | EC               | CORP              | US        |    202886 | NS      | $10136184.56  | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings Inc      | Sportsman's Warehouse Holdings Inc      | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |    399000 | NS      | $3754590.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CalAmp Corp                             | CalAmp Corp                             | CUSIP: 128126109<br>LEI: 5493007SIGZIX83TOW07 | Long             | EC               | CORP              | US        |   1003200 | NS      | $4494336.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc            | Spectrum Brands Holdings Inc            | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Long             | EC               | CORP              | US        |     25900 | NS      | $1577828.00   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries Inc                  | Trinity Industries Inc                  | CUSIP: 896522109<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | EC               | CORP              | US        |    291124 | NS      | $8608536.68   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Fabrinet                                | Fabrinet                                | CUSIP: 000000000<br>LEI: 5493004TETZ6IYF7CV44 | Long             | EC               | CORP              | KY        |     73329 | NS      | $9402244.38   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Helios Technologies Inc                 | Helios Technologies Inc                 | CUSIP: 42328H109<br>LEI: 5493000BCJSMIDRNTI78 | Long             | EC               | CORP              | US        |     55400 | NS      | $3015976.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Apyx Medical Corp                       | Apyx Medical Corp                       | CUSIP: 03837C106<br>LEI: 5299009QZVYUYO082S45 | Long             | EC               | CORP              | US        |    186400 | NS      | $436176.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom Inc                           | Nordstrom Inc                           | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |    274200 | NS      | $4425588.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive Inc                    | Sonic Automotive Inc                    | CUSIP: 83545G102<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | EC               | CORP              | US        |     89400 | NS      | $4404738.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| TriMas Corp                             | TriMas Corp                             | CUSIP: 896215209<br>LEI: 75G1WUQ8QK4P5MZOYD78 | Long             | EC               | CORP              | US        |    208110 | NS      | $5772971.40   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp of Florida        | Seacoast Banking Corp of Florida        | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |    204450 | NS      | $6376795.50   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeco Instruments Inc                   | Veeco Instruments Inc                   | CUSIP: 922417100<br>LEI: 5493004201F72ADDZW04 | Long             | EC               | CORP              | US        |    452487 | NS      | $8407208.46   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Casinos Inc                     | Century Casinos Inc                     | CUSIP: 156492100<br>LEI: 549300H2L4Y24HXY7M50 | Long             | EC               | CORP              | US        |    287694 | NS      | $2022488.82   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp               | Taylor Morrison Home Corp               | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |    179454 | NS      | $5446428.90   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| nLight Inc                              | nLight Inc                              | CUSIP: 65487K100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    559800 | NS      | $5676372.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: —       |
| HireRight Holdings Corp                 | HireRight Holdings Corp                 | CUSIP: 433537107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    220200 | NS      | $2611572.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: —       |
| Cambium Networks Corp                   | Cambium Networks Corp                   | CUSIP: 000000000<br>LEI: 549300OYSIGK6OT5WL04 | Long             | EC               | CORP              | KY        |    271481 | NS      | $5882993.27   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Avnet Inc                               | Avnet Inc                               | CUSIP: 053807103<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | EC               | CORP              | US        |     83900 | NS      | $3488562.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Twin Disc Inc                           | Twin Disc Inc                           | CUSIP: 901476101<br>LEI: 549300FR8EHCY14BLP32 | Long             | EC               | CORP              | US        |    300312 | NS      | $2919032.64   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Chico's FAS Inc                         | Chico's FAS Inc                         | CUSIP: 168615102<br>LEI: 5299003ESGN5T1MFXY13 | Long             | EC               | CORP              | US        |    665692 | NS      | $3275204.64   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Arlo Technologies Inc                   | Arlo Technologies Inc                   | CUSIP: 04206A101<br>LEI: 549300T4EUX2OQ75HV52 | Long             | EC               | CORP              | US        |    637800 | NS      | $2238678.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Ichor Holdings Ltd                      | Ichor Holdings Ltd                      | CUSIP: 000000000<br>LEI: 529900PS8R2JVLJ2H892 | Long             | EC               | CORP              | KY        |    304594 | NS      | $8169211.08   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| J Jill Inc                              | J Jill Inc                              | CUSIP: 46620W201<br>LEI: 529900I19PJIF8MIDL12 | Long             | EC               | CORP              | US        |    266939 | NS      | $6620087.20   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Co                     | Century Aluminum Co                     | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Long             | EC               | CORP              | US        |    301410 | NS      | $2465533.80   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ACV Auctions Inc                        | ACV Auctions Inc                        | CUSIP: 00091G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    263500 | NS      | $2163335.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: —       |
| B Riley Financial Inc                   | B Riley Financial Inc                   | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    205867 | NS      | $7040651.40   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Option Care Health Inc                  | Option Care Health Inc                  | CUSIP: 68404L201<br>LEI: 549300DI3Q5ACSYJRI17 | Long             | EC               | CORP              | US        |    225471 | NS      | $6784422.39   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc                    | Cleveland-Cliffs Inc                    | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    351849 | NS      | $5668287.39   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| NeoGenomics Inc                         | NeoGenomics Inc                         | CUSIP: 64049M209<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    254000 | NS      | $2346960.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Comtech Telecommunications Corp         | Comtech Telecommunications Corp         | CUSIP: 205826209<br>LEI: 529900FTEZ8MGM0Y8F73 | Long             | EC               | CORP              | US        |    549417 | NS      | $6669922.38   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| VIA Optronics AG                        | VIA Optronics AG                        | CUSIP: 91823Y109<br>LEI: 391200MQMJVYVM0L2S18 | Long             | EC               | CORP              | DE        |    800832 | NS      | $1278288.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fossil Group Inc                        | Fossil Group Inc                        | CUSIP: 34988V106<br>LEI: DDMY8YZ6L8UEMS1FDM73 | Long             | EC               | CORP              | US        |    531700 | NS      | $2291627.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Beazer Homes USA Inc                    | Beazer Homes USA Inc                    | CUSIP: 07556Q881<br>LEI: 549300DUPYT2T0F60I45 | Long             | EC               | CORP              | US        |    214706 | NS      | $2739648.56   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Garrett Motion Inc                      | Garrett Motion Inc                      | CUSIP: 366505105<br>LEI: 549300LS5WT7EMBNV724 | Long             | EC               | CORP              | US        |    913585 | NS      | $6961517.70   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegiant Travel Co                     | Allegiant Travel Co                     | CUSIP: 01748X102<br>LEI: 549300JM9OZXOHWL2K18 | Long             | EC               | CORP              | US        |     27525 | NS      | $1871424.75   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Intevac Inc                             | Intevac Inc                             | CUSIP: 461148108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    968302 | NS      | $6264913.94   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Noodles & Co                            | Noodles & Co                            | CUSIP: 65540B105<br>LEI: 5299003PCPK4UINV4362 | Long             | EC               | CORP              | US        |   1008554 | NS      | $5536961.46   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Navigator Holdings Ltd                  | Navigator Holdings Ltd                  | CUSIP: 000000000<br>LEI: 213800H7RVOFYARK2W19 | Long             | EC               | CORP              | MH        |    531884 | NS      | $6361332.64   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems Holdings Inc         | Spirit AeroSystems Holdings Inc         | CUSIP: 848574109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    194400 | NS      | $5754240.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Orthofix Medical Inc                    | Orthofix Medical Inc                    | CUSIP: 68752M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60996 | NS      | $1252247.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| RadNet Inc                              | RadNet Inc                              | CUSIP: 750491102<br>LEI: 529900RECG94V2IZJ970 | Long             | EC               | CORP              | US        |    302400 | NS      | $5694192.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Inc                   | Earthstone Energy Inc                   | CUSIP: 27032D304<br>LEI: 54930081UTV7CK45XG14 | Long             | EC               | CORP              | US        |    528872 | NS      | $7525848.56   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Chatham Lodging Trust                   | Chatham Lodging Trust                   | CUSIP: 16208T102<br>LEI: N/A                  | Long             | EC               |  | US        |    179400 | NS      | $2201238.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRCOR International Inc                | CIRCOR International Inc                | CUSIP: 17273K109<br>LEI: 5493007701O01N3FQM69 | Long             | EC               | CORP              | US        |    274003 | NS      | $6565111.88   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Ooma Inc                                | Ooma Inc                                | CUSIP: 683416101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    428303 | NS      | $5833486.86   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Overstock.com Inc                       | Overstock.com Inc                       | CUSIP: 690370101<br>LEI: 549300ACR0DL9U7EI710 | Long             | EC               | CORP              | US        |    164300 | NS      | $3180848.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Precision Group Inc              | Vishay Precision Group Inc              | CUSIP: 92835K103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100088 | NS      | $3868401.20   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| ON24 Inc                                | ON24 Inc                                | CUSIP: 68339B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    123300 | NS      | $1064079.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc | Kratos Defense & Security Solutions Inc | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |    235200 | NS      | $2427264.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bancshares Inc/The                | First Bancshares Inc/The                | CUSIP: 318916103<br>LEI: 5493006DL5RXJODMAF36 | Long             | EC               | CORP              | US        |    161200 | NS      | $5160012.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Ardmore Shipping Corp                   | Ardmore Shipping Corp                   | CUSIP: 000000000<br>LEI: 549300J8HD7K6BHD8O28 | Long             | EC               | CORP              | MH        |    511393 | NS      | $7369173.13   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| comScore Inc                            | comScore Inc                            | CUSIP: 20564W105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1439462 | NS      | $1669775.92   | 0.13%             |  |  |  | No            |                  1 | On Loan: —       |
| Matador Resources Co                    | Matador Resources Co                    | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |    138383 | NS      | $7921042.92   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                    | Commercial Metals Co                    | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |    176000 | NS      | $8500800.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Digi International Inc                  | Digi International Inc                  | CUSIP: 253798102<br>LEI: 529900KG656HGROI4N27 | Long             | EC               | CORP              | US        |    205102 | NS      | $7496478.10   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Daseke Inc                              | Daseke Inc                              | CUSIP: 23753F107<br>LEI: 549300CUSFIOX5Q3VA53 | Long             | EC               | CORP              | US        |    855200 | NS      | $4866088.00   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co                             | Moelis & Co                             | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |     88226 | NS      | $3385231.62   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Northwest Pipe Co                       | Northwest Pipe Co                       | CUSIP: 667746101<br>LEI: 54930056VW2CRCZ9RE54 | Long             | EC               | CORP              | US        |    268745 | NS      | $9056706.50   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Mammoth Energy Services Inc             | Mammoth Energy Services Inc             | CUSIP: 56155L108<br>LEI: 549300ODHHN3MGXCQ803 | Long             | EC               | CORP              | US        |    883317 | NS      | $7640692.05   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Immersion Corp                          | Immersion Corp                          | CUSIP: 452521107<br>LEI: 529900AKNC1UAMQ2YB35 | Long             | EC               | CORP              | US        |    603900 | NS      | $4245417.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Amtech Systems Inc                      | Amtech Systems Inc                      | CUSIP: 032332504<br>LEI: 5299008VRUUPETM6HZ85 | Long             | EC               | CORP              | US        |    663484 | NS      | $5042478.40   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Summit Materials Inc                    | Summit Materials Inc                    | CUSIP: 86614U100<br>LEI: 549300XNOLX5GIOSO108 | Long             | EC               | CORP              | US        |    246400 | NS      | $6995296.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Interface Inc                           | Interface Inc                           | CUSIP: 458665304<br>LEI: 549300VXZWQOIDFPU355 | Long             | EC               | CORP              | US        |    335767 | NS      | $3314020.29   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Healthcare Services Group Inc           | Healthcare Services Group Inc           | CUSIP: 421906108<br>LEI: 529900GVZ1D2FBYMS719 | Long             | EC               | CORP              | US        |    500500 | NS      | $6006000.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Vehicle Group Inc            | Commercial Vehicle Group Inc            | CUSIP: 202608105<br>LEI: 5493006OG8I91X0K7Q22 | Long             | EC               | CORP              | US        |   1039057 | NS      | $7075978.17   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                                 | IAC Inc                                 | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |     88666 | NS      | $3936770.40   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co                  | Southwestern Energy Co                  | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |    674381 | NS      | $3945128.85   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare Inc            | Cross Country Healthcare Inc            | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |    134320 | NS      | $3568882.40   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Apogee Enterprises Inc                  | Apogee Enterprises Inc                  | CUSIP: 037598109<br>LEI: 549300579S7QW8V4IJ60 | Long             | EC               | CORP              | US        |     54700 | NS      | $2431962.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| TPI Composites Inc                      | TPI Composites Inc                      | CUSIP: 87266J104<br>LEI: 549300TI9H56OIY0QE39 | Long             | EC               | CORP              | US        |    396700 | NS      | $4022538.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Univar Solutions Inc                    | Univar Solutions Inc                    | CUSIP: 91336L107<br>LEI: 549300VSXHFQVR770L55 | Long             | EC               | CORP              | US        |     98700 | NS      | $3138660.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Aerogels Inc                      | Aspen Aerogels Inc                      | CUSIP: 04523Y105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    100800 | NS      | $1188432.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Limbach Holdings Inc                    | Limbach Holdings Inc                    | CUSIP: 53263P105<br>LEI: 254900EW8KXT5ZTWQI30 | Long             | EC               | CORP              | US        |    654981 | NS      | $6818352.21   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems Inc            | Community Health Systems Inc            | CUSIP: 203668108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    719614 | NS      | $3108732.48   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Focus Financial Partners Inc            | Focus Financial Partners Inc            | CUSIP: 34417P100<br>LEI: 5493006FFJCGLZ246V12 | Long             | EC               | CORP              | US        |     84400 | NS      | $3145588.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Hexcel Corp                             | Hexcel Corp                             | CUSIP: 428291108<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | EC               | CORP              | US        |    153100 | NS      | $9009935.00   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Livent Corp                             | Livent Corp                             | CUSIP: 53814L108<br>LEI: 254900OOLQ2VNMZTJL47 | Long             | EC               | CORP              | US        |    226100 | NS      | $4492607.00   | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Artivion Inc                            | Artivion Inc                            | CUSIP: 228903100<br>LEI: 549300YTKV8DMSMG6K81 | Long             | EC               | CORP              | US        |    358400 | NS      | $4343808.00   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group Inc                       | Triumph Group Inc                       | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |    638716 | NS      | $6719292.32   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Barnes & Noble Education Inc            | Barnes & Noble Education Inc            | CUSIP: 06777U101<br>LEI: 549300JQGDS5THBPED41 | Long             | EC               | CORP              | US        |    708132 | NS      | $1239231.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Adient PLC                              | Adient PLC                              | CUSIP: 000000000<br>LEI: 5493002QLDY8O75RTR78 | Long             | EC               | CORP              | IE        |    148200 | NS      | $5141058.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Canaccord Genuity Group Inc             | Canaccord Genuity Group Inc             | CUSIP: 134801109<br>LEI: 5493002DR5KW4JP7YS87 | Long             | EC               | CORP              | CA        |    635200 | NS      | $3935988.18   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercury Systems Inc                     | Mercury Systems Inc                     | CUSIP: 589378108<br>LEI: 549300P3B84SGK7HH679 | Long             | EC               | CORP              | US        |     69000 | NS      | $3087060.00   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Chesapeake Energy Corp                  | Chesapeake Energy Corp                  | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |     82100 | NS      | $7747777.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Varex Imaging Corp                      | Varex Imaging Corp                      | CUSIP: 92214X106<br>LEI: 549300CWYWPVCT8E9W67 | Long             | EC               | CORP              | US        |    328846 | NS      | $6675573.80   | 0.54%             |  |  |  | No            |                  1 | On Loan: —       |
| Digital Turbine Inc                     | Digital Turbine Inc                     | CUSIP: 25400W102<br>LEI: 549300D0WZR1VI2QGB24 | Long             | EC               | CORP              | US        |    162200 | NS      | $2471928.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Manitex International Inc               | Manitex International Inc               | CUSIP: 563420108<br>LEI: 549300QZ9TZ4MVXPZQ53 | Long             | EC               | CORP              | US        |    921820 | NS      | $3687280.00   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Baytex Energy Corp                      | Baytex Energy Corp                      | CUSIP: 07317Q105<br>LEI: 549300R5LTV2H7I1I079 | Long             | EC               | CORP              | CA        |    790500 | NS      | $3549345.00   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Haynes International Inc                | Haynes International Inc                | CUSIP: 420877201<br>LEI: 549300I9MS5UZLRFDO40 | Long             | EC               | CORP              | US        |    199861 | NS      | $9131649.09   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| MRC Global Inc                          | MRC Global Inc                          | CUSIP: 55345K103<br>LEI: 529900TSBPOLCLI2L582 | Long             | EC               | CORP              | US        |    499200 | NS      | $5780736.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Dana Inc                                | Dana Inc                                | CUSIP: 235825205<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | EC               | CORP              | US        |    241053 | NS      | $3647131.89   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Caleres Inc                             | Caleres Inc                             | CUSIP: 129500104<br>LEI: JFU6RQQJ8Z1CPOLBXQ18 | Long             | EC               | CORP              | US        |    346700 | NS      | $7724476.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes Inc                           | M/I Homes Inc                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |     57500 | NS      | $2655350.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Hudson Technologies Inc                 | Hudson Technologies Inc                 | CUSIP: 444144109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    743518 | NS      | $7524402.16   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel Inc                       | Olympic Steel Inc                       | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |    117827 | NS      | $3956630.66   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation Inc                     | Onto Innovation Inc                     | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     87619 | NS      | $5965977.71   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Argan Inc                               | Argan Inc                               | CUSIP: 04010E109<br>LEI: 529900E4KZWBV9KGBS83 | Long             | EC               | CORP              | US        |     71300 | NS      | $2629544.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BayCom Corp                             | BayCom Corp                             | CUSIP: 07272M107<br>LEI: 549300UOLS54Q5ONIG33 | Long             | EC               | CORP              | US        |    261559 | NS      | $4964389.82   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Cars.com Inc                            | Cars.com Inc                            | CUSIP: 14575E105<br>LEI: 5493002G6J07LNGX4M98 | Long             | EC               | CORP              | US        |    300200 | NS      | $4133754.00   | 0.33%             |  |  |  | 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