# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0001752724-23-067658
**Filing Date:** 2023-3
**Character Count:** 107467
**Document Hash:** e9ca052ac1e85e01d2be0ff5c541077b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067658.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067658

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Janus Detroit Street Trust
- **CENTRAL INDEX KEY:** 0001500604
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23112
- **FILM NUMBER:** 23763784

**BUSINESS ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206
- **BUSINESS PHONE:** 303-333-3863

**MAIL ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Janus ETF Trust
- **DATE OF NAME CHANGE:** 20100902

## Series and Classes Contracts Data

### Janus Henderson Small/Mid Cap Growth Alpha ETF (Series ID: S000052564)

| Class ID   | Class Name                                     | Ticker Symbol   |
|:---|:---|:---|
| C000165025 | Janus Henderson Small/Mid Cap Growth Alpha ETF | JSMD            |

## Nport-Ex

# **Janus Henderson Small/Mid Cap Growth Alpha ETF**

Schedule of Investments (unaudited)

January 31, 2023

|  | Shares/ Principal Amounts | Other |
| --- | --- | --- |
| Common Stock - 100.0% |  |  |
| Hardcore & OWens - 0.0% |  |  |
| Accup. Promotion Holdings, Inc.* | 10.000 | $586,047 |
| Air Freight & Logistics - 0.0% |  |  |
| Alfa Air Worldwide Holdings, Inc.* | 3,081 | 377,047 |
| Madison Logistics, Inc.* | 6,558 | 85,378 |
|  |  | 413,268 |

1

# **Janus Henderson Small/Mid Cap Growth Alpha ETF**

Schedule of Investments (unaudited)

January 31, 2023

| Item Components - 0.0% | Shares Principal Amount | Value |
| --- | --- | --- |
| Common Stock - (continued) |  |  |
| Retained Earnings - (continued) |  |  |
| Outlets, Inc.* | 147,245 | $2,594,422 |
| Hatsyama Therapeutics, Inc.* | 91,731 | 3,106,256 |
| Hatsy Therapeutics, Inc.* | 16,299 | 330,580 |
| Net Interest - 0.0% |  | 4,439,409 |
| Retained Earnings - 0.0% |  |  |

1

# Janus Henderson Small/Mid Cap Growth Alpha ETF

Schedule of Investments (unaudited)

January 31, 2023

| WORKSHOP, INVENTORY, INC. | Change | Value |
| --- | --- | --- |
| Common Market - (continued) | Principal Amount |  |
| Construction & Engineering - (continued) |  |  |
| Construction & Engineering - (continued) |  |  |
| Construction & Engineering - (continued) |  |  |
| Construction & Engineering - (continued) |  |  |
| Construction & Engineering - (continued) |  |  |
| Construction & Engineering - (continued) |  |  |
| Construction & Engineering - (continued) |  |  |
| Construction & Engineering - (continued) |  |  |

1

# **Janus Henderson Small/Mid Cap Growth Alpha ETF**

# **Schedule of Investments (unaudited)**

**January 31, 2023**

| USD (millions, bn) | Change Principal Amount | Total |
| --- | --- | --- |
| Common Stock - (continued) |  |  |
| Health Care Providers & Services - T.PA |  |  |
| AdaptHealth Corp. - Class 4* | 62,682 | $1,307,898 |
| Amerikaya, Inc.* | 14,082 | 1,458,981 |
| AMG Healthcare Services, Inc.* | 24,784 | 1,695,735 |
| Channel Corp. | 6,161 | 3,420,285 |
| Cross Country Healthcare, Inc.* | 17,824 | 472,428 |

1

# Janus Henderson Small/Mid Cap Growth Alpha ETF

Schedule of Investments (unaudited)

January 31, 2023

| Investment Statement No. - Item A | Current Principal Amount | Total |
| --- | --- | --- |
| Common Stock - (continued) |  |  |
| Interest & Credit Marketing/Head - 0.1% |  |  |
| Reserves Group, Inc. - Class A* | 4,232 | $122,494 |
| IT Services - 0.7% |  |  |
| Operating & Money Expense, Inc.* | 15,122 | 145,760 |
| Other Income & Fees (Total) | 4,232 | 370,260 |
| Total Operating Income | 4,232 | 1,322,898 |

# Janus Henderson Small/Mid Cap Growth Alpha ETF

Schedule of Investments (unaudited)

January 31, 2023

| Quarter No. / Unit | Change Principal Amount | Total |
| --- | --- | --- |
| Common Stock - (continued) |  |  |
| Professional Services - 0.0% |  |  |
| Non-Fax | 6,847 | $570,080 |
| S&P Global, Inc. | 2,825 | 200,812 |
| Non-Fax | 3,000 | 318,994 |
| Non-Fax |  | 1,285,976 |
| Real Estate Management & Development - 0.0% |  |  |

# Janus Henderson Small/Mid Cap Growth Alpha ETF

Schedule of Investments (Unaudited)

January 31, 2023

| Interest and Changes (Unaudited) No. - Class A* | Shares Principal Amount | Other |
| --- | --- | --- |
| Common Stock - (continued) |  |  |
| Deposits Payed - (continued) |  |  |
| Deposits Payed - (continued) | 4,000 | 8,666,762 |
| Deposits Payed - (continued) |  | 1,836,073 |
| Technology Deposits, Energy & Peripherals - 11% |  |  |
| Interest (among no.) | 38,117 | 625,520 |
| Deposits Payed - (continued) | 3,000 | 1,318,042 |

# Janus Henderson Small/Mid Cap Growth Alpha ETF

Schedule of Investments (unaudited)

January 31, 2023

| Bank of California Corp. | 1,400 | 1,400,000 |
| --- | --- | --- |
| Bank of California Corporation (Long-Products) (unaudited) | 1,400 | 1,400,000 |
| Bank of California Corporation (Long-Products) (unaudited) | 1,400 | 1,400,000 |
| Bank of California Corporation (Long-Products) (unaudited) | 1,400 | 1,400,000 |
| Bank of California Corporation (Long-Products) (unaudited) | 1,400 | 1,400,000 |
| Bank of California Corporation (Long-Products) (unaudited) | 1,400 | 1,400,000 |

---

6

# Janus Henderson Small/Mid Cap Growth Alpha ETF

Notes to Schedule of Investments and Other Information (unaudited)
January 31, 2023

| Investments at End of the Year | 1.00 | 1.00 |
| --- | --- | --- |
| Investments at End of the Year | 1.00 | 1.00 |
| Investments at End of the Year | 1.00 | 1.00 |
| Investments at End of the Year | 1.00 | 1.00 |
| Investments at End of the Year | 1.00 | 1.00 |
| Investments at End of the Year | 1.00 | 1.00 |

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## Investment Valuation

Investments in the United States are the most important investments in the United States. Investment in the United States is the most important investment in the United States. Investment in the United States is the most important investment in the United States. Investment in the United States is the most important investment in the United States. Investment in the United States is the most important investment in the United States. Investment in the United States is the most important investment in the United States. Investment in the United States is the most important investment in the United States. Investment in the United States is the most important investment in the United States.

Total Consumer Pricing (cont 8/05/ 102-142)

The following table provides the information in English: The information is provided in a tabular format with the following table:

12

LPS 09-19/2014 09:35

~~(1)~~ The ~~title~~ of the ~~title~~ of the ~~title~~ of the ~~title~~ of the ~~title~~ of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of the title of

Total Assets $204,105,003 $2,738,370 $ -
a security trading halt, and (b) pricing of a non-valued security and a restricted or nonpublic security. Special valuation
considerations may apply with respect to 'odd-lot' fixed-income transactions which, due to their small size, may receive
evaluated prices by pricing services which reflect a large block trade and not what actually could be obtained for the odd-
lot position. The value of the securities of other mutual funds held by a Fund, if any, will be calculated using the NAR of
such mutual funds.

# **Valuation Inputs Summary**

FASB ASC 820, Fair Value Measurements and Disclosures ('ASC 820'), defines fair value, establishes a framework

for measuring fair value, and expands disclosure requirements regarding fair value measurements. This standard emphasizes that fair value is a market-based measurement that should be determined based on the assumptions that market participants would use in pricing an asset or liability and establishes a hierarchy that prioritizes inputs to valuation techniques used to measure fair value. These inputs are summarized into three broad levels:

Level 1 - Unadjusted quoted prices in active markets the Fund has the ability to access for identical assets or liabilities.

Level 2 - Observable inputs other than unadjusted quoted prices included in Level 1 that are observable for the asset or liability either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Assets or liabilities categorized as Level 2 in the hierarchy generally include: debt securities fair valued in accordance with the evaluated bid or risk prices supplied by a pricing service; securities traded on CPC markets and listed securities for which no sales are reported that are fair valued at the latest bid price (or yield equivalent thereof).

obtained from one or more dealers transacting in a market for such securities or by a pricing service approved by the Fund's Trustees; and certain short-term debt securities with maturities of 60 days or less that are not valued at amortized cost. Other securities that may be categorized as Level 2 in the hierarchy include, but are not limited to, preferred stocks, bank loans, swaps, investments in unregistered investment companies, options, and forward contracts.

Level 3 - Unobservable inputs for the asset or liability to the extent that relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions that a market participant would use in valuing the

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Janus Detroit Street Trust

- **b. Investment Company Act file number:** 811-23112

- **c. CIK number of Registrant:** 0001500604

- **d. LEI of Registrant:** 5493003MM7OCK5UJW595

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

  - **Street Address 1:** 151 Detroit Street

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

  - **Telephone number:** 303-333-3863

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

- **a. Name of Series:** Janus Henderson Small/Mid Cap Growth Alpha ETF

- **b. EDGAR series identifier (if any):** S000052564

- **c. LEI of Series:** 5493007LNQYUXWRS8K38

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $197727529.20

**Total Liabilities:** $3622224.89

**Net Assets:** $194105304.31

**Cash Not Reported:** $14004.14

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000165025 | 5.12%                | -6.32%               | 11.30%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.19                    | $8773719.94                                |
| Month 2  | $-1679308.99             | $-10051920.99                              |
| Month 3  | $3325.90                 | $19458822.35                               |

**Designated Index Information**

- **Index Name:** Janus Small Mid Cap Growth Alpha Index 100%

- **Index Identifier:** IXSMD100BM

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PJT Partners, Inc.                                        | PJT Partners, Inc., Class A                               | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      2232 | NS      | $178626.96    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Crocs, Inc.                                               | Crocs, Inc.                                               | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | EC               | CORP              | US        |      6507 | NS      | $792357.39    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy, Inc.                                      | Fluence Energy, Inc., Class A                             | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14876 | NS      | $359106.64    | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Sonos, Inc.                                               | Sonos, Inc.                                               | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     13350 | NS      | $246174.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health, Inc.                                          | Cue Health, Inc.                                          | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     68213 | NS      | $178718.06    | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| GMS, Inc.                                                 | GMS, Inc.                                                 | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      5518 | NS      | $327327.76    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express, Inc.                         | International Money Express, Inc.                         | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     15103 | NS      | $343744.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                         | Merchants Bancorp                                         | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      3940 | NS      | $113353.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman, Inc.                                     | Douglas Elliman, Inc.                                     | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      4574 | NS      | $21314.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Louisiana-Pacific Corp.                                   | Louisiana-Pacific Corp.                                   | CUSIP: 546347105<br>LEI: 549300C7E2UAO5BVRR75 | Long             | EC               | CORP              | US        |     19485 | NS      | $1326733.65   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                           | Interactive Brokers Group, Inc., Class A                  | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      9401 | NS      | $751515.94    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Landstar System, Inc.                                     | Landstar System, Inc.                                     | CUSIP: 515098101<br>LEI: 254900CUQXQRL09MEI52 | Long             | EC               | CORP              | US        |      4675 | NS      | $807980.25    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Artisan Partners Asset Management, Inc.                   | Artisan Partners Asset Management, Inc., Class A          | CUSIP: 04316A108<br>LEI: 549300T1FUI6JF63XU51 | Long             | EC               | CORP              | US        |      6208 | NS      | $228578.56    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                      | Meritage Homes Corp.                                      | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      3854 | NS      | $415037.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil, Inc.                                               | Jabil, Inc.                                               | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |     54867 | NS      | $4314192.21   | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Coco Co., Inc. (The)                                 | Vita Coco Co., Inc. (The)                                 | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |     22189 | NS      | $301104.73    | 0.16%             |  |  |  | No            |                  1 | On Loan: —       |
| Hibbett, Inc.                                             | Hibbett, Inc.                                             | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      1349 | NS      | $89519.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Inc.                                      | Ingles Markets, Inc., Class A                             | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      5706 | NS      | $542070.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                                | Axcelis Technologies, Inc.                                | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     13386 | NS      | $1471790.70   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                            | Doximity, Inc., Class A                                   | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     50428 | NS      | $1778595.56   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Bancorp, Inc. (The)                                       | Bancorp, Inc. (The)                                       | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5117 | NS      | $173619.81    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| America's Car-Mart, Inc.                                  | America's Car-Mart, Inc.                                  | CUSIP: 03062T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       670 | NS      | $57713.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                        | BJ's Wholesale Club Holdings, Inc.                        | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |     53341 | NS      | $3865622.27   | 1.99%             |  |  |  | No            |                  1 | On Loan: No      |
| First Bank                                                | First Bank                                                | CUSIP: 31931U102<br>LEI: 549300YS4CB1171BRJ08 | Long             | EC               | CORP              | US        |      1794 | NS      | $24272.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                                     | Deckers Outdoor Corp.                                     | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |      2789 | NS      | $1192241.72   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinsale Capital Group, Inc.                               | Kinsale Capital Group, Inc.                               | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |      2110 | NS      | $587508.40    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings, Inc.                              | Floor & Decor Holdings, Inc., Class A                     | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Long             | EC               | CORP              | US        |     11182 | NS      | $1014990.14   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                                | Winnebago Industries, Inc.                                | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      3214 | NS      | $204667.52    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Medpace Holdings, Inc.                                    | Medpace Holdings, Inc.                                    | CUSIP: 58506Q109<br>LEI: 549300H8TYEUVTW14A54 | Long             | EC               | CORP              | US        |     14196 | NS      | $3138309.72   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane, Inc.                                       | Hamilton Lane, Inc., Class A                              | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      3461 | NS      | $269473.46    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Financial, Inc.                         | Fidelity National Financial, Inc.                         | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | EC               | CORP              | US        |     24932 | NS      | $1097755.96   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics, Inc.                                   | Radiant Logistics, Inc.                                   | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      6436 | NS      | $36105.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                          | Clearfield, Inc.                                          | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      5631 | NS      | $402391.26    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Saia, Inc.                                                | Saia, Inc.                                                | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |      3444 | NS      | $939454.32    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Cash Collateral Fund LLC                  | Janus Henderson Cash Collateral Fund LLC                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |   2190701 | PA      | $2190700.84   | 1.13%             | 2023-02-01      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Bridgewater Bancshares, Inc.                              | Bridgewater Bancshares, Inc.                              | CUSIP: 108621103<br>LEI: 5493001FLSBTVILKXZ71 | Long             | EC               | CORP              | US        |      2522 | NS      | $39242.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Atkore, Inc.                                              | Atkore, Inc.                                              | CUSIP: 047649108<br>LEI: 52990002TI38AM4RPV48 | Long             | EC               | CORP              | US        |      5377 | NS      | $700354.25    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| QCR Holdings, Inc.                                        | QCR Holdings, Inc.                                        | CUSIP: 74727A104<br>LEI: 549300MWKWM7KWJVQO33 | Long             | EC               | CORP              | US        |      1546 | NS      | $81257.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | ROYAL BANK OF CANADA                                      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | STIV             | CORP              | CA        |    547675 | PA      | $547675.21    | 0.28%             | 2023-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Guaranty Bancshares, Inc.                                 | Guaranty Bancshares, Inc.                                 | CUSIP: 400764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1091 | NS      | $35981.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Toll Brothers, Inc.                                       | Toll Brothers, Inc.                                       | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | EC               | CORP              | US        |     11942 | NS      | $710429.58    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp.                                        | Open Lending Corp., Class A                               | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     11546 | NS      | $101258.42    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Stifel Financial Corp.                                    | Stifel Financial Corp.                                    | CUSIP: 860630102<br>LEI: 549300E5F07FE5GHJX84 | Long             | EC               | CORP              | US        |      9715 | NS      | $654888.15    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corp.                                          | Fair Isaac Corp.                                          | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |      8976 | NS      | $5977567.20   | 3.08%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy, Inc.                                     | HighPeak Energy, Inc.                                     | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |     25942 | NS      | $725338.32    | 0.37%             |  |  |  | No            |                  1 | On Loan: —       |
| Revolve Group, Inc.                                       | Revolve Group, Inc., Class A                              | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4292 | NS      | $122493.68    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Virtus Investment Partners, Inc.                          | Virtus Investment Partners, Inc.                          | CUSIP: 92828Q109<br>LEI: 549300HWF93HB8BDM648 | Long             | EC               | CORP              | US        |       661 | NS      | $142035.68    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                        | Atlas Air Worldwide Holdings, Inc.                        | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      3691 | NS      | $377257.11    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                              | Moelis & Co., Class A                                     | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      5847 | NS      | $273347.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                           | LGI Homes, Inc.                                           | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      2453 | NS      | $279274.05    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast, Inc.                                            | Medifast, Inc.                                            | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      4344 | NS      | $484138.80    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                                | Taylor Morrison Home Corp., Class A                       | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |     11417 | NS      | $408728.60    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group, Inc.                                           | BRP Group, Inc., Class A                                  | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5615 | NS      | $160869.75    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| RXO, Inc.                                                 | RXO, Inc.                                                 | CUSIP: 74982T103<br>LEI: 549300KL8CA6GP8XPM30 | Long             | EC               | CORP              | US        |     14982 | NS      | $274470.24    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                               | Amalgamated Financial Corp.                               | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2804 | NS      | $64351.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings, Inc.                          | Esquire Financial Holdings, Inc.                          | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       745 | NS      | $34672.30     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                                     | Walker & Dunlop, Inc.                                     | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3016 | NS      | $287666.08    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corp.                                   | National Research Corp.                                   | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |     11271 | NS      | $523199.82    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                                  | Mueller Industries, Inc.                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |      7400 | NS      | $485070.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                   | KB Home                                                   | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      9018 | NS      | $346742.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                            | Cargurus, Inc., Class A                                   | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     22923 | NS      | $404590.95    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                | Korn Ferry                                                | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |      6947 | NS      | $375068.53    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| TopBuild Corp.                                            | TopBuild Corp.                                            | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |      3369 | NS      | $674002.14    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.                         | Aerojet Rocketdyne Holdings, Inc.                         | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     10481 | NS      | $586097.52    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                   | Essential Properties Realty Trust, Inc.                   | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |      8016 | NS      | $204247.68    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Knight-Swift Transportation Holdings, Inc.                | Knight-Swift Transportation Holdings, Inc., Class A       | CUSIP: 499049104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     20914 | NS      | $1236017.40   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares, Inc.                           | Business First Bancshares, Inc.                           | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      2294 | NS      | $47577.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                                         | Boise Cascade Co.                                         | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      5133 | NS      | $384821.01    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Essent Group Ltd.                                         | Essent Group Ltd.                                         | CUSIP: N/A<br>LEI: 254900QUO860OUT6ZF83       | Long             | EC               | CORP              | BM        |      9845 | NS      | $433475.35    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp.                                   | Credit Acceptance Corp.                                   | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1181 | NS      | $546377.84    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                                 | Nexstar Media Group, Inc., Class A                        | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      8397 | NS      | $1719453.69   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| QuidelOrtho Corp.                                         | QuidelOrtho Corp.                                         | CUSIP: 219798105<br>LEI: 549300YU8CMO9HF53113 | Long             | EC               | CORP              | US        |     30148 | NS      | $2580970.28   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Paylocity Holding Corp.                                   | Paylocity Holding Corp.                                   | CUSIP: 70438V106<br>LEI: 549300VH75FTB4DIEE07 | Long             | EC               | CORP              | US        |     22688 | NS      | $4725683.52   | 2.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp.                                    | Skyline Champion Corp.                                    | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5998 | NS      | $353582.10    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Metrocity Bankshares, Inc.                                | Metrocity Bankshares, Inc.                                | CUSIP: 59165J105<br>LEI: 549300TC6QB7YG0P6F52 | Long             | EC               | CORP              | US        |      2313 | NS      | $46768.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| John Marshall Bancorp, Inc.                               | John Marshall Bancorp, Inc.                               | CUSIP: 47805L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1287 | NS      | $31840.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials, Inc.                                    | Origin Materials, Inc.                                    | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |     38785 | NS      | $234649.25    | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Exelixis, Inc.                                            | Exelixis, Inc.                                            | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |    147243 | NS      | $2594421.66   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Power Integrations, Inc.                                  | Power Integrations, Inc.                                  | CUSIP: 739276103<br>LEI: 54930085LGXSCIHD5W31 | Long             | EC               | CORP              | US        |     23309 | NS      | $2006671.81   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                                | Corebridge Financial, Inc.                                | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     59093 | NS      | $1285863.68   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares, Inc.                                 | Live Oak Bancshares, Inc.                                 | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4020 | NS      | $137604.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp.                                   | Premier Financial Corp.                                   | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3251 | NS      | $81340.02     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp.                          | Old Republic International Corp.                          | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     27818 | NS      | $734117.02    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics, Inc.                                    | Fulgent Genetics, Inc.                                    | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     13437 | NS      | $453901.86    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                                 | Insight Enterprises, Inc.                                 | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     14194 | NS      | $1599947.68   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                             | ArcBest Corp.                                             | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      3178 | NS      | $265204.10    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.                            | Victory Capital Holdings, Inc., Class A                   | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      6263 | NS      | $185635.32    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.                          | Alpha & Omega Semiconductor Ltd.                          | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |     11169 | NS      | $368130.24    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Qualys, Inc.                                              | Qualys, Inc.                                              | CUSIP: 74758T303<br>LEI: 549300EMBXYOW9W1XA17 | Long             | EC               | CORP              | US        |     15480 | NS      | $1785772.80   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                            | Northeast Bank                                            | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |       763 | NS      | $36013.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group, Inc. (The)                                  | Ensign Group, Inc. (The)                                  | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |     25327 | NS      | $2361742.75   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                    | Amkor Technology, Inc.                                    | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     99831 | NS      | $2921055.06   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Rad Laboratories, Inc.                                | Bio-Rad Laboratories, Inc., Class A                       | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Long             | EC               | CORP              | US        |     13414 | NS      | $6270508.44   | 3.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MarketAxess Holdings, Inc.                                | MarketAxess Holdings, Inc.                                | CUSIP: 57060D108<br>LEI: 5493002U1CA1XJOVID83 | Long             | EC               | CORP              | US        |      3441 | NS      | $1252007.85   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Builders FirstSource, Inc.                                | Builders FirstSource, Inc.                                | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | EC               | CORP              | US        |     19154 | NS      | $1526573.80   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.                            | Cross Country Healthcare, Inc.                            | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     17024 | NS      | $472416.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                                | Ultra Clean Holdings, Inc.                                | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     18540 | NS      | $623871.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors, Inc.                                    | Johnson Outdoors, Inc., Class A                           | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       944 | NS      | $64626.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Semler Scientific, Inc.                                   | Semler Scientific, Inc.                                   | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |      3122 | NS      | $122413.62    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems, Inc.                           | Advanced Drainage Systems, Inc.                           | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |     10783 | NS      | $1087357.72   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's, Inc.                                            | Leslie's, Inc.                                            | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19287 | NS      | $298755.63    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Alerus Financial Corp.                                    | Alerus Financial Corp.                                    | CUSIP: 01446U103<br>LEI: 5493008BXLBPPELQ3G57 | Long             | EC               | CORP              | US        |      1827 | NS      | $37599.66     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UFP Industries, Inc.                                      | UFP Industries, Inc.                                      | CUSIP: 90278Q108<br>LEI: 5493007KB485C9OV5572 | Long             | EC               | CORP              | US        |      8022 | NS      | $750458.10    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp.                                   | Coastal Financial Corp.                                   | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |      1185 | NS      | $54118.95     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co., Inc.                           | Simpson Manufacturing Co., Inc.                           | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |      5543 | NS      | $593710.73    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco, Inc.                                              | Watsco, Inc.                                              | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |      5066 | NS      | $1455816.42   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams-Sonoma, Inc.                                     | Williams-Sonoma, Inc.                                     | CUSIP: 969904101<br>LEI: 549300IARG6YWVTZ1I92 | Long             | EC               | CORP              | US        |      7031 | NS      | $948763.14    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp. of Florida                         | Seacoast Banking Corp. of Florida                         | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      5620 | NS      | $180458.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo, Inc.                                               | DocGo, Inc.                                               | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46938 | NS      | $469380.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: —       |
| XPEL, Inc.                                                | XPEL, Inc.                                                | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      2910 | NS      | $221363.70    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global, Inc.                                          | NV5 Global, Inc.                                          | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2025 | NS      | $269912.25    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                                   | Jackson Financial, Inc., Class A                          | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      7591 | NS      | $334307.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival, Inc.                                       | Shoe Carnival, Inc.                                       | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2910 | NS      | $79472.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| F&G Annuities & Life, Inc.                                | F&G Annuities & Life, Inc.                                | CUSIP: 30190A104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1692 | NS      | $36310.32     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Capstar Financial Holdings, Inc.                          | Capstar Financial Holdings, Inc.                          | CUSIP: 14070T102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2003 | NS      | $34872.23     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins, Inc.                                             | Rollins, Inc.                                             | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |     64094 | NS      | $2333021.60   | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings, Inc.                                    | Olaplex Holdings, Inc.                                    | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    257582 | NS      | $1625342.42   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Below, Inc.                                          | Five Below, Inc.                                          | CUSIP: 33829M101<br>LEI: 529900AAXP5Z6BGI7418 | Long             | EC               | CORP              | US        |      5849 | NS      | $1153013.37   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Generac Holdings, Inc.                                    | Generac Holdings, Inc.                                    | CUSIP: 368736104<br>LEI: 529900S2H2AHJHSFFI84 | Long             | EC               | CORP              | US        |      8245 | NS      | $994347.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                                        | FB Financial Corp.                                        | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      4290 | NS      | $161132.40    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sciplay Corp.                                             | Sciplay Corp., Class A                                    | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |      5054 | NS      | $85867.46     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| IAA, Inc.                                                 | IAA, Inc.                                                 | CUSIP: 449253103<br>LEI: 549300PZCOPC5178W747 | Long             | EC               | CORP              | US        |     17409 | NS      | $726477.57    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SPS Commerce, Inc.                                        | SPS Commerce, Inc.                                        | CUSIP: 78463M107<br>LEI: 2549006XVF9GCCETDQ72 | Long             | EC               | CORP              | US        |     14688 | NS      | $1998743.04   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corp.                                              | Chemed Corp.                                              | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |      6787 | NS      | $3428385.18   | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| ConnectOne Bancorp, Inc.                                  | ConnectOne Bancorp, Inc.                                  | CUSIP: 20786W107<br>LEI: 549300E2M5ZYAZKUK134 | Long             | EC               | CORP              | US        |      3587 | NS      | $85262.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                                | Super Micro Computer, Inc.                                | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     21567 | NS      | $1559941.11   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp.                                        | Sleep Number Corp.                                        | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      2318 | NS      | $79692.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SiteOne Landscape Supply, Inc.                            | SiteOne Landscape Supply, Inc.                            | CUSIP: 82982L103<br>LEI: 5299008LX7SBD4HIAU03 | Long             | EC               | CORP              | US        |      5870 | NS      | $889363.70    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO, Inc.                                                | AMMO, Inc.                                                | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |     12376 | NS      | $30692.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| IES Holdings, Inc.                                        | IES Holdings, Inc.                                        | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      2671 | NS      | $106332.51    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials, Inc.                                     | Eagle Materials, Inc.                                     | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |     10032 | NS      | $1465474.56   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings, Inc.                                    | Palomar Holdings, Inc.                                    | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      2306 | NS      | $117859.66    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                                    | Cavco Industries, Inc.                                    | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       938 | NS      | $249601.80    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Star Bancorp                                         | Five Star Bancorp                                         | CUSIP: 33830T103<br>LEI: 5493008ZRBIHKWC0JA73 | Long             | EC               | CORP              | US        |      1576 | NS      | $42488.96     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                     | Matador Resources Co.                                     | CUSIP: 576485205<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | EC               | CORP              | US        |     27088 | NS      | $1792142.08   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.                        | Stewart Information Services Corp.                        | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      2479 | NS      | $118421.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                                  | Insteel Industries, Inc.                                  | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      2535 | NS      | $76024.65     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                              | Coca-Cola Consolidated, Inc.                              | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |      3320 | NS      | $1682509.60   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                                       | YETI Holdings, Inc.                                       | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      9089 | NS      | $406823.64    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                    | Cleveland-Cliffs, Inc.                                    | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Long             | EC               | CORP              | US        |    140054 | NS      | $2990152.90   | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                                 | Century Communities, Inc.                                 | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      3348 | NS      | $204897.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group, Inc.                                     | StepStone Group, Inc., Class A                            | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5673 | NS      | $165594.87    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Custom Truck One Source, Inc.                             | Custom Truck One Source, Inc.                             | CUSIP: 23204X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     32093 | NS      | $227218.44    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                                            | Evercore, Inc., Class A                                   | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      3549 | NS      | $460695.69    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock, Inc.                                        | Shutterstock, Inc.                                        | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      7975 | NS      | $600278.25    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp.                                               | Ciena Corp.                                               | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     60370 | NS      | $3140447.40   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                            | Ameris Bancorp                                            | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      6339 | NS      | $298947.24    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties, Inc.                    | Innovative Industrial Properties, Inc.                    | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      1575 | NS      | $141403.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                             | Pacific Premier Bancorp, Inc.                             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      8685 | NS      | $280872.90    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AMN Healthcare Services, Inc.                             | AMN Healthcare Services, Inc.                             | CUSIP: 001744101<br>LEI: 529900W3ARRTCNFH2I39 | Long             | EC               | CORP              | US        |     19780 | NS      | $1895715.20   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty, Inc.                           | Rexford Industrial Realty, Inc.                           | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     10331 | NS      | $655708.57    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG, Inc.                                                 | TPG, Inc.                                                 | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |      6488 | NS      | $208978.48    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Orrstown Financial Services, Inc.                         | Orrstown Financial Services, Inc.                         | CUSIP: 687380105<br>LEI: 5493008IR3FINUFGVM95 | Long             | EC               | CORP              | US        |       975 | NS      | $24131.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients, Inc.                                     | MGP Ingredients, Inc.                                     | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      8726 | NS      | $851134.04    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Viper Energy Partners LP                                  | Viper Energy Partners LP                                  | CUSIP: 92763M105<br>LEI: 5299009LINL232255G03 | Long             | EC               | CORP              | US        |     17242 | NS      | $547433.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Wingstop, Inc.                                            | Wingstop, Inc.                                            | CUSIP: 974155103<br>LEI: 549300SSH3F8HPIM3Q47 | Long             | EC               | CORP              | US        |      3152 | NS      | $499497.44    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                                  | Patrick Industries, Inc.                                  | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      2388 | NS      | $169476.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                                        | NMI Holdings, Inc., Class A                               | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      7640 | NS      | $177477.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products, Inc.                         | Installed Building Products, Inc.                         | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      3013 | NS      | $331701.17    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Houlihan Lokey, Inc.                                      | Houlihan Lokey, Inc., Class A                             | CUSIP: 441593100<br>LEI: 549300S3CNGTQ1QZVY46 | Long             | EC               | CORP              | US        |      4557 | NS      | $451461.99    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments, Inc.                                     | MKS Instruments, Inc.                                     | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Long             | EC               | CORP              | US        |     27102 | NS      | $2773076.64   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                             | Vontier Corp.                                             | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     64385 | NS      | $1482786.55   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co.                                     | Commercial Metals Co.                                     | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     31892 | NS      | $1730778.84   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameresco, Inc.                                            | Ameresco, Inc., Class A                                   | CUSIP: 02361E108<br>LEI: 529900NZXZGBCBXYY327 | Long             | EC               | CORP              | US        |      4414 | NS      | $284570.58    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                                           | M/I Homes, Inc.                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      2890 | NS      | $172822.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.                       | World Wrestling Entertainment, Inc., Class A              | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      9642 | NS      | $815906.04    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Alliance Bancorp                                  | Western Alliance Bancorp                                  | CUSIP: 957638109<br>LEI: 5493003VJXZ5JXT9S762 | Long             | EC               | CORP              | US        |      9956 | NS      | $750383.72    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                                           | MYR Group, Inc.                                           | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      2160 | NS      | $213969.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Aris Water Solution, Inc.                                 | Aris Water Solution, Inc., Class A                        | CUSIP: 04041L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3450 | NS      | $53440.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Factory Holding Corp.                                 | Fox Factory Holding Corp.                                 | CUSIP: 35138V102<br>LEI: 529900GE1HSV0617R721 | Long             | EC               | CORP              | US        |      4453 | NS      | $525854.77    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                                    | Hayward Holdings, Inc.                                    | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27497 | NS      | $370934.53    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                             | Asbury Automotive Group, Inc.                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      2332 | NS      | $513040.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                                            | Westlake Corp.                                            | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     34663 | NS      | $4254883.25   | 2.19%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation, Inc.                                    | First Foundation, Inc.                                    | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      5154 | NS      | $80041.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                                   | Triumph Financial, Inc.                                   | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      2237 | NS      | $124668.01    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming, Inc.                                      | Corsair Gaming, Inc.                                      | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     39117 | NS      | $615310.41    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Maravai LifeSciences Holdings, Inc.                       | Maravai LifeSciences Holdings, Inc., Class A              | CUSIP: 56600D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     60045 | NS      | $880259.70    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Trex Co., Inc.                                            | Trex Co., Inc.                                            | CUSIP: 89531P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     14281 | NS      | $752894.32    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                                         | AdaptHealth Corp., Class A                                | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     61502 | NS      | $1317987.86   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp.                       | WillScot Mobile Mini Holdings Corp.                       | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     27186 | NS      | $1317433.56   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                                  | Boot Barn Holdings, Inc.                                  | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      3140 | NS      | $262158.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                              | Diodes, Inc.                                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     18529 | NS      | $1652601.51   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                                     | Thor Industries, Inc.                                     | CUSIP: 885160101<br>LEI: 254900XZO1228PDSG060 | Long             | EC               | CORP              | US        |      5656 | NS      | $539186.48    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                         | PennyMac Financial Services, Inc.                         | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      4578 | NS      | $308648.76    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Savings The                       | Hingham Institution For Savings The                       | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       195 | NS      | $57006.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                                     | Onto Innovation, Inc.                                     | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     20178 | NS      | $1586999.70   | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                                | Corcept Therapeutics, Inc.                                | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     49139 | NS      | $1123317.54   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Dream Finders Homes, Inc.                                 | Dream Finders Homes, Inc., Class A                        | CUSIP: 26154D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3411 | NS      | $43115.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Dick's Sporting Goods, Inc.                               | Dick's Sporting Goods, Inc.                               | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |      6305 | NS      | $824441.80    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| First American Financial Corp.                            | First American Financial Corp.                            | CUSIP: 31847R102<br>LEI: 549300B6VEZK3N0A1P55 | Long             | EC               | CORP              | US        |      9466 | NS      | $585661.42    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Cricut, Inc.                                              | Cricut, Inc., Class A                                     | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |      4597 | NS      | $45004.63     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Coinbase Global, Inc.                                     | Coinbase Global, Inc., Class A                            | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |     16349 | NS      | $956089.52    | 0.49%             |  |  |  | No            |                  1 | On Loan: —       |
| TriNet Group, Inc.                                        | TriNet Group, Inc.                                        | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |      8098 | NS      | $610994.10    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings, Inc.                                        | MDC Holdings, Inc.                                        | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      7509 | NS      | $283539.84    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA, Inc.                                 | Comfort Systems USA, Inc.                                 | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |      4654 | NS      | $563320.16    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                              | Matson, Inc.                                              | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      4917 | NS      | $325112.04    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular, Inc.                                   | LeMaitre Vascular, Inc.                                   | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     10043 | NS      | $473828.74    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp, Inc.                                | Sandy Spring Bancorp, Inc.                                | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4080 | NS      | $137904.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Halozyme Therapeutics, Inc.                               | Halozyme Therapeutics, Inc.                               | CUSIP: 40637H109<br>LEI: 529900242I3SV9AGM753 | Long             | EC               | CORP              | US        |     61721 | NS      | $3195296.17   | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Otter Tail Corp.                                          | Otter Tail Corp.                                          | CUSIP: 689648103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1905 | NS      | $122205.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings, Inc.                                   | BlueLinx Holdings, Inc.                                   | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      1176 | NS      | $102100.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco, Inc.                                               | Graco, Inc.                                               | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |     21934 | NS      | $1498530.88   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial, Inc.                                   | B Riley Financial, Inc.                                   | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2612 | NS      | $111610.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                                          | FormFactor, Inc.                                          | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     31389 | NS      | $883286.46    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Lithia Motors, Inc.                                       | Lithia Motors, Inc., Class A                              | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | EC               | CORP              | US        |      2880 | NS      | $758016.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Academy Sports & Outdoors, Inc.                           | Academy Sports & Outdoors, Inc.                           | CUSIP: 00402L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8414 | NS      | $491545.88    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies, Inc.                                   | SIGA Technologies, Inc.                                   | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33334 | NS      | $244338.22    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp.                                         | Encore Wire Corp.                                         | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2387 | NS      | $385333.41    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                                           | MarineMax, Inc.                                           | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      2288 | NS      | $71500.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings, Inc.                                  | Alarm.com Holdings, Inc.                                  | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     20339 | NS      | $1090170.40   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Liquid Assets Portfolio                           | Invesco Liquid Assets Portfolio                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     35582 | NS      | $35592.59     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                                            | Innoviva, Inc.                                            | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     31853 | NS      | $402940.45    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co.                                        | U-Haul Holding Co.                                        | CUSIP: 023586100<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     25472 | NS      | $1707388.16   | 0.88%             |  |  |  | No            |                  1 | On Loan: —       |
| Silvergate Capital Corp.                                  | Silvergate Capital Corp., Class A                         | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |      2894 | NS      | $41210.56     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Qorvo, Inc.                                               | Qorvo, Inc.                                               | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |     41318 | NS      | $4489613.88   | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp. (The)                                         | Joint Corp. (The)                                         | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6632 | NS      | $120503.44    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                                        | RH                                                        | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Long             | EC               | CORP              | US        |      2500 | NS      | $779975.00    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream LP                                         | Hess Midstream LP, Class A                                | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10087 | NS      | $311486.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics, Inc.                                  | iTeos Therapeutics, Inc.                                  | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16239 | NS      | $339395.10    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities, Inc.                                 | Essential Utilities, Inc.                                 | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |     12008 | NS      | $561133.84    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                                  | Pathward Financial, Inc.                                  | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      2601 | NS      | $129061.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble, Inc.                                              | Bumble, Inc., Class A                                     | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     28878 | NS      | $743608.50    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| U-Haul Holding Co.                                        | U-Haul Holding Co.                                        | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Long             | EC               | CORP              | US        |     25542 | NS      | $1578240.18   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen, Inc.                                               | Cowen, Inc., Class A                                      | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      2561 | NS      | $99571.68     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Toro Co. (The)                                            | Toro Co. (The)                                            | CUSIP: 891092108<br>LEI: YJKE4YIT6BWQHVEW0D14 | Long             | EC               | CORP              | US        |     13561 | NS      | $1512322.72   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings, Inc.                                       | TTEC Holdings, Inc.                                       | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     19242 | NS      | $978263.28    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies, Inc.                         | Napco Security Technologies, Inc.                         | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |     14974 | NS      | $433796.78    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic, Inc.                                            | PubMatic, Inc., Class A                                   | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9614 | NS      | $147382.62    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings, Inc.                                  | eXp World Holdings, Inc.                                  | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |      8597 | NS      | $134027.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| PulteGroup, Inc.                                          | PulteGroup, Inc.                                          | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24007 | NS      | $1365758.23   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| OneWater Marine, Inc.                                     | OneWater Marine, Inc., Class A                            | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1489 | NS      | $48749.86     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co. (The)                                         | Lovesac Co. (The)                                         | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1600 | NS      | $41184.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Amedisys, Inc.                                            | Amedisys, Inc.                                            | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |     14832 | NS      | $1433661.12   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats, Inc.                                        | Malibu Boats, Inc., Class A                               | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2143 | NS      | $129844.37    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunnova Energy International, Inc.                        | Sunnova Energy International, Inc.                        | CUSIP: 86745K104<br>LEI: 549300JK1Y1VVC3JU540 | Long             | EC               | CORP              | US        |      5260 | NS      | $102464.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners, Inc.                                | Green Brick Partners, Inc.                                | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      4851 | NS      | $151351.20    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                                        | MP Materials Corp.                                        | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     48255 | NS      | $1568770.05   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                             | Progyny, Inc.                                             | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42399 | NS      | $1458101.61   | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortune Brands Innovations, Inc.                          | Fortune Brands Innovations, Inc.                          | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |     16690 | NS      | $1076671.90   | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions, Inc.                               | Emergent BioSolutions, Inc.                               | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     22773 | NS      | $300375.87    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                          | NRG Energy, Inc.                                          | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |     10547 | NS      | $360918.34    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Metropolitan Bank Holding Corp.                           | Metropolitan Bank Holding Corp.                           | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       998 | NS      | $59261.24     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Bancorp, Inc.                                        | Home Bancorp, Inc.                                        | CUSIP: 43689E107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       757 | NS      | $29068.80     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corp.                                 | Evolution Petroleum Corp.                                 | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |      7730 | NS      | $48235.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                 | QIAGEN NV                                                 | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |    103654 | NS      | $5079046.00   | 2.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                   | Customers Bancorp, Inc.                                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      2972 | NS      | $90259.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos.                                        | Piper Sandler Cos.                                        | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |      1630 | NS      | $231623.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co.                                     | National Fuel Gas Co.                                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |      4188 | NS      | $243155.28    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                            | LCI Industries                                            | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      2679 | NS      | $300637.38    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp. International                               | Service Corp. International                               | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     16208 | NS      | $1201823.20   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings, Inc.                                    | Upstart Holdings, Inc.                                    | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      7485 | NS      | $139819.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannon Armstrong Sustainable Infrastructure Capital, Inc. | Hannon Armstrong Sustainable Infrastructure Capital, Inc. | CUSIP: 41068X100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8134 | NS      | $300225.94    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                                      | PotlatchDeltic Corp.                                      | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      4548 | NS      | $222624.60    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Masterbrand, Inc.                                         | Masterbrand, Inc.                                         | CUSIP: 57638P104<br>LEI: 549300E0Y4BR5Z9RDZ64 | Long             | EC               | CORP              | US        |     16599 | NS      | $152710.80    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings, Inc.                      | Sportsman's Warehouse Holdings, Inc.                      | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      4096 | NS      | $38625.28     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

**Name of Applicant:** Janus Detroit Street Trust

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

**Title:** VP, CFO, Treasurer, and Principal Accounting Officer