# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0001752724-23-067660
**Filing Date:** 2023-3
**Character Count:** 88248
**Document Hash:** 759096597e5053e5ad9a30284ee2b156
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067660.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067660

**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:** 23763788

**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 Cap Growth Alpha ETF (Series ID: S000052563)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000165024 | Janus Henderson Small Cap Growth Alpha ETF | JSML            |

## Nport-Ex

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

Schedule of Investments (unaudited)

January 31, 2023

|  | Shares/ Principal Amounts | Other |
| --- | --- | --- |
| Common Stock - 100.0% |  |  |
| Hardcore & OWens - 1.2% |  |  |
| Annual Procenturian Holdings, Inc.* | 16,180 | $985,667 |
| All Freight & Logistics - 5.0% |  |  |
| All Transport Services Group, Inc.* | 14,625 | 618,803 |
| Atlas All Worldwide Holdings, Inc.* | 5,702 | 602,805 |
| Market Logistics, Inc.* | 9,932 | 36,778 |

1

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

Schedule of Investments (unaudited)

January 31, 2023

|  | Shares/ Principal Amount | Value |
| --- | --- | --- |
| Common Stock - (continued) |  |  |
| Banking Products - (continued) |  |  |
| Capital Industries, Inc. | 3,812 | $0.17,475 |
| Other, Inc. | 2,114 | 3,111,137 |
| Capital Markets - (1)% |  |  |
| Attaur Partners Asset Management, Inc. - Class A | 3,850 | 130,267 |
| @ Kiley Financial, Inc. | 1,163 | 80,988 |

1

# Janus Henderson Small Cap Growth Alpha ETF

Schedule of Investments (unaudited)

January 31, 2023

| BRAND / STYLE | Change | Value |
| --- | --- | --- |
| Common Stock - (continued) |  |  |
| Entertainment - 0.0% |  |  |
| Shaker Club - Class A | 4,000 | $88,553 |
| Shaker Club & General Foods, Inc. - Class A | 3,000 | $60,828 |
|  | -3,000 | 700,000 |
| Equity Real Estate Investment Trusts (REITs) - 0.0% |  |  |
| Essential Properties Realty Trust, Inc. | 15,170 | 296,230 |

1

# Janus Henderson Small Cap Growth Alpha ETF

Schedule of Investments (unaudited)

January 31, 2023

| Stock Price Group, Inc. - Class A | Change Principal Amounts | Value |
| --- | --- | --- |
| Common Stock - (continued) |  |  |
| Impairment Ratio & Services - (continued) |  |  |
| Impairment, Inc. - Class A* | 13,517 | $307,501 |
| Impairment, Inc. - Class A* | 2,000 | 435,000 |
| Impairment, Inc. - Class A* |  | 1,415,400 |
| Interest & Direct Marketing Retail - E.I.N. |  |  |
| Reactive Drugs, Inc. - Class A* | 3,857 | 204,891 |

1

# Janus Henderson Small Cap Growth Alpha ETF

Schedule of Investments (unaudited)

January 31, 2023

| Account Name / Location | Current Principal Amount | Total |
| --- | --- | --- |
| Common Stock - (continued) |  |  |
| Professional Services - 2.5% |  |  |
| CRA International, Inc. | 1,410 | $170,208 |
| Hastings & Snuggles International, Inc. | 3,302 | 122,784 |
| Loan Fund | 23,731 | 576,367 |
| NPS Global, Inc. | 3,528 | 437,064 |
| Financial Services, Inc. | 17,950 | 241,835 |

# Janus Henderson Small Cap Growth Alpha ETF

Schedule of Investments (unaudited)

January 31, 2023

| Shares Outstanding (2022-2023) | Current Principal Amount | Total |
| --- | --- | --- |
| Common Assets - (continued) |  |  |
| Trade & Mortgage Finance - (continued) |  |  |
| PowerPlas Financial Services, Inc. | 2,848 | $170,528 |
| Southern Missouri Benefits, Inc. | 497 | 21,000 |
| Investment & Investment - 2.5% | 414,986 | 206,458 |
| Investment & Investment - 2.5% | 1,000 | 960,284 |
| Trading Companies & Distributors - 2.1% |  |  |

2

# Janus Henderson Small Cap Growth Alpha ETF

Notes to Schedule of Investments and Other Information (continued)

January 31, 2023

| Janus Henderson Small Cap Growth Alpha ETF | 14,000 | 100,000 |
| --- | --- | --- |
| Janus Henderson Small Cap Growth Alpha ETF | 14,000 | 100,000 |
| Janus Henderson Small Cap Growth Alpha ETF | 14,000 | 100,000 |
| Janus Henderson Small Cap Growth Alpha ETF | 14,000 | 100,000 |
| Janus Henderson Small Cap Growth Alpha ETF | 14,000 | 100,000 |

## Investment Valuation

Investments in the United States are based on the actual and procedures established by the power pursuant to the U.S. Government's law. The U.S. Government has been issued to the U.S. Government's law in the U.S. Department of the Treasury and the U.S. Department of the Treasury. The U.S. Government has been issued to the U.S. Government's law in the U.S. Department of the Treasury and the U.S. Department of the Treasury. The U.S. Government has been issued to the U.S. Government's law in the U.S. Department of the Treasury and the U.S. Department of the Treasury. The U.S. Government has been issued to the U.S. Government's law in the U.S. Department of the Treasury and the U.S. Department of the Treasury.

The purpose of this report is to provide a comprehensive overview of the process of the project, including the impact of the project's progress, the impact of the project's progress, and the impact of the project's progress. The purpose of this report is to provide a comprehensive overview of the process of the project, including the impact of the project's progress, the impact of the project's progress, and the impact of the project's progress.

9

25-10-1994 10:35

~~and~~ the most significant change. Certain short-term securities marketed within 60 days of last year, an investment will be made in the market. This is a key event provided that the amortized cost determined approximately 4.5% of value. Securities purchased in the market are not necessarily available or deemed unsuitable and subject to fair value determination. In 2020, the Company's acquisition pursuant to the Valuation Procedures, "The Securities in which Fair Value is determined by the Company's acquisition is determined by the Company's acquisition is determined by the Company's acquisition is determined by the Company's acquisition is determined by the Company's acquisition is determined by the Company's acquisition is determined by the Company's acquisition is determined by the Company's acquisition is determined by the Company's acquisition is determined by the Company's acquisition is determined by the Company's acquisition is determined by the Company's acquisition is determined by the Company's acquisition is determined by the Company's acquisition is determined by the Company's acquisition is determined by the Company's acquisition

Total Assets is achieved with Credit Collaboration Securities Leveling - 3.8% 70,000,119 0 3,012,807 0 3,025,224 --

**EQUIPMENT** (EQUIPMENT) and (A) pricing of a non-issued security and a restricted or nonpublic security. Special valuation

**EQUIPMENT** (EQUIPMENT) and (B) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (C) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (D) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (E) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (F) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (G) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (H) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (I) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (J) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (K) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (L) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (M) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (N) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (O) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (P) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (Q) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (R) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (S) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (T) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (U) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (V) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (W) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (X) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (Y) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (Z) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (A) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (B) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (C) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (D) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (E) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (F) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (G) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (H) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (I) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (J) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (K) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (L) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (M) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (N) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (O) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (P) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

**EQUIPMENT** (EQUIPMENT) and (Q) pricing of a non-issued security and a restricted or nonpublic security. Good-creditable

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 Cap Growth Alpha ETF

- **b. EDGAR series identifier (if any):** S000052563

- **c. LEI of Series:** 549300NFZEBGDTCWDB09

**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:** $89612052.37

**Total Liabilities:** $11550048.92

**Net Assets:** $78062003.45

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000165024 | 5.74%                | -8.48%               | 13.84%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $374601.11               | $3905805.16                                |
| Month 2  | $-609514.15              | $-6186704.80                               |
| Month 3  | $274678.11               | $9089030.44                                |

**Designated Index Information**

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

- **Index Identifier:** IXSML100BM

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Group 1 Automotive, Inc.                                  | Group 1 Automotive, Inc.                                  | CUSIP: 398905109<br>LEI: 549300US8QAZJLWYAF63 | Long             | EC               | CORP              | US        |      1309 | NS      | $279929.65    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Werner Enterprises, Inc.                                  | Werner Enterprises, Inc.                                  | CUSIP: 950755108<br>LEI: 549300P6XRGOCHHJST37 | Long             | EC               | CORP              | US        |     12708 | NS      | $596894.76    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Acushnet Holdings Corp.                                   | Acushnet Holdings Corp.                                   | CUSIP: 005098108<br>LEI: 529900W5FI106H543E43 | Long             | EC               | CORP              | US        |      6301 | NS      | $295831.95    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PJT Partners, Inc.                                        | PJT Partners, Inc., Class A                               | CUSIP: 69343T107<br>LEI: 549300W3WBEQUBKYTN87 | Long             | EC               | CORP              | US        |      1292 | NS      | $103398.76    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fluence Energy, Inc.                                      | Fluence Energy, Inc., Class A                             | CUSIP: 34379V103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     22982 | NS      | $554785.48    | 0.71%             |  |  |  | No            |                  1 | On Loan: —       |
| Sonos, Inc.                                               | Sonos, Inc.                                               | CUSIP: 83570H108<br>LEI: 549300WEPU6075I77M08 | Long             | EC               | CORP              | US        |     11370 | NS      | $209662.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cue Health, Inc.                                          | Cue Health, Inc.                                          | CUSIP: 229790100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     90516 | NS      | $237151.92    | 0.30%             |  |  |  | No            |                  1 | On Loan: —       |
| GMS, Inc.                                                 | GMS, Inc.                                                 | CUSIP: 36251C103<br>LEI: 52990057RENOQO4U0D72 | Long             | EC               | CORP              | US        |      8526 | NS      | $505762.32    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| International Money Express, Inc.                         | International Money Express, Inc.                         | CUSIP: 46005L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19529 | NS      | $444480.04    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Merchants Bancorp                                         | Merchants Bancorp                                         | CUSIP: 58844R108<br>LEI: 54930008Y0GPVLF81889 | Long             | EC               | CORP              | US        |      2279 | NS      | $65566.83     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Elliman, Inc.                                     | Douglas Elliman, Inc.                                     | CUSIP: 25961D105<br>LEI: 549300BXICHPOXA1NO93 | Long             | EC               | CORP              | US        |      5802 | NS      | $27037.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Addus HomeCare Corp.                                      | Addus HomeCare Corp.                                      | CUSIP: 006739106<br>LEI: 52990090ZT33AKPDBX62 | Long             | EC               | CORP              | US        |      9757 | NS      | $1049072.64   | 1.34%             |  |  |  | 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        |      3592 | NS      | $132257.44    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Meritage Homes Corp.                                      | Meritage Homes Corp.                                      | CUSIP: 59001A102<br>LEI: 52990044W9UMFJO2FB97 | Long             | EC               | CORP              | US        |      3282 | NS      | $353438.58    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Vita Coco Co., Inc. (The)                                 | Vita Coco Co., Inc. (The)                                 | CUSIP: 92846Q107<br>LEI: 54930020WXOAWHR85Y25 | Long             | EC               | CORP              | US        |      5357 | NS      | $72694.49     | 0.09%             |  |  |  | No            |                  1 | On Loan: —       |
| Hibbett, Inc.                                             | Hibbett, Inc.                                             | CUSIP: 428567101<br>LEI: 529900RD6P643J1CZM55 | Long             | EC               | CORP              | US        |      1149 | NS      | $76247.64     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingles Markets, Inc.                                      | Ingles Markets, Inc., Class A                             | CUSIP: 457030104<br>LEI: 549300XH5RYBMYP8TF26 | Long             | EC               | CORP              | US        |      1376 | NS      | $130720.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Axcelis Technologies, Inc.                                | Axcelis Technologies, Inc.                                | CUSIP: 054540208<br>LEI: 529900HF9B6NL1QG9F05 | Long             | EC               | CORP              | US        |     17308 | NS      | $1903014.60   | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity, Inc.                                            | Doximity, Inc., Class A                                   | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     66940 | NS      | $2360973.80   | 3.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Bancorp, Inc. (The)                                       | Bancorp, Inc. (The)                                       | CUSIP: 05969A105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2960 | NS      | $100432.80    | 0.13%             |  |  |  | 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        |       571 | NS      | $49185.94     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Winnebago Industries, Inc.                                | Winnebago Industries, Inc.                                | CUSIP: 974637100<br>LEI: 549300B7OYKYJLTE3G11 | Long             | EC               | CORP              | US        |      2738 | NS      | $174355.84    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Hamilton Lane, Inc.                                       | Hamilton Lane, Inc., Class A                              | CUSIP: 407497106<br>LEI: 5493006OKN3V1NORM833 | Long             | EC               | CORP              | US        |      2003 | NS      | $155953.58    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Radiant Logistics, Inc.                                   | Radiant Logistics, Inc.                                   | CUSIP: 75025X100<br>LEI: 549300HWCW2HBOG4GN20 | Long             | EC               | CORP              | US        |      9942 | NS      | $55774.62     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearfield, Inc.                                          | Clearfield, Inc.                                          | CUSIP: 18482P103<br>LEI: 529900M4S2OQ1ADPR537 | Long             | EC               | CORP              | US        |      7280 | NS      | $520228.80    | 0.67%             |  |  |  | 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        |   2410374 | PA      | $2410373.60   | 3.09%             | 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        |      1459 | NS      | $22702.04     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | ROYAL BANK OF CANADA                                      | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | STIV             | CORP              | CA        |    602593 | PA      | $602593.40    | 0.77%             | 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        |       632 | NS      | $20843.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Open Lending Corp.                                        | Open Lending Corp., Class A                               | CUSIP: 68373J104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      6680 | NS      | $58583.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Missouri Bancorp, Inc.                           | Southern Missouri Bancorp, Inc.                           | CUSIP: 843380106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       487 | NS      | $23580.54     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Organogenesis Holdings, Inc.                              | Organogenesis Holdings, Inc., Class A                     | CUSIP: 68621F102<br>LEI: 549300RLC2O821TU6941 | Long             | EC               | CORP              | US        |     79298 | NS      | $203002.88    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohu, Inc.                                                | Cohu, Inc.                                                | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | EC               | CORP              | US        |     25096 | NS      | $905463.68    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| HighPeak Energy, Inc.                                     | HighPeak Energy, Inc.                                     | CUSIP: 43114Q105<br>LEI: 549300J4RNCV140DUY76 | Long             | EC               | CORP              | US        |     18583 | NS      | $519580.68    | 0.67%             |  |  |  | No            |                  1 | On Loan: —       |
| Revolve Group, Inc.                                       | Revolve Group, Inc., Class A                              | CUSIP: 76156B107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3657 | NS      | $104370.78    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Air Worldwide Holdings, Inc.                        | Atlas Air Worldwide Holdings, Inc.                        | CUSIP: 049164205<br>LEI: 549300R0A2TUVCYZB465 | Long             | EC               | CORP              | US        |      5702 | NS      | $582801.42    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Moelis & Co.                                              | Moelis & Co., Class A                                     | CUSIP: 60786M105<br>LEI: 549300891QNU7VTQUR83 | Long             | EC               | CORP              | US        |      3382 | NS      | $158108.50    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| LGI Homes, Inc.                                           | LGI Homes, Inc.                                           | CUSIP: 50187T106<br>LEI: 549300W02B4WNV8CV109 | Long             | EC               | CORP              | US        |      2091 | NS      | $238060.35    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Medifast, Inc.                                            | Medifast, Inc.                                            | CUSIP: 58470H101<br>LEI: 5299000YHQJ21T5KKI80 | Long             | EC               | CORP              | US        |      1053 | NS      | $117356.85    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Taylor Morrison Home Corp.                                | Taylor Morrison Home Corp., Class A                       | CUSIP: 87724P106<br>LEI: 5299009UDLLGLKOOJE30 | Long             | EC               | CORP              | US        |      9725 | NS      | $348155.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| BRP Group, Inc.                                           | BRP Group, Inc., Class A                                  | CUSIP: 05589G102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3250 | NS      | $93112.50     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Amalgamated Financial Corp.                               | Amalgamated Financial Corp.                               | CUSIP: 022671101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1621 | NS      | $37201.95     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Esquire Financial Holdings, Inc.                          | Esquire Financial Holdings, Inc.                          | CUSIP: 29667J101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       431 | NS      | $20058.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Walker & Dunlop, Inc.                                     | Walker & Dunlop, Inc.                                     | CUSIP: 93148P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1745 | NS      | $166438.10    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| National Research Corp.                                   | National Research Corp.                                   | CUSIP: 637372202<br>LEI: 549300FQIORB6GZCYT15 | Long             | EC               | CORP              | US        |     14957 | NS      | $694303.94    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries, Inc.                                  | Mueller Industries, Inc.                                  | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |     11433 | NS      | $749433.15    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| KB Home                                                   | KB Home                                                   | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | EC               | CORP              | US        |      7682 | NS      | $295372.90    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Cargurus, Inc.                                            | Cargurus, Inc., Class A                                   | CUSIP: 141788109<br>LEI: 54930027BKQN6B7X7G78 | Long             | EC               | CORP              | US        |     18557 | NS      | $327531.05    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank First Corp.                                          | Bank First Corp.                                          | CUSIP: 06211J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       476 | NS      | $38013.36     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Korn Ferry                                                | Korn Ferry                                                | CUSIP: 500643200<br>LEI: 549300FOD20OM0GT5G40 | Long             | EC               | CORP              | US        |     10731 | NS      | $579366.69    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings, Inc.                         | Aerojet Rocketdyne Holdings, Inc.                         | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     16192 | NS      | $905456.64    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Properties Realty Trust, Inc.                   | Essential Properties Realty Trust, Inc.                   | CUSIP: 29670E107<br>LEI: 2549009LXQLVYCGLZO50 | Long             | EC               | CORP              | US        |     10170 | NS      | $259131.60    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Business First Bancshares, Inc.                           | Business First Bancshares, Inc.                           | CUSIP: 12326C105<br>LEI: 549300ILTC50KHDX4A08 | Long             | EC               | CORP              | US        |      1327 | NS      | $27521.98     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Boise Cascade Co.                                         | Boise Cascade Co.                                         | CUSIP: 09739D100<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | EC               | CORP              | US        |      7932 | NS      | $594662.04    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Credit Acceptance Corp.                                   | Credit Acceptance Corp.                                   | CUSIP: 225310101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       684 | NS      | $316445.76    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyline Champion Corp.                                    | Skyline Champion Corp.                                    | CUSIP: 830830105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5109 | NS      | $301175.55    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Callon Petroleum Co.                                      | Callon Petroleum Co.                                      | CUSIP: 13123X508<br>LEI: 549300EFOWPEB0WLZW21 | Long             | EC               | CORP              | US        |     10118 | NS      | $430520.90    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Materials, Inc.                                    | Origin Materials, Inc.                                    | CUSIP: 68622D106<br>LEI: 549300VMLEEM8BI4DD65 | Long             | EC               | CORP              | US        |     40185 | NS      | $243119.25    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Corebridge Financial, Inc.                                | Corebridge Financial, Inc.                                | CUSIP: 21871X109<br>LEI: 549300XY1661QCIA7J65 | Long             | EC               | CORP              | US        |     34282 | NS      | $745976.32    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Oak Bancshares, Inc.                                 | Live Oak Bancshares, Inc.                                 | CUSIP: 53803X105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2326 | NS      | $79618.98     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Financial Corp.                                   | Premier Financial Corp.                                   | CUSIP: 74052F108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1880 | NS      | $47037.60     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Fulgent Genetics, Inc.                                    | Fulgent Genetics, Inc.                                    | CUSIP: 359664109<br>LEI: 549300CL6P01M68QJ404 | Long             | EC               | CORP              | US        |     17832 | NS      | $602364.96    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Insight Enterprises, Inc.                                 | Insight Enterprises, Inc.                                 | CUSIP: 45765U103<br>LEI: 529900S8991TYW6YP792 | Long             | EC               | CORP              | US        |     18359 | NS      | $2069426.48   | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| ArcBest Corp.                                             | ArcBest Corp.                                             | CUSIP: 03937C105<br>LEI: 5493006S3KBNE8ZS3J23 | Long             | EC               | CORP              | US        |      4909 | NS      | $409656.05    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Victory Capital Holdings, Inc.                            | Victory Capital Holdings, Inc., Class A                   | CUSIP: 92645B103<br>LEI: 549300BN5LH2CIPPHS71 | Long             | EC               | CORP              | US        |      3622 | NS      | $107356.08    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha & Omega Semiconductor Ltd.                          | Alpha & Omega Semiconductor Ltd.                          | CUSIP: N/A<br>LEI: 5493001FE7J03YOV2V35       | Long             | EC               | CORP              | BM        |     14440 | NS      | $475942.40    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Northeast Bank                                            | Northeast Bank                                            | CUSIP: 66405S100<br>LEI: 549300F0LV9TSW34E306 | Long             | EC               | CORP              | US        |       441 | NS      | $20815.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Amkor Technology, Inc.                                    | Amkor Technology, Inc.                                    | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Long             | EC               | CORP              | US        |     81475 | NS      | $2383958.50   | 3.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cross Country Healthcare, Inc.                            | Cross Country Healthcare, Inc.                            | CUSIP: 227483104<br>LEI: 54930037L0NBIPZ5S663 | Long             | EC               | CORP              | US        |     22590 | NS      | $626872.50    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultra Clean Holdings, Inc.                                | Ultra Clean Holdings, Inc.                                | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Long             | EC               | CORP              | US        |     23974 | NS      | $806725.10    | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Outdoors, Inc.                                    | Johnson Outdoors, Inc., Class A                           | CUSIP: 479167108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       805 | NS      | $55110.30     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Semler Scientific, Inc.                                   | Semler Scientific, Inc.                                   | CUSIP: 81684M104<br>LEI: 549300ZHL16S29QTW485 | Long             | EC               | CORP              | US        |      4143 | NS      | $162447.03    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Leslie's, Inc.                                            | Leslie's, Inc.                                            | CUSIP: 527064109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16428 | NS      | $254469.72    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Coastal Financial Corp.                                   | Coastal Financial Corp.                                   | CUSIP: 19046P209<br>LEI: 549300XG5L36T6IU0B47 | Long             | EC               | CORP              | US        |       686 | NS      | $31329.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zumiez, Inc.                                              | Zumiez, Inc.                                              | CUSIP: 989817101<br>LEI: 549300J0PDF58P6HZD25 | Long             | EC               | CORP              | US        |      1747 | NS      | $45125.01     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Seacoast Banking Corp. of Florida                         | Seacoast Banking Corp. of Florida                         | CUSIP: 811707801<br>LEI: 549300V6IC06XYQYPG88 | Long             | EC               | CORP              | US        |      3249 | NS      | $104325.39    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| DocGo, Inc.                                               | DocGo, Inc.                                               | CUSIP: 256086109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62284 | NS      | $622840.00    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| XPEL, Inc.                                                | XPEL, Inc.                                                | CUSIP: 98379L100<br>LEI: 549300KWSE3IGXLJNW66 | Long             | EC               | CORP              | US        |      2478 | NS      | $188501.46    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride, Inc.                                              | Stride, Inc.                                              | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |      3861 | NS      | $165752.73    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| NV5 Global, Inc.                                          | NV5 Global, Inc.                                          | CUSIP: 62945V109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3129 | NS      | $417064.41    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Heritage-Crystal Clean, Inc.                              | Heritage-Crystal Clean, Inc.                              | CUSIP: 42726M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4860 | NS      | $180792.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson Financial, Inc.                                   | Jackson Financial, Inc., Class A                          | CUSIP: 46817M107<br>LEI: 213800WXW2KG1N4CO374 | Long             | EC               | CORP              | US        |      4392 | NS      | $193423.68    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoe Carnival, Inc.                                       | Shoe Carnival, Inc.                                       | CUSIP: 824889109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2477 | NS      | $67646.87     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings, Inc.                                    | Olaplex Holdings, Inc.                                    | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     62180 | NS      | $392355.80    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCraft Boat Holdings, Inc.                           | MasterCraft Boat Holdings, Inc.                           | CUSIP: 57637H103<br>LEI: 549300IXWX41555YJ117 | Long             | EC               | CORP              | US        |      1598 | NS      | $45958.48     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FB Financial Corp.                                        | FB Financial Corp.                                        | CUSIP: 30257X104<br>LEI: 5493000B2LD2C2A6C435 | Long             | EC               | CORP              | US        |      2481 | NS      | $93186.36     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Sciplay Corp.                                             | Sciplay Corp., Class A                                    | CUSIP: 809087109<br>LEI: 549300B8E2F1A3EW6869 | Long             | EC               | CORP              | US        |      4092 | NS      | $69523.08     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer, Inc.                                | Super Micro Computer, Inc.                                | CUSIP: 86800U104<br>LEI: 54930022CZO1N2UGVW07 | Long             | EC               | CORP              | US        |     25293 | NS      | $1829442.69   | 2.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Sleep Number Corp.                                        | Sleep Number Corp.                                        | CUSIP: 83125X103<br>LEI: 529900W0TZQLBT2DSS66 | Long             | EC               | CORP              | US        |      1975 | NS      | $67900.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Ollie's Bargain Outlet Holdings, Inc.                     | Ollie's Bargain Outlet Holdings, Inc.                     | CUSIP: 681116109<br>LEI: 529900YO5DSQCPEFDZ05 | Long             | EC               | CORP              | US        |      5618 | NS      | $307641.68    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| AMMO, Inc.                                                | AMMO, Inc.                                                | CUSIP: 00175J107<br>LEI: 549300WUBAV2G8RICP63 | Long             | EC               | CORP              | US        |     10542 | NS      | $26144.16     | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| IES Holdings, Inc.                                        | IES Holdings, Inc.                                        | CUSIP: 44951W106<br>LEI: 549300687T8E6LN6EN72 | Long             | EC               | CORP              | US        |      4126 | NS      | $164256.06    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Palomar Holdings, Inc.                                    | Palomar Holdings, Inc.                                    | CUSIP: 69753M105<br>LEI: 549300DOI1MUW11BLX74 | Long             | EC               | CORP              | US        |      1334 | NS      | $68180.74     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Cavco Industries, Inc.                                    | Cavco Industries, Inc.                                    | CUSIP: 149568107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       799 | NS      | $212613.90    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| VAALCO Energy, Inc.                                       | VAALCO Energy, Inc.                                       | CUSIP: 91851C201<br>LEI: 549300CFHFVIWB8M6T24 | Long             | EC               | CORP              | US        |     17797 | NS      | $82756.05     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Stewart Information Services Corp.                        | Stewart Information Services Corp.                        | CUSIP: 860372101<br>LEI: 529900TV1XI0PLKENU10 | Long             | EC               | CORP              | US        |      1433 | NS      | $68454.41     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Insteel Industries, Inc.                                  | Insteel Industries, Inc.                                  | CUSIP: 45774W108<br>LEI: 52990026LKY4MOX3L174 | Long             | EC               | CORP              | US        |      3917 | NS      | $117470.83    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                              | Coca-Cola Consolidated, Inc.                              | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |       801 | NS      | $405930.78    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| YETI Holdings, Inc.                                       | YETI Holdings, Inc.                                       | CUSIP: 98585X104<br>LEI: 549300DSQICIGNT5GO63 | Long             | EC               | CORP              | US        |      7742 | NS      | $346531.92    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympic Steel, Inc.                                       | Olympic Steel, Inc.                                       | CUSIP: 68162K106<br>LEI: 549300GQ061U6N6KWJ49 | Long             | EC               | CORP              | US        |      3133 | NS      | $138603.92    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Communities, Inc.                                 | Century Communities, Inc.                                 | CUSIP: 156504300<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | EC               | CORP              | US        |      2851 | NS      | $174481.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ServisFirst Bancshares, Inc.                              | ServisFirst Bancshares, Inc.                              | CUSIP: 81768T108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2874 | NS      | $195949.32    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials, Inc.                                     | CSW Industrials, Inc.                                     | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |      3111 | NS      | $420638.31    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| StepStone Group, Inc.                                     | StepStone Group, Inc., Class A                            | CUSIP: 85914M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3282 | NS      | $95801.58     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Professional Holding Corp.                                | Professional Holding Corp., Class A                       | CUSIP: 743139107<br>LEI: 549300MOIYR1NW3J2W56 | Long             | EC               | CORP              | US        |       730 | NS      | $20914.50     | 0.03%             |  |  |  | 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        |     49578 | NS      | $351012.24    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Evercore, Inc.                                            | Evercore, Inc., Class A                                   | CUSIP: 29977A105<br>LEI: 529900P6KLPT95DW3W58 | Long             | EC               | CORP              | US        |      2053 | NS      | $266499.93    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant, Inc.                                              | Kadant, Inc.                                              | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |      2344 | NS      | $477636.88    | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Shutterstock, Inc.                                        | Shutterstock, Inc.                                        | CUSIP: 825690100<br>LEI: 529900G2TDIS56V0LO22 | Long             | EC               | CORP              | US        |      6456 | NS      | $485943.12    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameris Bancorp                                            | Ameris Bancorp                                            | CUSIP: 03076K108<br>LEI: PBJHNT51T5V6G5UQFV42 | Long             | EC               | CORP              | US        |      3670 | NS      | $173077.20    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Innovative Industrial Properties, Inc.                    | Innovative Industrial Properties, Inc.                    | CUSIP: 45781V101<br>LEI: 5493008BQ0545EZXRR30 | Long             | EC               | CORP              | US        |      1997 | NS      | $179290.66    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Pacific Premier Bancorp, Inc.                             | Pacific Premier Bancorp, Inc.                             | CUSIP: 69478X105<br>LEI: 549300Q1KIC3KLI0XG98 | Long             | EC               | CORP              | US        |      5024 | NS      | $162476.16    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Cohen & Steers, Inc.                                      | Cohen & Steers, Inc.                                      | CUSIP: 19247A100<br>LEI: 549300XXIA338A0X2K65 | Long             | EC               | CORP              | US        |      2576 | NS      | $189258.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| TPG, Inc.                                                 | TPG, Inc.                                                 | CUSIP: 872657101<br>LEI: 549300NLO4R8MX77XJ02 | Long             | EC               | CORP              | US        |      3754 | NS      | $120916.34    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| MGP Ingredients, Inc.                                     | MGP Ingredients, Inc.                                     | CUSIP: 55303J106<br>LEI: 2549006OMHFVZ4MS8538 | Long             | EC               | CORP              | US        |      2106 | NS      | $205419.24    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group, Inc.                        | Air Transport Services Group, Inc.                        | CUSIP: 00922R105<br>LEI: 5493000F3MSFGIXTQE27 | Long             | EC               | CORP              | US        |     14621 | NS      | $413920.51    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Patrick Industries, Inc.                                  | Patrick Industries, Inc.                                  | CUSIP: 703343103<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | EC               | CORP              | US        |      2035 | NS      | $144423.95    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Origin Bancorp, Inc.                                      | Origin Bancorp, Inc.                                      | CUSIP: 68621T102<br>LEI: 54930055DO2Z4KO3NB45 | Long             | EC               | CORP              | US        |      1621 | NS      | $60787.50     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NMI Holdings, Inc.                                        | NMI Holdings, Inc., Class A                               | CUSIP: 629209305<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | EC               | CORP              | US        |      4420 | NS      | $102676.60    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Installed Building Products, Inc.                         | Installed Building Products, Inc.                         | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | EC               | CORP              | US        |      2567 | NS      | $282601.03    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Vontier Corp.                                             | Vontier Corp.                                             | CUSIP: 928881101<br>LEI: 549300VVSQLG4P5K4639 | Long             | EC               | CORP              | US        |     83247 | NS      | $1917178.41   | 2.46%             |  |  |  | No            |                  1 | On Loan: No      |
| M/I Homes, Inc.                                           | M/I Homes, Inc.                                           | CUSIP: 55305B101<br>LEI: 5299005M71FH9CCSFB69 | Long             | EC               | CORP              | US        |      2460 | NS      | $147108.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| World Wrestling Entertainment, Inc.                       | World Wrestling Entertainment, Inc., Class A              | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |      7807 | NS      | $660628.34    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| MYR Group, Inc.                                           | MYR Group, Inc.                                           | CUSIP: 55405W104<br>LEI: 529900G1IMMZHOQ17I54 | Long             | EC               | CORP              | US        |      3337 | NS      | $330563.22    | 0.42%             |  |  |  | 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        |      5330 | NS      | $82561.70     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                                    | Hayward Holdings, Inc.                                    | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     42478 | NS      | $573028.22    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Asbury Automotive Group, Inc.                             | Asbury Automotive Group, Inc.                             | CUSIP: 043436104<br>LEI: 549300JH4DTA7U42GL91 | Long             | EC               | CORP              | US        |      1986 | NS      | $436920.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp.                                            | Westlake Corp.                                            | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |     21207 | NS      | $2603159.25   | 3.33%             |  |  |  | No            |                  1 | On Loan: No      |
| First Foundation, Inc.                                    | First Foundation, Inc.                                    | CUSIP: 32026V104<br>LEI: 254900TQZQ6LBCK77E82 | Long             | EC               | CORP              | US        |      2982 | NS      | $46310.46     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Financial, Inc.                                   | Triumph Financial, Inc.                                   | CUSIP: 89679E300<br>LEI: 5493003RNRMEVYDZ1Q52 | Long             | EC               | CORP              | US        |      1295 | NS      | $72170.35     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Corsair Gaming, Inc.                                      | Corsair Gaming, Inc.                                      | CUSIP: 22041X102<br>LEI: 549300Y7YT18L8G0H525 | Long             | EC               | CORP              | US        |     50577 | NS      | $795576.21    | 1.02%             |  |  |  | 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        |     79677 | NS      | $1168064.82   | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| AdaptHealth Corp.                                         | AdaptHealth Corp., Class A                                | CUSIP: 00653Q102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     81611 | NS      | $1748923.73   | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| STAAR Surgical Co.                                        | STAAR Surgical Co.                                        | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |     29211 | NS      | $2060836.05   | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Marten Transport Ltd.                                     | Marten Transport Ltd.                                     | CUSIP: 573075108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16305 | NS      | $360177.45    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group, Inc.                             | Penske Automotive Group, Inc.                             | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | EC               | CORP              | US        |      6400 | NS      | $818048.00    | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Boot Barn Holdings, Inc.                                  | Boot Barn Holdings, Inc.                                  | CUSIP: 099406100<br>LEI: 529900QE1BFMYA3N4E71 | Long             | EC               | CORP              | US        |      2675 | NS      | $223335.75    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Diodes, Inc.                                              | Diodes, Inc.                                              | CUSIP: 254543101<br>LEI: 549300XP2X1ARVH3BX23 | Long             | EC               | CORP              | US        |     23967 | NS      | $2137616.73   | 2.74%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                         | PennyMac Financial Services, Inc.                         | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      2648 | NS      | $178528.16    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hingham Institution For Savings The                       | Hingham Institution For Savings The                       | CUSIP: 433323102<br>LEI: 2549009GDCGUR2T6KU55 | Long             | EC               | CORP              | US        |       112 | NS      | $32742.08     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Onto Innovation, Inc.                                     | Onto Innovation, Inc.                                     | CUSIP: 683344105<br>LEI: 254900RXZVN73CHOO062 | Long             | EC               | CORP              | US        |     26101 | NS      | $2052843.65   | 2.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics, Inc.                                | Corcept Therapeutics, Inc.                                | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |     65207 | NS      | $1490632.02   | 1.91%             |  |  |  | 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        |      2905 | NS      | $36719.20     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Cricut, Inc.                                              | Cricut, Inc., Class A                                     | CUSIP: 22658D100<br>LEI: 254900R3DKAJ28MC0Q39 | Long             | EC               | CORP              | US        |      3916 | NS      | $38337.64     | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| TriNet Group, Inc.                                        | TriNet Group, Inc.                                        | CUSIP: 896288107<br>LEI: 5299003FJVBETSFKE990 | Long             | EC               | CORP              | US        |     12511 | NS      | $943954.95    | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Shyft Group, Inc. (The)                                   | Shyft Group, Inc. (The)                                   | CUSIP: 825698103<br>LEI: 549300YY0TB51BGRV994 | Long             | EC               | CORP              | US        |      7051 | NS      | $234727.79    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| MDC Holdings, Inc.                                        | MDC Holdings, Inc.                                        | CUSIP: 552676108<br>LEI: 5299005FV4VNV75R8R35 | Long             | EC               | CORP              | US        |      6397 | NS      | $241550.72    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Matson, Inc.                                              | Matson, Inc.                                              | CUSIP: 57686G105<br>LEI: 549300OI5H3Y0I9I4I12 | Long             | EC               | CORP              | US        |      7595 | NS      | $502181.40    | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| LeMaitre Vascular, Inc.                                   | LeMaitre Vascular, Inc.                                   | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Long             | EC               | CORP              | US        |     13327 | NS      | $628767.86    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandy Spring Bancorp, Inc.                                | Sandy Spring Bancorp, Inc.                                | CUSIP: 800363103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2361 | NS      | $79801.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BlueLinx Holdings, Inc.                                   | BlueLinx Holdings, Inc.                                   | CUSIP: 09624H208<br>LEI: 549300YSX7GU28F5I540 | Long             | EC               | CORP              | US        |      1816 | NS      | $157665.12    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| B Riley Financial, Inc.                                   | B Riley Financial, Inc.                                   | CUSIP: 05580M108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1511 | NS      | $64565.03     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidrick & Struggles International, Inc.                  | Heidrick & Struggles International, Inc.                  | CUSIP: 422819102<br>LEI: 5493006284N2J367VB57 | Long             | EC               | CORP              | US        |      3992 | NS      | $122793.92    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CRA International, Inc.                                   | CRA International, Inc.                                   | CUSIP: 12618T105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1433 | NS      | $170297.72    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| FormFactor, Inc.                                          | FormFactor, Inc.                                          | CUSIP: 346375108<br>LEI: 549300YCEEO6SZD1ZR61 | Long             | EC               | CORP              | US        |     40585 | NS      | $1142061.90   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| SIGA Technologies, Inc.                                   | SIGA Technologies, Inc.                                   | CUSIP: 826917106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     44232 | NS      | $324220.56    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Wire Corp.                                         | Encore Wire Corp.                                         | CUSIP: 292562105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3687 | NS      | $595192.41    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| MarineMax, Inc.                                           | MarineMax, Inc.                                           | CUSIP: 567908108<br>LEI: 254900TIXTN8WY3FNN63 | Long             | EC               | CORP              | US        |      1949 | NS      | $60906.25     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings, Inc.                                  | Alarm.com Holdings, Inc.                                  | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Long             | EC               | CORP              | US        |     26298 | NS      | $1409572.80   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Liquid Assets Portfolio                           | Invesco Liquid Assets Portfolio                           | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |     30809 | NS      | $30817.92     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sterling Infrastructure, Inc.                             | Sterling Infrastructure, Inc.                             | CUSIP: 859241101<br>LEI: 549300RZIK6K1215XU51 | Long             | EC               | CORP              | US        |      6098 | NS      | $221906.22    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Innoviva, Inc.                                            | Innoviva, Inc.                                            | CUSIP: 45781M101<br>LEI: 549300ACOX4QTBES6535 | Long             | EC               | CORP              | US        |     42271 | NS      | $534728.15    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Silvergate Capital Corp.                                  | Silvergate Capital Corp., Class A                         | CUSIP: 82837P408<br>LEI: BPE6FTXDZEBNAGIT2T19 | Long             | EC               | CORP              | US        |      1673 | NS      | $23823.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Corp. (The)                                         | Joint Corp. (The)                                         | CUSIP: 47973J102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8800 | NS      | $159896.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream LP                                         | Hess Midstream LP, Class A                                | CUSIP: 428103105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7226 | NS      | $223138.88    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| iTeos Therapeutics, Inc.                                  | iTeos Therapeutics, Inc.                                  | CUSIP: 46565G104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21547 | NS      | $450332.30    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Pathward Financial, Inc.                                  | Pathward Financial, Inc.                                  | CUSIP: 59100U108<br>LEI: 5493004X52BH1NBLW813 | Long             | EC               | CORP              | US        |      1505 | NS      | $74678.10     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bumble, Inc.                                              | Bumble, Inc., Class A                                     | CUSIP: 12047B105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23377 | NS      | $601957.75    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Cambridge Bancorp                                         | Cambridge Bancorp                                         | CUSIP: 132152109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       411 | NS      | $32880.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vicor Corp.                                               | Vicor Corp.                                               | CUSIP: 925815102<br>LEI: 5299005KMQOTR6B51F09 | Long             | EC               | CORP              | US        |      6495 | NS      | $450947.85    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Cowen, Inc.                                               | Cowen, Inc., Class A                                      | CUSIP: 223622606<br>LEI: 5493008QI0EFC5WBED75 | Long             | EC               | CORP              | US        |      1482 | NS      | $57620.16     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Alpha Metallurgical Resources, Inc.                       | Alpha Metallurgical Resources, Inc.                       | CUSIP: 020764106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4489 | NS      | $722414.77    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| TTEC Holdings, Inc.                                       | TTEC Holdings, Inc.                                       | CUSIP: 89854H102<br>LEI: GTJS1N8S8I28A7L4WG97 | Long             | EC               | CORP              | US        |     24881 | NS      | $1264950.04   | 1.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Napco Security Technologies, Inc.                         | Napco Security Technologies, Inc.                         | CUSIP: 630402105<br>LEI: 529900KV21J4YY9YST76 | Long             | EC               | CORP              | US        |     19360 | NS      | $560859.20    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| PubMatic, Inc.                                            | PubMatic, Inc., Class A                                   | CUSIP: 74467Q103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7783 | NS      | $119313.39    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| eXp World Holdings, Inc.                                  | eXp World Holdings, Inc.                                  | CUSIP: 30212W100<br>LEI: 549300TWVVZC283VEC32 | Long             | EC               | CORP              | US        |     10905 | NS      | $170008.95    | 0.22%             |  |  |  | No            |                  1 | On Loan: —       |
| OneWater Marine, Inc.                                     | OneWater Marine, Inc., Class A                            | CUSIP: 68280L101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1267 | NS      | $41481.58     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Lovesac Co. (The)                                         | Lovesac Co. (The)                                         | CUSIP: 54738L109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1363 | NS      | $35083.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Malibu Boats, Inc.                                        | Malibu Boats, Inc., Class A                               | CUSIP: 56117J100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1826 | NS      | $110637.34    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Green Brick Partners, Inc.                                | Green Brick Partners, Inc.                                | CUSIP: 392709101<br>LEI: 549300R7SCIV7FQI6T56 | Long             | EC               | CORP              | US        |      4132 | NS      | $128918.40    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MP Materials Corp.                                        | MP Materials Corp.                                        | CUSIP: 553368101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     49993 | NS      | $1625272.43   | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Progyny, Inc.                                             | Progyny, Inc.                                             | CUSIP: 74340E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     56282 | NS      | $1935537.98   | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Emergent BioSolutions, Inc.                               | Emergent BioSolutions, Inc.                               | CUSIP: 29089Q105<br>LEI: 549300YW6TUOX8BE5103 | Long             | EC               | CORP              | US        |     30219 | NS      | $398588.61    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| ACM Research, Inc.                                        | ACM Research, Inc., Class A                               | CUSIP: 00108J109<br>LEI: 549300MCTENUWL2GJL61 | Long             | EC               | CORP              | US        |     28548 | NS      | $356564.52    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Camping World Holdings, Inc.                              | Camping World Holdings, Inc., Class A                     | CUSIP: 13462K109<br>LEI: 549300E828QQI7MWI432 | Long             | EC               | CORP              | US        |      3756 | NS      | $95439.96     | 0.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Metropolitan Bank Holding Corp.                           | Metropolitan Bank Holding Corp.                           | CUSIP: 591774104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       576 | NS      | $34202.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tri Pointe Homes, Inc.                                    | Tri Pointe Homes, Inc.                                    | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9057 | NS      | $200069.13    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Evolution Petroleum Corp.                                 | Evolution Petroleum Corp.                                 | CUSIP: 30049A107<br>LEI: 549300P9ZXGJZ6SSM116 | Long             | EC               | CORP              | US        |      5537 | NS      | $34550.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Customers Bancorp, Inc.                                   | Customers Bancorp, Inc.                                   | CUSIP: 23204G100<br>LEI: 549300WLBCHYKZ53FN68 | Long             | EC               | CORP              | US        |      1720 | NS      | $52236.40     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Piper Sandler Cos.                                        | Piper Sandler Cos.                                        | CUSIP: 724078100<br>LEI: QUQDBTUSOAKFEVMRMF78 | Long             | EC               | CORP              | US        |       942 | NS      | $133858.20    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| LCI Industries                                            | LCI Industries                                            | CUSIP: 50189K103<br>LEI: 549300E1B98YNJ1WIQ04 | Long             | EC               | CORP              | US        |      2281 | NS      | $255973.82    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings, Inc.                                    | Upstart Holdings, Inc.                                    | CUSIP: 91680M107<br>LEI: 549300WNB47JRNENIC75 | Long             | EC               | CORP              | US        |      4331 | NS      | $80903.08     | 0.10%             |  |  |  | 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        |      4704 | NS      | $173624.64    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PotlatchDeltic Corp.                                      | PotlatchDeltic Corp.                                      | CUSIP: 737630103<br>LEI: 54930084YA8UJOTXDM59 | Long             | EC               | CORP              | US        |      5764 | NS      | $282147.80    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Sportsman's Warehouse Holdings, Inc.                      | Sportsman's Warehouse Holdings, Inc.                      | CUSIP: 84920Y106<br>LEI: 549300JVV8YLQSRSF462 | Long             | EC               | CORP              | US        |      3489 | NS      | $32901.27     | 0.04%             |  |  |  | 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