# EDGAR Filing Document

**Accession Number:** 0000277751
**File Stem:** 0001741773-23-000786
**Filing Date:** 2023-3
**Character Count:** 75860
**Document Hash:** b363368347ddb1a112c4911cf3ba4f20
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001741773-23-000786.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001741773-23-000786

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JANUS INVESTMENT FUND
- **CENTRAL INDEX KEY:** 0000277751
- **IRS NUMBER:** 840592523
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01879
- **FILM NUMBER:** 23691543

**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 FUND /MD/
- **DATE OF NAME CHANGE:** 19870701

## Series and Classes Contracts Data

### Janus Henderson Adaptive Risk Managed U.S. Equity Fund (Series ID: S000025898)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000077645 | Class A      | JRSAX           |
| C000077646 | Class C      | JRSCX           |
| C000077647 | Class I      | JRSIX           |
| C000077648 | Class S      | JRSSX           |
| C000077649 | Class T      | JRSTX           |
| C000147334 | Class N      | JRSNX           |
| C000150517 | Class D      | JRSDX           |

## 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 INVESTMENT FUND

- **b. Investment Company Act file number:** 811-01879

- **c. CIK number of Registrant:** 0000277751

- **d. LEI of Registrant:** W6UYDZFUOFJ4HQQ32382

- **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:** 3033333863

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

- **a. Name of Series:** Janus Henderson Adaptive Risk Managed U.S. Equity Fund

- **b. EDGAR series identifier (if any):** S000025898

- **c. LEI of Series:** 5493006DGCHLVTOMO890

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $621436046.00

**Total Liabilities:** $12844310.00

**Net Assets:** $608591736.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000077645 | -4.71%               | 7.11%                | 8.43%                |
| Class ID C000077646 | -4.78%               | 7.02%                | 8.50%                |
| Class ID C000150517 | -4.63%               | 7.03%                | 8.49%                |
| Class ID C000077647 | -4.77%               | 7.11%                | 8.56%                |
| Class ID C000147334 | -4.74%               | 7.03%                | 8.61%                |
| Class ID C000077648 | -4.74%               | 7.02%                | 8.46%                |
| Class ID C000077649 | -4.76%               | 7.03%                | 8.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1442364.00              | $-33523656.00                              |
| Month 2  | $4151270.00              | $37961118.00                               |
| Month 3  | $-1362075.00             | $48461504.00                               |

**Designated Index Information**

- **Index Name:** Russell 1000 Total Return Index

- **Index Identifier:** RUSSELL.MC.RIY

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                  | Royal Bank of Canada                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |   2003146 | PA      | $2003146.00   | 0.33%             | 2023-01-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| AMC Entertainment Holdings Inc       | AMC Entertainment Holdings Inc               | CUSIP: 00165C104<br>LEI: 549300ZO77UNR6NRBR11 | Long             | EC               | CORP              | US        |     45589 | NS      | $185547.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AT&T Inc                             | AT&T Inc                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     79018 | NS      | $1454721.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                  | Abbott Laboratories                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     78220 | NS      | $8587774.00   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Aerojet Rocketdyne Holdings In       | Aerojet Rocketdyne Holdings Inc. COM USD0.10 | CUSIP: 007800105<br>LEI: 549300VULNLWHE8QWI76 | Long             | EC               | CORP              | US        |     50967 | NS      | $2850584.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc             | Agilent Technologies Inc                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |      1562 | NS      | $233753.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                      | Alamos Gold Inc - Class A                    | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | US        |    287392 | NS      | $2905533.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                         | Alphabet Inc - Class A                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     47478 | NS      | $4188984.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                       | Amazon.com Inc                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     59981 | NS      | $5038404.00   | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc       | American Electric Power Co Inc               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     43421 | NS      | $4122824.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                  | American Express Co                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      9860 | NS      | $1456815.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I       | American International Group Inc             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      9070 | NS      | $573587.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                  | American Tower Corp                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |     13357 | NS      | $2829814.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                            | Amgen Inc                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |     10569 | NS      | $2775842.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                   | Analog Devices Inc                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      8753 | NS      | $1435755.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                | Antero Midstream Corp                        | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    781048 | NS      | $8427508.00   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                            | Apple Inc                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     71338 | NS      | $9268946.00   | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                            | Asana Inc - Class A                          | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19113 | NS      | $263186.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                         | Autodesk Inc                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |      6280 | NS      | $1173544.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc        | Automatic Data Processing Inc                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      6232 | NS      | $1488575.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                          | Avantor Inc                                  | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |    126816 | NS      | $2674549.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                            | Ball Corp                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |     19971 | NS      | $1021317.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                     | Bank of Montreal                             | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | US        |     31740 | NS      | $2875644.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: —       |
| Bank of New York Mellon Corp/T       | Bank of New York Mellon Corp                 | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |     64155 | NS      | $2920336.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                             | Bank OZK                                     | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |    137666 | NS      | $5514900.00   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc             | Baxter International Inc                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |     52480 | NS      | $2674906.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                | Beam Therapeutics Inc                        | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3076 | NS      | $120302.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc               | Berkshire Hathaway Inc                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |     11078 | NS      | $3421994.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc               | Berry Global Group Inc                       | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |      8160 | NS      | $493109.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc                 | Blue Owl Capital Inc                         | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    236803 | NS      | $2510112.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                 | Booking Holdings Inc                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       535 | NS      | $1078175.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                       | BorgWarner Inc                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |     26649 | NS      | $1072622.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                         | Broadcom Inc                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      3985 | NS      | $2228133.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                       | CBRE Group Inc                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |     36171 | NS      | $2783720.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc            | CH Robinson Worldwide Inc                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |     48527 | NS      | $4443132.00   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                        | CME Group Inc                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |     29032 | NS      | $4882021.00   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                             | CSX Corp                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |     85231 | NS      | $2640456.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                      | CVS Health Corp                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     28436 | NS      | $2649951.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp         | Callaway Golf Co                             | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |     47846 | NS      | $944958.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CIBC                                 | Canadian Imperial Bank of Commerce           | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | US        |     50980 | NS      | $2062141.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardinal Health Inc                  | Cardinal Health Inc                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |     34970 | NS      | $2688144.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                | Carlyle Group Inc COM                        | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |     34643 | NS      | $1033747.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc               | CenterPoint Energy Inc                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |    113996 | NS      | $3418740.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| ChargePoint Holdings Inc             | ChargePoint Holdings Inc                     | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |     29473 | NS      | $280878.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Chevron Corp                         | Chevron Corp                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     31177 | NS      | $5595960.00   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc               | Church & Dwight Co Inc                       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |     11071 | NS      | $892433.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                           | Ciena Corp                                   | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |     17517 | NS      | $893017.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp            | Cincinnati Financial Corp                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |     46780 | NS      | $4789804.00   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                     | Cirrus Logic Inc                             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |     13455 | NS      | $1002128.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                    | Cisco Systems Inc                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     42705 | NS      | $2034466.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                     | Coca-Cola Co                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     43614 | NS      | $2774287.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions       | Cognizant Technology Solutions Corp          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |     97945 | NS      | $5601475.00   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                         | Comerica Inc                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     20746 | NS      | $1386870.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                 | Commercial Metals Co                         | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |     21440 | NS      | $1035552.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                          | Coupang Inc                                  | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |     43609 | NS      | $641488.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Point Energy Corp           | Crescent Point Energy Corp COM NPV           | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | US        |    157603 | NS      | $1126861.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                   | Crown Holdings Inc                           | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      4543 | NS      | $373480.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                          | Cummins Inc                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |     12097 | NS      | $2930982.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                         | Danaher Corp                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |     14533 | NS      | $3857349.00   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                | Dell Technologies Inc                        | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |     25487 | NS      | $1025087.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                   | Walt Disney Co                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     22027 | NS      | $1913706.00   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                  | Dominion Energy Inc                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |     69880 | NS      | $4285042.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                          | Dropbox Inc                                  | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |     45479 | NS      | $1017820.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                     | Duke Energy Corp                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      4493 | NS      | $462734.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                | DuPont de Nemours Inc                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |     37389 | NS      | $2566007.00   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                        | Dynatrace Inc                                | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     27324 | NS      | $1046509.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                           | Ecolab Inc                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |     26780 | NS      | $3898097.00   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                 | Edison International                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |     10898 | NS      | $693331.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc             | Elanco Animal Health Inc                     | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |    219907 | NS      | $2687264.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                  | Emerson Electric Co                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |     31279 | NS      | $3004661.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                         | Enbridge Inc                                 | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | US        |     62520 | NS      | $2444532.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                          | Equifax Inc                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |      5604 | NS      | $1089193.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                          | EQUINIX INC                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |      1959 | NS      | $1283204.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                  | Exact Sciences Corp                          | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |      3383 | NS      | $167492.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                          | Exelon Corp                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |    133238 | NS      | $5759879.00   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR Capital Corp                  | FS KKR Capital Corp                          | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | CORP              | US        |    158510 | NS      | $2773925.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                          | Fastenal Co                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |    113037 | NS      | $5348911.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information        | Fidelity National Information Services Inc   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |     17866 | NS      | $1212208.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                  | Fifth Third Bancorp                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     87201 | NS      | $2861065.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                   | Franco-Nevada Corp                           | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     19363 | NS      | $2642662.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc               | Franklin Resources Inc                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |    100729 | NS      | $2657231.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                       | Freshworks Inc - Class A                     | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |     69802 | NS      | $1026787.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                    | GXO Logistics Inc                            | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |     23119 | NS      | $986950.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                  | Gilead Sciences Inc                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     43194 | NS      | $3708205.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Gitlab Inc                           | Gitlab Inc - Class A                         | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7389 | NS      | $335756.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley Davidson Inc                  | Harley-Davidson Inc                          | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |      6166 | NS      | $256506.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Gr       | Hartford Financial Services Group Inc        | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |     36827 | NS      | $2792591.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                       | Hershey Co                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |     11472 | NS      | $2656571.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co        | Hewlett Packard Enterprise Co                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     60578 | NS      | $966825.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc          | Honeywell International Inc                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |     16509 | NS      | $3537879.00   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc            | Host Hotels & Resorts Inc                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |     47828 | NS      | $767639.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                          | HubSpot Inc                                  | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |      1815 | NS      | $524771.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                           | HUMANA INC                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      5336 | NS      | $2733046.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc       | JB Hunt Transport Services Inc               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      3438 | NS      | $599450.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                              | IAC / InterActiveCorp                        | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |      1640 | NS      | $72816.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc              | Illinois Tool Works Inc                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |      6259 | NS      | $1378858.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                   | Ingersoll Rand Inc                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |     20793 | NS      | $1086434.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc            | Intellia Therapeutics Inc                    | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |     36547 | NS      | $1275125.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc        | Intercontinental Exchange Inc                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |     82153 | NS      | $8428076.00   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                           | Intuit Inc                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1531 | NS      | $595896.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                 | Invitation Homes Inc                         | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    178829 | NS      | $5300492.00   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc            | Ionis Pharmaceuticals Inc                    | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |     28432 | NS      | $1073877.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                  | JPMorgan Chase & Co                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     45012 | NS      | $6036109.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc        | Jefferies Financial Group Inc                | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |      5428 | NS      | $186072.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                    | Johnson & Johnson                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     22737 | NS      | $4016491.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                 | Keurig Dr Pepper Inc                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |    150591 | NS      | $5370075.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc            | Keysight Technologies Inc                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |      6614 | NS      | $1131457.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                    | Kimco Realty Corp                            | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |    245600 | NS      | $5201808.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                             | LKQ Corp                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |     32512 | NS      | $1736466.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Hol       | Laboratory Corp of America Holdings          | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |     12073 | NS      | $2842950.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc             | Lamb Weston Holdings Inc                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |     32397 | NS      | $2894996.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                | Lantheus Holdings Inc                        | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |     45288 | NS      | $2307876.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp           | Lattice Semiconductor Corp.                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |     29919 | NS      | $1941145.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The             | Estee Lauder Cos Inc                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |     16264 | NS      | $4035261.00   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                  | Leggett & Platt Inc                          | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |     85270 | NS      | $2748252.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                | Lincoln National Corp                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     34201 | NS      | $1050655.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp              | Magnolia Oil & Gas Corp                      | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    118360 | NS      | $2775542.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp              | Manulife Financial Corp                      | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | US        |    314709 | NS      | $5614409.00   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc             | Marsh & McLennan Cos Inc                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |     32676 | NS      | $5407224.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc        | Martin Marietta Materials Inc                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |     10956 | NS      | $3702799.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc               | Marvell Technology Inc                       | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     23975 | NS      | $888034.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                           | Masco Corp                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     44501 | NS      | $2076862.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                       | Mastercard Inc                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      7643 | NS      | $2657700.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                           | Mattel Inc                                   | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |    164768 | NS      | $2939461.00   | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                | McCormick & Co Inc/MD                        | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |     57323 | NS      | $4751503.00   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                      | McDonald's Corp                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |     14106 | NS      | $3717354.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                       | Merck & Co Inc                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |     46664 | NS      | $5177371.00   | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                          | MetLife Inc                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |    118639 | NS      | $8585904.00   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                       | MICROSOFT CORP                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |    117640 | NS      | $28208437.00  | 4.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc           | Mondelez International Inc                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     83852 | NS      | $5588736.00   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                           | Nasdaq Inc                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     44189 | NS      | $2710995.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc              | New Fortress Energy Inc                      | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     21315 | NS      | $904182.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                        | New Relic Inc                                | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |      1741 | NS      | $98279.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                | New York Times Co                            | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |     31059 | NS      | $1008175.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                | Norfolk Southern Corp                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |      4700 | NS      | $1158174.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc              | O'Reilly Automotive Inc                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |      7403 | NS      | $6248354.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc                 | Olaplex Holdings Inc                         | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    136880 | NS      | $713145.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Cor       | Old Republic International Corp              | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |     32603 | NS      | $787362.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                    | Omnicom Group Inc                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |     44722 | NS      | $3647974.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Owl Rock Capital Corp                | Owl Rock Capital Corp                        | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Long             | EC               | CORP              | US        |    232950 | NS      | $2690572.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I       | PNC Financial Services Group Inc             | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     18115 | NS      | $2861083.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                   | PPG Industries Inc                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |      8985 | NS      | $1129774.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                             | PPL Corp                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |     19063 | NS      | $557021.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                          | Paychex Inc                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |     32770 | NS      | $3786901.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp                | Pembina Pipeline Corp                        | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |     46670 | NS      | $1584446.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                          | PepsiCo Inc                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |     22576 | NS      | $4078580.00   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In       | Philip Morris International Inc              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     27276 | NS      | $2760604.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                | Playtika Holding Corp                        | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |     17394 | NS      | $148023.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc               | T Rowe Price Group Inc                       | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |     19174 | NS      | $2091116.00   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The              | Procter & Gamble Co                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     49509 | NS      | $7503584.00   | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                 | Progressive Corp/The                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |     24667 | NS      | $3199557.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc             | Prudential Financial Inc                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |     28697 | NS      | $2854204.00   | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou       | Public Service Enterprise Group Inc          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |     25769 | NS      | $1578867.00   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                     | Pure Storage Inc                             | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |     28013 | NS      | $749628.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                   | Realty Income Corp                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |     42958 | NS      | $2724826.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc              | Rockwell Automation Inc                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |      4446 | NS      | $1145156.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                 | Royal Bank of Canada                         | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | US        |     29984 | NS      | $2819096.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                     | Ryder System Inc                             | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      1949 | NS      | $162878.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                       | S&P Global Inc                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      9530 | NS      | $3191978.00   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                       | salesforce.com Inc                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |     12877 | NS      | $1707361.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                          | Samsara Inc - Class A                        | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     96280 | NS      | $1196760.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Schwab US Large-Cap ETF              | Schwab Strategic Trust US LARGE-CAP ETF      | CUSIP: 808524201<br>LEI: 549300NAZEQOIX80E226 | Long             | EC               | RF                | US        |    294713 | NS      | $13306292.00  | 2.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Seagen Inc                           | Seagen Inc                                   | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     24125 | NS      | $3100304.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                        | Sempra Energy                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |     33251 | NS      | $5138609.00   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US        | Service Corp International/US                | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |     40119 | NS      | $2773828.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The              | Sherwin-Williams Co                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |      5214 | NS      | $1237439.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc               | Sirius XM Holdings Inc                       | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |    919976 | NS      | $5372660.00   | 0.88%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern Co/The                      | Southern Co                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     79599 | NS      | $5684165.00   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc           | Sprouts Farmers Market Inc                   | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |     81683 | NS      | $2644079.00   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                  | STAG Industrial Inc                          | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |    166784 | NS      | $5388791.00   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                       | Starbucks Corp                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |     16997 | NS      | $1686102.00   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                         | Stryker Corp                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |      5932 | NS      | $1450315.00   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                           | Sysco Corp                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |     36109 | NS      | $2760533.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                      | TJX Cos Inc                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     78763 | NS      | $6269535.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software        | Take-Two Interactive Software Inc            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |     10749 | NS      | $1119293.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc       | Tempur Sealy International Inc               | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |     31938 | NS      | $1096432.00   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                         | Teradyne Inc                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |     35185 | NS      | $3073410.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                | TEXAS INSTRUMENTS INC                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |     22366 | NS      | $3695310.00   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                   | Trade Desk Inc                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      8480 | NS      | $380158.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc         | THERMO FISHER SCIENTIFIC INC                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |      1571 | NS      | $865134.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                | 3M Co                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |     22603 | NS      | $2710552.00   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The            | Toronto-Dominion Bank                        | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | US        |     29854 | NS      | $1933345.00   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Cash Collateral Fund | Janus Henderson Cash Collateral Fund         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   8012584 | NS      | $8012584.00   | 1.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp                | Truist Financial Corp                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |    135596 | NS      | $5834696.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                      | Tyson Foods Inc                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |      8612 | NS      | $536097.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                     | Under Armour Inc                             | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |    298526 | NS      | $2662852.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc            | United Parcel Service Inc                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     22912 | NS      | $3983022.00   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                | US Foods Holding Corp                        | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |     31083 | NS      | $1057444.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc               | UnitedHealth Group Inc                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     10274 | NS      | $5447069.00   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp               | Universal Display Corp                       | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9166 | NS      | $990295.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc           | Vertex Pharmaceuticals Inc                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |      4777 | NS      | $1379502.00   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                  | VICI Properties Inc                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |    127044 | NS      | $4116226.00   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                          | Vistra Energy Corp                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |    114874 | NS      | $2665077.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol       | WABTEC CORP                                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     24612 | NS      | $2456524.00   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc         | Walgreens Boots Alliance Inc                 | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |     96068 | NS      | $3589100.00   | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                       | Wendy's Co                                   | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |    119244 | NS      | $2698492.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: —       |
| WestRock Co                          | WestRock Co                                  | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |     26896 | NS      | $945663.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                      | Weyerhaeuser Co                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |    223589 | NS      | $6931259.00   | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| WWE                                  | World Wrestling Entertainment Inc            | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |     39285 | NS      | $2691808.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                      | Xcel Energy Inc                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |     38328 | NS      | $2687176.00   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                      | Yum! Brands Inc                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |     17910 | NS      | $2293913.00   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                     | Zions Bancorp NA                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |     26240 | NS      | $1289958.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                           | Zoetis Inc                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |     38865 | NS      | $5695666.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc            | ZoomInfo Technologies Inc - Class A          | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     91944 | NS      | $2768434.00   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Corp                           | Atlas Corp                                   | CUSIP: Y0436Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    277576 | NS      | $4258016.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: —       |
| Accenture PLC                        | Accenture PLC                                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9448 | NS      | $2521104.00   | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                       | Eaton Corp PLC                               | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |     18987 | NS      | $2980010.00   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International       | Johnson Controls International plc           | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |     48613 | NS      | $3111232.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                           | Lazard Ltd                                   | CUSIP: G54050102<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |     27568 | NS      | $955783.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                            | Linde PLC                                    | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |     12939 | NS      | $4220443.00   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                        | Medtronic PLC                                | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |     77655 | NS      | $6035347.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                         | Novocure Ltd                                 | CUSIP: G6674U108<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | US        |     14289 | NS      | $1048098.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                           | Garmin Ltd                                   | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |     87730 | NS      | $8096602.00   | 1.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA            | Logitech International S.A. (U.S. Shares)    | CUSIP: H50430232<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | US        |     10220 | NS      | $636195.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Ferrari NV                           | Ferrari NV                                   | CUSIP: N3167Y103<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |      4639 | NS      | $993767.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                        | Stellantis NV                                | CUSIP: N82405106<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | US        |    267955 | NS      | $3804961.00   | 0.62%             |  |  |  | No            |                  1 | On Loan: —       |

### Signature

**Date Signed:** 2023-02-14

**Name of Applicant:** JANUS INVESTMENT FUND

**Signature:** JESPER NERGAARD

**Name of Signer:** JESPER NERGAARD

**Title:** VP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER