# EDGAR Filing Document

**Accession Number:** 0000277751
**File Stem:** 0001741773-23-000796
**Filing Date:** 2023-3
**Character Count:** 90803
**Document Hash:** 5bd7231627a490276dbd1eb66bcb9ba8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001741773-23-000796.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001741773-23-000796

**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:** 23691588

**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 Global Allocation Fund (Series ID: S000049766)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000157258 | Class A      | JAGAX           |
| C000157259 | Class C      | JAVCX           |
| C000157260 | Class D      | JAGDX           |
| C000157261 | Class I      | JVGIX           |
| C000157262 | Class N      | JAGNX           |
| C000157263 | Class S      | JAGSX           |
| C000157264 | Class T      | JVGTX           |

## 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 Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000049766

- **c. LEI of Series:** 549300HN0SRQIOHVMK11

**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:** $38224590.00

**Total Liabilities:** $142100.00

**Net Assets:** $38082490.00

**Cash Not Reported:** $999690.00

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0 | **1-Year:** 0 | **5-Year:** 0 | **10-Year:** 0 | **30-Year:** 0

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0 | **1-Year:** 0 | **5-Year:** 0 | **10-Year:** 0 | **30-Year:** 0

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000157258 | -2.65%               | 3.86%                | 2.60%                |
| Class ID C000157259 | -2.65%               | 3.85%                | 2.60%                |
| Class ID C000157260 | -2.64%               | 3.83%                | 2.69%                |
| Class ID C000157261 | -2.61%               | 3.82%                | 2.69%                |
| Class ID C000157262 | -2.67%               | 3.82%                | 2.69%                |
| Class ID C000157263 | -2.65%               | 3.83%                | 2.58%                |
| Class ID C000157264 | -2.65%               | 3.73%                | 2.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12122.00               | $-401772.00                                |
| Month 2  | $17442.00                | $583206.00                                 |
| Month 3  | $-78369.00               | $679728.00                                 |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T INC                             | AT&T Inc                                             | CUSIP: N/A<br>LEI: 549300Z40J86GGSTL398       | Long             | STIV             | CORP              | US        |   1950000 | PA      | $1945243.00   | 5.11%             | 2023-01-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE               | American Honda Finance Corporation 0% CP 03/02/2023  | CUSIP: N/A<br>LEI: B6Q2VFHD1797Q7NZ3E43       | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1990832.00   | 5.23%             | 2023-02-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP               | Aviation Capital Group LLC                           | CUSIP: N/A<br>LEI: 549300ODEK8HY3445C77       | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1999015.00   | 5.25%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD INFRASTRUCTUR             | Brookfield Infrastructure Holdings Canada Inc        | CUSIP: N/A<br>LEI: 549300GV8LYH0T7DZO77       | Long             | STIV             | CORP              | CA        |   1950000 | PA      | $1947250.00   | 5.11%             | 2023-01-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                   | Conagra Brands Inc                                   | CUSIP: N/A<br>LEI: 54930035UDEIH090K650       | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1996189.00   | 5.24%             | 2023-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY                 | Dow Chemical Co/The                                  | CUSIP: N/A<br>LEI: ZQUIP1CSZO8LXRBSOU78       | Long             | STIV             | CORP              | US        |   1900000 | PA      | $1895061.00   | 4.98%             | 2023-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO               | General Motors Financial Co Inc                      | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | STIV             | CORP              | US        |   1900000 | PA      | $1897445.00   | 4.98%             | 2023-01-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINL SER             | Harley-Davidson Funding Corporation 0% CP 19/01/2023 | CUSIP: N/A<br>LEI: RLUFFFFW4GRYU77BTS24       | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1994673.00   | 5.24%             | 2023-01-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                           | Ovintiv Canada ULC                                   | CUSIP: N/A<br>LEI: 529900YLDW34GJAO4J06       | Long             | STIV             | CORP              | US        |   1000000 | PA      | $996882.00    | 2.62%             | 2023-01-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO FDG LLC              | INTESA SANPAOLO FDG LLC                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |   1900000 | PA      | $1899003.00   | 4.99%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                    | Newell Brands Inc                                    | CUSIP: N/A<br>LEI: 549300LWGYFM1TVO1Z12       | Long             | STIV             | CORP              | US        |   1650000 | PA      | $1648438.00   | 4.33%             | 2023-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                          | Oracle Corp                                          | CUSIP: N/A<br>LEI: 1Z4GXXU7ZHVWFCD8TV52       | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1998485.00   | 5.25%             | 2023-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                          | OVINTIV CANADA ULC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |   1300000 | PA      | $1299300.00   | 3.41%             | 2023-01-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                 | Parker-Hannifin Corp                                 | CUSIP: N/A<br>LEI: 5493002CONDB4N2HKI23       | Long             | STIV             | CORP              | US        |   1900000 | PA      | $1898819.00   | 4.99%             | 2023-01-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WALGREENS BOOTS ALLIANCE             | Walgreens Boots Alliance Inc                         | CUSIP: N/A<br>LEI: 549300RPTUOIXG4LIH86       | Long             | STIV             | CORP              | US        |   1800000 | PA      | $1789087.00   | 4.70%             | 2023-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Royal Bank of Canada                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |     44124 | PA      | $44124.00     | 0.12%             | 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        |       615 | NS      | $2503.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Abbott Laboratories                  | Abbott Laboratories                                  | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      1055 | NS      | $115828.00    | 0.30%             |  |  |  | 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        |       688 | NS      | $38480.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc             | Agilent Technologies Inc                             | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        21 | NS      | $3143.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                      | Alamos Gold Inc - Class A                            | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | US        |      3877 | NS      | $39196.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                         | Alphabet Inc - Class A                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       640 | NS      | $56467.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                       | Amazon.com Inc                                       | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       809 | NS      | $67956.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc       | American Electric Power Co Inc                       | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       586 | NS      | $55641.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                  | American Express Co                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |       133 | NS      | $19651.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I       | American International Group Inc                     | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |       122 | NS      | $7715.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                  | American Tower Corp                                  | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       180 | NS      | $38135.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                            | Amgen Inc                                            | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       143 | NS      | $37558.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                   | Analog Devices Inc                                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       118 | NS      | $19356.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                | Antero Midstream Corp                                | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     10535 | NS      | $113673.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                            | Apple Inc                                            | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       962 | NS      | $124993.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                            | Asana Inc - Class A                                  | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       258 | NS      | $3553.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                         | Autodesk Inc                                         | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        85 | NS      | $15884.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc        | Automatic Data Processing Inc                        | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        84 | NS      | $20064.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                          | Avantor Inc                                          | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |      1711 | NS      | $36085.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                            | Ball Corp                                            | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       269 | NS      | $13757.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                     | Bank of Montreal                                     | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | US        |       428 | NS      | $38777.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/T       | Bank of New York Mellon Corp                         | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |       865 | NS      | $39375.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                             | Bank OZK                                             | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      1857 | NS      | $74391.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc             | Baxter International Inc                             | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       708 | NS      | $36087.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                | Beam Therapeutics Inc                                | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        41 | NS      | $1604.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc               | Berkshire Hathaway Inc                               | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       149 | NS      | $46026.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc               | Berry Global Group Inc                               | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |       110 | NS      | $6647.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Blue Owl Capital Inc                 | Blue Owl Capital Inc                                 | CUSIP: 09581B103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3194 | NS      | $33856.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                 | Booking Holdings Inc                                 | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         7 | NS      | $14107.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                       | BorgWarner Inc                                       | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       359 | NS      | $14450.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                         | Broadcom Inc                                         | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        54 | NS      | $30193.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                       | CBRE Group Inc                                       | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       488 | NS      | $37556.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc            | CH Robinson Worldwide Inc                            | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       654 | NS      | $59880.00     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                        | CME Group Inc                                        | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       392 | NS      | $65919.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                             | CSX Corp                                             | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      1150 | NS      | $35627.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                      | CVS Health Corp                                      | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       384 | NS      | $35785.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp         | Callaway Golf Co                                     | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |       645 | NS      | $12739.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIBC                                 | Canadian Imperial Bank of Commerce                   | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | US        |       688 | NS      | $27830.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardinal Health Inc                  | Cardinal Health Inc                                  | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       472 | NS      | $36283.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                | Carlyle Group Inc COM                                | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |       467 | NS      | $13935.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc               | CenterPoint Energy Inc                               | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |      1538 | NS      | $46125.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| ChargePoint Holdings Inc             | ChargePoint Holdings Inc                             | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |       398 | NS      | $3793.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: —       |
| Chevron Corp                         | Chevron Corp                                         | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       421 | NS      | $75565.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc           | Chipotle Mexican Grill Inc                           | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         3 | NS      | $4162.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc               | Church & Dwight Co Inc                               | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       149 | NS      | $12011.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                           | Ciena Corp                                           | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       236 | NS      | $12031.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp            | Cincinnati Financial Corp                            | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       631 | NS      | $64608.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                     | Cirrus Logic Inc                                     | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |       181 | NS      | $13481.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                    | Cisco Systems Inc                                    | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       576 | NS      | $27441.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                     | Coca-Cola Co                                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       588 | NS      | $37403.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions       | Cognizant Technology Solutions Corp                  | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |      1321 | NS      | $75548.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                         | Comerica Inc                                         | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       280 | NS      | $18718.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                 | Commercial Metals Co                                 | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       289 | NS      | $13959.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                          | Coupang Inc                                          | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |       588 | NS      | $8649.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Point Energy Corp           | Crescent Point Energy Corp COM NPV                   | CUSIP: 22576C101<br>LEI: 549300FTKUHZK8OC7N74 | Long             | EC               | CORP              | US        |      2126 | NS      | $15201.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                   | Crown Holdings Inc                                   | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        61 | NS      | $5015.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                          | Cummins Inc                                          | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |       163 | NS      | $39493.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                         | Danaher Corp                                         | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       196 | NS      | $52022.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                | Dell Technologies Inc                                | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       344 | NS      | $13836.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                   | Walt Disney Co                                       | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       297 | NS      | $25803.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                  | Dominion Energy Inc                                  | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       943 | NS      | $57825.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                          | Dropbox Inc                                          | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       613 | NS      | $13719.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                     | Duke Energy Corp                                     | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        61 | NS      | $6282.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                | DuPont de Nemours Inc                                | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       504 | NS      | $34590.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                        | Dynatrace Inc                                        | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       369 | NS      | $14133.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                           | Ecolab Inc                                           | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       361 | NS      | $52547.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                 | Edison International                                 | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       147 | NS      | $9352.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc             | Elanco Animal Health Inc                             | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      2966 | NS      | $36245.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                  | Emerson Electric Co                                  | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       422 | NS      | $40537.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                         | Enbridge Inc                                         | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | US        |       844 | NS      | $33000.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                          | Equifax Inc                                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        76 | NS      | $14771.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                          | EQUINIX INC                                          | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        26 | NS      | $17031.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                  | Exact Sciences Corp                                  | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |        46 | NS      | $2277.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                          | Exelon Corp                                          | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      1797 | NS      | $77684.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR Capital Corp                  | FS KKR Capital Corp                                  | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | CORP              | US        |      2138 | NS      | $37415.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                          | Fastenal Co                                          | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      1525 | NS      | $72163.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information        | Fidelity National Information Services Inc           | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       241 | NS      | $16352.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                  | Fifth Third Bancorp                                  | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      1176 | NS      | $38585.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                   | Franco-Nevada Corp                                   | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       261 | NS      | $35621.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc               | Franklin Resources Inc                               | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      1359 | NS      | $35850.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                       | Freshworks Inc - Class A                             | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |       942 | NS      | $13857.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                    | GXO Logistics Inc                                    | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       312 | NS      | $13319.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                  | Gilead Sciences Inc                                  | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       582 | NS      | $49965.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gitlab Inc                           | Gitlab Inc - Class A                                 | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       100 | NS      | $4544.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley Davidson Inc                  | Harley-Davidson Inc                                  | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |        78 | NS      | $3245.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hartford Financial Services Gr       | Hartford Financial Services Group Inc                | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | EC               | CORP              | US        |       497 | NS      | $37688.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                       | Hershey Co                                           | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       155 | NS      | $35893.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co        | Hewlett Packard Enterprise Co                        | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       817 | NS      | $13039.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc          | Honeywell International Inc                          | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       223 | NS      | $47789.00     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc            | Host Hotels & Resorts Inc                            | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       645 | NS      | $10352.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                          | HubSpot Inc                                          | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        24 | NS      | $6939.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                           | HUMANA INC                                           | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        72 | NS      | $36878.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc       | JB Hunt Transport Services Inc                       | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        46 | NS      | $8021.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                              | IAC / InterActiveCorp                                | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |        22 | NS      | $977.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc              | Illinois Tool Works Inc                              | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        84 | NS      | $18505.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                   | Ingersoll Rand Inc                                   | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       280 | NS      | $14630.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc            | Intellia Therapeutics Inc                            | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |       493 | NS      | $17201.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc        | Intercontinental Exchange Inc                        | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1109 | NS      | $113772.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                           | Intuit Inc                                           | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        21 | NS      | $8174.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                 | Invitation Homes Inc                                 | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2412 | NS      | $71492.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc            | Ionis Pharmaceuticals Inc                            | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       384 | NS      | $14504.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                  | JPMorgan Chase & Co                                  | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       607 | NS      | $81399.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc        | Jefferies Financial Group Inc                        | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |        73 | NS      | $2502.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                    | Johnson & Johnson                                    | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       307 | NS      | $54232.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                 | Keurig Dr Pepper Inc                                 | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |      2031 | NS      | $72425.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc            | Keysight Technologies Inc                            | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        89 | NS      | $15225.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                    | Kimco Realty Corp                                    | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      3313 | NS      | $70169.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                             | LKQ Corp                                             | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       439 | NS      | $23447.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Laboratory Corp of America Hol       | Laboratory Corp of America Holdings                  | CUSIP: 50540R409<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | EC               | CORP              | US        |       163 | NS      | $38383.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc             | Lamb Weston Holdings Inc                             | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       437 | NS      | $39050.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                | Lantheus Holdings Inc                                | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       612 | NS      | $31188.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp           | Lattice Semiconductor Corp.                          | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       404 | NS      | $26212.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The             | Estee Lauder Cos Inc                                 | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |       219 | NS      | $54336.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                  | Leggett & Platt Inc                                  | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |      1150 | NS      | $37064.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                | Lincoln National Corp                                | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       461 | NS      | $14162.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp              | Magnolia Oil & Gas Corp                              | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1597 | NS      | $37450.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp              | Manulife Financial Corp                              | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | US        |      4245 | NS      | $75731.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc             | Marsh & McLennan Cos Inc                             | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       441 | NS      | $72977.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc        | Martin Marietta Materials Inc                        | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       148 | NS      | $50020.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc               | Marvell Technology Inc                               | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       323 | NS      | $11964.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                           | Masco Corp                                           | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       600 | NS      | $28002.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                       | Mastercard Inc                                       | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       103 | NS      | $35816.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                           | Mattel Inc                                           | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |      2223 | NS      | $39658.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                | McCormick & Co Inc/MD                                | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       773 | NS      | $64074.00     | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                      | McDonald's Corp                                      | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       190 | NS      | $50071.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                       | Merck & Co Inc                                       | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       629 | NS      | $69788.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                          | MetLife Inc                                          | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |      1600 | NS      | $115792.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                       | MICROSOFT CORP                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      1587 | NS      | $395172.00    | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc           | Mondelez International Inc                           | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      1131 | NS      | $75381.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                           | Nasdaq Inc                                           | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       596 | NS      | $36565.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc              | New Fortress Energy Inc                              | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       288 | NS      | $12217.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                        | New Relic Inc                                        | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |        23 | NS      | $1298.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Times Co/The                | New York Times Co                                    | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |       419 | NS      | $13601.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                | Norfolk Southern Corp                                | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        63 | NS      | $15524.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc              | O'Reilly Automotive Inc                              | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        99 | NS      | $83559.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc                 | Olaplex Holdings Inc                                 | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1846 | NS      | $9618.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Cor       | Old Republic International Corp                      | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       440 | NS      | $10626.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                    | Omnicom Group Inc                                    | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       603 | NS      | $49187.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Owl Rock Capital Corp                | Owl Rock Capital Corp                                | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Long             | EC               | CORP              | US        |      3142 | NS      | $36290.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group I       | PNC Financial Services Group Inc                     | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       244 | NS      | $38537.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                   | PPG Industries Inc                                   | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |       121 | NS      | $15215.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                             | PPL Corp                                             | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       257 | NS      | $7510.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                          | Paychex Inc                                          | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       442 | NS      | $51078.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp                | Pembina Pipeline Corp                                | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |       630 | NS      | $21388.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                          | PepsiCo Inc                                          | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       305 | NS      | $55101.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In       | Philip Morris International Inc                      | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       368 | NS      | $37245.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                | Playtika Holding Corp                                | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |       235 | NS      | $2000.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc               | T Rowe Price Group Inc                               | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |       258 | NS      | $28137.00     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The              | Procter & Gamble Co                                  | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       668 | NS      | $101242.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                 | Progressive Corp/The                                 | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       333 | NS      | $43193.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc             | Prudential Financial Inc                             | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       387 | NS      | $38491.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou       | Public Service Enterprise Group Inc                  | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       348 | NS      | $21322.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                     | Pure Storage Inc                                     | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       378 | NS      | $10115.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                   | Realty Income Corp                                   | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       579 | NS      | $36726.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc              | Rockwell Automation Inc                              | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        60 | NS      | $15454.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                 | Royal Bank of Canada                                 | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | US        |       404 | NS      | $37984.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                     | Ryder System Inc                                     | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        26 | NS      | $2173.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                       | S&P Global Inc                                       | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |       129 | NS      | $43207.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                       | salesforce.com Inc                                   | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       174 | NS      | $23071.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                          | Samsara Inc - Class A                                | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1299 | NS      | $16147.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagen Inc                           | Seagen Inc                                           | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       325 | NS      | $41766.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                        | Sempra Energy                                        | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       448 | NS      | $69234.00     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US        | Service Corp International/US                        | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       541 | NS      | $37405.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The              | Sherwin-Williams Co                                  | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        70 | NS      | $16613.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc               | Sirius XM Holdings Inc                               | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |     12410 | NS      | $72474.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern Co/The                      | Southern Co                                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      1074 | NS      | $76694.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc           | Sprouts Farmers Market Inc                           | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |      1102 | NS      | $35672.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                  | STAG Industrial Inc                                  | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |      2250 | NS      | $72697.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                       | Starbucks Corp                                       | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       229 | NS      | $22717.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                         | Stryker Corp                                         | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        80 | NS      | $19559.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                           | Sysco Corp                                           | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       487 | NS      | $37231.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                      | TJX Cos Inc                                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      1062 | NS      | $84535.00     | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software        | Take-Two Interactive Software Inc                    | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |       145 | NS      | $15099.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc       | Tempur Sealy International Inc                       | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |       431 | NS      | $14796.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                         | Teradyne Inc                                         | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       475 | NS      | $41491.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                | TEXAS INSTRUMENTS INC                                | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       302 | NS      | $49896.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                   | Trade Desk Inc                                       | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |       114 | NS      | $5111.00      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc         | THERMO FISHER SCIENTIFIC INC                         | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        21 | NS      | $11564.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                | 3M Co                                                | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       305 | NS      | $36576.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The            | Toronto-Dominion Bank                                | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | US        |       403 | NS      | $26098.00     | 0.07%             |  |  |  | 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        |    145259 | NS      | $145259.00    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp                | Truist Financial Corp                                | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      1829 | NS      | $78702.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                      | Tyson Foods Inc                                      | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       116 | NS      | $7221.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                     | Under Armour Inc                                     | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      4027 | NS      | $35921.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc            | United Parcel Service Inc                            | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       309 | NS      | $53717.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                | US Foods Holding Corp                                | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       419 | NS      | $14254.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc               | UnitedHealth Group Inc                               | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       139 | NS      | $73695.00     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp               | Universal Display Corp                               | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       124 | NS      | $13397.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard Long-Term Corporate B       | Vanguard Long-Term Corporate Bond                    | CUSIP: 92206C813<br>LEI: 549300Y88GQ3VLJIBX57 | Long             | EC               | RF                | US        |      5875 | NS      | $444796.00    | 1.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Vanguard Intermediate-Term Cor       | Vanguard Intermediate-Term Corporate Bond            | CUSIP: 92206C870<br>LEI: 549300Y88GQ3VLJIBX57 | Long             | EC               | RF                | US        |     13571 | NS      | $1051888.00   | 2.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc           | Vertex Pharmaceuticals Inc                           | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        64 | NS      | $18482.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                  | VICI Properties Inc                                  | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |      1714 | NS      | $55534.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                          | Vistra Energy Corp                                   | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      1550 | NS      | $35960.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol       | WABTEC CORP                                          | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       332 | NS      | $33137.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc         | Walgreens Boots Alliance Inc                         | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      1296 | NS      | $48419.00     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                       | Wendy's Co                                           | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |      1609 | NS      | $36412.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Co                          | WestRock Co                                          | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |       363 | NS      | $12763.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                      | Weyerhaeuser Co                                      | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      3016 | NS      | $93496.00     | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| WWE                                  | World Wrestling Entertainment Inc                    | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |       530 | NS      | $36316.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                      | Xcel Energy Inc                                      | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       517 | NS      | $36247.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                      | Yum! Brands Inc                                      | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       242 | NS      | $30995.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                     | Zions Bancorp NA                                     | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       354 | NS      | $17403.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                           | Zoetis Inc                                           | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       524 | NS      | $76792.00     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc            | ZoomInfo Technologies Inc - Class A                  | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1240 | NS      | $37336.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Corp                           | Atlas Corp                                           | CUSIP: Y0436Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3746 | NS      | $57464.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: —       |
| Accenture PLC                        | Accenture PLC                                        | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       127 | NS      | $33889.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                       | Eaton Corp PLC                                       | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |       256 | NS      | $40179.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International       | Johnson Controls International plc                   | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |       656 | NS      | $41984.00     | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                           | Lazard Ltd                                           | CUSIP: G54050102<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |       372 | NS      | $12897.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                            | Linde PLC                                            | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |       175 | NS      | $57081.00     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                        | Medtronic PLC                                        | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |      1047 | NS      | $81373.00     | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                         | Novocure Ltd                                         | CUSIP: G6674U108<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | US        |       193 | NS      | $14157.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                           | Garmin Ltd                                           | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |      1184 | NS      | $109271.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA            | Logitech International S.A. (U.S. Shares)            | CUSIP: H50430232<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | US        |       138 | NS      | $8590.00      | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Ferrari NV                           | Ferrari NV                                           | CUSIP: N3167Y103<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |        63 | NS      | $13496.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                        | Stellantis NV                                        | CUSIP: N82405106<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | US        |      3615 | NS      | $51333.00     | 0.14%             |  |  |  | No            |                  1 | On Loan: —       |
| JAPAN TREASURY DISC BILL             | Japan Treasury Discount Bill                         | CUSIP: ZN3293182<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  73750000 | PA      | $562184.00    | 1.48%             | 2023-02-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                  | Sell JPY / Buy USD                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-38452.00    | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                  | CAC40 10 EURO FUT Jan23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         6 | NC      | $-14693.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | AMSTERDAM IDX FUT Jan23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $-19755.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | S&P500 EMINI FUT  Mar23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        22 | NC      | $-120288.00   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | DAX INDEX FUTURE  Mar23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-15309.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | MSCI EmgMkt       Mar23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        31 | NC      | $-31702.00    | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NIKKEI 225 MINI   Mar23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        12 | NC      | $-13577.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | NASDAQ 100 E-MINI Mar23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $-48738.00    | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | S&P/TSX 60 IX FUT Mar23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         1 | NC      | $-6378.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | OMXS30 IND FUTURE Jan23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        13 | NC      | $-11949.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | E-Mini Russ 2000  Mar23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         2 | NC      | $-6310.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | SPI 200 FUTURES   Mar23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         3 | NC      | $-7363.00     | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | EURO-SCHATZ FUT   Mar23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         1 | NC      | $-1348.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US 5YR NOTE (CBT) Mar23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         7 | NC      | $-3086.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | Euro-OAT Future   Mar23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         8 | NC      | $-71711.00    | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US 2YR NOTE (CBT) Mar23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         3 | NC      | $-586.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US 10YR NOTE (CBT)Mar23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         4 | NC      | $-2719.00     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US LONG BOND(CBT) Mar23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         7 | NC      | $-10750.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | US ULTRA BOND CBT Mar23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         6 | NC      | $-18274.00    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                  | AUST 10Y BOND FUT Mar23                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        11 | NC      | $-40234.00    | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |

### 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