# EDGAR Filing Document

**Accession Number:** 0000906185
**File Stem:** 0001741773-23-000793
**Filing Date:** 2023-3
**Character Count:** 75283
**Document Hash:** e34fb1b2ad8d42deb610d064477da8f8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001741773-23-000793.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001741773-23-000793

**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**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JANUS ASPEN SERIES
- **CENTRAL INDEX KEY:** 0000906185
- **IRS NUMBER:** 841235540
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07736
- **FILM NUMBER:** 23691568

**BUSINESS ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206
- **BUSINESS PHONE:** 3033333863

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

## Series and Classes Contracts Data

### Janus Henderson Adaptive Risk Managed U.S. Equity Portfolio (Series ID: S000038239)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000117905 | Service Shares |  |

## 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 ASPEN SERIES

- **b. Investment Company Act file number:** 811-07736

- **c. CIK number of Registrant:** 0000906185

- **d. LEI of Registrant:** 5C1H794C69TI10A0XC04

- **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 Portfolio

- **b. EDGAR series identifier (if any):** S000038239

- **c. LEI of Series:** 549300DG5VOQPSSJLS85

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

- **a. Date of fiscal year-end:** 2022-12-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3695913.00

**Total Liabilities:** $60993.00

**Net Assets:** $3634920.00

**Cash Not Reported:** $2147.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000117905 | -4.71%               | 7.05%                | 8.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $56100.00                | $-244254.00                                |
| Month 2  | $766017.00               | $466356.00                                 |
| Month 3  | $27471.00                | $1736060.00                                |

**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        |     27114 | PA      | $27114.00     | 0.75%             | 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        |       269 | NS      | $1095.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: —       |
| AT&T Inc                             | AT&T Inc                                     | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       465 | NS      | $8561.00      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                  | Abbott Laboratories                          | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       461 | NS      | $50613.00     | 1.39%             |  |  |  | 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        |       300 | NS      | $16779.00     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc             | Agilent Technologies Inc                     | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |         9 | NS      | $1347.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alamos Gold Inc                      | Alamos Gold Inc - Class A                    | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | US        |      1693 | NS      | $17116.00     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                         | Alphabet Inc - Class A                       | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       280 | NS      | $24704.00     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                       | Amazon.com Inc                               | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       353 | NS      | $29652.00     | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc       | American Electric Power Co Inc               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       256 | NS      | $24307.00     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Co                  | American Express Co                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        58 | NS      | $8569.00      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group I       | American International Group Inc             | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |        53 | NS      | $3352.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                  | American Tower Corp                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |        79 | NS      | $16737.00     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                            | Amgen Inc                                    | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |        62 | NS      | $16284.00     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                   | Analog Devices Inc                           | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |        52 | NS      | $8530.00      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corp                | Antero Midstream Corp                        | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4601 | NS      | $49645.00     | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                            | Apple Inc                                    | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       420 | NS      | $54571.00     | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Asana Inc                            | Asana Inc - Class A                          | CUSIP: 04342Y104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       113 | NS      | $1556.00      | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                         | Autodesk Inc                                 | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | EC               | CORP              | US        |        37 | NS      | $6914.00      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc        | Automatic Data Processing Inc                | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |        37 | NS      | $8838.00      | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                          | Avantor Inc                                  | CUSIP: 05352A100<br>LEI: 5493003VM0XB4U8YD238 | Long             | EC               | CORP              | US        |       747 | NS      | $15754.00     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                            | Ball Corp                                    | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       118 | NS      | $6035.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Montreal                     | Bank of Montreal                             | CUSIP: 063671101<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | EC               | CORP              | US        |       187 | NS      | $16942.00     | 0.47%             |  |  |  | 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        |       378 | NS      | $17207.00     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                             | Bank OZK                                     | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |       811 | NS      | $32489.00     | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Baxter International Inc             | Baxter International Inc                     | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | EC               | CORP              | US        |       309 | NS      | $15750.00     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Beam Therapeutics Inc                | Beam Therapeutics Inc                        | CUSIP: 07373V105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        18 | NS      | $704.00       | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc               | Berkshire Hathaway Inc                       | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        65 | NS      | $20078.00     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Berry Global Group Inc               | Berry Global Group Inc                       | CUSIP: 08579W103<br>LEI: 549300G6KKUMMXM8NH73 | Long             | EC               | CORP              | US        |        48 | NS      | $2901.00      | 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        |      1395 | NS      | $14787.00     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                 | Booking Holdings Inc                         | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         3 | NS      | $6046.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                       | BorgWarner Inc                               | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | EC               | CORP              | US        |       157 | NS      | $6319.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                         | Broadcom Inc                                 | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |        23 | NS      | $12860.00     | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                       | CBRE Group Inc                               | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       213 | NS      | $16392.00     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc            | CH Robinson Worldwide Inc                    | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |       286 | NS      | $26186.00     | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                        | CME Group Inc                                | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       171 | NS      | $28755.00     | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                             | CSX Corp                                     | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       502 | NS      | $15552.00     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                      | CVS Health Corp                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |       168 | NS      | $15656.00     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Topgolf Callaway Brands Corp         | Callaway Golf Co                             | CUSIP: 131193104<br>LEI: 5493005UB0KFRKBPCU72 | Long             | EC               | CORP              | US        |       282 | NS      | $5569.00      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CIBC                                 | Canadian Imperial Bank of Commerce           | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | US        |       300 | NS      | $12135.00     | 0.33%             |  |  |  | No            |                  1 | On Loan: —       |
| Cardinal Health Inc                  | Cardinal Health Inc                          | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       206 | NS      | $15835.00     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle Group Inc/The                | Carlyle Group Inc COM                        | CUSIP: 14316J108<br>LEI: 529900NGGVF94UK6PG95 | Long             | EC               | CORP              | US        |       204 | NS      | $6087.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc               | CenterPoint Energy Inc                       | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |       671 | NS      | $20123.00     | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| ChargePoint Holdings Inc             | ChargePoint Holdings Inc                     | CUSIP: 15961R105<br>LEI: 254900DVN9TAC2GIPG25 | Long             | EC               | CORP              | US        |       174 | NS      | $1658.00      | 0.05%             |  |  |  | No            |                  1 | On Loan: —       |
| Chevron Corp                         | Chevron Corp                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       184 | NS      | $33026.00     | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc               | Church & Dwight Co Inc                       | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        66 | NS      | $5320.00      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                           | Ciena Corp                                   | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       103 | NS      | $5251.00      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp            | Cincinnati Financial Corp                    | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | EC               | CORP              | US        |       276 | NS      | $28260.00     | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Cirrus Logic Inc                     | Cirrus Logic Inc                             | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |        79 | NS      | $5884.00      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                    | Cisco Systems Inc                            | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |       252 | NS      | $12005.00     | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                     | Coca-Cola Co                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       257 | NS      | $16348.00     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions       | Cognizant Technology Solutions Corp          | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       577 | NS      | $32999.00     | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                         | Comerica Inc                                 | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       122 | NS      | $8156.00      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Commercial Metals Co                 | Commercial Metals Co                         | CUSIP: 201723103<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | EC               | CORP              | US        |       126 | NS      | $6086.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Coupang Inc                          | Coupang Inc                                  | CUSIP: 22266T109<br>LEI: 549300XR4L1D80AK4W76 | Long             | EC               | CORP              | US        |       257 | NS      | $3780.00      | 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        |       928 | NS      | $6635.00      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                   | Crown Holdings Inc                           | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |        27 | NS      | $2220.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                          | Cummins Inc                                  | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        71 | NS      | $17203.00     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                         | Danaher Corp                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        86 | NS      | $22826.00     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc                | Dell Technologies Inc                        | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |       150 | NS      | $6033.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Co/The                   | Walt Disney Co                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       130 | NS      | $11294.00     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                  | Dominion Energy Inc                          | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       412 | NS      | $25264.00     | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Dropbox Inc                          | Dropbox Inc                                  | CUSIP: 26210C104<br>LEI: 549300JCDF7UAR6TJR51 | Long             | EC               | CORP              | US        |       268 | NS      | $5998.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                     | Duke Energy Corp                             | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |        26 | NS      | $2678.00      | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| DuPont de Nemours Inc                | DuPont de Nemours Inc                        | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |       220 | NS      | $15099.00     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Dynatrace Inc                        | Dynatrace Inc                                | CUSIP: 268150109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       161 | NS      | $6166.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                           | Ecolab Inc                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |       158 | NS      | $22998.00     | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                 | Edison International                         | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        64 | NS      | $4072.00      | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc             | Elanco Animal Health Inc                     | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      1295 | NS      | $15825.00     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co                  | Emerson Electric Co                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       184 | NS      | $17675.00     | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                         | Enbridge Inc                                 | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | US        |       368 | NS      | $14389.00     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                          | Equifax Inc                                  | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |        33 | NS      | $6414.00      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix Inc                          | EQUINIX INC                                  | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        12 | NS      | $7860.00      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corp                  | Exact Sciences Corp                          | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | EC               | CORP              | US        |        20 | NS      | $990.00       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                          | Exelon Corp                                  | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |       784 | NS      | $33892.00     | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR Capital Corp                  | FS KKR Capital Corp                          | CUSIP: 302635206<br>LEI: 549300TYRSI1T21B1360 | Long             | EC               | CORP              | US        |       934 | NS      | $16345.00     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                          | Fastenal Co                                  | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       666 | NS      | $31515.00     | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information        | Fidelity National Information Services Inc   | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       105 | NS      | $7124.00      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                  | Fifth Third Bancorp                          | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       514 | NS      | $16864.00     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                   | Franco-Nevada Corp                           | CUSIP: 351858105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       114 | NS      | $15559.00     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Resources Inc               | Franklin Resources Inc                       | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |       593 | NS      | $15643.00     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Freshworks Inc                       | Freshworks Inc - Class A                     | CUSIP: 358054104<br>LEI: 254900ULRGCUEIK0K191 | Long             | EC               | CORP              | US        |       411 | NS      | $6046.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| GXO Logistics Inc                    | GXO Logistics Inc                            | CUSIP: 36262G101<br>LEI: 5493007CNWMXN78JRN66 | Long             | EC               | CORP              | US        |       136 | NS      | $5806.00      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                  | Gilead Sciences Inc                          | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       254 | NS      | $21806.00     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Gitlab Inc                           | Gitlab Inc - Class A                         | CUSIP: 37637K108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        44 | NS      | $1999.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Harley Davidson Inc                  | Harley-Davidson Inc                          | CUSIP: 412822108<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | EC               | CORP              | US        |        36 | NS      | $1498.00      | 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        |       217 | NS      | $16455.00     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                       | Hershey Co                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        68 | NS      | $15747.00     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co        | Hewlett Packard Enterprise Co                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       357 | NS      | $5698.00      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc          | Honeywell International Inc                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        97 | NS      | $20787.00     | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Host Hotels & Resorts Inc            | Host Hotels & Resorts Inc                    | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       282 | NS      | $4526.00      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                          | HubSpot Inc                                  | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        11 | NS      | $3180.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                           | HUMANA INC                                   | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        31 | NS      | $15878.00     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc       | JB Hunt Transport Services Inc               | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |        20 | NS      | $3487.00      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC Inc                              | IAC / InterActiveCorp                        | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |        10 | NS      | $444.00       | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc              | Illinois Tool Works Inc                      | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        37 | NS      | $8151.00      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                   | Ingersoll Rand Inc                           | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       122 | NS      | $6374.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Intellia Therapeutics Inc            | Intellia Therapeutics Inc                    | CUSIP: 45826J105<br>LEI: 5493002T5BCPE5DZC723 | Long             | EC               | CORP              | US        |       216 | NS      | $7536.00      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc        | Intercontinental Exchange Inc                | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |       484 | NS      | $49654.00     | 1.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                           | Intuit Inc                                   | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |         9 | NS      | $3503.00      | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Invitation Homes Inc                 | Invitation Homes Inc                         | CUSIP: 46187W107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1054 | NS      | $31241.00     | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals Inc            | Ionis Pharmaceuticals Inc                    | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | EC               | CORP              | US        |       167 | NS      | $6308.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                  | JPMorgan Chase & Co                          | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |       265 | NS      | $35536.00     | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Jefferies Financial Group Inc        | Jefferies Financial Group Inc                | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |        32 | NS      | $1097.00      | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                    | Johnson & Johnson                            | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       134 | NS      | $23671.00     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                 | Keurig Dr Pepper Inc                         | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       887 | NS      | $31630.00     | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc            | Keysight Technologies Inc                    | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |        39 | NS      | $6672.00      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimco Realty Corp                    | Kimco Realty Corp                            | CUSIP: 49446R109<br>LEI: 549300EA7I6T15IBYS12 | Long             | EC               | CORP              | US        |      1447 | NS      | $30647.00     | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corp                             | LKQ Corp                                     | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       192 | NS      | $10255.00     | 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        |        71 | NS      | $16719.00     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamb Weston Holdings Inc             | Lamb Weston Holdings Inc                     | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |       191 | NS      | $17068.00     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Lantheus Holdings Inc                | Lantheus Holdings Inc                        | CUSIP: 516544103<br>LEI: 5299005HUB5IOJGO7S39 | Long             | EC               | CORP              | US        |       266 | NS      | $13555.00     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Lattice Semiconductor Corp           | Lattice Semiconductor Corp.                  | CUSIP: 518415104<br>LEI: 549300LRBBPZDQ2II567 | Long             | EC               | CORP              | US        |       176 | NS      | $11419.00     | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Estee Lauder Cos Inc/The             | Estee Lauder Cos Inc                         | CUSIP: 518439104<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | EC               | CORP              | US        |        96 | NS      | $23819.00     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                  | Leggett & Platt Inc                          | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | EC               | CORP              | US        |       502 | NS      | $16179.00     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp                | Lincoln National Corp                        | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |       201 | NS      | $6175.00      | 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        |       697 | NS      | $16345.00     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Manulife Financial Corp              | Manulife Financial Corp                      | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | US        |      1854 | NS      | $33075.00     | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc             | Marsh & McLennan Cos Inc                     | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |       193 | NS      | $31938.00     | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc        | Martin Marietta Materials Inc                | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        65 | NS      | $21968.00     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Marvell Technology Inc               | Marvell Technology Inc                       | CUSIP: 573874104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       141 | NS      | $5223.00      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corp                           | Masco Corp                                   | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |       262 | NS      | $12228.00     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                       | Mastercard Inc                               | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        45 | NS      | $15648.00     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Mattel Inc                           | Mattel Inc                                   | CUSIP: 577081102<br>LEI: 549300VELLG24KHTJ564 | Long             | EC               | CORP              | US        |       971 | NS      | $17323.00     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                | McCormick & Co Inc/MD                        | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |       338 | NS      | $28017.00     | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                      | McDonald's Corp                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        83 | NS      | $21873.00     | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                       | Merck & Co Inc                               | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       275 | NS      | $30511.00     | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                          | MetLife Inc                                  | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |       698 | NS      | $50514.00     | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                       | MICROSOFT CORP                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       693 | NS      | $166195.00    | 4.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International Inc           | Mondelez International Inc                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |       494 | NS      | $32925.00     | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                           | Nasdaq Inc                                   | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |       260 | NS      | $15951.00     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| New Fortress Energy Inc              | New Fortress Energy Inc                      | CUSIP: 644393100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       126 | NS      | $5345.00      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| New Relic Inc                        | New Relic Inc                                | CUSIP: 64829B100<br>LEI: 549300AB8FY2HQILL804 | Long             | EC               | CORP              | US        |        10 | NS      | $565.00       | 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        |       183 | NS      | $5940.00      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corp                | Norfolk Southern Corp                        | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        28 | NS      | $6900.00      | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc              | O'Reilly Automotive Inc                      | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        44 | NS      | $37137.00     | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olaplex Holdings Inc                 | Olaplex Holdings Inc                         | CUSIP: 679369108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       806 | NS      | $4199.00      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Cor       | Old Republic International Corp              | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |       192 | NS      | $4637.00      | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                    | Omnicom Group Inc                            | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       264 | NS      | $21534.00     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Owl Rock Capital Corp                | Owl Rock Capital Corp                        | CUSIP: 69121K104<br>LEI: 2549000BD79OOCPF2L94 | Long             | EC               | CORP              | US        |      1372 | NS      | $15847.00     | 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        |       107 | NS      | $16900.00     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| PPG Industries Inc                   | PPG Industries Inc                           | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | EC               | CORP              | US        |        53 | NS      | $6664.00      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corp                             | PPL Corp                                     | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |       112 | NS      | $3273.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                          | Paychex Inc                                  | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |       193 | NS      | $22303.00     | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corp                | Pembina Pipeline Corp                        | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |       275 | NS      | $9336.00      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                          | PepsiCo Inc                                  | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       133 | NS      | $24028.00     | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International In       | Philip Morris International Inc              | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       161 | NS      | $16295.00     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Playtika Holding Corp                | Playtika Holding Corp                        | CUSIP: 72815L107<br>LEI: 254900E35Z4TKA4UFG64 | Long             | EC               | CORP              | US        |       102 | NS      | $868.00       | 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        |       113 | NS      | $12324.00     | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The              | Procter & Gamble Co                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       292 | NS      | $44256.00     | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Progressive Corp/The                 | Progressive Corp/The                         | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |       145 | NS      | $18808.00     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc             | Prudential Financial Inc                     | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |       169 | NS      | $16809.00     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Grou       | Public Service Enterprise Group Inc          | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |       152 | NS      | $9313.00      | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Pure Storage Inc                     | Pure Storage Inc                             | CUSIP: 74624M102<br>LEI: 549300NPDB0BZTK3WO90 | Long             | EC               | CORP              | US        |       165 | NS      | $4415.00      | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                   | Realty Income Corp                           | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Long             | EC               | CORP              | US        |       253 | NS      | $16048.00     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Rockwell Automation Inc              | Rockwell Automation Inc                      | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        26 | NS      | $6697.00      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                 | Royal Bank of Canada                         | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | US        |       177 | NS      | $16642.00     | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                     | Ryder System Inc                             | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |        11 | NS      | $919.00       | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                       | S&P Global Inc                               | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        56 | NS      | $18757.00     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                       | salesforce.com Inc                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        76 | NS      | $10077.00     | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Samsara Inc                          | Samsara Inc - Class A                        | CUSIP: 79589L106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       567 | NS      | $7048.00      | 0.19%             |  |  |  | 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        |      2548 | NS      | $115042.00    | 3.17%             |  |  |  | No            |                  1 | On Loan: —       |
| Seagen Inc                           | Seagen Inc                                   | CUSIP: 81181C104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       142 | NS      | $18248.00     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra Energy                        | Sempra Energy                                | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       196 | NS      | $30290.00     | 0.83%             |  |  |  | No            |                  1 | On Loan: No      |
| Service Corp International/US        | Service Corp International/US                | CUSIP: 817565104<br>LEI: 549300RKVM2ME20JHZ15 | Long             | EC               | CORP              | US        |       236 | NS      | $16317.00     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The              | Sherwin-Williams Co                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        31 | NS      | $7357.00      | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sirius XM Holdings Inc               | Sirius XM Holdings Inc                       | CUSIP: 82968B103<br>LEI: 54930055RWDMVXAGZK98 | Long             | EC               | CORP              | US        |      5419 | NS      | $31647.00     | 0.87%             |  |  |  | No            |                  1 | On Loan: —       |
| Southern Co/The                      | Southern Co                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       469 | NS      | $33491.00     | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Market Inc           | Sprouts Farmers Market Inc                   | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |       481 | NS      | $15570.00     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| STAG Industrial Inc                  | STAG Industrial Inc                          | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |       983 | NS      | $31761.00     | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp                       | Starbucks Corp                               | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       100 | NS      | $9920.00      | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corp                         | Stryker Corp                                 | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        35 | NS      | $8557.00      | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                           | Sysco Corp                                   | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       213 | NS      | $16284.00     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                      | TJX Cos Inc                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       463 | NS      | $36855.00     | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software        | Take-Two Interactive Software Inc            | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        63 | NS      | $6560.00      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Tempur Sealy International Inc       | Tempur Sealy International Inc               | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Long             | EC               | CORP              | US        |       188 | NS      | $6454.00      | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                         | Teradyne Inc                                 | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |       207 | NS      | $18081.00     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                | TEXAS INSTRUMENTS INC                        | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |       131 | NS      | $21644.00     | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Trade Desk Inc/The                   | Trade Desk Inc                               | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |        50 | NS      | $2241.00      | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc         | THERMO FISHER SCIENTIFIC INC                 | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |         9 | NS      | $4956.00      | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                | 3M Co                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       133 | NS      | $15949.00     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The            | Toronto-Dominion Bank                        | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | US        |       176 | NS      | $11398.00     | 0.31%             |  |  |  | No            |                  1 | On Loan: —       |
| Janus Capital Group Inc              | Janus Henderson Cash Liquidity Fund          | CUSIP: N/A<br>LEI: 8T2ZO87FU1KVPZIG9I59       | Long             | EC               | PF                | US        |     36751 | NS      | $36758.00     | 1.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Cash Collateral Fund | Janus Henderson Cash Collateral Fund         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |    108455 | NS      | $108455.00    | 2.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Truist Financial Corp                | Truist Financial Corp                        | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       799 | NS      | $34381.00     | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                      | Tyson Foods Inc                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |        51 | NS      | $3175.00      | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Under Armour Inc                     | Under Armour Inc                             | CUSIP: 904311206<br>LEI: 549300D4549QKWETZ406 | Long             | EC               | CORP              | US        |      1759 | NS      | $15690.00     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service Inc            | United Parcel Service Inc                    | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |       135 | NS      | $23468.00     | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                | US Foods Holding Corp                        | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |       183 | NS      | $6226.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc               | UnitedHealth Group Inc                       | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        61 | NS      | $32341.00     | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Universal Display Corp               | Universal Display Corp                       | CUSIP: 91347P105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        54 | NS      | $5834.00      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Inc           | Vertex Pharmaceuticals Inc                   | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        28 | NS      | $8086.00      | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc                  | VICI Properties Inc                          | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |       748 | NS      | $24235.00     | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                          | Vistra Energy Corp                           | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |       677 | NS      | $15706.00     | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technol       | WABTEC CORP                                  | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |       145 | NS      | $14472.00     | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Walgreens Boots Alliance Inc         | Walgreens Boots Alliance Inc                 | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |       566 | NS      | $21146.00     | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                       | Wendy's Co                                   | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Long             | EC               | CORP              | US        |       702 | NS      | $15886.00     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| WestRock Co                          | WestRock Co                                  | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Long             | EC               | CORP              | US        |       158 | NS      | $5555.00      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Co                      | Weyerhaeuser Co                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |      1317 | NS      | $40827.00     | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| WWE                                  | World Wrestling Entertainment Inc            | CUSIP: 98156Q108<br>LEI: 549300WZVLSCS3L4L698 | Long             | EC               | CORP              | US        |       232 | NS      | $15897.00     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                      | Xcel Energy Inc                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       226 | NS      | $15845.00     | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                      | Yum! Brands Inc                              | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       106 | NS      | $13576.00     | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Zions Bancorp NA                     | Zions Bancorp NA                             | CUSIP: 989701107<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | EC               | CORP              | US        |       155 | NS      | $7620.00      | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc                           | Zoetis Inc                                   | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |       229 | NS      | $33560.00     | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc            | ZoomInfo Technologies Inc - Class A          | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       541 | NS      | $16290.00     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Corp                           | Atlas Corp                                   | CUSIP: Y0436Q109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1636 | NS      | $25096.00     | 0.69%             |  |  |  | No            |                  1 | On Loan: —       |
| Accenture PLC                        | Accenture PLC                                | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        56 | NS      | $14943.00     | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                       | Eaton Corp PLC                               | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | US        |       112 | NS      | $17578.00     | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson Controls International       | Johnson Controls International plc           | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | US        |       286 | NS      | $18304.00     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Lazard Ltd                           | Lazard Ltd                                   | CUSIP: G54050102<br>LEI: 254900RIBCDJSUFG1A11 | Long             | EC               | CORP              | US        |       162 | NS      | $5617.00      | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                            | Linde PLC                                    | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |        76 | NS      | $24790.00     | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                        | Medtronic PLC                                | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | US        |       457 | NS      | $35518.00     | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Novocure Ltd                         | Novocure Ltd                                 | CUSIP: G6674U108<br>LEI: 213800YPP55UMHWA4826 | Long             | EC               | CORP              | US        |        84 | NS      | $6161.00      | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                           | Garmin Ltd                                   | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | US        |       517 | NS      | $47714.00     | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Logitech International SA            | Logitech International S.A. (U.S. Shares)    | CUSIP: H50430232<br>LEI: 549300SN6PRK6IJJC215 | Long             | EC               | CORP              | US        |        60 | NS      | $3735.00      | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| Ferrari NV                           | Ferrari NV                                   | CUSIP: N3167Y103<br>LEI: 549300RIVY5EX8RCON76 | Long             | EC               | CORP              | IT        |        27 | NS      | $5784.00      | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis NV                        | Stellantis NV                                | CUSIP: N82405106<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | EC               | CORP              | US        |      1579 | NS      | $22422.00     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

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

**Name of Applicant:** JANUS ASPEN SERIES

**Signature:** JESPER NERGAARD

**Name of Signer:** JESPER NERGAARD

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