NPORT-Pfalse0000277751XXXXXXXXS000049766C000157258C000157259C000157260C000157261C000157262C000157263C000157264JANUS INVESTMENT FUND811-018790000277751W6UYDZFUOFJ4HQQ32382151 DETROIT STREETDENVER802063033333863Janus Henderson Adaptive Global Allocation FundS000049766549300HN0SRQIOHVMK112023-06-302022-09-30N387866121897243859688800000000000007335764USDAUDCADEURJPYNN/AN/AAMERICAN ELEC POWER CO1B4S6S7G0TW5EE83BO58AMERICAN ELEC POWER CON/A1900000PAUSD18991204.92LongSTIVCORPUSN22022-10-05None0NNNNNNARROW ELECTRONICS INC549300YNNLBXT8N8R512ARROW ELECTRONICS INCN/A2000000PAUSD19991735.18LongSTIVCORPUSN22022-10-04None0NNNNNNBROOKFIELD INFRASTRUCTUR549300GV8LYH0T7DZO77BROOKFIELD INFRASTRUCTURN/A1800000PAUSD17942944.649LongSTIVCORPCAN22022-11-01None0NNNNNNCONSTELLATION EN GEN LLCS2PEWKCZFFECR4533P43CONSTELLATION EN GEN LLCN/A1900000PAUSD18994014.921LongSTIVCORPUSN22022-10-03None0NNNNNNCROWN CASTLE INC.54930012H97VSM0I2R19Crown Castle IncN/A2000000PAUSD19991965.18LongSTIVCORPUSN22022-10-04None0NNNNNNENBRIDGE US INC5493003FRODSVHJWFS32Enbridge US IncN/A1500000PAUSD14982243.882LongSTIVCORPUSN22022-10-12None0NNNNNNENTERGY CORP4XM3TW50JULSLG8BNC79ENTERGY CORPN/A1100000PAUSD10981652.845LongSTIVCORPUSN22022-10-18None0NNNNNNFORTUNE BRANDS HOME & SE54930032LHW54PQUJD44FORTUNE BRANDS HOME & SEN/A1950000PAUSD19438785.036LongSTIVCORPUSN22022-11-01None0NNNNNNGENERAL MOTORS FINL CO5493008B6JBRUJ90QL97General Motors Financial Co IncN/A2000000PAUSD19950675.169LongSTIVCORPUSN22022-10-24None0NNNNNNHEALTHPEAK PROPERTIESPZ9HF5U52KPF0MH0QN75Healthpeak Properties IncN/A2000000PAUSD19965395.173LongSTIVCORPUSN22022-10-18None0NNNNNNJABIL INC5493000CGCQY2OQU7669JABIL INCN/A1850000PAUSD18486204.79LongSTIVCORPUSN22022-10-07None0NNNNNNSOUTHERN CALIF EDISON CO9R1Z5I36FERIBVKW4P77SOUTHERN CALIF EDISON CON/A1850000PAUSD18493094.791LongSTIVCORPUSN22022-10-04None0NNNNNNTARGA RESOURCES CORP5493003QENHHS261UR94TARGA RESOURCES CORPN/A1900000PAUSD18959774.912LongSTIVCORPUSN22022-10-24None0NNNNNNN/AN/ARoyal Bank of CanadaN/A80112PAUSD801120.208LongSTIVCORPUSN22022-10-03Fixed3.06NNNNNAflac Inc549300N0B7DOGLXWPP39Aflac Inc001055102807NSUSD453530.118LongECCORPUSN1NNNAGNC Investment Corp5TRACI5HRMELWV32OF39AGNC Investment Corp00123Q1047731NSUSD650950.169LongECCORPUSN1NNNAES Corp/The2NUNNB7D43COUIRE5295AES Corp/VA00130H105886NSUSD200240.052LongECCORPUSN1NNNAT&T Inc549300Z40J86GGSTL398AT&T Inc00206R1022903NSUSD445320.115LongECCORPUSN1NNNAbbott LaboratoriesHQD377W2YR662HK5JX27Abbott Laboratories002824100462NSUSD447030.116LongECCORPUSN1NNNAbbVie IncFR5LCKFTG8054YNNRU85AbbVie Inc00287Y109527NSUSD707290.183LongECCORPUSN1NNNAgilent Technologies IncQUIX8Y7A2WP0XRMW7G29Agilent Technologies Inc00846U101349NSUSD424210.11LongECCORPUSN1NNNAlbertsons Cos Inc549300YKWOC0AOR16R51Albertsons Cos Inc - Class A0130911031769NSUSD439770.114LongECCORPUSN1NNNAmerican Electric Power Co Inc1B4S6S7G0TW5EE83BO58American Electric Power Co Inc025537101495NSUSD427930.111LongECCORPUSN1NNNAnnaly Capital Management Inc2DTL0G3FPRYUT58TI025ANNALY CAPITAL MANAGEMENT IN0357108394309NSUSD739420.192LongECCORPUSN1NNAres Capital CorpWEQ82666OJYSI5GUAB47Ares Capital Corp04010L1031212NSUSD204590.053LongECCORPUSN1NNNBank of New York Mellon Corp/TWFLLPEPC7FZXENRZV188Bank of New York Mellon Corp0640581001175NSUSD452610.117LongECCORPUSN1NNNBank of Nova Scotia/TheL3I9ZG2KFGXZ61BMYR72Bank of Nova Scotia0641491071321NSUSD628400.163LongECCORPUSN1NNBank OZK549300VYK2WBD7SST478Bank OZK06417N1031223NSUSD483820.125LongECCORPUSN1NNNBerkshire Hathaway Inc5493000C01ZX7D35SD85Berkshire Hathaway Inc084670702169NSUSD451260.117LongECCORPUSN1NNNBerry Global Group Inc549300G6KKUMMXM8NH73Berry Global Group Inc08579W103892NSUSD415050.108LongECCORPUSN1NNNBlackstone Mortgage Trust Inc549300OLDJ20R2Y2UW20Blackstone Mortgage Trust, Inc COM USD0.01 CLS'A'09257W1003086NSUSD720270.187LongECCORPUSN1NNNBlue Owl Capital IncN/ABlue Owl Capital Inc09581B1037863NSUSD725750.188LongECCORPUSN1NNNBorgWarner Inc549300DSFX2IE88NSX47BorgWarner Inc0997241061004NSUSD315260.082LongECCORPUSN1NNNBoston Properties Inc549300OF70FSEUQBT254Boston Properties Inc101121101454NSUSD340360.088LongECCORPUSN1NNNBoston Scientific CorpY6ZDD9FP4P8JSSJMW954Boston Scientific Corp101137107562NSUSD217660.056LongECCORPUSN1NNNBristol-Myers Squibb CoHLYYNH7UQUORYSJQCN42Bristol-Myers Squibb Co110122108698NSUSD496210.129LongECCORPUSN1NNNBrookfield Asset Management InC6J3FGIWG6MBDGTE8F80BROOKFIELD ASSET MANAGE-CL A112585104771NSUSD315260.082LongECCORPUSN1NNNCBRE Group Inc52990016II9MJ2OSWA10CBRE Group Inc12504L109637NSUSD430040.111LongECCORPUSN1NNNCampbell Soup Co5493007JDSMX8Z5Z1902Campbell Soup Co1344291091040NSUSD490050.127LongECCORPUSN1NNNCIBC2IGI19DL77OX0HC3ZE78Canadian Imperial Bank of Commerce1360691012302NSUSD1007360.261LongECCORPUSN1NNNCanadian National Railway Co3SU7BEP7TH9YEQOZCS77Canadian National Railway Co136375102739NSUSD798050.207LongECCORPUSN1NNNCanadian Pacific Railway LtdN/ACanadian Pacific Railway Ltd13645T100496NSUSD330930.086LongECCORPUSN1NNCardinal Health IncCCU46N3GJMF4OK4N7U60Cardinal Health Inc14149Y108573NSUSD382080.099LongECCORPUSN1NNNCenterPoint Energy Inc21TPXMRRHFKOBHDC8J74CenterPoint Energy Inc15189T1072262NSUSD637430.165LongECCORPUSN1NNNChipotle Mexican Grill IncN/AChipotle Mexican Grill Inc16965610523NSUSD345630.09LongECCORPUSN1NNNChurch & Dwight Co IncPOOXSI30AWAQGYJZC921Church & Dwight Co Inc1713401021114NSUSD795840.206LongECCORPUSN1NNNCisco Systems Inc549300LKFJ962MZ46593Cisco Systems Inc17275R102853NSUSD341200.088LongECCORPUSN1NNNCitizens Financial Group Inc2138004JDDA4ZQUPFW65Citizens Financial Group Inc1746101052341NSUSD804370.208LongECCORPUSN1NNNCoca-Cola Co/TheUWJKFUJFZ02DKWI3RY53Coca-Cola Co1912161001440NSUSD806690.209LongECCORPUSN1NNNCognizant Technology Solutions5493006IEVQEFQO40L83Cognizant Technology Solutions Corp1924461021382NSUSD793820.206LongECCORPUSN1NNNConagra Brands Inc54930035UDEIH090K650Conagra Brands Inc2058871022161NSUSD705130.183LongECCORPUSN1NNNConsolidated Edison Inc54930033SBW53OO8T749Consolidated Edison Inc209115104883NSUSD757260.196LongECCORPUSN1NNNCorning Inc549300X2937PB0CJ7I56Corning Inc2193501051424NSUSD413240.107LongECCORPUSN1NNNCorteva Inc549300WZN9I2QKLS0O94Corteva Inc22052L104787NSUSD449770.117LongECCORPUSN1NNNDell Technologies Inc549300TJB5YBRUPOG437Dell Technologies Inc24703L202982NSUSD335550.087LongECCORPUSN1NNNDominion Energy IncILUL7B6Z54MRYCF6H308Dominion Energy Inc25746U109599NSUSD413970.107LongECCORPUSN1NNNElanco Animal Health Inc549300SHPNDCE059M934Elanco Animal Health Inc28414H1032508NSUSD311240.081LongECCORPUSN1NNNEmerson Electric CoFGLT0EWZSUIRRITFOA30Emerson Electric Co291011104390NSUSD285560.074LongECCORPUSN1NNNEnbridge Inc98TPTUM4IVMFCZBCUR27Enbridge Inc29250N105922NSUSD342060.089LongECCORPUSN1NNNEquinix Inc549300EVUN2BTLJ3GT74EQUINIX INC29444U70059NSUSD335620.087LongECCORPUSN1NNNExelon Corp3SOUA6IRML7435B56G12Exelon Corp30161N1011128NSUSD422550.109LongECCORPUSN1NNNFS KKR Capital Corp549300TYRSI1T21B1360FS KKR Capital Corp3026352065287NSUSD896150.232LongECCORPUSN1NNNFastenal Co529900PP0C7H2HHPSJ32Fastenal Co3119001041474NSUSD678630.176LongECCORPUSN1NNNFidelity National Financial In549300CAZYIH39SYQ287Fidelity National Financial Inc31620R3032722NSUSD985360.255LongECCORPUSN1NNNFifth Third BancorpTHRNG6BD57P9QWTQLG42Fifth Third Bancorp3167731002509NSUSD801880.208LongECCORPUSN1NNNFirstEnergy Corp549300SVYJS666PQJH88FirstEnergy Corp3379321071793NSUSD663410.172LongECCORPUSN1NNNFortinet Inc549300O0QJWDBAS0QX03Fortinet Inc34959E109709NSUSD348330.09LongECCORPUSN1NNNFortive Corp549300MU9YQJYHDQEF63Fortive Corp34959J108365NSUSD212800.055LongECCORPUSN1NNNFranklin Resources IncRIFQSET379FOGTEFKS80Franklin Resources Inc3546131012800NSUSD602560.156LongECCORPUSN1NNNGeneral Mills Inc2TGYMUGI08PO8X8L6150General Mills Inc370334104683NSUSD523250.136LongECCORPUSN1NNNGilead Sciences Inc549300WTZWR07K8MNV44Gilead Sciences Inc375558103719NSUSD443550.115LongECCORPUSN1NNNHCA Healthcare Inc529900PH4ZGUH2MNEU89HCA Healthcare Inc40412C101234NSUSD430070.111LongECCORPUSN1NNNHP IncWHKXQACZ14C5XRO8LW03HP Inc40434L1051714NSUSD427130.111LongECCORPUSN1NNNHasbro Inc549300NUB6D2R1ITYR45Hasbro Inc418056107480NSUSD323620.084LongECCORPUSN1NNNHormel Foods CorpMSD54751OJP1FS2ND863Hormel Foods Corp4404521001072NSUSD487120.126LongECCORPUSN1NNNHowmet Aerospace Inc549300HO5WFZUT5N2T22Howmet Aerospace Inc4432011081320NSUSD408280.106LongECCORPUSN1NNNHuntington Bancshares Inc/OH549300XTVCVV9I7B5T19Huntington Bancshares Inc/OH4461501043598NSUSD474220.123LongECCORPUSN1NNNHuntsman Corp5299000V56320A7RIQ67Huntsman Corp447011107871NSUSD213740.055LongECCORPUSN1NNNIngersoll Rand Inc5299004C02FMZCUOIR50Ingersoll Rand Inc45687V106768NSUSD332240.086LongECCORPUSN1NNNInternational Paper Co824LMFJDH41EY779Q875International Paper Co4601461031776NSUSD562990.146LongECCORPUSN1NNNInvitation Homes IncN/AInvitation Homes Inc46187W1071867NSUSD630490.163LongECCORPUSN1NNNJabil Inc5493000CGCQY2OQU7669Jabil Inc466313103847NSUSD488800.127LongECCORPUSN1NNNJefferies Financial Group Inc549300HOF34RGOJ5YL07Jefferies Financial Group Inc47233W1092694NSUSD794730.206LongECCORPUSN1NNNJohnson & Johnson549300G0CFPGEF6X2043Johnson & Johnson478160104148NSUSD241770.063LongECCORPUSN1NNNJuniper Networks IncAUHIXNGG7U2U7JEHM527Juniper Networks Inc48203R104831NSUSD217060.056LongECCORPUSN1NNNKellogg CoLONOZNOJYIBXOHXWDB86Kellogg Co487836108881NSUSD613700.159LongECCORPUSN1NNNKeurig Dr Pepper IncDYTQ8KRTKO7Y2BVU5K74Keurig Dr Pepper Inc49271V1001293NSUSD463150.12LongECCORPUSN1NNNKeyCorpRKPI3RZGV1V1FJTH5T61KeyCorp4932671084764NSUSD763190.198LongECCORPUSN1NNNKimco Realty Corp549300EA7I6T15IBYS12Kimco Realty Corp49446R1091775NSUSD326780.085LongECCORPUSN1NNNKinder Morgan Inc549300WR7IX8XE0TBO16Kinder Morgan Inc/DE49456B1012777NSUSD462090.12LongECCORPUSN1NNNKraft Heinz Co/The9845007488EC87F5AF14Kraft Heinz Co5007541062494NSUSD831750.215LongECCORPUSN1NNNLeggett & Platt IncDKOVQUCDW4ZLYCUD4T55Leggett & Platt Inc5246601071012NSUSD336190.087LongECCORPUSN1NNNLeidos Holdings Inc549300IUTGTP6EJP8124Leidos Holdings Inc525327102254NSUSD222170.058LongECCORPUSN1NNNMagellan Midstream Partners LPMZF5TI8NFVZZNUSKDL39Magellan Midstream Partners LP5590801061451NSUSD689370.179LongECCORPUSN1NNNManulife Financial Corp5493007GBX87QOZACS27Manulife Financial Corp56501R1062886NSUSD452240.117LongECCORPUSN1NNNMasco Corp5GCSNMQXHEYA1JO8QN11Masco Corp5745991061738NSUSD811470.21LongECCORPUSN1NNNMcCormick & Co Inc/MD549300JQQA6MQ4OJP259McCormick & Co Inc/MD5797802061406NSUSD1002060.26LongECCORPUSN1NNNMerck & Co Inc4YV9Y5M8S0BRK1RP0397Merck & Co Inc58933Y105554NSUSD477100.124LongECCORPUSN1NNNMetLife IncC4BXATY60WC6XEOZDX54MetLife Inc59156R108759NSUSD461320.12LongECCORPUSN1NNNMondelez International Inc549300DV9GIB88LZ5P30Mondelez International Inc609207105815NSUSD446860.116LongECCORPUSN1NNNNasdaq Inc549300L8X1Q78ERXFD06Nasdaq Inc631103108617NSUSD349720.091LongECCORPUSN1NNNNational Retail Properties Inc5493008JKH5SOTI0JS97National Retail Properties Inc6374171061931NSUSD769700.199LongECCORPUSN1NNNNetApp IncQTX3D84DZDD5JYOCYH15NetApp Inc64110D104539NSUSD333370.086LongECCORPUSN1NNNNew York Community Bancorp Inc529900HVXOTLY61GL030New York Community Bancorp Inc6494451033946NSUSD336590.087LongECCORPUSN1NNNew York Times Co/The529900J1WEMMIW7BOH57New York Times Co6501111071247NSUSD358510.093LongECCORPUSN1NNNNortonLifeLock IncYF6ZV0M6AU4FY94MK914NortonLifeLock Inc6687711081287NSUSD259200.067LongECCORPUSN1NNNOmega Healthcare Investors Inc549300OJ7ENK42CZ8E73Omega Healthcare Investors Inc6819361001485NSUSD437930.113LongECCORPUSN1NNNPG&E Corp8YQ2GSDWYZXO2EDN3511PG&E Corp69331C1083948NSUSD493500.128LongECCORPUSN1NNNPPL Corp9N3UAJSNOUXFKQLF3V18PPL Corp69351T1062985NSUSD756700.196LongECCORPUSN1NNNPaychex Inc529900K900DW6SUBM174Paychex Inc704326107311NSUSD348970.09LongECCORPUSN1NNNPepsiCo IncFJSUNZKFNQ5YPJ5OT455PepsiCo Inc713448108290NSUSD473450.123LongECCORPUSN1NNNPhilip Morris International InHL3H1H2BGXWVG3BSWR90Philip Morris International Inc718172109766NSUSD635860.165LongECCORPUSN1NNNPinnacle West Capital CorpTWSEY0NEDUDCKS27AH81Pinnacle West Capital Corp723484101669NSUSD431570.112LongECCORPUSN1NNNProgressive Corp/The529900TACNVLY9DCR586Progressive Corp/The743315103626NSUSD727470.188LongECCORPUSN1NNNPublic Service Enterprise GrouPUSS41EMO3E6XXNV3U28Public Service Enterprise Group Inc744573106925NSUSD520130.135LongECCORPUSN1NNNQuest Diagnostics Inc8MCWUBXQ0WE04KMXBX50Quest Diagnostics Inc74834L100371NSUSD455180.118LongECCORPUSN1NNNRegions Financial CorpCW05CS5KW59QTC0DG824Regions Financial Corp7591EP1002176NSUSD436720.113LongECCORPUSN1NNNRepligen Corp54930006QJ0T5AUO1E71Repligen Corp759916109170NSUSD318090.082LongECCORPUSN1NNNRoyal Bank of CanadaES7IP3U3RHIGC71XBU11Royal Bank of Canada780087102922NSUSD830170.215LongECCORPUSN1NNNRyder System IncZXJ6Y2OSPZXIVGRILD15Ryder System Inc783549108117NSUSD88320.023LongECCORPUSN1NNNS&P Global IncY6X4K52KMJMZE7I7MY94S&P Global Inc78409V104132NSUSD403060.104LongECCORPUSN1NNNSempra EnergyPBBKGKLRK5S5C0Y4T545Sempra Energy816851109139NSUSD208420.054LongECCORPUSN1NNNService Corp International/US549300RKVM2ME20JHZ15Service Corp International/US817565104621NSUSD358570.093LongECCORPUSN1NNNShockwave Medical Inc549300LDXO56IC5Y1538SHOCKWAVE MEDICAL INC82489T10410NSUSD27810.007LongECCORPUSN1NNNSirius XM Holdings Inc54930055RWDMVXAGZK98Sirius XM Holdings Inc82968B10318284NSUSD1112870.288LongECCORPUSN1NNA O Smith Corp549300XG4US7UJNECY36AO Smith Corp8318652091140NSUSD553810.143LongECCORPUSN1NNNJ M Smucker Co/The5493000WDH6A0LHDJD55JM Smucker Co832696405346NSUSD475440.123LongECCORPUSN1NNNSouthern Co/The549300FC3G3YU2FBZD92Southern Co842587107935NSUSD635800.165LongECCORPUSN1NNNStarwood Property Trust IncBUGSFQZERKRBFWIG5267Starwood Property Trust Inc85571B1053833NSUSD698370.181LongECCORPUSN1NNNSTORE Capital Corp5493004EA6C9IHDZ7N66STORE Capital Corp8621211003176NSUSD995040.258LongECCORPUSN1NNNStryker Corp5493002F0SC4JTBU5137Stryker Corp863667101211NSUSD427360.111LongECCORPUSN1NNNSynopsys IncQG7T915N9S0NY5UKNE63Synopsys Inc87160710716NSUSD48880.013LongECCORPUSN1NNNSysco Corp5RGWIFLMGH3YS7KWI652Sysco Corp871829107470NSUSD332340.086LongECCORPUSN1NNNTC Energy Corp549300UGKOFV2IWJJG27TC Energy Corp87807B107803NSUSD323530.084LongECCORPCAN1NNTexas Roadhouse Inc5299002Y1CNRPDGXTQ75Texas Roadhouse Inc882681109434NSUSD378710.098LongECCORPUSN1NNNToronto-Dominion Bank/ThePT3QB789TSUIDF371261Toronto-Dominion Bank891160509713NSUSD437280.113LongECCORPUSN1NNNTravelers Cos Inc/The549300Y650407RU8B149Travelers Cos Inc89417E109296NSUSD453470.117LongECCORPUSN1NNNJanus Henderson Cash Collateral FundN/AJanus Henderson Cash Collateral FundN/A259102NSUSD2591020.671LongECPFUSN2NNTruist Financial Corp549300DRQQI75D2JP341Truist Financial Corp89832Q1091511NSUSD657890.17LongECCORPUSN1NNNTyson Foods IncWD6L6041MNRW1JE49D58Tyson Foods Inc902494103524NSUSD345470.09LongECCORPUSN1NNNUS BancorpN1GZ7BBF3NP8GI976H15US Bancorp9029733041094NSUSD441100.114LongECCORPUSN1NNNUS Foods Holding Corp549300UGOZSO64CFPR97US Foods Holding Corp9120081091238NSUSD327330.085LongECCORPUSN1NNNVanguard Long-Term Corporate B549300Y88GQ3VLJIBX57Vanguard Long-Term Corporate Bond92206C8131073NSUSD785870.204LongECRFUSN1NNVanguard Intermediate-Term Cor549300Y88GQ3VLJIBX57Vanguard Intermediate-Term Corporate Bond92206C8702635NSUSD1994170.517LongECRFUSN1NNNVerizon Communications Inc2S72QS2UO2OESLG6Y829Verizon Communications Inc92343V1041751NSUSD664850.172LongECCORPUSN1NNNVertex Pharmaceuticals Inc54930015RAQRRZ5ZGJ91Vertex Pharmaceuticals Inc92532F100167NSUSD483530.125LongECCORPUSN1NNNVICI Properties Inc254900RKH6RY9KCJQH63VICI Properties Inc9256521092692NSUSD803560.208LongECCORPUSN1NNNVistra Corp549300KP43CPCUJOOG15Vistra Energy Corp92840M1023490NSUSD732900.19LongECCORPUSN1NNNWP Carey Inc54930042CRNE713E3Q67WP Carey Inc92936U109601NSUSD419500.109LongECCORPUSN1NNNWendy's Co/The529900M0JIUCMWVKHG76Wendy's Co95058W1005532NSUSD1033930.268LongECCORPUSN1NNNWestRock Co5493004Z9TCQW68YVL89WestRock Co96145D105956NSUSD295310.077LongECCORPUSN1NNNWeyerhaeuser Co08IRJODWFYBI7QWRGS31Weyerhaeuser Co9621661042605NSUSD743990.193LongECCORPUSN1NNNWilliams Cos Inc/TheD71FAKCBLFS2O0RBPG08Williams Cos Inc9694571001443NSUSD413130.107LongECCORPUSN1NNNXcel Energy IncLGJNMI9GH8XIDG5RCM61Xcel Energy Inc98389B100316NSUSD202240.052LongECCORPUSN1NNNYum! Brands Inc549300JE8XHZZ7OHN517Yum! Brands Inc988498101337NSUSD358370.093LongECCORPUSN1NNNZions Bancorp NA8WH0EE09O9V05QJZ3V89Zions Bancorp NA989701107159NSUSD80870.021LongECCORPUSN1NNNAtlantica Sustainable Infrastr549300ITBBGKJ651R879Atlantica Sustainable Infrastructure PLC COM USD0.1G00349103726NSUSD190940.049LongECCORPUSN1NNNEaton Corp PLC549300VDIGTMXUNT7H71Eaton Corp PLCG29183103268NSUSD357400.093LongECCORPUSN1NNNJohnson Controls International549300XQ6S1GYKGBL205Johnson Controls International plcG515021051556NSUSD765860.198LongECCORPUSN1NNNWillis Towers Watson PLC549300WHC56FF48KL350Willis Towers Watson PLCG96629103227NSUSD456130.118LongECCORPUSN1NNNAlcon Inc549300LDT5AP8S0NBM78Alcon IncH01301128566NSUSD329300.085LongECCORPUSN1NNNChubb LtdE0JAN6VLUDI1HITHT809Chubb LtdH1467J104465NSUSD845740.219LongECCORPUSN1NNNGarmin Ltd2549001E0HIPIJQ0W046Garmin LtdH2906T109426NSUSD342120.089LongECCORPUSN1NNNCheck Point Software Technolog2549003ZVBH73EPNS513Check Point Software Technologies LtdM22465104320NSUSD358460.093LongECCORPUSN1NNNLyondellBasell Industries NVBN6WCCZ8OVP3ITUUVN49LyondellBasell Industries NVN53745100573NSUSD431350.112LongECCORPUSN1NNNN/AN/ACAC40 10 EURO FUT Oct22N/A6NC-29072-0.075N/ADEUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongCAC40 10CAC40 102022-10-21378685EUR-29072NNNN/AN/AAMSTERDAM IDX FUT Oct22N/A3NC-26129-0.068N/ADEUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongAMSTERDAM IDXAMSTERDAM IDX2022-10-21413634EUR-26129NNNN/AN/AS&P500 EMINI FUT Dec22N/A16NCUSD-395700-1.025N/ADEUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongS&P500 EMINIS&P500 EMINI2022-12-163276900USD-395700NNNN/AN/ADAX INDEX FUTURE Dec22N/A1NC-27657-0.072N/ADEUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongDAXDAX2022-12-16335237EUR-27657NNNN/AN/AMSCI EmgMkt Dec22N/A32NCUSD-155570-0.403N/ADEUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongMSCI EmgMktMSCI EmgMkt2022-12-191549970USD-155570NNNN/AN/ANIKKEI 225 MINI Dec22N/A20NC-21997-0.057N/ADEUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongNIKKEI 225 MININIKKEI 225 MINI2022-12-09391021JPY-21997NNNN/AN/ANASDAQ 100 E-MINI Dec22N/A6NCUSD-214422-0.556N/ADEUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongNASDAQ 100 E-MININASDAQ 100 E-MINI2022-12-161538682USD-214422NNNN/AN/AS&P/TSX 60 IX FUT Dec22N/A1NC-13572-0.035N/ADEUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongS&P/TSX 60S&P/TSX 602022-12-16185947CAD-13572NNNN/AN/AOMXS30 IND FUTURE Oct22N/A30NC-30866-0.08N/ADEUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongOMXS30OMXS302022-10-21554454SEK-30866NNNN/AN/AE-Mini Russ 2000 Dec22N/A4NCUSD-44913-0.116N/ADEUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongE-Mini Russ 2000E-Mini Russ 20002022-12-16378873USD-44913NNNN/AN/ASPI 200 FUTURES Dec22N/A4NC-29845-0.077N/ADEUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongSPI 200SPI 2002022-12-15476095AUD-29845NNNN/AN/ACAN 10YR BOND FUT Dec22N/A1NC-853-0.002N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-12-3096258CAD-853NNNN/AN/AEURO-SCHATZ FUT Dec22N/A1NC-1132-0.003N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-12-12107726EUR-1132NNNN/AN/AJPN 10Y BOND(OSE) Dec22N/A3NC-4840-0.013N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-12-203095533JPY-4840NNNN/AN/AEuro-OAT Future Dec22N/A22NC-156993-0.407N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-12-123050322EUR-156993NNNN/AN/AUS 2YR NOTE (CBT) Dec22N/A1NCUSD-3234-0.008N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2023-01-05208625USD-3234NNNN/AN/AUS ULTRA BOND CBT Dec22N/A1NCUSD-10727-0.028N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-12-30147727USD-10727NNNN/AN/AAUST 10Y BOND FUT Dec22N/A1NC-1962-0.005N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-12-1582164AUD-1962NNNN/AN/AAUST 3YR BOND FUT Dec22N/A1NC-759-0.002N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-12-1573699AUD-759NNNN/AN/AOTCOption/CALL European Equity.SPIDER TRUST US EQUN/A17NCUSD38030.01N/ADEUSN2Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30CallPurchasedSPDR S&P 500 ETF TrustSPDR S&P 500 ETF Trust100405USD2022-12-16XXXX-4187NNNN/AN/AOTCOption/PUT European Equity.SPIDER TRUST US EQUIN/A-17NCUSD-14445-0.037N/ADEUSN2Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30PutWrittenSPDR S&P 500 ETF TrustSPDR S&P 500 ETF Trust100330USD2022-12-16XXXX-3905NNNN/AN/AOTCOption/PUT European Equity.INVESCO QQQ TR_US_USN/A-23NCUSD-13351-0.035N/ADEUSN2Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30PutWrittenINVESCO QQQ TRINVESCO QQQ TR100235USD2022-12-16XXXX-1667NNNN/AN/AOTCOption/CALL European Equity.INVESCO QQQ TR_US_UN/A23NCUSD79570.021N/ADEUSN2Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30CallPurchasedINVESCO QQQ TRINVESCO QQQ TR100305USD2022-12-16XXXX-4302NNNN/AN/AOTCOption/PUT European Equity.SPIDER TRUST US EQUIN/A-24NCUSD-17787-0.046N/ADEUSN2Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30PutWrittenSPDR S&P 500 ETF TrustSPDR S&P 500 ETF Trust100325USD2022-12-16XXXX-2769NNNN/AN/AOTCOption/CALL European Equity.SPIDER TRUST US EQUN/A24NCUSD71540.019N/ADEUSN2Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30CallPurchasedSPDR S&P 500 ETF TrustSPDR S&P 500 ETF Trust100400USD2022-12-16XXXX-6004NNN2022-11-14JANUS INVESTMENT FUNDJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICERXXXX