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value="ENELAM"/></identifiers><balance>1900000</balance><units>PA</units><curCd>USD</curCd><valUSD>1896674</valUSD><pctVal>4.703</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-07-12</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Entergy Corporation</name><lei>4XM3TW50JULSLG8BNC79</lei><title>Entergy Corp</title><cusip>N/A</cusip><identifiers><isin value="US29366GUD14"/><ticker value="ETRCP"/></identifiers><balance>1900000</balance><units>PA</units><curCd>USD</curCd><valUSD>1896371</valUSD><pctVal>4.702</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-07-13</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>FMC Corporation</name><lei>CKDHZ2X64EEBQCSP7013</lei><title>FMC CORP</title><cusip>N/A</cusip><identifiers><isin value="US34410XUQ14"/><ticker value="FMCCRP"/></identifiers><balance>2000000</balance><units>PA</units><curCd>USD</curCd><valUSD>1992100</valUSD><pctVal>4.94</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-07-24</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>General Motors Financial Company  Inc</name><lei>5493008B6JBRUJ90QL97</lei><title>General Motors Financial Co Inc</title><cusip>N/A</cusip><identifiers><isin value="US37046UV244"/><ticker value="GMFPP"/></identifiers><balance>500000</balance><units>PA</units><curCd>USD</curCd><valUSD>497382</valUSD><pctVal>1.233</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-08-02</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>General Motors Financial Company  Inc</name><lei>5493008B6JBRUJ90QL97</lei><title>General Motors Financial Co Inc</title><cusip>N/A</cusip><identifiers><isin value="US37046UVP38"/><ticker value="GMFPP"/></identifiers><balance>250000</balance><units>PA</units><curCd>USD</curCd><valUSD>247827</valUSD><pctVal>0.615</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-08-23</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>General Motors Financial Company  Inc</name><lei>5493008B6JBRUJ90QL97</lei><title>GENERAL MOTORS FINL CO</title><cusip>N/A</cusip><identifiers><isin value="US37046UX307"/><ticker value="GMFPP"/></identifiers><balance>1150000</balance><units>PA</units><curCd>USD</curCd><valUSD>1131685</valUSD><pctVal>2.806</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-10-03</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Glencore Funding LLC</name><lei>213800STG1QDNBY87K49</lei><title>Glencore Funding LLC</title><cusip>37790BV24</cusip><identifiers><isin value="US37790BV247"/><ticker value="GLENPP"/></identifiers><balance>2000000</balance><units>PA</units><curCd>USD</curCd><valUSD>1989847</valUSD><pctVal>4.934</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-08-02</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Harley-Davidson Funding Corporation</name><lei>5493006EFVOCXD9ZVB19</lei><title>HARLEY-DAVIDSON FINL SER</title><cusip>N/A</cusip><identifiers><isin value="US41282KU630"/><ticker value="HDFUND"/></identifiers><balance>500000</balance><units>PA</units><curCd>USD</curCd><valUSD>499558</valUSD><pctVal>1.239</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-07-06</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Harley-Davidson Funding Corporation</name><lei>5493006EFVOCXD9ZVB19</lei><title>HARLEY-DAVIDSON FINL SER</title><cusip>N/A</cusip><identifiers><isin value="US41282KUJ59"/><ticker value="HDFUND"/></identifiers><balance>1500000</balance><units>PA</units><curCd>USD</curCd><valUSD>1495909</valUSD><pctVal>3.709</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-07-18</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Healthpeak Properties Inc</name><lei>PZ9HF5U52KPF0MH0QN75</lei><title>HEALTHPEAK OP, LLC</title><cusip>N/A</cusip><identifiers><isin value="US42250RUK30"/><ticker value="PEAK"/></identifiers><balance>1000000</balance><units>PA</units><curCd>USD</curCd><valUSD>997171</valUSD><pctVal>2.473</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-07-19</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Humana Inc.</name><lei>529900YLDW34GJAO4J06</lei><title>Humana Inc</title><cusip>N/A</cusip><identifiers><isin value="US44486JU560"/><ticker value="HUMPP"/></identifiers><balance>1750000</balance><units>PA</units><curCd>USD</curCd><valUSD>1748662</valUSD><pctVal>4.336</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-07-05</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Jabil Inc</name><lei>5493000CGCQY2OQU7669</lei><title>JABIL INC</title><cusip>N/A</cusip><identifiers><isin value="US46652MUB98"/><ticker value="JBLPP"/></identifiers><balance>600000</balance><units>PA</units><curCd>USD</curCd><valUSD>598958</valUSD><pctVal>1.485</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-07-11</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Marriott International, Inc.</name><lei>225YDZ14ZO8E1TXUSU86</lei><title>Marriott International Inc/MD</title><cusip>N/A</cusip><identifiers><isin value="US57163UVF01"/><ticker value="MAR"/></identifiers><balance>250000</balance><units>PA</units><curCd>USD</curCd><valUSD>248240</valUSD><pctVal>0.616</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-08-15</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Mizuho Bank, Ltd. New York Branch</name><lei>N/A</lei><title>Mizuho Bank Ltd/NY</title><cusip>N/A</cusip><identifiers><isin value="US60689GW693"/><ticker value="MIZUNY"/></identifiers><balance>1250000</balance><units>PA</units><curCd>USD</curCd><valUSD>1237694</valUSD><pctVal>3.069</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>JP</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-09-06</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Mondelez International, Inc.</name><lei>549300DV9GIB88LZ5P30</lei><title>Mondelez International Inc</title><cusip>N/A</cusip><identifiers><isin value="US60920WUC27"/><ticker value="MONDLZ"/></identifiers><balance>1050000</balance><units>PA</units><curCd>USD</curCd><valUSD>1048172</valUSD><pctVal>2.599</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-07-12</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>National Fuel Gas Company</name><lei>8JB38FFW1Y3C1HM8E841</lei><title>National Fuel Gas Co</title><cusip>N/A</cusip><identifiers><isin value="US63616KU566"/><ticker value="NFG"/></identifiers><balance>1800000</balance><units>PA</units><curCd>USD</curCd><valUSD>1798698</valUSD><pctVal>4.46</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-07-05</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Nutrien Ltd</name><lei>5493002QQ7GD21OWF963</lei><title>Nutrien Ltd</title><cusip>N/A</cusip><identifiers><isin value="US67077VUU06"/><ticker value="NTR"/></identifiers><balance>1600000</balance><units>PA</units><curCd>USD</curCd><valUSD>1593250</valUSD><pctVal>3.951</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-07-28</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Oglethorpe Power Corporation</name><lei>3EERXCUSWMS9GV5D9M98</lei><title>OGLETHORPE POWER CORP</title><cusip>N/A</cusip><identifiers><isin value="US67705BUQ30"/><ticker value="OTPCPP"/></identifiers><balance>1150000</balance><units>PA</units><curCd>USD</curCd><valUSD>1145683</valUSD><pctVal>2.841</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-07-24</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Oglethorpe Power Corporation</name><lei>3EERXCUSWMS9GV5D9M98</lei><title>OGLETHORPE POWER CORP</title><cusip>N/A</cusip><identifiers><isin value="US67705BUX80"/><ticker value="OTPCPP"/></identifiers><balance>750000</balance><units>PA</units><curCd>USD</curCd><valUSD>746336</valUSD><pctVal>1.851</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-07-31</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Parker-Hannifin Corporation</name><lei>5493002CONDB4N2HKI23</lei><title>Parker-Hannifin Corp</title><cusip>N/A</cusip><identifiers><isin value="US70109MVJ07"/><ticker value="PHPP"/></identifiers><balance>1750000</balance><units>PA</units><curCd>USD</curCd><valUSD>1736825</valUSD><pctVal>4.307</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-08-18</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Walgreens Boots Alliance, Inc.</name><lei>549300RPTUOIXG4LIH86</lei><title>Walgreens Boots Alliance Inc</title><cusip>N/A</cusip><identifiers><isin value="US93142XUE92"/><ticker value="WAGBTS"/></identifiers><balance>800000</balance><units>PA</units><curCd>USD</curCd><valUSD>798192</valUSD><pctVal>1.979</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-07-14</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Vanguard Long-Term Corporate B</name><lei>549300Y88GQ3VLJIBX57</lei><title>Vanguard Long-Term Corporate Bond</title><cusip>92206C813</cusip><identifiers><isin value="US92206C8139"/><ticker value="VCLT US"/><other otherDesc="B4N95T5" 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LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><payOffProf>Long</payOffProf><descRefInstrmnt><otherRefInst><issuerName>N/A</issuerName><issueTitle>N/A</issueTitle><identifiers><ticker value="YMU3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-09-15</expDate><notionalAmt>142919</notionalAmt><curCd>AUD</curCd><unrealizedAppr>-576</unrealizedAppr></futrDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>OTCOption/CALL European Equity.INVESCO QQQ TR_US_U</title><cusip>N/A</cusip><identifiers><other otherDesc="CAXXCPLA" value="Internal ID"/></identifiers><balance>-111</balance><units>NC</units><curCd>USD</curCd><valUSD>-19473</valUSD><pctVal>-0.048</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DE</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><optionSwaptionWarrantDeriv derivCat="OPT"><counterparties><counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName><counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei></counterparties><putOrCall>Call</putOrCall><writtenOrPur>Written</writtenOrPur><descRefInstrmnt><otherRefInst><issuerName>INVESCO QQQ TR</issuerName><issueTitle>INVESCO QQQ TR</issueTitle><identifiers><cusip value="46090E103"/><isin value="US46090E1038"/><ticker value="QQQ"/></identifiers></otherRefInst></descRefInstrmnt><shareNo>100</shareNo><exercisePrice>396</exercisePrice><exercisePriceCurCd>USD</exercisePriceCurCd><expDt>2023-08-18</expDt><delta>XXXX</delta><unrealizedAppr>1617</unrealizedAppr></optionSwaptionWarrantDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>OTCOption/PUT European Equity.INVESCO QQQ TR_US_US</title><cusip>N/A</cusip><identifiers><other otherDesc="CAXXCPLB" value="Internal ID"/></identifiers><balance>111</balance><units>NC</units><curCd>USD</curCd><valUSD>40819</valUSD><pctVal>0.101</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DE</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><optionSwaptionWarrantDeriv derivCat="OPT"><counterparties><counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName><counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei></counterparties><putOrCall>Put</putOrCall><writtenOrPur>Purchased</writtenOrPur><descRefInstrmnt><otherRefInst><issuerName>INVESCO QQQ TR</issuerName><issueTitle>INVESCO QQQ TR</issueTitle><identifiers><cusip value="46090E103"/><isin value="US46090E1038"/><ticker value="QQQ"/></identifiers></otherRefInst></descRefInstrmnt><shareNo>100</shareNo><exercisePrice>353</exercisePrice><exercisePriceCurCd>USD</exercisePriceCurCd><expDt>2023-08-18</expDt><delta>XXXX</delta><unrealizedAppr>-26891</unrealizedAppr></optionSwaptionWarrantDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>OTCOption/PUT European Equity.INVESCO QQQ TR_US_US</title><cusip>N/A</cusip><identifiers><other otherDesc="CAXXCPLC" value="Internal ID"/></identifiers><balance>-111</balance><units>NC</units><curCd>USD</curCd><valUSD>-15383</valUSD><pctVal>-0.038</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DE</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><optionSwaptionWarrantDeriv derivCat="OPT"><counterparties><counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName><counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei></counterparties><putOrCall>Put</putOrCall><writtenOrPur>Written</writtenOrPur><descRefInstrmnt><otherRefInst><issuerName>INVESCO QQQ TR</issuerName><issueTitle>INVESCO QQQ TR</issueTitle><identifiers><cusip value="46090E103"/><isin value="US46090E1038"/><ticker value="QQQ"/></identifiers></otherRefInst></descRefInstrmnt><shareNo>100</shareNo><exercisePrice>333</exercisePrice><exercisePriceCurCd>USD</exercisePriceCurCd><expDt>2023-08-18</expDt><delta>XXXX</delta><unrealizedAppr>13477</unrealizedAppr></optionSwaptionWarrantDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec></invstOrSecs><explntrNotes><explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/></explntrNotes><signature><ncom:dateSigned>2023-08-14</ncom:dateSigned><ncom:nameOfApplicant>JANUS INVESTMENT FUND</ncom:nameOfApplicant><ncom:signature>JESPER NERGAARD</ncom:signature><ncom:signerName>JESPER NERGAARD</ncom:signerName><ncom:title>VP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER</ncom:title></signature></formData></edgarSubmission>
