NPORT-Pfalse0000277751XXXXXXXXS000044287C000137972C000137973C000137974C000137975C000137976C000137977C000137978C000151361JANUS INVESTMENT FUND811-018790000277751W6UYDZFUOFJ4HQQ32382151 DETROIT STREETDENVER802063033333863Janus Henderson Absolute Return Income Opportunities FundS000044287549300OI3127F0HFWY792024-06-302023-12-31N5809847522462665585220900000000000005016430USDAUDJPYNZDNN/AN/AENERGY TRANSFER LPMTLVN9N7JE8MIBIJ1H73ENERGY TRANSFER LPN/A750000PAUSD7495231.342LongSTIVCORPUSN22024-01-02None0NNNNNNGLOBAL PAYMENTS INC549300NOMHGVQBX6S778GLOBAL PAYMENTS INCN/A750000PAUSD7495021.342LongSTIVCORPUSN22024-01-02None0NNNNNNHARLEY-DAVIDSON FINL SERRLUFFFFW4GRYU77BTS24HARLEY-DAVIDSON FINL SERN/A500000PAUSD4995390.894LongSTIVCORPUSN22024-01-04None0NNNNNNJanus Henderson AAA CLO ETF549300N7UZ9PO4OVKA94Janus Henderson AAA CLO47103U84525100NSUSD12625302.26LongECRFUSN1NNNAIR LEASE CORP5493004NW4M4P8TMMK63Air Lease Corp00914AAM4450000PAUSD4139150.741LongDBTCORPUSN22026-08-15Fixed1.875NNNNNNAIR LEASE CORP5493004NW4M4P8TMMK63Air Lease Corp00914AAQ5360000PAUSD3150520.564LongDBTCORPUSN22028-09-01Fixed2.1NNNNNNANTERO RESOURCES CORPAPVBKPOULHUX7YZLKU17Antero Resources Corp03674XAN6600000PAUSD6180001.106LongDBTCORPUSY22026-07-15Fixed8.375NNNNNNASHTEAD CAPITAL INC213800J1134IW58IC398Ashtead Capital Inc045054AN3625000PAUSD5666571.015LongDBTCORPUSY22026-08-12Fixed1.5NNNNNNATHENE GLOBAL FUNDING549300LM1QSI4MSIL320Athene Global Funding04685A2Z31022000PAUSD9244891.655LongDBTCORPUSY22026-06-29Fixed1.608NNNNNNAVIATION CAPITAL GROUP549300ODEK8HY3445C77Aviation Capital Group LLC05369AAK71000000PAUSD9268401.659LongDBTCORPUSY22026-01-30Fixed1.95NNNNNNAVIATION CAPITAL GROUP549300ODEK8HY3445C77Aviation Capital Group LLC05369AAL5200000PAUSD1814720.325LongDBTCORPUSY22026-09-20Fixed1.95NNNNNNBLACKSTONE PRIVATE CRE549300ORP3TTCNXSYO43Blackstone Private Credit Fund09261HAK3550000PAUSD5045400.903LongDBTCORPUSN22027-03-15Fixed3.25NNNNNNBOEING CORVHJWBXLJ1RFUBSY1F30Boeing Co097023DG7650000PAUSD6141761.1LongDBTCORPUSN22026-02-04Fixed2.196NNNNNNBROADCOM INC549300WV6GIDOZJTV909Broadcom Inc11135FBE0695000PAUSD6234411.116LongDBTCORPUSY22028-02-15Fixed1.95NNNNNNCELANESE US HOLDINGS LLCCD30XVRLT4QO00B1C706Celanese US Holdings LLC15089QAM6600000PAUSD6152131.102LongDBTCORPUSN22027-07-15Fixed6.165NNNNNNCENTENE CORP549300Z7JJ4TQSQGT333Centene Corp15135BAR2575000PAUSD5540430.992LongDBTCORPUSN22027-12-15Fixed4.25NNNNNNCOLUMBIA PIPELINE HOLDCON/AColumbia Pipelines Holding Company LLC19828AAA5125000PAUSD1279540.229LongDBTCORPUSY22026-08-15Fixed6.055NNNNNNENLINK MIDSTREAM PARTNER88CPW63VL7KHJWS0NY83EnLink Midstream Partners LP29336UAF4285000PAUSD2792130.5LongDBTCORPUSN22026-07-15Fixed4.85NNNNNNFORD MOTOR CREDIT CO LLCUDSQCVRUX5BONN0VY111F 2.3 02/10/25345397B851070000PAUSD10289881.842LongDBTCORPUSN22025-02-10Fixed2.3NNNNNNGGAM FINANCE LTD254900X2QXEN0FVXRF65GGAM Finance Ltd36170JAB2300000PAUSD3044990.545LongDBTCORPKYY22026-05-15Fixed7.75NNNNNNGENERAL MOTORS FINL CO5493008B6JBRUJ90QL97General Motors Financial Co Inc37045XDG8680000PAUSD6738881.207LongDBTCORPUSN22024-03-08Fixed1.05NNNNNNGENERAL MOTORS FINL CO5493008B6JBRUJ90QL97General Motors Financial Co Inc37045XEF9705000PAUSD7094691.27LongDBTCORPUSN22026-04-06Fixed5.4NNNNNNGLOBAL PAYMENTS INC549300NOMHGVQBX6S778Global Payments Inc37940XAP7670000PAUSD6710661.202LongDBTCORPUSN22027-08-15Fixed4.95NNNNNNHESS MIDSTREAM OPERATIONN/AHess Midstream Operations LP428102AC1550000PAUSD5459740.978LongDBTCORPUSY22026-02-15Fixed5.625NNNNNNHYUNDAI CAPITAL AMERICA549300RIPPWJB5Z0FK07HYUNDAI CAPITAL AMERICA44891ACB1950000PAUSD9549301.71LongDBTCORPUSY22026-03-30Fixed5.5NNNNNNLKQ CORPDS830JTTZQN6GK0I2E41LKQ Corp501889AD1600000PAUSD6140831.099LongDBTCORPUSN22028-06-15Fixed5.75NNNNNNLPL HOLDINGS INC549300Z5YF8CCRMYUL26LPL Holdings Inc50212YAC8600000PAUSD5795001.038LongDBTCORPUSY22027-11-15Fixed4.625NNNNNNMSCI INC549300HTIN2PD78UB763MSCI Inc55354GAH3615000PAUSD5780251.035LongDBTCORPUSY22029-11-15Fixed4NNNNNNWARNERMEDIA HOLDINGS INC549300DXR29GD4N0A520Warnermedia Holdings Inc55903VBG7450000PAUSD4503060.806LongDBTCORPUSN22026-03-15Fixed6.412NNNNNNNRG ENERGY INC5E2UPK5SW04M13XY7I38NRG Energy Inc629377CP5553000PAUSD4985770.893LongDBTCORPUSY22027-12-02Fixed2.45NNNNNNOCCIDENTAL PETROLEUM CORIM7X0T3ECJW4C1T7ON55Occidental Petroleum Corp674599CH6275000PAUSD2626770.47LongDBTCORPUSN22026-04-15Fixed3.4NNNNNNOCCIDENTAL PETROLEUM CORIM7X0T3ECJW4C1T7ON55Occidental Petroleum Corp674599DZ5545000PAUSD5944711.064LongDBTCORPUSN22027-07-15Fixed8.5NNNNNNOwl Rock Core Income Corporation5493003I42XBWPE05N35ORCINC 5.5 03/21/25 *69120VAL5775000PAUSD7640381.368LongDBTCORPUSN22025-03-21Fixed5.5NNNNNNPENNYMAC FIN SVCS INC549300W1D516HBDEU871PennyMac Financial Services Inc70932MAA5350000PAUSD3458970.619LongDBTCORPUSY22025-10-15Fixed5.375NNNNNNQORVO INC254900YAUJV2EUEVBR11Qorvo Inc74739DAB0750000PAUSD7195901.288LongDBTCORPUSN22024-12-15Fixed1.75NNNNNNREGAL REXNORD CORPQH78R09VCJGQKPBPYU33Regal Rexnord Corp758750AC7950000PAUSD9605001.72LongDBTCORPUSY22026-02-15Fixed6.05NNNNNNROCKETMTGE CO-ISSUER INC549300FGXN1K3HLB1R50Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc77313LAA1750000PAUSD6918751.239LongDBTCORPUSY22026-10-15Fixed2.875NNNNNNONEMAIN FINANCE CORP5493008I795YYBFWFU90SPRINGLEAF FINANCE CORP85172FAM1345000PAUSD3492370.625LongDBTCORPUSN22025-03-15Fixed6.875NNNNNNONEMAIN FINANCE CORP5493008I795YYBFWFU90OneMain Finance Corp85172FAN9215000PAUSD2190400.392LongDBTCORPUSN22026-03-15Fixed7.125NNNNNNUniversal Health Services, Inc.549300YGMGQDO0NMJD09UNIVERSAL HEALTH SVCS913903AZ3825000PAUSD7506201.344LongDBTCORPUSN22026-09-01Fixed1.65NNNNNNVICI PROPERTIES / NOTE254900RKH6RY9KCJQH63VICI Properties LP / Vici Note Co Inc92564RAG0966000PAUSD9488531.699LongDBTCORPUSY22025-06-15Fixed4.625NNNNNNVISTRA OPERATIONS CO LLC549300ZH5GKBTJZ7NM23Vistra Operations Co LLC92840VAK8600000PAUSD5966101.068LongDBTCORPUSY22024-05-13Fixed4.875NNNNNNVISTRA OPERATIONS CO LLC549300ZH5GKBTJZ7NM23Vistra Operations Co LLC92840VAL6187000PAUSD1851810.332LongDBTCORPUSY22025-05-13Fixed5.125NNNNNNVICINITY CENTRES TRUST549300S7GOEVR0EGFN47Vicinity Centres TrustAM98096422020000PA13312072.383LongDBTCORPAUN22027-04-26Fixed4NNNNNNDOWNER GROUP FINANCE PTY254900M70GW10DR6AH41Downer Group Finance Pty LtdAX91599781100000PA7188891.287LongDBTCORPAUN22026-04-29Fixed3.7NNNNNNVOLKSWAGEN FIN SERV AUST529900VBZRQG6COX9X61Volkswagen Financial Services Australia Pty LtdZR22592762300000PA15398332.757LongDBTCORPAUN22024-08-28Fixed2.4NNNNNNINSURANCE AUSTRALIA GRP549300PFEWKNHRG25N08Insurance Australia Group LtdAR7148380200000PA1365890.245LongDBTCORPAUN22044-06-15Floating6.45NNNNNNINSURANCE AUSTRALIA GRP549300PFEWKNHRG25N08Insurance Australia Group LtdAX5655888620000PA4250480.761LongDBTCORPAUN22045-06-15Floating6.7NNNNNNSTANDARD CHARTERED PLCU4LOSYZ7YG4W3S5F2G91Standard Chartered PLCAZ2969451320000PA2184200.391LongDBTCORPGBN22025-06-28Floating6.21NNNNNNAUST & NZ BANKING GROUPJHE42UYNWWTJB8YTTU19Australia & New Zealand Banking Group LtdAZ71156391800000PA12320762.206LongDBTCORPAUN22029-07-26Floating6.3326NNNNNNQIC SHOPPING CENTRE FUND54930026IM64X3OMSG59QIC Finance Shopping Center Fund Pty LtdZR0093453880000PA5985301.072LongDBTCORPAUN22025-08-15Floating5.6674NNNNNNWESTPAC BANKING CORPEN5TNI6CI43VEPAMHL14Westpac Banking CorpZR22592012000000PA13699332.453LongDBTCORPAUN22029-08-27Floating6.3575NNNNNNNATIONAL AUSTRALIA BANKF8SB4JFBSYQFRQEH3Z21National Australia Bank LtdZQ51004042300000PA15830332.834LongDBTCORPAUN22031-11-18Floating6.4028NNNNNNLIBERTY FINANCIAL PTY549300S75HDUIPWTQC07LBRFI F 02/26/24 MTNBG11562262000000PA13602052.435LongDBTCORPAUN22024-02-26Floating6.7275NNNNNNLIBERTY FINANCIAL PTY549300S75HDUIPWTQC07LIBERTY FINANCIAL PTYBO4794208610000PA4113130.736LongDBTCORPAUN22025-03-17Floating6.8125NNNNNNMACQUARIE BANK LTD4ZHCHI4KYZG2WVRT8631Macquarie Bank LtdBP97455822880000PA19563413.503LongDBTCORPAUN22031-06-17Floating5.9125NNNNNNHEARTLAND AU GRP PTY LTD5493000K8RCXGELM0D64Heartland Australia Group Pty LtdBQ34813492500000PA16971933.039LongDBTCORPAUN22024-07-09Floating6.1394NNNNNNCOMMONWEALTH BANK AUSTMSFSBD3QN1GSN7Q6C537Commonwealth Bank of AustraliaBQ98026621500000PA10152551.818LongDBTCORPAUN22031-08-20Floating5.7028NNNNNNHERITAGE PEOPLES CHOICE549300L09D57A4VEVO78ACDAU F 09/16/31 MTNBR2989365200000PA1319710.236LongDBTCORPAUN22031-09-16Floating6.7625NNNNNNSUNCORP GROUP LTD549300BVOKRTHDIWVT46Suncorp Group LtdBV5692215850000PA5855201.048LongDBTCORPAUN22037-06-01Floating6.6696NNNNNNNEW ZEALAND GOVERNMENT549300237GPHG2AI7C34New Zealand Government BondBK00894945145000PA31931515.717LongDBTNUSSNZN22024-05-15Fixed0.5NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G63AerCap Ireland Capital DAC / AerCap Global Aviation Trust00774MAS4350000PAUSD3250190.582LongDBTCORPIEN22026-01-30Fixed1.75NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G63AerCap Ireland Capital DAC / AerCap Global Aviation Trust00774MAU9200000PAUSD1930210.346LongDBTCORPIEN22024-10-29Fixed1.65NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G63AerCap Ireland Capital DAC / AerCap Global Aviation Trust00774MAV7425000PAUSD3935170.705LongDBTCORPIEN22026-10-29Fixed2.45NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G63AerCap Ireland Capital DAC / AerCap Global Aviation Trust00774MBD6200000PAUSD2042680.366LongDBTCORPIEN22027-01-15Fixed6.1NNNNNNAERCAP IRELAND CAP/GLOBA549300TI38531ODB1G63AerCap Ireland Capital DAC / AerCap Global Aviation Trust00774MBF1297000PAUSD3075190.551LongDBTCORPIEY22027-04-15Fixed6.45NNNNNNING GROEP NV549300NYKK9MWM7GGW15ING Groep NV456837BF9600000PAUSD6123021.096LongDBTCORPNLN22027-09-11Variable6.083NNNNNNLLOYDS BANKING GROUP PLC549300PPXHEU2JF0AM85Lloyds Banking Group PLC539439AY5300000PAUSD3052650.547LongDBTCORPGBN22027-08-07Variable5.985NNNNNNSK HYNIX INC988400XAIK6XISWQV045SK Hynix Inc78392BAA5920000PAUSD9180961.644LongDBTCORPKRY22024-01-19Fixed1NNNNNNTEVA PHARMACEUTICALS NE5493004T21MOAFINJP35Teva Pharmaceutical Finance Netherlands III BV88167AAE1700000PAUSD6481301.16LongDBTCORPNLN22026-10-01Fixed3.15NNNNNNCENT Trust 2023-CITYN/ACENT Trust 2023-CITY A12516WAA9300000PAUSD3015510.54LongABS-MBSCORPUSY22038-09-15Floating7.98181NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2023-R03 2M120753ACJ1147006PAUSD1470050.263LongABS-MBSUSGSEUSY22043-04-25Floating7.83743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R09 2M120753DAA6246231PAUSD2499420.448LongABS-MBSUSGSEUSY22042-09-25Floating7.83743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2023-R06 1M120754EAA3174420PAUSD1744180.312LongABS-MBSUSGSEUSY22043-07-25Floating7.03743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R01 1M120754LAA7142416PAUSD1421070.254LongABS-MBSUSGSEUSY22041-12-25Floating6.33743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2021-R01 1M220754RAB2163056PAUSD1620380.29LongABS-MBSUSGSEUSY22041-10-25Floating6.88743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2023-R01 1M1207932AA2300251PAUSD3050220.546LongABS-MBSUSGSEUSY22042-12-25Floating7.73743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2023-HQA3 M135564K3G296680PAUSD966790.173LongABS-MBSUSGSEUSY22043-11-25Floating7.18743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2022-DNA6 M1A35564KH3681895PAUSD825910.148LongABS-MBSUSGSEUSY22042-09-25Floating7.48743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA7 M135564KMA423010PAUSD229000.041LongABS-MBSUSGSEUSY22041-11-25Floating6.18743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2023-DNA1 M1A35564KP37204240PAUSD2060450.369LongABS-MBSUSGSEUSY22043-03-25Floating7.43743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2023-DNA2 M1A35564KT5854978PAUSD549780.098LongABS-MBSUSGSEUSY22043-04-25Floating7.43743NNNNNNTorrens TrustN/ATORRENS Series 2014-2 TrustBCC28D8S0324096PA2210310.396LongABS-MBSCORPAUN22046-01-12Floating5.9041NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R05 2M120754DAA556876PAUSD570610.102LongABS-OUSGSEUSY22042-04-25Floating7.23743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2023-R04 1M120754QAA6184232PAUSD1868320.335LongABS-OUSGSEUSY22043-05-25Floating7.63743NNNNNNFannie Mae - CASB1V7KEBTPIMZEU4LTD58Connecticut Avenue Securities Trust 2022-R08 1M120755DAA469159PAUSD707370.127LongABS-OUSGSEUSY22042-07-25Floating7.88743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2023-HQA2 M1A35564K2F5407149PAUSD4098620.734LongABS-OUSGSEUSY22043-06-25Floating7.33743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M235564KDB2125961PAUSD1267870.227LongABS-OUSGSEUSY22033-08-25Floating7.63743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2022-HQA3 M1A35564KE39113684PAUSD1154360.207LongABS-OUSGSEUSY22042-08-25Floating7.63743NNNNNNFreddie Mac - STACRS6XOOCT0IEG5ABCC6L87Freddie Mac Structured Agency Credit Risk Debt Notes 2023-HQA1 M1A35564KX79127601PAUSD1276000.228LongABS-OUSGSEUSY22043-05-25Floating7.33743NNNNNNFirstMac Mortgage Funding TrusN/AFirstMac Mortgage Funding Trust No 4 Series 1-2018BCC2FPSZ7131338PA894810.16LongABS-OCORPAUN22049-03-08Floating5.7953NNNNNNN/AN/ASell NZD / Buy USDN/A1NCUSD-260635-0.467N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA765260000NZD3063476USD2024-01-25-260635NNNN/AN/ASell AUD / Buy USDN/A1NCUSD-1296307-2.321N/ADFEUSN2Morgan Stanley & Co. International PLC4PQUHN3JPFGFNF3BB65327400000AUD17387821USD2024-01-25-1296307NNNN/AN/ASell USD / Buy AUDN/A1NCUSD509300.091N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R971653826USD2500000AUD2024-01-2550930NNNN/AN/ASell JPY / Buy USDN/A1NCUSD-3159-0.006N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R97159000000JPY1124660USD2024-01-04-3159NNNN/AN/ASell JPY / Buy USDN/A1NCUSD-6479-0.012N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8380000000JPY560978USD2024-01-04-6479NNNN/AN/ASell JPY / Buy USDN/A1NCUSD-4662-0.008N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R9780000000JPY562795USD2024-01-04-4661NNNN/AN/ASell JPY / Buy USDN/A1NCUSD-2538-0.005N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8379000000JPY557825USD2024-01-04-2538NNNN/AN/AUS 5YR NOTE (CBT) Mar24N/A-18NCUSD-36281-0.065N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2024-04-03-1921641USD-36281NNNN/AN/A90-DAY BANK BILL Mar24N/A-70NC-874-0.002N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2024-03-08-47305322AUD-874NNNN/AN/AUS 2YR NOTE (CBT) Mar24N/A29NCUSD498440.089N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2024-04-035921664USD49844NNNN/AN/ABuy Protection on CDS Option June 2024N/A7500000OUNotionalUSD384200.069N/ADCRUSN2Goldman Sachs InternationalW22LROWP2IHZNBB6K528PutPurchasedGoldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30N/AEuropean Option Expiring on 20/06/2024 to Buy Protection on CDX HY CDSI GEN S41 V2 5Y SPRD CORP.Dec.2028/Pay: USD 100.00CDX HY CDSI GEN S41 V2 5Y SPRD CORP.Dec.20282028-12-200USD0USD7500000USD7500000USD100USD2024-06-20XXXX-16711NNNN/AN/ABuy Protection on CDS Option June 2024N/A-7500000OUNotionalUSD-18298-0.033N/ADCRUSN2Goldman Sachs InternationalW22LROWP2IHZNBB6K528PutWrittenGoldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30N/AEuropean Option Expiring on 20/06/2024 to Buy Protection on CDX HY CDSI GEN S41 V2 5Y SPRD CORP.Dec.2028/Pay: USD 96.00CDX HY CDSI GEN S41 V2 5Y SPRD CORP.Dec.20282028-12-200USD0USD-7500000USD-7500000USD96USD2024-06-20XXXX8900NNNN/AN/ABuy Protection on CDS Option June 2024N/A-3000000OUNotionalUSD-7319-0.013N/ADCRUSN2Goldman Sachs InternationalW22LROWP2IHZNBB6K528PutWrittenGoldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30N/AEuropean Option Expiring on 20/06/2024 to Buy Protection on CDX HY CDSI GEN S41 V2 5Y SPRD CORP.Dec.2028/Pay: USD 96.00CDX HY CDSI GEN S41 V2 5Y SPRD CORP.Dec.20282028-12-200USD0USD-3000000USD-3000000USD96USD2024-06-20XXXX7546NNNN/AN/ABuy Protection on CDS Option June 2024N/A3000000OUNotionalUSD153680.028N/ADCRUSN2Goldman Sachs InternationalW22LROWP2IHZNBB6K528PutPurchasedGoldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30N/AEuropean Option Expiring on 20/06/2024 to Buy Protection on CDX HY CDSI GEN S41 V2 5Y SPRD CORP.Dec.2028/Pay: USD 100.00CDX HY CDSI GEN S41 V2 5Y SPRD CORP.Dec.20282028-12-200USD0USD3000000USD3000000USD100USD2024-06-20XXXX-11510NNNN/AN/AP:NZD/BBR/3M /R:NZD 5.61500N/A863400OUNotional57160.01N/ADIRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76N/AN/AY2025-07-13750USD0USD863400NZD4966NNNN/AN/AP:NZD/BBR/3M /R:NZD 5.37750N/A863400OUNotional39330.007N/ADIRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76N/AN/AY2025-07-19750USD0USD863400NZD3183NNNN/AN/AP:NZD/BBR/3M /R:NZD 5.44000N/A1650000OUNotional88170.016N/ADIRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76N/AN/AY2025-07-27750USD0USD1650000NZD8067NNNN/AN/AP:NZD/BBR/3M /R:NZD 5.51000N/A820000OUNotional53870.01N/ADIRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76N/AN/AY2025-08-16750USD0USD820000NZD4637NNNN/AN/AP:NZD/BBR/3M /R:NZD 5.62125N/A1600000OUNotional154030.028N/ADIRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76N/AN/AY2025-10-25750USD0USD1600000NZD14653NNNN/AN/AP:AUD 4.40625 /R:AUD/BBR/3MN/A1500000OUNotional-8689-0.016N/ADIRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76N/AN/AY2025-10-23750USD0USD1500000AUD-9439NNNN/AN/AP:NZD/BBR/3M /R:NZD 5.31250N/A1600000OUNotional105820.019N/ADIRUSN2Citigroup Global Markets IncG7D5LKZKIBRMES6BO437N/AN/AY2025-11-09750USD0USD1600000NZD9832NNNN/AN/AP:AUD 4.53300 /R:AUD/BBR/3MN/A1487500OUNotional-11158-0.02N/ADIRUSN2Citigroup Global Markets IncG7D5LKZKIBRMES6BO437N/AN/AY2025-11-08750USD0USD1487500AUD-11908NNN2024-02-14JANUS INVESTMENT FUNDJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER