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value="Sedol"/></identifiers><balance>7110</balance><units>PA</units><curCd>USD</curCd><valUSD>6871</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132CW6B5</cusip><identifiers><isin value="US3132CW6B54"/><ticker value="FR"/><other otherDesc="BN71NS5" 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value="Sedol"/></identifiers><balance>11930942</balance><units>PA</units><curCd>USD</curCd><valUSD>10252827</valUSD><pctVal>0.378</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132DN2L6</cusip><identifiers><isin value="US3132DN2L61"/><ticker value="FR"/><other otherDesc="BPCPXH5" 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value="Sedol"/></identifiers><balance>1700736</balance><units>PA</units><curCd>USD</curCd><valUSD>1634061</valUSD><pctVal>0.06</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132DPM96</cusip><identifiers><isin value="US3132DPM968"/><ticker value="FR"/><other otherDesc="BPDHLN2" value="Sedol"/></identifiers><balance>4755515</balance><units>PA</units><curCd>USD</curCd><valUSD>4828927</valUSD><pctVal>0.178</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2053-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132DPZQ4</cusip><identifiers><isin value="US3132DPZQ44"/><ticker value="FR"/><other otherDesc="BRF4C76" value="Sedol"/></identifiers><balance>3142951</balance><units>PA</units><curCd>USD</curCd><valUSD>3015082</valUSD><pctVal>0.111</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132DQ2Q8</cusip><identifiers><isin value="US3132DQ2Q85"/><ticker value="FR"/><other otherDesc="BQV0JN6" value="Sedol"/></identifiers><balance>1311312</balance><units>PA</units><curCd>USD</curCd><valUSD>1314870</valUSD><pctVal>0.048</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2053-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132DQ3A2</cusip><identifiers><isin value="US3132DQ3A25"/><ticker value="FR"/><other otherDesc="BQ721S5" value="Sedol"/></identifiers><balance>4011270</balance><units>PA</units><curCd>USD</curCd><valUSD>3449064</valUSD><pctVal>0.127</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac</title><cusip>3132DQGE0</cusip><identifiers><isin value="US3132DQGE08"/><ticker value="FR"/><other otherDesc="BRS91F9" value="Sedol"/></identifiers><balance>1972473</balance><units>PA</units><curCd>USD</curCd><valUSD>2003862</valUSD><pctVal>0.074</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2053-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.5</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac</title><cusip>3132DQGJ9</cusip><identifiers><isin value="US3132DQGJ94"/><ticker value="FR"/><other otherDesc="BLB3RB4" value="Sedol"/></identifiers><balance>4671832</balance><units>PA</units><curCd>USD</curCd><valUSD>4648358</valUSD><pctVal>0.171</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2053-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132DQZ82</cusip><identifiers><isin value="US3132DQZ828"/><ticker value="FR"/><other otherDesc="BQV0GP7" value="Sedol"/></identifiers><balance>2749403</balance><units>PA</units><curCd>USD</curCd><valUSD>2702733</valUSD><pctVal>0.1</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132DV4Z5</cusip><identifiers><isin value="US3132DV4Z58"/><ticker value="FR"/><other otherDesc="BPLKW96" value="Sedol"/></identifiers><balance>156991</balance><units>PA</units><curCd>USD</curCd><valUSD>154326</valUSD><pctVal>0.006</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132DVL52</cusip><identifiers><isin value="US3132DVL521"/><ticker value="FR"/><other otherDesc="BPBRR25" value="Sedol"/></identifiers><balance>6182065</balance><units>PA</units><curCd>USD</curCd><valUSD>5335542</valUSD><pctVal>0.197</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132DVML6</cusip><identifiers><isin value="US3132DVML61"/><ticker value="FR"/><other otherDesc="BP6THH1" value="Sedol"/></identifiers><balance>12843550</balance><units>PA</units><curCd>USD</curCd><valUSD>12575015</valUSD><pctVal>0.463</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2053-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132E0WG3</cusip><identifiers><isin value="US3132E0WG35"/><ticker value="FR"/><other otherDesc="BLF9HN0" value="Sedol"/></identifiers><balance>5178705</balance><units>PA</units><curCd>USD</curCd><valUSD>5354849</valUSD><pctVal>0.197</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2053-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.5</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132E0WK4</cusip><identifiers><isin value="US3132E0WK47"/><ticker value="FR"/><other otherDesc="BS70NY3" value="Sedol"/></identifiers><balance>4788674</balance><units>PA</units><curCd>USD</curCd><valUSD>4925343</valUSD><pctVal>0.181</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2053-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Gold Pool</title><cusip>3132Y1W79</cusip><identifiers><isin value="US3132Y1W792"/><ticker value="FG"/><other otherDesc="BRXYYN8" value="Sedol"/></identifiers><balance>718661</balance><units>PA</units><curCd>USD</curCd><valUSD>691299</valUSD><pctVal>0.025</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Gold Pool</title><cusip>3132Y2M37</cusip><identifiers><isin value="US3132Y2M379"/><ticker value="FG"/><other otherDesc="BRXYYQ1" value="Sedol"/></identifiers><balance>477676</balance><units>PA</units><curCd>USD</curCd><valUSD>459448</valUSD><pctVal>0.017</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>31334WZG9</cusip><identifiers><isin value="US31334WZG94"/><ticker value="FR"/><other otherDesc="BMGGJP3" value="Sedol"/></identifiers><balance>844289</balance><units>PA</units><curCd>USD</curCd><valUSD>762146</valUSD><pctVal>0.028</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>31334YMG9</cusip><identifiers><isin value="US31334YMG97"/><ticker value="FR"/><other otherDesc="BJX8LD3" value="Sedol"/></identifiers><balance>447356</balance><units>PA</units><curCd>USD</curCd><valUSD>396717</valUSD><pctVal>0.015</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3133A0G73</cusip><identifiers><isin value="US3133A0G737"/><ticker value="FR"/><other otherDesc="BKSLQC8" 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value="Sedol"/></identifiers><balance>4461413</balance><units>PA</units><curCd>USD</curCd><valUSD>3984710</valUSD><pctVal>0.147</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-05-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae REMICS</title><cusip>3136B6B77</cusip><identifiers><isin value="US3136B6B772"/><ticker value="FNR"/><other otherDesc="BKFW0F5" 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LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><payOffProf>Long</payOffProf><descRefInstrmnt><otherRefInst><issuerName>N/A</issuerName><issueTitle>N/A</issueTitle><identifiers><cusip value="N/A"/><isin value="N/A"/><ticker value="TYH4"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2024-03-28</expDate><notionalAmt>42103269</notionalAmt><curCd>USD</curCd><unrealizedAppr>1359622</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>US LONG BOND(CBT) Mar24</title><cusip>N/A</cusip><identifiers><ticker value="USH4"/><other otherDesc="USH4 COMDTY" value="Internal ID"/></identifiers><balance>1194</balance><units>NC</units><curCd>USD</curCd><valUSD>10587575</valUSD><pctVal>0.39</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DIR</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><derivativeInfo><futrDeriv derivCat="FUT"><counterparties><counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><payOffProf>Long</payOffProf><descRefInstrmnt><otherRefInst><issuerName>N/A</issuerName><issueTitle>N/A</issueTitle><identifiers><cusip value="N/A"/><isin value="N/A"/><ticker value="USH4"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2024-03-28</expDate><notionalAmt>138587800</notionalAmt><curCd>USD</curCd><unrealizedAppr>10587575</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>US 10yr Ultra Fut Mar24</title><cusip>N/A</cusip><identifiers><ticker value="UXYH4"/><other otherDesc="UXYH4 COMDTY" value="Internal ID"/></identifiers><balance>-1562</balance><units>NC</units><curCd>USD</curCd><valUSD>-6401628</valUSD><pctVal>-0.236</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DIR</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><derivativeInfo><futrDeriv derivCat="FUT"><counterparties><counterpartyName>Goldman Sachs &amp; Co. 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LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><payOffProf>Short</payOffProf><descRefInstrmnt><otherRefInst><issuerName>N/A</issuerName><issueTitle>N/A</issueTitle><identifiers><cusip value="N/A"/><isin value="N/A"/><ticker value="WNH4"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2024-03-28</expDate><notionalAmt>-19103492</notionalAmt><curCd>USD</curCd><unrealizedAppr>-1202758</unrealizedAppr></futrDeriv></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>2024-02-14</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>
