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Inc.AC28XWWI3WIBK2824319140600GBP173432USD2020-07-15-768NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-1091583-0.046N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE9727993000EUR30365771USD2020-07-15-1091583NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-1726226-0.073N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB2745352000EUR49238440USD2020-07-15-1726226NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-8830N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76167400GBP206521USD2020-07-15-883NNNN/AN/ASell USD / Buy EURN/A1NCUSD5710N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R9716286USD15000EUR2020-07-15571NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-27405-0.001N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83718000EUR779454USD2020-07-15-27404NNNN/AN/ASell USD / Buy GBPN/A1NCUSD37310N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97856613USD694400GBP2020-07-153731NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-130N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA763100GBP3828USD2020-07-15-13NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-72350N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB27186000EUR201784USD2020-07-15-7235NNNN/AN/ASell GBP / Buy USDN/A1NCUSD150N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA763200GBP3979USD2020-07-1515NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-25300N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE9773000EUR79505USD2020-07-15-2530NNNN/AN/ASell GBP / Buy USDN/A1NCUSD210N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA761000GBP1260USD2020-07-1521NNNN/AN/ASell GBP / Buy USDN/A1NCUSD50N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA761000GBP1244USD2020-07-155NNNN/AN/ASell USD / Buy EURN/A1NCUSD120230.001N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76409836USD375400EUR2020-07-1512023NNNN/AN/ASell GBP / Buy USDN/A1NCUSD430N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA767000GBP8716USD2020-07-1543NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-130N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA762400GBP2961USD2020-07-15-13NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-37870N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB27102000EUR110836USD2020-07-15-3787NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-480N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB274800GBP5899USD2020-07-15-48NNNN/AN/ASell USD / Buy EURN/A1NCUSD53670N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76142969USD132000EUR2020-07-155367NNNN/AN/ASell USD / Buy EURN/A1NCUSD44460N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76155127USD142000EUR2020-07-154446NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-84310N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB27303300EUR332405USD2020-07-15-8431NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-80910N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97302100EUR331397USD2020-07-15-8090NNNN/AN/ASell USD / Buy GBPN/A1NCUSD250N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE972081USD1700GBP2020-07-1525NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-220N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA761600GBP1960USD2020-07-15-22NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-60N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA761100GBP1357USD2020-07-15-6NNNN/AN/ASell GBP / Buy USDN/A1NCUSD130N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA761300GBP1624USD2020-07-1513NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-24770N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB27431000EUR481862USD2020-07-15-2477NNNN/AN/ASell GBP / Buy USDN/A1NCUSD110N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB27700GBP878USD2020-07-1511NNNN/AN/ASell GBP / Buy USDN/A1NCUSD510N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA762200GBP2777USD2020-07-1551NNNN/AN/ASell EUR / Buy USDN/A1NCUSD67760N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE971026600EUR1160425USD2020-07-156776NNNN/AN/ASell GBP / Buy USDN/A1NCUSD530N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA761600GBP2036USD2020-07-1553NNNN/AN/ASell USD / Buy EURN/A1NCUSD-6110N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7660170USD53000EUR2020-07-15-611NNNN/AN/ASell USD / Buy GBPN/A1NCUSD-330N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE971148USD900GBP2020-07-15-33NNNN/AN/ASell GBP / Buy USDN/A1NCUSD160N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76700GBP883USD2020-07-1516NNNN/AN/ASell EUR / Buy USDN/A1NCUSD22670N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97707500EUR797326USD2020-07-152267NNNN/AN/ASell USD / Buy GBPN/A1NCUSD-160N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE971132USD900GBP2020-07-15-16NNNN/AN/ASell USD / Buy EURN/A1NCUSD3100N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76148812USD132700EUR2020-07-15310NNNN/AN/ASell GBP / Buy USDN/A1NCUSD50N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA761500GBP1863USD2020-07-155NNNN/AN/ASell USD / Buy EURN/A1NCUSD-8560N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76122222USD108000EUR2020-07-15-856NNNN/AN/ASell USD / Buy EURN/A1NCUSD-1490N/ADFEUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA7666338USD58900EUR2020-07-15-149NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-29000N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB272821000EUR3167221USD2020-07-15-2900NNNN/AN/A90DAY EURO$ FUTR Sep20N/A150NCUSD5578130.024N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2020-09-1436842813USD557813NNNN/AN/AUS 5YR NOTE (CBT) Sep20N/A3391NCUSD11921500.05N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2020-10-05425199609USD1192150NNNN/AN/AUS 2YR NOTE (CBT) Sep20N/A638NCUSD376710.002N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2020-10-05140850673USD37671NNNN/AN/AUS LONG BOND(CBT) Sep20N/A192NCUSD2221470.009N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2020-09-3034061853USD222147NNNN/AN/AUS 10yr Ultra Fut Sep20N/A-1219NCUSD-1152335-0.049N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2020-09-30-190821118USD-1152335NNNN/AN/APay Fixed 1.659% Receive ICE LIBOR USD 3 MonthN/A22000000OUNotionalUSD-4367689-0.185N/ADIRUSN2Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30N/AN/AY2049-08-23750USD0USD22000000USD-4368439NNN2020-08-14JANUS INVESTMENT FUNDJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER