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AssociationE57ODZWZ7FF32TWEFA765586029CAD4398292USD2022-05-13-69939NNNN/AN/ASell USD / Buy KRWN/A1NCUSD-26856-0.012N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE972696095USD3232375000KRW2022-05-13-26856NNNN/AN/ASell USD / Buy ILSN/A1NCUSD7340N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83815165USD2600000ILS2022-05-13734NNNN/AN/ASell EUR / Buy USDN/A1NCUSD230630.01N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97698075EUR796268USD2022-05-1323063NNNN/AN/ASell EUR / Buy USDN/A1NCUSD251580.011N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB27796175EUR907020USD2022-05-1325158NNNN/AN/ASell GBP / Buy USDN/A1NCUSD340190.015N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB27695240GBP946924USD2022-05-1334019NNNN/AN/ASell USD / Buy GBPN/A1NCUSD-62803-0.028N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB271749893USD1284834GBP2022-05-13-62803NNNN/AN/ASell EUR / Buy USDN/A1NCUSD208730.009N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97661036EUR753052USD2022-05-1320873NNNN/AN/ASell EUR / Buy USDN/A1NCUSD682880.03N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB272433999EUR2764244USD2022-05-1368288NNNN/AN/ASell EUR / Buy USDN/A1NCUSD223730.01N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB27794896EUR902819USD2022-05-1322373NNNN/AN/ASell GBP / Buy USDN/A1NCUSD245600.011N/ADFEUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97532378GBP723614USD2022-05-1324560NNNN/AN/ASell CAD / Buy USDN/A1NCUSD-10608-0.005N/ADFEUSN2Morgan Stanley & Co9R7GPTSO7KV3UQJZQ078600840CAD470000USD2022-05-13-10608NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-6370N/ADFEUSN2UBS AG254900R882POXXVAK772305113GBP400000USD2022-05-13-637NNNN/AN/ASell AUD / Buy USDN/A1NCUSD-4817-0.002N/ADFEUSN2Morgan Stanley & Co9R7GPTSO7KV3UQJZQ078380502AUD280000USD2022-05-13-4817NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-1691-0.001N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R97380717EUR420000USD2022-05-13-1691NNNN/AN/ASell JPY / Buy USDN/A1NCUSD398840.018N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R9798512518JPY850000USD2022-05-1339884NNNN/AN/ASell USD / Buy EURN/A1NCUSD12320.001N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK282431991262USD83507EUR2022-05-131232NNNN/AN/ASell USD / Buy EURN/A1NCUSD7770N/ADFEUSN2Barclays Capital, Inc.AC28XWWI3WIBK282431991741USD83529EUR2022-05-13777NNNN/AN/ASell USD / Buy EURN/A1NCUSD-5040N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R97122249USD109915EUR2022-05-13-504NNNN/AN/ASell USD / Buy EURN/A1NCUSD510N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R9792915USD83933EUR2022-05-1351NNNN/AN/ASell USD / Buy HUFN/A1NCUSD455900.02N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R971750000USD598910200HUF2022-05-1345590NNNN/AN/ASell PLN / Buy USDN/A1NCUSD-50554-0.022N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R977583840PLN1750000USD2022-05-13-50554NNNN/AN/ASell USD / Buy EURN/A1NCUSD-4150N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R97177449USD159832EUR2022-05-13-415NNNN/AN/ASell JPY / Buy USDN/A1NCUSD-8880N/ADFEUSN2Bank of America, National AssociationB4TYDEB6GKMZO031MB2766260016JPY544000USD2022-05-13-888NNNN/AN/ASell EUR / Buy USDN/A1NCUSD126120.006N/ADFEUSN2HSBC Securities (USA), Inc.CYYGQCGNHMHPSMRL3R971342864EUR1500000USD2022-05-1312612NNNN/AN/AEuro-BTP Future Jun22N/A10NC-63422-0.028N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-06-101602884EUR-63422NNNN/AN/AEURO-BOBL FUTURE Jun22N/A-117NC4829320.212N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2022-06-10-17261117EUR482932NNNN/AN/AEURO-BUND FUTURE Jun22N/A-5NC406420.018N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30ShortN/AN/A2022-06-10-923705EUR40642NNNN/AN/AUS ULTRA BOND CBT Jun22N/A13NCUSD-86531-0.038N/ADIRUSN1Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30LongN/AN/A2022-06-302389156USD-86531NNNN/AN/AMARKIT ITRX EUR XOVERN/A20400000OUNotional16452420.723N/ADCRUSN2Citigroup Global Markets IncG7D5LKZKIBRMES6BO437ITRX EUR XOVERITRX XOVERYMARKIT ITRX EUR XOVER2027-06-201432393.72USD0USD20400000EUR212848NNNN/AN/AP:GBP/WMBA-SONIA/1D /R:GBP 1.14500N/A69700000OUNotional-1000005-0.439N/ADIRUSN2Citigroup Global Markets IncG7D5LKZKIBRMES6BO437N/AN/AY2023-10-240USD0USD69700000GBP-1000005NNNN/AN/AP:GBP 1.00500 /R:GBP/WMBA-SONIA/1DN/A72400000OUNotional4415730.194N/ADIRUSN2Citigroup Global Markets IncG7D5LKZKIBRMES6BO437N/AN/AY2027-10-220USD0USD72400000GBP441573NNNN/AN/AP:USD 1.09900 /R:USD/SOFR/1DN/A13000000OUNotionalUSD6477980.285N/ADIRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76N/AN/AY2026-11-220USD0USD13000000USD647798NNNN/AN/AP:NOK/NIBOR/6M /R:NOK 1.82000N/A132450000OUNotional-649431-0.285N/ADIRUSN2Citigroup Global Markets IncG7D5LKZKIBRMES6BO437N/AN/AY2026-11-220USD0USD132450000NOK-649431NNNN/AN/AP:CHF/SARON/1D /R:CHF -0.61500N/A82100000OUNotional-823497-0.362N/ADIRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76N/AN/AY2023-12-160USD0USD82100000CHF-823497NNNN/AN/AP:JPY/TONA/1D /R:JPY 0.06375N/A8688400000OUNotional-296068-0.13N/ADIRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76N/AN/AY2028-01-250USD0USD8688400000JPY-296068NNNN/AN/AP:JPY 0.18775 /R:JPY/TONA/1DN/A4367400000OUNotional4245100.187N/ADIRUSN2Citibank, National AssociationE57ODZWZ7FF32TWEFA76N/AN/AY2033-01-250USD0USD4367400000JPY424510NNN2022-05-15JANUS INVESTMENT FUNDJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICERXXXX