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AUDN/A1NCUSD-63900N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83216659USD313935AUD2023-05-31-6390NNNN/AN/ASell USD / Buy EURN/A1NCUSD540N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P833257USD3043EUR2023-05-3154NNNN/AN/ASell AUD / Buy USDN/A1NCUSD55930N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83313935AUD215861USD2023-05-315593NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-4460N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8313700GBP16471USD2023-05-31-446NNNN/AN/ASell AUD / Buy USDN/A1NCUSD225970.001N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83938261AUD651028USD2023-05-3122597NNNN/AN/ASell USD / Buy GBPN/A1NCUSD178520.001N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83736878USD611203GBP2023-05-3117852NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-865130-0.055N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8327540081USD39826236AUD2023-05-31-865130NNNN/AN/ASell USD / Buy CADN/A1NCUSD-710N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8347356USD63830CAD2023-05-31-71NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-11420N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8353377USD77988AUD2023-05-31-1142NNNN/AN/ASell USD / Buy EURN/A1NCUSD4410N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8321018USD19723EUR2023-05-31441NNNN/AN/ASell AUD / Buy USDN/A1NCUSD317320.002N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P832406752AUD1643735USD2023-05-3131732NNNN/AN/ASell USD / Buy GBPN/A1NCUSD6183790.039N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8324840533USD20617391GBP2023-05-31618379NNNN/AN/ASell USD / Buy CADN/A1NCUSD1520380.01N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8362231325USD84212238CAD2023-05-31152038NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-144388-0.009N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P833733171GBP4465432USD2023-05-31-144388NNNN/AN/ASell AUD / Buy USDN/A1NCUSD8650N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83188308AUD126990USD2023-05-31865NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-12640N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83127389USD188308AUD2023-05-31-1264NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-41200N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83319977USD471582AUD2023-05-31-4120NNNN/AN/ASell USD / Buy CADN/A1NCUSD660470.004N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8310443571USD14196312CAD2023-04-2666047NNNN/AN/ASell CAD / Buy USDN/A1NCUSD-255692-0.016N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8351491229CAD37888361USD2023-05-31-255692NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-63050N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83830994USD1231277AUD2023-05-31-6305NNNN/AN/ASell AUD / Buy USDN/A1NCUSD93790.001N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P831420043AUD960500USD2023-05-319379NNNN/AN/ASell USD / Buy EURN/A1NCUSD737820.005N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P835305874USD4944334EUR2023-05-3173782NNNN/AN/ASell USD / Buy GBPN/A1NCUSD500N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P832021USD1677GBP2023-05-3150NNNN/AN/ASell AUD / Buy USDN/A1NCUSD41570N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83743792AUD502336USD2023-05-314157NNNN/AN/ASell USD / Buy CHFN/A1NCUSD4294450.027N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8325297818USD23374248CHF2023-05-31429445NNNN/AN/ASell USD / Buy AUDN/A1NCUSD4080N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8338587USD58220AUD2023-05-31407NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-1319758-0.083N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8329084268GBP34594283USD2023-05-31-1319758NNNN/AN/ASell USD / Buy AUDN/A1NCUSD292680.002N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P832828226USD4266297AUD2023-05-3129268NNNN/AN/ASell AUD / Buy USDN/A1NCUSD-71050N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P831148137AUD761898USD2023-05-31-7105NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-29469-0.002N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P831705550GBP2076591USD2023-05-31-29469NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-10375-0.001N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P839928873USD14808516AUD2023-05-31-10375NNNN/AN/ASell USD / Buy AUDN/A1NCUSD7360N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83320760USD480000AUD2023-05-31736NNNN/AN/ASell USD / Buy AUDN/A1NCUSD239760.002N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P832329126USD3513228AUD2023-05-3123976NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-4170N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8314000EUR14815USD2023-05-31-417NNNN/AN/ASell USD / Buy GBPN/A1NCUSD126730.001N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83506103USD420120GBP2023-05-3112672NNNN/AN/ASell USD / Buy EURN/A1NCUSD8200N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8339982USD37500EUR2023-05-31820NNNN/AN/ASell USD / Buy AUDN/A1NCUSD5940N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83145794USD218560AUD2023-05-31594NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-13514-0.001N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83617177EUR658002USD2023-05-31-13514NNNN/AN/ASell AUD / Buy USDN/A1NCUSD293540.002N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8314384797AUD9664052USD2023-05-3129354NNNN/AN/ASell USD / Buy GBPN/A1NCUSD538480.003N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P833478488USD2860592GBP2023-05-3153848NNNN/AN/ASell USD / Buy GBPN/A1NCUSD281890.002N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P831820953USD1497491GBP2023-05-3128189NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-6950N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P831422371USD2122590AUD2023-05-31-695NNNN/AN/ASell AUD / Buy USDN/A1NCUSD31780N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P831082235AUD728041USD2023-05-313178NNNN/AN/ASell USD / Buy GBPN/A1NCUSD558540.004N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P835151774USD4217294GBP2023-05-3155854NNNN/AN/ASell USD / Buy GBPN/A1NCUSD18030N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83166319USD136150GBP2023-05-311803NNNN/AN/ASell USD / Buy EURN/A1NCUSD3790N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8360824USD56250EUR2023-05-31379NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-390N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8355078USD82175AUD2023-05-31-39NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-32010N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83315090GBP385880USD2023-05-31-3201NNNN/AN/ASell AUD / Buy USDN/A1NCUSD7575000.048N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83148836037AUD100543297USD2023-06-26757500NNNN/AN/ASell CHF / Buy USDN/A1NCUSD245090.002N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8324406004CHF26960493USD2023-06-2624509NNNN/AN/ASell EUR / Buy USDN/A1NCUSD2855690.018N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8347745077EUR52309889USD2023-06-26285569NNNN/AN/ASell JPY / Buy USDN/A1NCUSD774970.005N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83833315753JPY6435991USD2023-06-2677496NNNN/AN/ASell SEK / Buy USDN/A1NCUSD2055060.013N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83174652117SEK17116847USD2023-06-26205506NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-34602-0.002N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8335536722GBP43867306USD2023-06-26-34602NNNN/AN/ASell NZD / Buy USDN/A1NCUSD1020240.006N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8334208945NZD21483309USD2023-06-26102024NNNN/AN/ASell CAD / Buy USDN/A1NCUSD-99074-0.006N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8311508451CAD8430080USD2023-06-26-99074NNNN/AN/ASell USD / Buy EURN/A1NCUSD-16789-0.001N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P833663004USD3346297EUR2023-06-26-16789NNNN/AN/ASell GBP / Buy USDN/A1NCUSD-3720N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83301208GBP371739USD2023-06-26-372NNNN/AN/ASell USD / Buy AUDN/A1NCUSD1510N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8326790USD40185AUD2023-06-26151NNNN/AN/ASell USD / Buy EURN/A1NCUSD2090N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8334166USD31548EUR2023-06-26209NNNN/AN/ASell USD / Buy GBPN/A1NCUSD5580N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83115693USD94100GBP2023-06-26558NNNN/AN/ASell USD / Buy GBPN/A1NCUSD7810N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P833501451USD2834907GBP2023-06-26781NNNN/AN/ASell USD / Buy AUDN/A1NCUSD-64850N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P832502686USD3723221AUD2023-06-26-6485NNNN/AN/ASell USD / Buy GBPN/A1NCUSD1040N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83466048USD377330GBP2023-06-26104NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-180N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8326284EUR28622USD2023-06-26-18NNNN/AN/ASell USD / Buy GBPN/A1NCUSD16810N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83926555USD751368GBP2023-06-261681NNNN/AN/ASell USD / Buy GBPN/A1NCUSD170510.001N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P839397361USD7620565GBP2023-06-2617051NNNN/AN/ASell AUD / Buy USDN/A1NCUSD-160N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P831916054AUD1284586USD2023-06-26-16NNNN/AN/ASell EUR / Buy USDN/A1NCUSD-150N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8312400EUR13497USD2023-06-26-15NNNN/AN/ASell EUR / Buy USDN/A1NCUSD5330N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P8389601EUR98165USD2023-06-26533NNNN/AN/ASell USD / Buy GBPN/A1NCUSD-17860N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P83466351USD376046GBP2023-06-26-1786NNNN/AN/ASell USD / Buy EURN/A1NCUSD-25815-0.002N/ADFEUSN2BNP ParibasR0MUWSFPU8MPRO8K5P834085346USD3725616EUR2023-06-26-25815NNNN/AN/AUS 5YR NOTE (CBT) Jun23N/A2591NCUSD57892640.366N/ADIRUSN1UBS Financial Services Inc.ETYRV6ORNFJB5NONI676LongN/AN/A2023-07-06277945478USD5789264NNNN/AN/ALONG GILT FUTURE Jun23N/A389NC8652800.055N/ADIRUSN1UBS Financial Services Inc.ETYRV6ORNFJB5NONI676LongN/AN/A2023-06-3047039444GBP865280NNNN/AN/AUS 10YR NOTE (CBT)Jun23N/A3041NCUSD92180310.582N/ADIRUSN1UBS Financial Services Inc.ETYRV6ORNFJB5NONI676LongN/AN/A2023-06-30340259391USD9218031NNNN/AN/AUS 10yr Ultra Fut Jun23N/A1020NCUSD39524450.25N/ADIRUSN1UBS Financial Services Inc.ETYRV6ORNFJB5NONI676LongN/AN/A2023-06-30119610993USD3952445NNNN/AN/AAUST 10Y BOND FUT Jun23N/A1895NC41142600.26N/ADIRUSN1UBS Financial Services Inc.ETYRV6ORNFJB5NONI676LongN/AN/A2023-06-15149444518AUD4114260NNNN/AN/ABYPCLON SUBORDINATE/Pay: EUR 1.0N/A-2800000OUNotional1556840.01N/ADCRUSN2Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30Barclays Bank PlcBarclays Bank PlcYBYPCLON SUBORDINATE2027-12-20224850.91USD0USD-2800000EUR-69167NNNN/AN/ABYPCLON SUBORDINATE/Pay: EUR 1.0N/A-2800000OUNotional1556840.01N/ADCRUSN2Goldman Sachs & Co. LLCFOR8UP27PHTHYVLBNG30Barclays Bank PlcBarclays Bank PlcYBYPCLON SUBORDINATE2027-12-20230173.01USD0USD-2800000EUR-74489NNNN/AN/ASNRFIN CDSI S38N/A-44200000OUNotional-158604-0.01N/ADCRUSN2JPMorgan Chase Bank, National Association7H6GLXDRUGQFU57RNE97SNRFIN CDSISNRFIN CDSI S38 5YYSNRFIN CDSI S382027-12-20657572.95USD0USD-44200000EUR-816177NNNN/AN/ASNRFIN CDSI S39N/A-29500000OUNotional-16107-0.001N/ADCRUSN2Citigroup Global Markets IncG7D5LKZKIBRMES6BO437SNRFIN CDSISNRFIN CDSI S38 5YYSNRFIN CDSI S392028-06-20217525.98USD0USD-29500000EUR-233633NNN2023-05-15JANUS INVESTMENT FUNDJESPER NERGAARDJESPER NERGAARDVP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICERXXXX