0001752724-20-024828.txt : 20200219
0001752724-20-024828.hdr.sgml : 20200219
20200219160305
ACCESSION NUMBER: 0001752724-20-024828
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200219
PERIOD START: 20200630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: UBS FUNDS
CENTRAL INDEX KEY: 0000886244
IRS NUMBER: 367056204
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-06637
FILM NUMBER: 20629611
BUSINESS ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC
STREET 2: ONE NORTH WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-525-7100
MAIL ADDRESS:
STREET 1: C/O UBS ASSET MANAGEMENT (AMERICAS) INC
STREET 2: ONE NORTH WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: BRINSON FUNDS INC
DATE OF NAME CHANGE: 19920929
0000886244
S000002979
UBS GLOBAL ALLOCATION FUND
C000008182
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Spectris PLC
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American Express Co
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American Express Co
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EC
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Align Technology Inc
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Align Technology Inc
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British American Tobacco PLC
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British American Tobacco PLC
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Infrastrutture Wireless Italiane SpA
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Galapagos NV
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EC
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BE
N
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N
N
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Kissei Pharmaceutical Co Ltd
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Kissei Pharmaceutical Co Ltd
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EC
CORP
JP
N
1
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State Street Bank and Trust Company
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DFE
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Chicago Mercantile Exchange
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Chicago Mercantile Exchange
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Japan Government Thirty Year Bond
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Fixed
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JAPAN (40 YEAR ISSUE)
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Japan Government Forty Year Bond
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Fixed
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State Street Bank and Trust Company
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DFE
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CAD
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The Montreal Exchange / Bourse De Montreal
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The Montreal Exchange / Bourse De Montreal
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Canadian Government Bond
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CAD
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IAC/InterActiveCorp
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IAC/InterActiveCorp
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EC
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United States Treasury
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United States Treasury Note/Bond
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Fixed
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Netflix Inc
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CORP
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United States Treasury
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United States Treasury Note/Bond
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2
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Fixed
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BONOS Y OBLIG DEL ESTADO
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Spain Government Bond
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Fixed
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Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
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USD
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EC
CORP
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Johnson & Johnson
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Johnson & Johnson
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USD
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EC
CORP
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United States Treasury
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United States Treasury Note/Bond
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Fixed
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ITOCHU Corp
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ITOCHU Corp
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EC
CORP
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N
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Westlake Chemical Corp
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Westlake Chemical Corp
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USD
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EC
CORP
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AGCO Corp
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AGCO Corp
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USD
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EC
CORP
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1
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United States Treasury
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United States Treasury Note/Bond
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Union Pacific Corp
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Carnival Corp
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Republic of Austria Government Bond
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JPMorgan Chase Bank, National Association
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DFE
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JPMorgan Chase Bank, National Association
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Australia Government Bond
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AU
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2020-04-15
Fixed
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N
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Alphabet Inc
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Alphabet Inc
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USD
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EC
CORP
US
N
1
N
N
N
Take-Two Interactive Software Inc
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Take-Two Interactive Software Inc
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USD
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EC
CORP
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N
1
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FRANCE (GOVT OF)
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French Republic Government Bond OAT
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PA
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DBT
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FR
N
2
2030-05-25
Fixed
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United States Treasury
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United States Treasury Note/Bond
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PA
USD
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DBT
UST
US
N
2
2043-05-15
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N
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Laboratory Corp of America Holdings
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540R409
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NS
USD
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EC
CORP
US
N
1
N
N
N
Alcon Inc
549300LDT5AP8S0NBM78
Alcon Inc
000000000
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EC
CORP
CH
N
1
N
N
N
ASX - Trade24
549300USWUR0S7VMM868
AUST 10Y BOND FUT MAR20 XSFE 20200316
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DIR
AU
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ASX - Trade24
549300USWUR0S7VMM868
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10 Year Commonwealth Treasury Bond
XMH0 Comdty
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12213400.08
AUD
-143800.02
N
N
N
Ashtead Group PLC
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Ashtead Group PLC
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EC
CORP
GB
N
1
N
N
N
FMC Corp
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FMC Corp
302491303
3545.00000000
NS
USD
353861.90000000
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EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
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Ameriprise Financial Inc
03076C106
10458.00000000
NS
USD
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EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RN0
37000.00000000
PA
USD
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0.015378865198
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DBT
UST
US
N
2
2045-08-15
Fixed
2.88000000
N
N
N
N
N
N
Sampo Oyj
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Sampo Oyj
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EC
CORP
FI
N
1
N
N
N
TransUnion
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TransUnion
89400J107
3103.00000000
NS
USD
265647.83000000
0.101130135342
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828T26
1483000.00000000
PA
USD
1467075.72000000
0.558504717017
Long
DBT
UST
US
N
2
2023-09-30
Fixed
1.38000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123101
1702.00000000
NS
USD
251351.36000000
0.095687576500
Long
EC
CORP
US
N
1
N
N
N
PRADA SpA
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PRADA SpA
000000000
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312813.93000000
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EC
CORP
IT
N
1
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087J96
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N
2
2024-09-01
Fixed
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N
N
N
N
FRANCE (GOVT OF)
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French Republic Government Bond OAT
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FR
N
2
2040-07-25
Fixed
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N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
PURCHASED NOK / SOLD SEK
000000000
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NC
N/A
67542.87000000
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DFE
NO
N
2
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
37377029.00000000
SEK
35660000.00000000
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2020-01-24
67542.87
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
000000000
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1243390.55000000
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EC
CORP
JP
N
1
N
N
N
Osaka Exchange
3538001249AILNPRUX57
TOPIX INDX FUTR MAR20 XOSE 20200312
000000000
77.00000000
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6838.62000000
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DE
JP
N
1
Osaka Exchange
3538001249AILNPRUX57
Long
TOPIX Index
TPH0 Index
2020-03-12
1324426950
JPY
6838.62
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828P79
346000.00000000
PA
USD
344577.73000000
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DBT
UST
US
N
2
2023-02-28
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
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PA
USD
1805848.20000000
0.687472857855
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DBT
UST
US
N
2
2022-07-31
Fixed
1.88000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
300000.00000000
PA
USD
292026.35000000
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DBT
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N
2
2029-08-15
Fixed
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N
N
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N
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HSBC Bank plc
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000000000
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DFE
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N
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HSBC Bank plc
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CAD
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-81850.11
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
000000000
2789.00000000
NS
1144360.30000000
0.435649378423
Long
EC
CORP
CH
N
1
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
10YR MINI JGB FUT MAR20 XSIM 20200312
000000000
-21.00000000
NC
5991.44000000
0.002280896245
N/A
DIR
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
Mini Japan Government Ten Year Bond
BJH0 Comdty
2020-03-12
-319704000
JPY
5991.44
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
2485.00000000
NS
USD
339624.95000000
0.129292669768
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Q37
497000.00000000
PA
USD
494662.87000000
0.188314442439
Long
DBT
UST
US
N
2
2021-03-31
Fixed
1.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR20 XCBT 20200331
000000000
-170.00000000
NC
USD
22790.20000000
0.008676058112
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
2 Year US Treasury Note
TUH0 Comdty
2020-03-31
-36657790.2
USD
22790.2
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
000000000
42654.00000000
NS
852662.17000000
0.324602089364
Long
EC
CORP
NO
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
3664.00000000
NS
USD
571510.72000000
0.217569842234
Long
EC
CORP
US
N
1
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
4621.00000000
NS
USD
401380.06000000
0.152802376708
Long
EC
CORP
US
N
1
N
N
N
Ubisoft Entertainment SA
969500I7C8V1LBIMSM05
Ubisoft Entertainment SA
000000000
11073.00000000
NS
764859.54000000
0.291176287033
Long
EC
CORP
FR
N
1
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
172000.00000000
PA
302381.32000000
0.115114299320
Long
DBT
NUSS
FR
N
2
2045-05-25
Fixed
3.25000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
16658350.35000000
NS
USD
16658350.35000000
6.341708966604
Long
STIV
RF
US
N
2
N
N
ServiceNow Inc
549300HJTQM36M0E1G39
ServiceNow Inc
81762P102
1584.00000000
NS
USD
447194.88000000
0.170243734867
Long
EC
CORP
US
N
1
N
N
N
Genmab A/S
529900MTJPDPE4MHJ122
Genmab A/S
000000000
3623.00000000
NS
805703.30000000
0.306725199955
Long
EC
CORP
DK
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S13028 CDS USD R F 1.00000 113028_FEE CCPCDX / Short: S13028 CDS USD P V 03MEVENT 113028_PRO CCPCDX
000000000
8200000.00000000
OU
Notional Amount
USD
-275583.22000000
-0.10491246375
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.EM.S32.V1
2I65BZDM1
Y
sell protection
2024-12-20
0
USD
-395426.99
USD
8200000
USD
119843.77
N
N
N
Cree Inc
549300OGU88P3AW3TO93
Cree Inc
225447101
14415.00000000
NS
USD
665252.25000000
0.253256539227
Long
EC
CORP
US
N
1
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
000000000
380000.00000000
PA
310343.23000000
0.118145338707
Long
DBT
NUSS
AU
N
2
2029-04-21
Fixed
3.25000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-104119.73000000
-0.03963759985
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
7550000.00000000
AUD
5196923.21000000
USD
2020-01-24
-104119.73
N
N
N
Euronav NV
549300D80RYON74MEJ03
Euronav NV
000000000
27217.00000000
NS
335211.80000000
0.127612616682
Long
EC
CORP
BE
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
451000.00000000
PA
607691.32000000
0.231343525139
Long
DBT
NUSS
ES
N
2
2024-01-31
Fixed
4.80000000
N
N
N
N
N
N
Keyence Corp
529900M7PQBS7A89DZ11
Keyence Corp
000000000
1200.00000000
NS
425088.58000000
0.161828032352
Long
EC
CORP
JP
N
1
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
300000.00000000
PA
387558.55000000
0.147540631573
Long
DBT
NUSS
IT
N
2
2029-08-01
Fixed
3.00000000
N
N
N
N
N
N
ICE Futures U.S.
5493004R83R1LVX2IL36
MSCI EMGMKT MAR20 IFUS 20200320
000000000
50.00000000
NC
USD
57655.00000000
0.021948825831
N/A
DE
US
N
1
ICE Futures U.S.
5493004R83R1LVX2IL36
Long
MSCI Emerging Markets
MESH0 Index
2020-03-20
2742845
USD
57655
N
N
N
ON Semiconductor Corp
ZV20P4CNJVT8V1ZGJ064
ON Semiconductor Corp
682189105
30033.00000000
NS
USD
732204.54000000
0.278744773590
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
10047.00000000
NS
USD
2953617.06000000
1.124419849491
Long
EC
CORP
US
N
1
N
N
N
LivaNova PLC
2138001K2FX6SHK2B339
LivaNova PLC
000000000
7700.00000000
NS
USD
580811.00000000
0.221110389036
Long
EC
CORP
GB
N
1
N
N
N
Cie Financiere Richemont SA
549300YIPGJ6UX2QPS51
Cie Financiere Richemont SA
000000000
11351.00000000
NS
892082.10000000
0.339608960890
Long
EC
CORP
CH
N
1
N
N
N
Sumitomo Electric Industries Ltd
5493005SP87FL5TOS202
Sumitomo Electric Industries Ltd
000000000
37500.00000000
NS
570153.24000000
0.217053059785
Long
EC
CORP
JP
N
1
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
129000.00000000
PA
186010.94000000
0.070812968949
Long
DBT
NUSS
IT
N
2
2037-02-01
Fixed
4.00000000
N
N
N
N
N
N
WH Group Ltd
254900A4AYEDRWYSE928
WH Group Ltd
000000000
542500.00000000
NS
560441.08000000
0.213355713357
Long
EC
CORP
KY
N
1
N
N
N
HubSpot Inc
529900BLNVEW0MVKJB37
HubSpot Inc
443573100
1728.00000000
NS
USD
273888.00000000
0.104267106223
Long
EC
CORP
US
N
1
N
N
N
Continental AG
529900A7YD9C0LLXM621
Continental AG
000000000
4277.00000000
NS
552961.09000000
0.210508137298
Long
EC
CORP
DE
N
1
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
376299.00000000
PA
538187.47000000
0.204883931031
Long
DBT
NUSS
IT
N
2
2041-09-15
Fixed
2.55000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
741000.00000000
PA
868507.95000000
0.330634458896
Long
DBT
NUSS
FR
N
2
2026-05-25
Fixed
0.50000000
N
N
N
N
N
N
Nippon Telegraph & Telephone Corp
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp
000000000
47200.00000000
NS
1197647.60000000
0.455935453641
Long
EC
CORP
JP
N
1
N
N
N
Inpex Corp
353800VHYYADPR6MXQ47
Inpex Corp
000000000
56600.00000000
NS
592019.70000000
0.225377457011
Long
EC
CORP
JP
N
1
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
000000000
11575.00000000
NS
649191.21000000
0.247142221828
Long
EC
CORP
CA
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135106
2170.00000000
NS
USD
4009812.80000000
1.526505641548
Long
EC
CORP
US
N
1
N
N
N
West Japan Railway Co
N/A
West Japan Railway Co
000000000
8200.00000000
NS
712495.51000000
0.271241693775
Long
EC
CORP
JP
N
1
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
3661.00000000
NS
USD
509208.49000000
0.193851850816
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR20 XEUR 20200306
000000000
-90.00000000
NC
139315.13000000
0.053036224508
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXH0 Comdty
2020-03-06
-15468300
EUR
139315.13
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
24397.00000000
NS
USD
1426736.56000000
0.543147901528
Long
EC
CORP
US
N
1
N
N
N
Ryanair Holdings PLC
635400BR2ROC1FVEBQ56
Ryanair Holdings PLC
783513203
6592.00000000
NS
USD
577525.12000000
0.219859479179
Long
EC
CORP
IE
N
1
N
N
N
Grifols SA
959800HSSNXWRKBK4N60
Grifols SA
398438408
27000.00000000
NS
USD
628830.00000000
0.239390861981
Long
EC
CORP
ES
N
1
N
N
N
MINEBEA MITSUMI Inc
353800CCB0CZ75YZ4010
MINEBEA MITSUMI Inc
000000000
44300.00000000
NS
928361.33000000
0.353420191496
Long
EC
CORP
JP
N
1
N
N
Domino's Pizza Inc
5299004V0Y8MI5D9FF45
Domino's Pizza Inc
25754A201
1163.00000000
NS
USD
341666.14000000
0.130069735483
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank plc
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-360442.04000000
-0.13721757971
N/A
DFE
US
N
2
HSBC Bank plc
MP6I5ZYZBEU3UXPYFY54
12305000.00000000
NZD
7925373.64000000
USD
2020-01-24
-360442.04
N
N
N
Tenaris SA
549300Y7C05BKC4HZB40
Tenaris SA
000000000
44666.00000000
NS
503523.60000000
0.191687655855
Long
EC
CORP
LU
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
11998.00000000
NS
USD
2462589.50000000
0.937489342287
Long
EC
CORP
US
N
1
N
N
N
GoDaddy Inc
N/A
GoDaddy Inc
380237107
6640.00000000
NS
USD
450988.80000000
0.171688051740
Long
EC
CORP
US
N
1
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207105
46558.00000000
NS
USD
2564414.64000000
0.976253408944
Long
EC
CORP
US
N
1
N
N
N
Mondi PLC
213800LOZA69QFDC9N34
Mondi PLC
000000000
32938.00000000
NS
773335.87000000
0.294403162254
Long
EC
CORP
GB
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
000000000
26800.00000000
NS
1068497.54000000
0.406768994999
Long
EC
CORP
JP
N
1
N
N
N
Nabtesco Corp
529900DVHQXYRTGW7739
Nabtesco Corp
000000000
24200.00000000
NS
727191.57000000
0.276836373531
Long
EC
CORP
JP
N
1
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP Semiconductors NV
000000000
9633.00000000
NS
USD
1225895.58000000
0.466689247642
Long
EC
CORP
NL
N
1
N
N
N
iShares JP Morgan USD Emerging Markets Bond ETF
54930070R8WH6MNUJG74
iShares JP Morgan USD Emerging Markets Bond ETF
464288281
106396.00000000
NS
USD
12188725.76000000
4.640156427234
Long
EC
RF
US
N
1
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807108
935.00000000
NS
USD
273394.00000000
0.104079044130
Long
EC
CORP
US
N
1
N
N
N
Kosmos Energy Ltd
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
500688106
114161.00000000
NS
USD
650717.70000000
0.247723345116
Long
EC
CORP
US
N
1
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
Western Digital Corp
958102105
14329.00000000
NS
USD
909461.63000000
0.346225217538
Long
EC
CORP
US
N
1
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED SGD / SOLD USD
000000000
1.00000000
NC
20058.62000000
0.007636166105
N/A
DFE
SG
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
1697731.73000000
USD
2310000.00000000
SGD
2020-01-24
20058.62
N
N
N
10X Genomics Inc
5493003Z6741WNLG7H43
10X Genomics Inc
88025U109
2236.00000000
NS
USD
170495.00000000
0.064906167029
Long
EC
CORP
US
N
1
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
000000000
19661.00000000
NS
635910.82000000
0.242086477017
Long
EC
CORP
CA
N
1
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD JPY
000000000
1.00000000
NC
2656.06000000
0.001011142109
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
156300000.00000000
JPY
1442519.48000000
USD
2020-01-24
2656.06
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609W102
1048.00000000
NS
USD
222280.80000000
0.084620632466
Long
EC
CORP
KY
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
1362.00000000
NS
USD
437596.98000000
0.166589886364
Long
EC
CORP
US
N
1
N
N
N
Swedish Match AB
529900YVXCGNWAUYZG78
Swedish Match AB
000000000
7934.00000000
NS
408967.76000000
0.155690957156
Long
EC
CORP
SE
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
1975.00000000
NS
USD
173642.00000000
0.066104206313
Long
EC
CORP
US
N
1
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087D50
221000.00000000
PA
175093.00000000
0.066656591124
Long
DBT
NUSS
CA
N
2
2025-06-01
Fixed
2.25000000
N
N
N
N
N
N
Nasdaq Nordic
N/A
OMXS30 IND FUTURE JAN20 XSTO 20200117
000000000
-526.00000000
NC
106925.75000000
0.040705830606
N/A
DE
SE
N
1
Nasdaq Nordic
N/A
Short
OMXS30 Index
QCF0 Index
2020-01-17
-94011454
SEK
106925.75
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED SEK / SOLD USD
000000000
1.00000000
NC
140512.37000000
0.053492004791
N/A
DFE
SE
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
5810316.34000000
USD
55680000.00000000
SEK
2020-01-24
140512.37
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112103
21525.00000000
NS
USD
1157614.50000000
0.440695152898
Long
EC
CORP
US
N
1
N
N
N
Burlington Stores Inc
5299003Z37DVGKKC1W09
Burlington Stores Inc
122017106
1801.00000000
NS
USD
410682.03000000
0.156343566881
Long
EC
CORP
US
N
1
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO STOXX 50 MAR20 XEUR 20200320
000000000
316.00000000
NC
-100730.39000000
-0.03834730354
N/A
DE
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Long
EURO STOXX 50 Index
VGH0 Index
2020-03-20
11873441.55
EUR
-100730.39
N
N
N
UK TSY 1% 2024
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
140000.00000000
PA
188539.03000000
0.071775393840
Long
DBT
NUSS
GB
N
2
2024-04-22
Fixed
1.00000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RP5
97000.00000000
PA
USD
108383.69000000
0.041260857423
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654105
2165.00000000
NS
USD
257288.60000000
0.097947839212
Long
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
31335.00000000
NS
USD
1597144.95000000
0.608021096781
Long
EC
CORP
US
N
1
N
N
N
ASR Nederland NV
7245000G0HS48PZWUD53
ASR Nederland NV
000000000
22645.00000000
NS
847373.88000000
0.322588877047
Long
EC
CORP
NL
N
1
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S13119 CDS USD R F 5.00000 113119_FEE CCPCDX / Short: S13119 CDS USD P V 03MEVENT 113119_PRO CCPCDX
000000000
17919000.00000000
OU
Notional Amount
USD
1726716.23000000
0.657347910717
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V1
2I65BRSB7
Y
sell protection
2024-12-20
1294140.16
USD
0
USD
17919000
USD
432576.07
N
N
N
Waste Connections Inc
549300HDLRTPBQU69P29
Waste Connections Inc
94106B101
2516.00000000
NS
USD
228427.64000000
0.086960688325
Long
EC
CORP
CA
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
333000.00000000
PA
USD
356678.23000000
0.135784725489
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Husky Energy Inc
N/A
Husky Energy Inc
000000000
65428.00000000
NS
525016.18000000
0.199869719772
Long
EC
CORP
CA
N
1
N
N
N
Infineon Technologies AG
TSI2PJM6EPETEQ4X1U25
Infineon Technologies AG
000000000
25842.00000000
NS
588725.37000000
0.224123330303
Long
EC
CORP
DE
N
1
N
N
N
Nintendo Co Ltd
353800FEEXU6I9M0ZF27
Nintendo Co Ltd
000000000
2600.00000000
NS
1052155.91000000
0.400547859092
Long
EC
CORP
JP
N
1
N
N
N
Stericycle Inc
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912108
14940.00000000
NS
USD
953321.40000000
0.362922302833
Long
EC
CORP
US
N
1
N
N
NYSE Euronext - Euronext Paris
549300HIIRNTNKXV3M12
CAC40 10 EURO FUT JAN20 XPAR 20200117
000000000
-93.00000000
NC
20228.61000000
0.007700880022
N/A
DE
FR
N
1
NYSE Euronext - Euronext Paris
549300HIIRNTNKXV3M12
Short
CAC 40 Index
CFF0 Index
2020-01-17
-5570133.89
EUR
20228.61
N
N
N
Babcock International Group PLC
213800TSKOLX4EU6L377
Babcock International Group PLC
000000000
86724.00000000
NS
723020.70000000
0.275248554622
Long
EC
CORP
GB
N
1
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
000000000
218217.00000000
NS
519249.77000000
0.197674490758
Long
EC
CORP
GB
N
1
N
N
N
Unilever NV
549300TK7G7NZTVM1Z30
Unilever NV
000000000
14525.00000000
NS
834674.61000000
0.317754360258
Long
EC
CORP
NL
N
1
N
N
N
Apache Corp
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411105
18721.00000000
NS
USD
479070.39000000
0.182378502316
Long
EC
CORP
US
N
1
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
53068.00000000
NS
USD
1562852.60000000
0.594966256481
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M49
1037000.00000000
PA
USD
1044178.72000000
0.397511002724
Long
DBT
UST
US
N
2
2022-10-31
Fixed
1.88000000
N
N
N
N
N
N
HSBC Bank plc
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD CHF
000000000
1.00000000
NC
-109577.94000000
-0.04171549943
N/A
DFE
US
N
2
HSBC Bank plc
MP6I5ZYZBEU3UXPYFY54
7675000.00000000
CHF
7830929.47000000
USD
2020-01-24
-109577.94
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106103
6775.00000000
NS
USD
686375.25000000
0.261297906811
Long
EC
CORP
US
N
1
N
N
N
SmileDirectClub Inc
N/A
SmileDirectClub Inc
83192H106
9871.00000000
NS
USD
86272.54000000
0.032843308550
Long
EC
CORP
US
N
1
N
N
N
SoftBank Group Corp
5493003BZYYYCDIO0R13
SoftBank Group Corp
000000000
13700.00000000
NS
599670.52000000
0.228290066770
Long
EC
CORP
JP
N
1
N
N
N
UK TSY 3.5% 2045
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
120000.00000000
PA
231777.41000000
0.088235920626
Long
DBT
NUSS
GB
N
2
2045-01-22
Fixed
3.50000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
000000000
7875.00000000
NS
852596.09000000
0.324576933204
Long
EC
CORP
CH
N
1
N
N
N
United Rentals Inc
5323X5O7RN0NKFCDRY08
United Rentals Inc
911363109
1282.00000000
NS
USD
213799.14000000
0.081391728154
Long
EC
CORP
US
N
1
N
N
N
Sage Group PLC/The
2138005RN5XYLTF8G138
Sage Group PLC/The
000000000
129612.00000000
NS
1285913.38000000
0.489537573702
Long
EC
CORP
GB
N
1
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
28285.00000000
NS
1064767.63000000
0.405349046253
Long
EC
CORP
AT
N
1
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
000000000
64050.00000000
NS
1509314.59000000
0.574584737847
Long
EC
CORP
GB
N
1
N
N
N
Dollarama Inc
5493002GJ0NJP1HI0C79
Dollarama Inc
000000000
15820.00000000
NS
543719.23000000
0.206989830551
Long
EC
CORP
CA
N
1
N
N
N
KBC Group NV
213800X3Q9LSAKRUWY91
KBC Group NV
000000000
18483.00000000
NS
1390313.43000000
0.529281889273
Long
EC
CORP
BE
N
1
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG
000000000
12675.00000000
NS
701920.29000000
0.267215786882
Long
EC
CORP
DE
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
18543.00000000
NS
USD
1743969.15000000
0.663915967887
Long
EC
CORP
US
N
1
N
N
N
Sony Corp
529900R5WX9N2OI2N910
Sony Corp
000000000
25800.00000000
NS
1757358.61000000
0.669013234829
Long
EC
CORP
JP
N
1
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED MXN / SOLD USD
000000000
1.00000000
NC
206097.51000000
0.078459775409
N/A
DFE
MX
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
9953301.93000000
USD
192680000.00000000
MXN
2020-01-24
206097.51
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
22243400.06000000
NS
USD
22243400.06000000
8.467895478514
Long
STIV
RF
US
N
2
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
110000.00000000
PA
228057.17000000
0.086819653176
Long
DBT
NUSS
ES
N
2
2044-10-31
Fixed
5.15000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
5528.00000000
NS
USD
1623297.20000000
0.617977062098
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RT7
490000.00000000
PA
USD
475590.23000000
0.181053631521
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
TechnoPro Holdings Inc
3538001DJ8I5PJQNHU53
TechnoPro Holdings Inc
000000000
6700.00000000
NS
471722.42000000
0.179581185280
Long
EC
CORP
JP
N
1
N
N
N
LANXESS AG
529900PTLRE72EMYIJ77
LANXESS AG
000000000
10280.00000000
NS
689788.94000000
0.262597472976
Long
EC
CORP
DE
N
1
N
N
N
Marvell Technology Group Ltd
8DF36O58U3QIHUCGZB18
Marvell Technology Group Ltd
000000000
13161.00000000
NS
USD
349556.16000000
0.133073406887
Long
EC
CORP
BM
N
1
N
N
H Lundbeck A/S
5493006R4KC2OI5D3470
H Lundbeck A/S
000000000
17746.00000000
NS
677676.98000000
0.257986540697
Long
EC
CORP
DK
N
1
N
N
N
The Montreal Exchange / Bourse De Montreal
N/A
S+P/TSX 60 IX FUT MAR20 XMOD 20200319
000000000
-36.00000000
NC
-2060.39000000
-0.00078437501
N/A
DE
CA
N
1
The Montreal Exchange / Bourse De Montreal
N/A
Short
S&P/TSX 60 Index
PTH0 Index
2020-03-19
-7286604.48
CAD
-2060.39
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
250000.00000000
PA
305910.01000000
0.116457645122
Long
DBT
NUSS
ES
N
2
2027-10-31
Fixed
1.45000000
N
N
N
N
N
N
Shin-Etsu Chemical Co Ltd
353800PX8Q64N86H5W41
Shin-Etsu Chemical Co Ltd
000000000
10700.00000000
NS
1187630.57000000
0.452122045493
Long
EC
CORP
JP
N
1
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
000000000
173517.00000000
NS
1821502.07000000
0.693432168690
Long
EC
CORP
HK
N
1
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
60000.00000000
PA
68007.67000000
0.025890009609
Long
DBT
NUSS
IT
N
2
2032-03-01
Fixed
1.65000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087C93
82000.00000000
PA
82820.92000000
0.031529302719
Long
DBT
NUSS
CA
N
2
2064-12-01
Fixed
2.75000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
33275.00000000
NS
USD
5247467.50000000
1.997671497929
Long
EC
CORP
US
N
1
N
N
N
HSBC Bank plc
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-8514.58000000
-0.00324143670
N/A
DFE
US
N
2
HSBC Bank plc
MP6I5ZYZBEU3UXPYFY54
6840000.00000000
EUR
7673923.91000000
USD
2020-01-24
-8514.58
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR20 XCBT 20200320
000000000
60.00000000
NC
USD
-375431.34000000
-0.14292389373
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNH0 Comdty
2020-03-20
11274806.34
USD
-375431.34
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
3214.00000000
NS
USD
464840.82000000
0.176961411802
Long
EC
CORP
US
N
1
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466L302
13553.00000000
NS
USD
2204259.92000000
0.839145209801
Long
EC
CORP
US
N
1
N
N
N
Henkel AG & Co KGaA
549300VZCL1HTH4O4Y49
Henkel AG & Co KGaA
000000000
7001.00000000
NS
724048.57000000
0.275639857017
Long
EP
CORP
DE
N
1
N
N
N
Universal Display Corp
N/A
Universal Display Corp
91347P105
1583.00000000
NS
USD
326208.81000000
0.124185245951
Long
EC
CORP
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
461000.00000000
PA
USD
470082.59000000
0.178956914305
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
000000000
206861.00000000
NS
1156235.26000000
0.440170086580
Long
EC
CORP
ES
N
1
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
10000.00000000
PA
17794.06000000
0.006774065107
Long
DBT
NUSS
ES
N
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
Digital Realty Trust Inc
549300HKCZ31D08NEI41
Digital Realty Trust Inc
253868103
12943.00000000
NS
USD
1549794.82000000
0.589995257627
Long
EC
US
N
1
N
N
SAP SE
529900D6BF99LW9R2E68
SAP SE
000000000
8311.00000000
NS
1121676.99000000
0.427014012532
Long
EC
CORP
DE
N
1
N
N
N
IRISH TSY 2% 2045
549300KXBEJAOJ9OVF93
Ireland Government Bond
000000000
48000.00000000
PA
68727.30000000
0.026163967349
Long
DBT
NUSS
IE
N
2
2045-02-18
Fixed
2.00000000
N
N
N
N
N
N
Republic of Austria
529900QWWUI4XRVR7I03
Republic of Austria Government Bond
000000000
67000.00000000
PA
120188.37000000
0.045754810512
Long
DBT
NUSS
AT
N
2
2044-06-20
Fixed
3.15000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
Crown Castle International Corp
22822V101
2100.00000000
NS
USD
298515.00000000
0.113642420311
Long
EC
US
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QY7
423000.00000000
PA
USD
450873.31000000
0.171644085563
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
MSCI TAIWAN INDEX JAN20 XSIM 20200130
000000000
-69.00000000
NC
USD
11612.70000000
0.004420867743
N/A
DE
SG
N
1
Singapore Exchange Derivatives Clearing Limited
549300ZLWT3FK3F0FW61
Short
MSCI Taiwan Index
TWF0 Index
2020-01-30
-3182852.7
USD
11612.7
N
N
N
Ulta Salon Cosmetics & Fragrance Inc
529900CIV6HN8M28YM82
Ulta Salon Cosmetics & Fragrance Inc
90384S303
1724.00000000
NS
USD
436413.36000000
0.166139291112
Long
EC
CORP
US
N
1
N
N
N
Koninklijke Ahold Delhaize NV
724500C9GNBV20UYRX36
Koninklijke Ahold Delhaize NV
000000000
43677.00000000
NS
1092287.55000000
0.415825673275
Long
EC
CORP
NL
N
1
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
Progressive Corp/The
743315103
25628.00000000
NS
USD
1855210.92000000
0.706264874919
Long
EC
CORP
US
N
1
N
N
N
Tokyo Electron Ltd
549300H5LSF8DP3RIJ34
Tokyo Electron Ltd
000000000
2600.00000000
NS
572500.12000000
0.217946499389
Long
EC
CORP
JP
N
1
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
000000000
125000.00000000
PA
236033.71000000
0.089856262095
Long
DBT
NUSS
BE
N
2
2045-06-22
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912810RL4
688445.10000000
PA
USD
713749.11000000
0.271718929887
Long
DBT
UST
US
N
2
2045-02-15
Fixed
0.75000000
N
N
N
N
N
N
Banca Mediolanum SpA
7LVZJ6XRIE7VNZ4UBX81
Banca Mediolanum SpA
000000000
107813.00000000
NS
1070869.14000000
0.407671845321
Long
EC
CORP
IT
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796SV2
24000000.00000000
PA
USD
23827620.00000000
9.070996120984
Long
STIV
UST
US
N
2
2020-06-18
None
0.00000000
N
N
N
N
N
N
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
PURCHASED USD / SOLD GBP
000000000
1.00000000
NC
-21937.72000000
-0.00835152537
N/A
DFE
US
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
1170000.00000000
GBP
1528780.85000000
USD
2020-01-24
-21937.72
N
N
N
GlaxoSmithKline PLC
5493000HZTVUYLO1D793
GlaxoSmithKline PLC
37733W105
9000.00000000
NS
USD
422910.00000000
0.160998663296
Long
EC
CORP
GB
N
1
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165B103
33184.00000000
NS
USD
1194955.84000000
0.454910720810
Long
EC
CORP
US
N
1
N
N
N
Thales SA
529900FNDVTQJOVVPZ19
Thales SA
000000000
5985.00000000
NS
621121.39000000
0.236456252002
Long
EC
CORP
FR
N
1
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828UH1
189521.10000000
PA
USD
189494.28000000
0.072139050346
Long
DBT
UST
US
N
2
2023-01-15
Fixed
0.13000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077M108
5188.00000000
NS
USD
248557.08000000
0.094623815073
Long
EC
CORP
CA
N
1
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S12987 CDS EUR R F 1.00000 112987_FEE CCPITRAXX / Short: S12987 CDS EUR P V 03MEVENT 112987_PRO CCPITRAXX
000000000
15900000.00000000
OU
Notional Amount
495342.09000000
0.188573016396
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
iTraxx Europe S32.V1
2I666VCV5
Y
sell protection
2024-12-20
354207.6
EUR
0
EUR
15900000
EUR
105981.85
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746101
27699.00000000
NS
USD
1490206.20000000
0.567310317172
Long
EC
CORP
US
N
1
N
N
N
ICE Futures Europe - Financial Products Division
5R6J7JCQRIPQR1EEP713
LONG GILT FUTURE MAR20 IFLL 20200327
000000000
33.00000000
NC
-63382.10000000
-0.02412908982
N/A
DIR
GB
N
1
ICE Futures Europe - Financial Products Division
5R6J7JCQRIPQR1EEP713
Long
United Kingdom Gilt
G H0 Comdty
2020-03-27
4383390
GBP
-63382.1
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
549300FYCXFXG8POR355
iShares iBoxx $ Investment Grade Corporate Bond ETF
464287242
98054.00000000
NS
USD
12546989.84000000
4.776544873918
Long
EC
RF
US
N
1
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YU8
1150000.00000000
PA
USD
1134063.20000000
0.431729349727
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.63000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR20 XCBT 20200320
000000000
-101.00000000
NC
USD
3008.79000000
0.001145423773
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYH0 Comdty
2020-03-20
-12973618.17
USD
3008.79
N
N
N
Arista Networks Inc
635400H1WKBLOQERUU95
Arista Networks Inc
040413106
2632.00000000
NS
USD
535348.80000000
0.203803270665
Long
EC
CORP
US
N
1
N
N
N
Mowi ASA
549300W1OGQF5LZIH349
Mowi ASA
000000000
11263.00000000
NS
292758.72000000
0.111451047712
Long
EC
CORP
NO
N
1
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
000000000
137350000.00000000
PA
1307160.41000000
0.497626158576
Long
DBT
NUSS
JP
N
2
2036-03-20
Fixed
0.40000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED NOK / SOLD USD
000000000
1.00000000
NC
205250.21000000
0.078137214658
N/A
DFE
NO
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
5309406.46000000
USD
48410000.00000000
NOK
2020-01-24
205250.21
N
N
N
NEW ZEALAND GVT ILB
549300237GPHG2AI7C34
New Zealand Government Inflation Linked Bond
000000000
4073611.00000000
PA
3272588.51000000
1.245849886803
Long
DBT
NUSS
NZ
N
2
2025-09-20
Fixed
2.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: S13038 CDS USD R F 1.00000 113038_FEE CCPCDX / Short: S13038 CDS USD P V 03MEVENT 113038_PRO CCPCDX
000000000
10100000.00000000
OU
Notional Amount
USD
261916.84000000
0.099709775448
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S33.V1
2I65BYDV4
Y
sell protection
2024-12-20
192549.35
USD
0
USD
10100000
USD
69367.49
N
N
N
Carvana Co
5493003WEAK2PJ5WS063
Carvana Co
146869102
1418.00000000
NS
USD
130526.90000000
0.049690611298
Long
EC
CORP
US
N
1
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
E-MINI RUSS 1000 VMAR20 XCME 20200320
000000000
221.00000000
NC
USD
222237.60000000
0.084604186550
N/A
DE
US
N
1
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long
E-mini Russell 1000 Value Index
RVYH0 Index
2020-03-20
14658797.4
USD
222237.6
N
N
N
Simon Property Group Inc
529900GQL5X8H7AO3T64
Simon Property Group Inc
828806109
14015.00000000
NS
USD
2087674.40000000
0.794761977246
Long
EC
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661107
4631.00000000
NS
USD
554608.56000000
0.211135316763
Long
EC
CORP
US
N
1
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals Inc
015351109
4049.00000000
NS
USD
437899.35000000
0.166704996354
Long
EC
CORP
US
N
1
N
N
N
2020-01-28
UBS FUNDS
Joanne Kilkeary
Joanne Kilkeary
Vice President and Treasurer